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# Spectral inclusion and spectral exactness for singular non-selfadjoint Sturm-Liouville problems
## 1 Introduction
Over the last 30 years there has been considerable interest in numerical solution of singular Sturm-Liouville problems, and in particular in the development of automatic software for such problems: see, e.g., Bailey, Gordon and Shampine , Bailey, Garbow, Kaper and Zettl , Fulton and Pruess and Marletta and Pryce . The software described in these papers usually uses an interval truncation procedure to regularize problems posed either on infinite intervals, or on finite intervals with singular behaviour of the coefficients near at least one of the endpoints. Rigorous mathematical justification of the validity of the interval truncation process, however, did not appear (except for special cases) until the paper of Bailey, Everitt, Weidmann and Zettl in 1993, which uses fundamental ideas from Reed and Simon to develop conditions under which the spectra of a sequence of regularized problems can (a) provide approximations to the whole spectrum of the original singular eigenvalue problem (spectral inclusion); (b) not yield approximations to any points which are not in the spectrum of the original singular problem (spectral exactness). All of this work is for selfadjoint problems only.
Non-selfadjoint singular problems are also very important. They arise when the complex scaling method is used to find resonances of a selfadjoint problem (for a review see ) and also, more classically, in the study of hydrodynamic stability, where the spectra of the Orr-Sommerfeld and related equations are often studied over infinite intervals. Recent applications to the study of large disturbances in water waves are described by Chamberlain and Porter .
It is well known that the spectra of non-selfadjoint operators can be pathologically sensitive to perturbation of the operator. Matrix examples of such sensitivity are provided in the classic text of Wilkinson . For a recent study in the context of non-selfadjoint Sturm-Liouville operators see Davies , and for a study in the context of general operators via pseudospectra see Trefethen . Given this sensitivity, it seems important to ask: under what conditions can one expect the regularization process used for selfadjoint singular Sturm-Liouville operators to be successful for non-selfadjoint Sturm-Liouville operators? In particular, can one recover results on spectral inclusion and spectral exactness? If not, might one at least be able to recover results on pseudospectral inclusion and pseudospectral exactness, or develop a-posteriori tests for spectral exactness?
We seek to answer these questions in this paper, for singular second order non-selfadjoint Sturm-Liouville problems.
For selfadjoint problems a singular endpoint is either of limit point or of limit circle type. This is the Titchmarsh-Weyl theory and may be developed either using methods of complex analysis (see Titchmarsh ) or using the theory of deficiency indices for symmetric operators on Hilbert spaces (see, e.g., Dunford and Schwartz ). The analogous theory for non-selfadjoint problems is due to Sims and to Brown, Evans, McCormack and Plum . It is based on the Titchmarsh approach to the selfadjoint case, and will be very important in this paper. The other ingredient which we shall find useful is a non-selfadjoint analogue of the results of Reed and Simon on spectral inclusion and spectral exactness \[15, theorems VIII.23-VIII.25\], for which we shall use results from Harrabi and Kato \[13, p. 208\].
## 2 A review of the Sims Classification
The problem which we consider concerns the spectral behavior of
$$[y]=\frac{1}{w}[(py^{^{}})^{^{}}+qy]\mathrm{on}[a,b),$$
(1)
where as usual
* $`w>0`$, $`p0`$ a.e. on $`[a,b)`$ and $`w,1/pL_{loc}^1[a,b)`$;
* $`p,q`$ are complex-valued, $`qL_{loc}^1[a,b)`$ and
$$Q=\overline{co}\{\frac{q(x)}{w(x)}+rp(x):x[a,b),\mathrm{\hspace{0.33em}0}<r<\mathrm{}\}.$$
(2)
These assumptions imply that $`a`$ is a regular point of (1) and we shall assume that $`b`$ is a singular point. By this we mean that either $`b=+\mathrm{}`$ or that $`_a^b(w+\frac{1}{p}+q)๐x=\mathrm{}`$. Since we are assuming that $`Q`$ does not occupy all of $``$, it is known that its complement has either one or two connected components. For $`\lambda _0\backslash Q`$ we denote by $`K=K(\lambda _0)`$ the nearest point in $`Q`$ to $`\lambda _0`$ and by $`L`$ the tangent to $`Q`$ at $`K`$ and arrange by translation and rotation through an angle $`\eta `$ for $`L`$ to coincide with the imaginary axis while $`\lambda _0`$ and $`Q`$ are contained in the new left and right half planes respectively. That is, for all $`x[a,b)`$ and $`r(0,\mathrm{})`$, we require by choice of $`K`$ and $`\eta `$ that
$$\mathrm{}[\{rp(x)+\frac{q(x)}{w(x)}K\}e^{i\eta }]0$$
(3)
and
$$\mathrm{}[(\lambda _0K)e^{i\eta }]<0.$$
(4)
The set of all such admissible pairs $`(\eta ,K)`$ we call $`S`$ and we also define
$$\mathrm{\Lambda }_{\eta ,K}=\{\lambda :\mathrm{}[(\lambda K)e^{i\eta }]0\}.$$
In order to obtain from (1) a well posed eigenvalue problem we need to introduce boundary conditions at $`a`$ and possibly at $`b`$. The conditions at $`a`$ will be given in the form
$$y(a)\mathrm{cos}\alpha +py^{}(a)\mathrm{sin}\alpha =0,$$
(5)
where the parameter $`\alpha `$, which may be complex, will be subject to the condition
$$\mathrm{}[e^{i\eta }\mathrm{cos}\alpha \overline{\mathrm{sin}\alpha }]0.$$
(6)
This gives rise to a set $`S(\alpha )`$ which is defined as the subset of $`S`$ in which (6) holds. We note that $`\alpha =0`$ and $`\alpha =\pi /2`$ correspond to Dirichlet and Neumann boundary conditions respectively.
When $`p=1`$ and $`q`$ is real the classical theory of Weyl and Titchmarsh shows that if $`\theta `$ and $`\varphi `$ are linearly independent solutions of (1) which satisfy
$`\varphi (a,\lambda )=\mathrm{sin}\alpha ,`$ $`\theta (a,\lambda )=\mathrm{cos}\alpha ,`$
$`p\varphi ^{^{}}(a,\lambda )=\mathrm{cos}\alpha ,`$ $`p\theta ^{^{}}(a,\lambda )=\mathrm{sin}\alpha ,`$ (7)
where $`\alpha `$ is now real, then there is a complex number $`m(\lambda )`$, a function of the strictly complex variable $`\lambda `$, such that
$$\psi =\theta +m\varphi $$
(8)
lies in $`L_w^2[a,b)`$. When, up to constant multiples, $`\psi `$ is the only solution of the differential equation which lies in $`L_w^2[a,b)`$, we say that (1) is in the limit point case at $`b`$. If however both $`\theta `$ and $`\varphi `$ lie in $`L_w^2[a,b)`$ then we say that (1) is in the limit circle case at $`b`$. In this case an additional boundary condition at $`b`$ is needed in order to make (1,5) into a well-posed eigenvalue problem. There is a one to one correspondence between this additional boundary condition and the choice of function $`m()`$ in (8), in the sense that with an appropriate choice of boundary condition there exists a unique function $`m()`$ such that eqn. (8) defines a solution $`\psi `$ of the differential equation satisfying the boundary condition at $`x=b`$, while with an allowed choice of $`m()`$ the function $`\psi `$ defined in (8) can itself be used, for appropriate $`\lambda `$, to define the boundary condition at $`x=b`$ in the form $`[y,\psi ](b)=0`$, where $`[f,g]:=p(fg^{}f^{}g)`$ denotes the Wronsian of two functions $`f`$ and $`g`$. It is known that the classification of limit point or limit circle is independent of the strictly complex parameter $`\lambda `$. The terminology of limit point or limit circle owes its origin to the method used to establish the existence and possible uniqueness of $`\psi `$ in (8). It may be shown that the spectral points of any realisation of (1) as an operator in $`L_w^2[a,b)`$ may be charecterised by the behaviour in the limit as $`\mathrm{}\lambda 0`$ of the function $`m(\lambda )`$ associated with the boundary conditions defining the domain of the realisation.
Many of these notions may be carried over to the case when $`p`$, $`q`$ and $`\alpha `$ are complex. In a seminal paper Sims shows that when $`p=w=1`$ and $`\mathrm{}q_{}`$, where $`_{}`$ denotes the strictly lower complex plane, then the limit point / limit circle classification of Weyl now gets replaced by a threefold classification. We shall discuss this in the more general setting of which only requires (2), (3) and (4) to hold. Using a nesting circle method based on that of both Weyl and Sims, Brown et al. prove the following theorem.
###### Theorem 2.1
For $`\lambda \mathrm{\Lambda }_{\eta ,K}`$, $`(\eta ,K)S(\alpha )`$ the following distinct cases are possible, the first two being sub-cases of the limit point case:
* Case I : there exists a unique solution of (1) satisfying
$$_a^b\mathrm{}[e^{i\eta }\{py^{}^2+(qKw)y^2\}]๐x+_a^by^2w๐x<\mathrm{};$$
(9)
and this is the only solution satisfying $`yL_w^2[a,b)`$;
* Case II : there exists a unique solution of (1) satisfying (9), but all solutions of (1) lie in $`L_w^2[a,b)`$;
* Case III: all solutions of (1) lie in $`L_w^2[a,b)`$ and satisfy (9).
It may also be shown that the classification is independent of $`\lambda `$ in the sense that
* if all solutions of (1) satisfy (9) for some $`\lambda ^{^{}}\mathrm{\Lambda }_{\eta ,K}`$ (i.e. Case III) then all solutions of (1) satisfy (9) for all $`\lambda `$;
* if all solutions of (1) lie in $`L_w^2[a,b)`$ for some $`\lambda ^{^{}}`$ then all solutions of (1) satisfy $`yL_w^2[a,b)`$ for all $`\lambda `$.
It is interesting to examine the case when $`p`$ is real and non-negative. In this case for some $`\eta [\frac{\pi }{2},\frac{\pi }{2}]`$ and $`K`$ let
$$\theta _{K,\eta }(x)=\mathrm{}[e^{i\eta }(q(x)Kw(x))]0a.e.x(a,b).$$
(10)
Then the condition (9) in the Sims characterisation of (1) in Theorem 2.1 for $`\lambda \mathrm{\Lambda }_{\eta ,K}`$, $`(\eta ,K)S(\alpha )`$, becomes
$$\mathrm{cos}\eta _a^bpy^{}^2๐x+_a^b\theta _{K\eta }(x)y(x)^2๐x+_\alpha ^by(x)^2w(x)๐x<\mathrm{}.$$
(11)
In this case the remark on the independence of the classification can be extended to the following:
* if for some $`\lambda ^{^{}}`$ all the solutions of (1) satisfy (11), then for all $`\lambda `$ all solutions of (1) satisfy (11);
* if for some $`\lambda ^{^{}}`$ all the solutions of (1) satisfy one of
$$\mathrm{cos}\eta _a^bpy^{}^2๐x<\mathrm{},$$
(12)
$$_a^b\theta _{K\eta }y^2๐x<\mathrm{},$$
(13)
then the same applies for all $`\lambda `$.
We remark that Simโs analysis is the special case of the above when $`\eta =\pi /2`$, $`K=0`$. This restriction overlooks the interesting features present in (11) when $`\eta (\frac{\pi }{2},\frac{\pi }{2})`$, namely, that the classification in Theorem 2.1 involves a weighted Sobolev space as well as $`L_w^2[a,b)`$. The paper also examines the analytic behaviour of $`m(\lambda )`$ and the connection between this and the spectrum of $`M`$, an operator realisation of $``$ in $`L_w^2[a,b)`$. This is sumarised in the following theorems, in which $`m`$ denotes the unique function such that (8) defines a solution of (1) which either (i) lies in $`L_w^2[a,b)`$ (Sims Case I) or (ii) lies in $`L_w^2[a,b)`$ and satisfies the additional boundary condition at $`x=b`$ (Sims Cases II and III).
###### Theorem 2.2
(Theorem 4.7, ) In Cases II and III, $`\lambda _0`$ is a pole of $`m`$ of order $`s`$ if and only if $`\lambda _0`$ is an eigenvalue of $`M`$ of algebraic multiplicity $`s`$.
###### Theorem 2.3
(Theorem 4.13, ) Suppose that (2) is in Case I. Define
$$Q(\alpha )=\underset{(\eta ,K)S(\alpha )}{}(\backslash \mathrm{\Lambda }_{\eta ,K}),$$
and let $`Q_c(\alpha )`$ denote the set $`Q(\alpha )`$ when the underlying interval is $`[c,b)`$ rather than $`[a,b)`$. Define
$`Q_c`$ $`:=`$ $`\overline{co}\{{\displaystyle \frac{q(x)}{w(x)}}+rp(x):x[c,b),r(0,\mathrm{})\},`$
$`Q_b`$ $`:=`$ $`_{c(a,b)}Q_c,Q_b(\alpha )=_{c(a,b)}Q_c(\alpha ),`$
Then $`m(\lambda )`$ is defined throughout $`\backslash Q(\alpha )`$ and has a meromorphic extension to $`\backslash Q_b(\alpha )`$, with poles only in $`Q(\alpha )\backslash Q_b(\alpha )`$. In addition $`\lambda `$ is a pole of $`m(\lambda )`$ if and only if $`\lambda `$ is an eigenvalue of $`M`$ for $`\lambda Q_b(\alpha )`$.
## 3 Tests for spectral inclusion and spectral exactness
In this section we prove a simple theorem (Theorem 3.1) which allows us to test a convergent sequence of eigenvalue approximations obtained from a sequence of truncated interval problems, in order to determine whether or not the limit of the sequence is truly an eigenvalue of our original problem. We also prove two additional results (Theorem 3.3 and Theorem 3.4) which give methods for determining whether or not the hypotheses of Theorem 3.1 are satisfied for a given problem. The second of these, Theorem 3.4, extends a convergence result in from the complement of the numerical range of our singular operator into a set which is typically much larger.
Finally, we show how Theorem 3.3 and Theorem 3.4 allow us to develop a test for spectral inclusion, to ensure that there will be no eigenvalues of the original problem which remain unapproximated by the truncation process.
### 3.1 Spectral Exactness
We denote by $`m()`$ the $`m`$-function developed in section 2; in Sims cases II and III, this corresponds to a particular choice of boundary condition at $`x=b`$. From Theorems 2.2 and 2.3 we know that the poles of $`m`$ are the eigenvalues of a realization $`M`$ of the differential operator $``$ subject to a boundary condition of the form
$$(\mathrm{cos}\alpha )y(a)+(\mathrm{sin}\alpha )py^{}(a)=0$$
(14)
(and possibly an additional boundary condition at $`x=b`$).
We denote by $`L`$ the operator, and by $`\mathrm{}()`$ the Titchmarsh-Weyl function, when the boundary condition at $`x=a`$ is changed to
$$(\mathrm{sin}\alpha )y(a)(\mathrm{cos}\alpha )py^{}(a)=0,$$
(15)
but the boundary conditions at $`x=b`$ (where applicable) are left unchanged, the same as those for $`M`$.
The functions $`\mathrm{}`$ and $`m`$ are related by the identity
$$m(\lambda )\mathrm{}(\lambda )=1$$
(see \[4, eqn. 5.17\]).
Let $`(b_n)_n`$ be a sequence such that $`b_nb`$ as $`n\mathrm{}`$. Following \[4, ยง2\] we may construct a sequence $`M_n`$ of regular operators defined on the intervals $`[a,b_n]`$. These operators $`M_n`$ are still defined by $`M_ny=y`$ on their domains: it is the boundary conditions defining these domains which are of interest. At $`x=a`$ we keep the boundary condition (14). At $`x=b_n`$ we impose a boundary condition of the form
$$y(b_n)\mathrm{cos}\beta _n+py^{}(b_n)\mathrm{sin}\beta _n=0.$$
(16)
The Titchmarsh-Weyl function $`m_n`$ associated with $`M_n`$ is then given in terms of the solutions $`\theta `$ and $`\varphi `$ of (7) by
$$m_n(\lambda )=\frac{\theta (b_n,\lambda )\mathrm{cot}\beta _n+p\theta ^{}(b_n,\lambda )}{\varphi (b_n,\lambda )\mathrm{cot}\beta _n+p\varphi ^{}(b_n,\lambda )}.$$
\[4, eq. (2.6)\]. We shall examine in Lemma 3.2, Theorem 3.3 and Theorem 3.4 below conditions on the $`\beta _n`$ which ensure that, for $`\lambda `$ in certain regions of $``$,
$$m(\lambda )=\underset{n\mathrm{}}{lim}m_n(\lambda ).$$
(17)
Let $`L_n`$ be a sequence of regular operators defined on the intervals $`[a,b_n]`$ with boundary condition (15) at $`x=a`$ and with the same boundary conditions (16) as the $`M_n`$ at $`x=b_n`$, so that the associated Titchmarsh-Weyl functions $`\mathrm{}_n()`$ satisfy
$$m_n(\lambda )\mathrm{}_n(\lambda )=1.$$
By analogy with (17) we shall assume that in some appropriate regions of $``$,
$$\mathrm{}(\lambda )=\underset{n\mathrm{}}{lim}\mathrm{}_n(\lambda ).$$
(18)
###### Theorem 3.1
(Test for spectral inexactness) Suppose that $`\mu `$ has the following properties:
1. $`\mu `$ does not lie in the spectrum of $`M`$;
2. $`m_nm`$ and $`\mathrm{}_n\mathrm{}`$ uniformly on any compact annulus of sufficiently small outer radius surrounding $`\mu `$.
Then there are only two possibilities:
there exists a neighbourhood $`๐ฉ`$ of $`\mu `$ and $`N`$ such that no eigenvalue of $`M_n`$ lies in $`๐ฉ`$ for any $`nN`$;
there exists a monotone increasing sequence $`(n_j)_j`$ of positive integers, and two associated sequences $`(\lambda _j)_j`$, $`(\mu _j)_j`$, such that
$$\lambda _j\sigma (M_{n_j}),\mu _j\sigma (L_{n_j}),$$
and $`\lambda _j\mu `$, $`\mu _j\mu `$ as $`j\mathrm{}`$.
A consequence of this theorem is that if a subsequence of eigenvalues of the regularized operators $`M_n`$ converges to some point $`\mu `$ which is not an eigenvalue (spectral inexactness) then the $`L_n`$ will also possess a subsequence of eigenvalues converging to the same point $`\mu `$. Moreover, if subsequences of eigenvalues of $`M_n`$ and of $`L_n`$ converge to the same point then at least one of the subsequences is spectrally inexact, because the boundary conditions (14) and (15) ensure that $`M`$ and $`L`$ have no shared eigenvalues. Theorem 3.1 therefore gives us a test for spectral exactness: if only the $`M_n`$, and not the $`L_n`$, possess eigenvalues accumulating at $`\mu `$, then $`\mu `$ must be an eigenvalue of $`M`$.
Proof of Theorem 3.1. Let $`A`$ be any sufficiently small annulus surrounding $`\mu `$ and let $`\mathrm{\Gamma }`$ be a closed contour in $`A`$ surrounding $`\mu `$. For any function $`f`$ which is meromorphic in a simply connected open set containing $`\mathrm{\Gamma }`$ we denote by $`N_Z(f,\mathrm{\Gamma })`$ the number of zeros of $`f`$ inside $`\mathrm{\Gamma }`$ and by $`N_P(f,\mathrm{\Gamma })`$ the number of poles of $`f`$ inside $`\mathrm{\Gamma }`$. Rouchรฉโs Theorem gives
$$N_Z(m,\mathrm{\Gamma })N_P(m,\mathrm{\Gamma })=\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{m^{}(\lambda )}{m(\lambda )}๐\lambda .$$
In view of the identity $`m(\lambda )\mathrm{}(\lambda )=1`$ we have $`N_Z(m,\mathrm{\Gamma })=N_P(\mathrm{},\mathrm{\Gamma })`$ and $`1/m=\mathrm{}`$, so we can write this
$$N_P(\mathrm{},\mathrm{\Gamma })N_P(m,\mathrm{\Gamma })=\frac{1}{2\pi i}_\mathrm{\Gamma }m^{}(\lambda )\mathrm{}(\lambda )๐\lambda .$$
(19)
As $`\mu `$ does not lie in the spectrum of $`M`$, we have $`N_P(m,\mathrm{\Gamma })=0`$ for all sufficiently small annuli $`A`$. Hence
$$N_P(\mathrm{},\mathrm{\Gamma })=\frac{1}{2\pi i}_\mathrm{\Gamma }m^{}(\lambda )\mathrm{}(\lambda )๐\lambda .$$
(20)
By arguments similar to those which gave (19) we have
$$N_P(\mathrm{}_n,\mathrm{\Gamma })N_P(m_n,\mathrm{\Gamma })=\frac{1}{2\pi i}_\mathrm{\Gamma }m_n^{}(\lambda )\mathrm{}_n(\lambda )๐\lambda .$$
The uniform convergence $`m_nm`$ implies uniform convergence of $`m_n^{}`$ to $`m^{}`$ (by the Cauchy integral representation of the derivative). Combined with the uniform convergence $`\mathrm{}_n\mathrm{}`$ this yields
$$N_P(\mathrm{}_n,\mathrm{\Gamma })N_P(m_n,\mathrm{\Gamma })=\frac{1}{2\pi i}_\mathrm{\Gamma }m^{}(\lambda )\mathrm{}(\lambda )๐\lambda $$
for all sufficiently large $`n`$. Combining this with (20) we have, for all sufficiently large $`n`$,
$$N_P(\mathrm{},\mathrm{\Gamma })=N_P(\mathrm{}_n,\mathrm{\Gamma })N_P(m_n,\mathrm{\Gamma }).$$
(21)
In the case of possibility (a), the sequence $`M_n`$ does not have any eigenvalues converging spuriously to $`\mu `$, which is a non-eigenvalue of $`M`$. Since eigenvalues of $`M_n`$ are poles of $`m_n`$ we have $`N_P(m_n,\mathrm{\Gamma })=0`$ and (21) then shows that the sequence $`L_n`$ is spectrally exact for $`L`$ near $`\mu `$. Thus we have spectral exactness near $`\mu `$ for both $`M`$ and $`L`$. In the case that (a) is not true, then for some arbitrarily small annuli $`A`$ and arbitrarily large $`n`$ we will have
$$N_P(m_n,\mathrm{\Gamma })=\text{no. of eigenvalues of }M_n\text{ inside }\mathrm{\Gamma }>0,$$
and, from (21),
$$N_P(\mathrm{}_n,\mathrm{\Gamma })N_P(m_n,\mathrm{\Gamma })=N_P(\mathrm{},\mathrm{\Gamma })0,$$
which shows that $`N_P(\mathrm{}_n,\mathrm{\Gamma })`$, the number of eigenvalues of $`L_n`$ inside $`\mathrm{\Gamma }`$, is at least 1. Thus $`L_n`$ also has an eigenvalue close to $`\mu `$. This gives possibility (b). $`\mathrm{}`$
### 3.2 Conditions for $`m`$-function convergence
We now examine the hypotheses $`m_nm`$ and $`\mathrm{}_n\mathrm{}`$ of Theorem 3.1. Under what conditions do these hold?
We consider first Sims Cases II and III. The following result explains how to choose the boundary condition (16) to ensure that (17) and (18) hold.
###### Lemma 3.2
Suppose that the differential equation is of Sims Case II or III. Let $`\lambda ^{}\mathrm{\Lambda }_{\eta ,K}`$ be fixed. Express the boundary conditions at $`x=b`$ for $`M`$ in terms of an $`L_w^2`$-solution $`\psi (,\lambda ^{})=\theta (,\lambda ^{})+m(\lambda ^{})\varphi (,\lambda ^{})`$ of the differential equation $`\psi =\lambda ^{}\psi `$, in the form
$$[y,\psi (,\lambda ^{})](b)=0,$$
\[4, eq. (4.11)\] where $`[,]`$ denotes the usual Wronskian $`[u,v]:=p(uv^{}u^{}v)`$. Then appropriate boundary conditions (16) are given by choosing
$$(\mathrm{cos}\beta _n,\mathrm{sin}\beta _n)=const.(p\psi ^{}(b_n,\lambda ^{}),\psi (b_n,\lambda ^{}))$$
(22)
so that (16) is simply the condition $`[y,\psi ](b_n)=0`$.
Proof Define $`\psi _n(,\lambda ^{})=\theta (,\lambda ^{})+m_n(\lambda ^{})\varphi (,\lambda ^{})`$, in which $`m_n`$ is chosen so that $`\psi _n`$ satisfies (16) with $`\beta _n`$ given by (22). From the definition of the $`\beta _n`$, the fact that $`\psi _n`$ satisfies (16) may be written as
$$[\psi _n(,\lambda ^{}),\psi (,\lambda ^{})](b_n)=0.$$
Substituting $`\psi _n(,\lambda ^{})=\theta (,\lambda ^{})+m_n(\lambda ^{})\varphi (,\lambda ^{})`$ into this equation yields
$$m_n(\lambda ^{})=\frac{[\theta (,\lambda ^{}),\psi (,\lambda ^{})](b_n)}{[\varphi (,\lambda ^{}),\psi (,\lambda ^{})](b_n)}.$$
(23)
In the identity $`[\psi (,\lambda ^{}),\psi (,\lambda ^{})](b)=0`$, replace the first instance of $`\psi (,\lambda ^{})`$ by $`\theta (,\lambda ^{})+m(\lambda ^{})\varphi (,\lambda ^{})`$, and hence obtain
$$m(\lambda ^{})=\frac{[\theta (,\lambda ^{}),\psi (,\lambda ^{})](b)}{[\varphi (,\lambda ^{}),\psi (,\lambda ^{})](b)}.$$
(24)
Comparing (23) with (24) establishes (17) when $`\lambda =\lambda ^{}`$:
$$\underset{n\mathrm{}}{lim}m_n(\lambda ^{})=m(\lambda ^{}).$$
(25)
Now Brown et al. \[4, Corollary 3.4, eqn. (3.4)\] give a formula which allows us to extend this result to other values of $`\lambda `$:
$$m(\lambda )=\frac{m(\lambda ^{})(\lambda \lambda ^{})_a^bw(x)\theta (x,\lambda )\psi (x,\lambda ^{})๐x}{1+(\lambda \lambda ^{})_a^bw(x)\varphi (x,\lambda )\psi (x,\lambda ^{})๐x}.$$
(26)
This formula possesses the regular-interval analogue
$$m_n(\lambda )=\frac{m_n(\lambda ^{})(\lambda \lambda ^{})_a^{b_n}w(x)\theta (x,\lambda )\psi _n(x,\lambda ^{})๐x}{1+(\lambda \lambda ^{})_a^{b_n}w(x)\varphi (x,\lambda )\psi _n(x,\lambda ^{})๐x}.$$
(27)
These formulae hold at any point which is not an eigenvalue of $`M`$ or of $`M_n`$, respectively. Moreover, since the equation is in Sims Case II or III, all of $`\theta (,\lambda )`$, $`\theta (,\lambda ^{})`$, $`\varphi (,\lambda )`$ and $`\varphi (,\lambda ^{})`$ lie in $`L_w^2[a,b)`$. Using $`\psi _n(,\lambda ^{})\psi (,\lambda ^{})=(m_n(\lambda ^{})m(\lambda ^{}))\varphi (,\lambda ^{})`$ it follows from (25) that $`\psi _n(,\lambda ^{})\psi (,\lambda ^{})`$ in $`L_w^2[a,b)`$. Hence, combining (26) and (27), we obtain the convergence
$$\underset{n\mathrm{}}{lim}m_n(\lambda )=m(\lambda )$$
at any point $`\lambda `$ which is not an eigenvalue of $`M`$. This establishes (17), and (18) is proved similarly. $`\mathrm{}`$
Of course, Theorem 3.1 requires more than just pointwise convergence, and so it is fortunate that the following stronger result holds.
###### Theorem 3.3
Suppose that the problem is Sims Case II or Sims Case III at $`x=b`$ and let the hypotheses of Lemma 3.2 hold. Then for $`\lambda `$ in any compact set $`๐ฆ`$ not containing eigenvalues of $`M`$,
$$\underset{n\mathrm{}}{lim}m_n(\lambda )=m(\lambda ),$$
(28)
the convergence being uniform over $`๐ฆ`$.
Proof That $`m_n(\lambda )m(\lambda )`$ pointwise on $`๐ฆ`$ has already been proved in Lemma 3.2. The uniformity of the convergence depends on having a uniform bound on the $`L_w^2`$ norms of $`\theta (,\lambda )`$ and $`\varphi (,\lambda )`$ for $`\lambda ๐ฆ`$. This can be obtained by a standard variation of parameters argument, expressing the solutions in terms of $`\theta (,\lambda ^{})`$ and $`\varphi (,\lambda ^{})`$: see Sims \[16, section 3, Theorem 2\] and also \[4, Remark 2.2\]. $`\mathrm{}`$
For the functions $`\mathrm{}_n`$ and $`\mathrm{}`$, a result exactly analogous to Theorem 3.3 is clearly valid, the only difference being now that $`๐ฆ`$ must not contain eigenvalues of $`L`$.
We turn now to Sims Case I. In order to handle this case it is necessary to know more about the behaviour of the solutions of the differential equation. Suppose that for some $`\lambda `$, the differential equation possesses โsmallโ and โlargeโ solutions. We shall assume that the small solution is the (unique up to scalar multiples) square integrable solution $`\psi (x,\lambda )`$, and we denote the non-unique large solution by $`\mathrm{{\rm Y}}(x,\lambda )`$. By โsmallโ and โlargeโ we mean that these solutions satisfy the condition
$$\underset{xb}{lim}\frac{\psi (x,\lambda )}{\mathrm{{\rm Y}}(x,\lambda )}=0.$$
(29)
Clearly $`\mathrm{{\rm Y}}`$ is not unique: $`\mathrm{{\rm Y}}+\psi `$, for example, is also a โlargeโ solution in the sense of (29). The solutions $`\theta `$ and $`\varphi `$ of (7) can clearly be written in terms of $`\psi `$ and $`\mathrm{{\rm Y}}`$:
$$\begin{array}{c}\theta (x,\lambda )=c_1\psi (x,\lambda )+c_2\mathrm{{\rm Y}}(x,\lambda ),\\ \varphi (x,\lambda )=d_1\psi (x,\lambda )+d_2\mathrm{{\rm Y}}(x,\lambda ),\end{array}$$
(30)
in which the constants $`c_1`$, $`c_2`$, $`d_1`$ and $`d_2`$ are given by
$$c_1=\left((\mathrm{cos}\alpha )p\mathrm{{\rm Y}}^{}(a,\lambda )(\mathrm{sin}\alpha )\mathrm{{\rm Y}}(a,\lambda )\right)/W,c_2=\left((\mathrm{cos}\alpha )p\psi ^{}(a,\lambda )+(\mathrm{sin}\alpha )\psi (a,\lambda )\right)/W,$$
(31)
$$d_1=\left((\mathrm{sin}\alpha )p\mathrm{{\rm Y}}^{}(a,\lambda )+(\mathrm{cos}\alpha )\mathrm{{\rm Y}}(a,\lambda )\right)/W,d_2=\left((\mathrm{sin}\alpha )p\psi ^{}(a,\lambda )(\mathrm{cos}\alpha )\psi (a,\lambda )\right)/W,$$
(32)
where $`W=p(\psi \mathrm{{\rm Y}}^{}\psi ^{}\mathrm{{\rm Y}})`$ is the usual Wronskian. Suppose that $`m_n`$ is defined by the requirment that the solution
$$\psi _n(,\lambda )=\theta (,\lambda )+m_n(\lambda )\varphi (,\lambda )$$
satisfy the boundary condition $`\psi _n(b_n,\lambda )=0`$. Then
$$m_n(\lambda )=\frac{\theta (b_n,\lambda )}{\varphi (b_n,\lambda )}.$$
(33)
Now combining (29) with (30) we have
$$\theta (b_n,\lambda )c_2\mathrm{{\rm Y}}(b_n,\lambda ),\varphi (b_n,\lambda )d_2\mathrm{{\rm Y}}(b_n,\lambda )$$
for large $`n`$. Combining this with (33) yields
$$m_n(\lambda )\frac{c_2}{d_2}$$
for large $`n`$. Together with (31) and (32) this yields, for large $`n`$,
$$m_n(\lambda )\frac{(\mathrm{cos}\alpha )p\psi ^{}(a,\lambda )+(\mathrm{sin}\alpha )\psi (a,\lambda )}{(\mathrm{sin}\alpha )p\psi ^{}(a,\lambda )+(\mathrm{cos}\alpha )\psi (a,\lambda )}=m(\lambda ),$$
(34)
the last equality in (34) being an immediate consequence of \[4, Definition 4.10\]. From these considerations the following result is clearly true.
###### Theorem 3.4
Suppose that the differential equation is of Sims Case I type at $`x=b`$. Let $`๐ฆ`$ be a compact set such that for $`\lambda ๐ฆ`$ the square-integrable solution $`\psi (x,\lambda )`$ of the differential equation exists and is an analytic function of $`\lambda `$. Suppose moreover that there exists a second solution $`\mathrm{{\rm Y}}(x,\lambda )`$ such that
$$\underset{xb}{lim}\frac{\psi (x,\lambda )}{\mathrm{{\rm Y}}(x,\lambda )}=0,$$
(35)
the limit being uniform with respect to $`\lambda ๐ฆ`$. Suppose that the domains of the operators $`M_n`$ are determined by the Dirichlet conditions $`y(b_n)=0`$. Then we have the convergence
$$\underset{n\mathrm{}}{lim}m_n(\lambda )=m(\lambda )$$
uniformly for $`\lambda ๐ฆ`$.
Clearly a similar result holds for the functions $`\mathrm{}_n(\lambda )`$ and their convergence to the function $`\mathrm{}(\lambda )`$.
Remark The result of Theorem 3.4 will also hold if the domains of the $`M_n`$ are defined by certain other boundary conditions at $`x=b_n`$. Suppose that a boundary condition
$$y(b_n)\mathrm{cos}\beta _n+y^{}(b_n)\mathrm{sin}\beta _n=0$$
is imposed, where the $`\beta _n`$ are complex numbers. Then it may be shown that the result continues to hold provided
$$\underset{n\mathrm{}}{lim}\frac{\psi (b_n,\lambda )\mathrm{cos}\beta _n+\psi ^{}(b_n,\lambda )\mathrm{sin}\beta _n}{\mathrm{{\rm Y}}(b_n,\lambda )\mathrm{cos}\beta _n+\mathrm{{\rm Y}}^{}(b_n,\lambda )\mathrm{sin}\beta _n}=0,$$
(36)
locally uniformly with respect to $`\lambda `$. In problems where $`\psi ^{}(x,\lambda )/\mathrm{{\rm Y}}^{}(x,\lambda )0`$ as $`xb`$, one would have to choose the $`\beta _n`$ quite carefully for (36) to fail.
### 3.3 A simple test for spectral inclusion
In the selfadjoint case, spectral inclusion is usually very easy to prove. In fact, suppose $`T`$ is a selfadjoint operator on a domain $`D(T)`$ in a Hilbert space $`H`$ and let $`(T_n)`$ be a sequence of operators with domains $`(D(T_n))`$ which converge pointwise to $`T`$ on some set $`๐_m_{nm}D(T_n)`$:
$$\underset{n\mathrm{}}{lim}T_nfTf=0f๐.$$
(37)
Then provided $`๐`$ is a core of $`T`$ โ in other words, provided the set $`(๐,T๐)`$ is dense in the graph of $`T`$ โ the sequence $`(T_n)`$ will be spectrally inclusive for $`T`$: every eigenvalue of $`T`$ will be the limit of some sequence $`(\lambda ^{(n)})`$ in which $`\lambda ^{(n)}`$ lies in the spectrum of $`T_n`$.
In the non-selfadjoint case a result of such generality does not seem to exist, although some of the results of Harrabi come quite close. We shall examine some corollaries of Harrabiโs work, as well as a standard result from Kato , in section 4 below. In this subsection, however, we shall show that spectral inclusion always holds in Sims Cases II and III, and in Sims Case I in those parts of the complex plane where Theorem 3.4 holds.
###### Theorem 3.5
(Test for Spectral Inclusion) In the notation of Theorem 3.1, suppose that $`\mu `$ is an isolated eigenvalue of $`M`$. Suppose also that $`m_n(\lambda )m(\lambda )`$ as $`n\mathrm{}`$ uniformly on any compact annulus surrounding $`\mu `$. Then there exists a sequence $`(\lambda ^{(n)})`$ in which $`\lambda ^{(n)}`$ lies in the spectrum of $`M_n`$, such that $`lim_n\mathrm{}\lambda ^{(n)}=\mu `$.
Proof Given $`ฯต>0`$ sufficiently small, surround $`\mu `$ by an annulus $`A`$ whose outer radius is at most $`ฯต`$ and let $`\mathrm{\Gamma }`$ be a circular contour surrounding $`\mu `$ and contained in $`A`$. Since $`\mu `$ is a pole of $`m`$, we may assume by taking $`ฯต`$ sufficiently small that $`A`$ contains no zeros of $`m`$. The uniform convergence of $`m_n`$ to $`m`$ on $`A`$ then guarantees that for all sufficiently large $`n`$, $`m_n`$ is bounded away from zero in $`A`$, so $`1/m_n`$ also converges uniformly to $`1/m`$ in $`A`$. Moreover, Cauchyโs integral representation of the derivative implies that $`m_n^{}`$ converges uniformly to $`m^{}`$ on $`A`$. Hence we have
$$\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{m_n^{}(\lambda )}{m_n(\lambda )}๐\lambda \frac{1}{2\pi i}_\mathrm{\Gamma }\frac{m^{}(\lambda )}{m(\lambda )}๐\lambda (n\mathrm{}),$$
and the fact that both sides of this equation are integers gives
$$\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{m_n^{}(\lambda )}{m_n(\lambda )}๐\lambda =\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{m^{}(\lambda )}{m(\lambda )}๐\lambda $$
(38)
for all sufficiently large $`n`$.
From the argument principle, if we let $`\nu `$ denote the algebraic multiplicity of $`\mu `$ as an eigenvalue โ and hence as pole of $`m`$ โ we have
$$\nu =\frac{1}{2\pi i}_\mathrm{\Gamma }\frac{m^{}(\lambda )}{m(\lambda )}๐\lambda .$$
(39)
Combining (38) and (39) shows that $`M_n`$ also has eigenvalues of total algebraic multiplicity $`\nu `$ inside the contour $`\mathrm{\Gamma }`$, for all sufficiently large $`n`$. $`\mathrm{}`$
In section 5 we shall give some examples in which the Eastham-Levinson asymptotics allow us to verify the hypothesis (35) and hence apply the test for spectral exactness given in Theorems 3.1 and 3.5.
## 4 Pseudospectral inclusion and spectrum-of-sequence inclusion
In this section we consider a sequence $`(T_n)`$ of operators on a Hilbert space $`H`$. Let $`T`$ be some other operator on $`H`$. We denote by $`D(T_n)`$ the domain of $`T_n`$ and by $`D(T)`$ the domain of $`T`$. We shall be interested in two different types of convergence of $`T_n`$ to $`T`$: strong convergence, in which $`T_nfTf`$ for each fixed $`f`$, and norm resolvent convergence, in which $`(\lambda IT_n)^1(\lambda IT)^10`$. Strong convergence is usually observed when a problem of Sims Case I is regularized by a sequence of interval truncations, while the stronger property of norm resolvent convergence is observed when the problem being regularized is of Sims Case II or III. Strong convergence generally results in a very weak type of spectral approximation which is given by Theorem 4.3 below; in practice, for differential equation eigenvalue problems, this is probably not as useful a result as Theorem 3.5. Norm resolvent convergence, on the other hand, gives a spectral exactness result (Theorem 4.5) which Theorems 3.1 and 3.3 do not give: Theorems 3.1 and 3.3 do not preclude spectral inexactness in Sims Cases II and III, they merely give a test for spectral inexactness, whereas Theorem 4.5 precludes spectral inexactness.
The following definition is standard.
###### Definition 4.1
A set $`๐D(T)`$ is called a core of $`T`$ if, for every $`xD(T)`$ and $`ฯต>0`$, there exists $`x_ฯต๐`$ such that
$$xx_ฯต<ฯต,TxTx_ฯต<ฯต.$$
The following definition is also required.
###### Definition 4.2
The spectrum of the sequence $`(T_n)`$, denoted $`\sigma (\{T_n\})`$, is the set
$$\sigma (\{T_n\})=\{\lambda |\underset{n\mathrm{}}{lim}(\lambda IT_n)^1=+\mathrm{}\}.$$
Note that for selfadjoint operators, $`\sigma (\{T_n\})`$ can contain only points which are limit points of sequences of the form $`(\lambda ^{(n)})`$ in which $`\lambda ^{(n)}`$ lies in the spectrum $`\sigma (T_n)`$ of $`T_n`$:
$$\sigma (\{T_n\})_m\overline{_{nm}\sigma (T_n)}.$$
(40)
To see this, let $`\lambda \sigma (\{T_n\})`$ and let $`a_n:=(\lambda IT_n)^1^1`$, so that $`a_n0`$ as $`n\mathrm{}`$. By the spectral calculus for the selfadjoint operator $`T_n`$, given $`ฯต>0`$ there certainly exists a point of $`\sigma (T_n)`$ within distance $`a_n+ฯต`$ of $`\lambda `$: in particular, choosing $`ฯต=\frac{1}{n}`$ we can find $`\lambda ^{(n)}\sigma (T_n)`$ such that $`|\lambda \lambda _n|<a_n+\frac{1}{n}`$. Hence for any integer $`m`$,
$$\lambda \overline{_{nm}\sigma (T_n)}.$$
This proves (40). For the non-selfadjoint case the spectral calculus no longer holds (unless the $`T_n`$ happen to be normal). The following result โ a simple modification of a result of Harrabi โ thus provides for non-selfadjoint operators as close an analogue of the spectral inclusion result of Reed and Simon \[15, Theorem VIII.24\] as is possible, in general.
###### Theorem 4.3
Let $`๐`$ be a core of $`T`$ and suppose that
$$๐_m_{nm}D(T_n),$$
so that if $`f๐`$ then $`T_nf`$ is defined for all sufficiently large $`n`$. Let
$$\sigma _a(T):=\{\lambda |(x_n)_nH\text{such that}x_n=1n\text{and}\underset{n\mathrm{}}{lim}(\lambda IT)x_n=0\}.$$
Suppose that for each $`f๐`$ we have $`lim_n\mathrm{}T_nfTf=0`$. Then
$$\sigma _a(T)\sigma (\{T_n\}).$$
(41)
Proof Suppose that $`\lambda `$ does not lie in $`\sigma (\{T_n\})`$. Then there exists $`M^+`$ and a monotone increasing sequence $`(n_j)_j`$ such that
$$(\lambda IT_{n_j})^1M.$$
Now let $`f๐`$. Then $`f=(\lambda IT_{n_j})^1(\lambda IT_{n_j})f`$, whence
$$fM(\lambda IT_{n_j})fM(\lambda IT)f\text{as }j\mathrm{}.$$
Since this holds for all $`f๐`$, it follows from Definition 4.1 that
$$fM(\lambda IT)ffD(T).$$
Hence $`\lambda `$ does not lie in $`\sigma _a(T)`$, which proves the result. $`\mathrm{}`$
Because the result (40) does not hold, in general, for non-selfadjoint operators, it is not generally possible to replace $`\sigma (\{T_n\})`$ in (41) by $`_m\overline{_{nm}\sigma (T_n)}`$. However, the following result concerning pseudospectra can be proved.
###### Theorem 4.4
Let $`ฯต>\delta >0`$. Let
$$\sigma _ฯต(T_n):=\{\lambda |(\lambda IT_n)^1ฯต^1\},$$
(42)
$$\sigma _\delta (T):=\{\lambda |(\lambda IT)^1\delta ^1\}.$$
(43)
Let $`๐`$ be a core of $`T`$ satisfying the same hypotheses as in Theorem 4.3, and suppose that for all $`f๐`$ we have $`lim_n\mathrm{}T_nfTf=0`$. Then
$$\sigma _\delta (T)\underset{n\mathrm{}}{lim\; inf}\sigma _ฯต(T_n),$$
(44)
where
$$\underset{n\mathrm{}}{lim\; inf}\sigma _ฯต(T_n):=_m_{nm}\sigma _ฯต(T_n).$$
Proof We start by defining
$$\sigma _\delta (\{T_n\}):=\{\lambda |\underset{n\mathrm{}}{lim\; inf}(\lambda IT_n)^1\delta ^1\}.$$
(45)
Suppose that $`\lambda `$ does not lie in $`\sigma _\delta (\{T_n\})`$. Then there exists $`\gamma (0,\delta ^1)`$ and a monotone increasing sequence $`(n_j)_j`$ such that
$$(\lambda IT_{n_j})^1\gamma <\delta ^1.$$
Let $`f๐`$, and write $`f=(\lambda IT_{n_j})^1(\lambda IT_{n_j})f`$, giving
$$f\gamma (\lambda IT_{n_j})f.$$
Letting $`j\mathrm{}`$ gives
$$f\gamma (\lambda IT)f$$
(46)
Eqn. (46) holds for all $`f๐`$ and hence, since $`๐`$ is a core of $`T`$, for all $`fD(T)`$. In particular this implies that $`\lambda IT`$ is invertible and
$$(\lambda IT)^1f\gamma f$$
for all $`fD(T)`$. This implies that $`(\lambda IT)^1\gamma <\delta ^1`$, and so $`\lambda `$ does not lie in $`\sigma _\delta (T)`$. We have thus proved
$$\sigma _\delta (T)\sigma _\delta (\{T_n\}).$$
(47)
The result will be proved if we can show that for $`\delta <ฯต`$,
$$\sigma _\delta (\{T_n\})\underset{n\mathrm{}}{lim\; inf}\sigma _ฯต(T_n).$$
(48)
To do this, suppose that $`\mu `$ does not lie in $`lim\; inf_n\mathrm{}\sigma _ฯต(T_n)`$. By definition,
$$\underset{n\mathrm{}}{lim\; inf}\sigma _ฯต(T_n)=_m_{nm}\{\lambda |(\lambda IT_n)^1ฯต^1\},$$
and so for each $`m`$, $`\mu `$ does not lie in
$$_{nm}\{\lambda |(\lambda IT_n)^1ฯต^1\}.$$
In other words, there exists a subsequence $`(T_{n_j})_j`$ such that
$$(\mu IT_{n_j})^1<ฯต^1,j.$$
Hence by definition,
$$\underset{n\mathrm{}}{lim\; inf}((\mu IT_n)^1ฯต^1<\delta ^1.$$
From (45) we have clearly proved $`\mu `$ does not lie in $`\sigma _\delta (\{T_n\})`$. This establishes (48), and our proof is complete. $`\mathrm{}`$
###### Theorem 4.5
Let $`z`$ be fixed. Suppose that $`(zIT_n)^1(zIT)^10`$ as $`n\mathrm{}`$. Then
$$\underset{n\mathrm{}}{lim\; sup}\sigma (T_n)\sigma (T),$$
(49)
where $`lim\; sup`$ is defined by
$$\underset{n\mathrm{}}{lim\; sup}\sigma (T_n)=_m\overline{_{nm}\sigma (T_n)}.$$
Proof Let $`R_n=(zIT_n)^1`$ and let $`R=(zIT)^1`$. Then $`R_nR0`$ as $`n\mathrm{}`$. From the results in Kato \[13, IV, ยง3, p. 208\] it follows that
$$\underset{n\mathrm{}}{lim\; sup}\sigma (R_n)\sigma (R).$$
(50)
However the spectrum of $`R`$ is related to the spectrum of $`T`$ by
$$\lambda \sigma (T)\text{if and only if}(z\lambda )^1\sigma (R).$$
\[N.B. for our applications, $`\mathrm{}`$ will be an accummulation point of $`\sigma (T)`$ and so $`0`$ will lie in $`\sigma (R)`$.\] A similar relationship holds between $`\sigma (T_n)`$ and $`\sigma (R_n)`$. Thus (50) implies (49). $`\mathrm{}`$
We shall now show that in Sims Cases II and III, the hypotheses of Theorem 4.5 are satisfied by taking $`T_n=M_n`$ and $`T=M`$, where $`M_n`$ and $`M`$ are the operators of Theorem 3.1. Thus Theorem 4.5 will supercede Theorem 3.1 in Sims Cases II and III as a guarantee that spectral inexactness is impossible provided the boundary conditions are correct. Spectral inclusion still holds by Theorem 3.5. Combining all these results will show that in Sims Cases II and III, provided we generate the $`M_n`$ using the boundary conditions described for these cases in Lemma 3.2, we have spectral inclusion and spectral exactness (Theorem 4.7 below).
###### Theorem 4.6
Consider a differential expression of Sims Case II or Case III type at $`x=b`$. Let $`M`$ be a realization of this expression through analytic continuation of an $`m`$-function which is a limit of functions $`m_n()`$ for realizations $`M_n`$ of the differential operator defined on intervals $`[a,b_n]`$, $`b_nb`$ as $`n\mathrm{}`$, as described in Lemma 3.2. Let $`\psi _n(x,\lambda )`$ be the solution of the differential equation defined by
$$\psi _n(x,\lambda )=\theta (x,\lambda )+m_n(\lambda )\varphi (x,\lambda ),$$
and let the $`G_n(x,y,\lambda )`$ be the Greenโs functions given by
$$G_n(x,y,\lambda )=\{\begin{array}{cc}\varphi (x,\lambda )\psi _n(y,\lambda ),\hfill & a<x<y<b,\hfill \\ \psi _n(x,\lambda )\varphi (y,\lambda ),\hfill & a<y<x<b.\hfill \end{array}$$
Let $`R_n(\lambda )`$ be the extension to $`L_w^2[a,b)`$ of $`(\lambda IM_n)^1`$ defined by
$$(R_n(\lambda )f)(x)=_a^{b_n}G_n(x,y,\lambda )f(y)w(y)๐y,fL_w^2[a,b).$$
(see \[4, eqn. (4.2)\]). Fix $`z`$ and suppose that $`z`$ does not lie in the spectrum of $`M`$ or of any of the $`M_n`$ for sufficiently large $`n`$. Let $`R=(zIM)^1`$. Then $`R(z)R_n(z)0`$ as $`n\mathrm{}`$.
Proof From \[4, eqn. (4.2)\] we know that
$$(R(z)f)(x)=_a^bG(x,y,z)f(y)w(y)๐y,$$
in which $`\psi (x,z)=\theta (x,z)+m(z)\varphi (x,z)`$. Thus
$$(R(z)R_n(z))f)(x)=_{b_n}^bG(x,y,z)f(y)w(y)dy+_a^{b_n}(G(x,y,z)G_n(x,y,z))f(y)w(y)dy.$$
Because the differential equation is of Sims Case II or Case III, we know that both $`\theta (,z)`$ and $`\varphi (,z)`$ lie in $`L_w^2[a,b)`$. This implies that
$$_a^bw(x)๐x_a^bw(y)G(x,y,z)^2๐y<+\mathrm{},_a^bw(x)๐x_a^bw(y)G_n(x,y,z)^2๐y<+\mathrm{}.$$
In particular, therefore,
$$\underset{n\mathrm{}}{lim}_a^bw(x)๐x_{b_n}^{\mathrm{}}|G(x,y,z)|^2w(y)๐y=0.$$
The bound
$`R(z)R_n(z)^2`$ $``$ $`2{\displaystyle _a^b}w(x)๐x{\displaystyle _{b_n}^b}|G(x,y,z)|^2w(y)๐y`$
$`+2{\displaystyle _a^b}w(x)๐x{\displaystyle _a^b}w(y)๐y|G(x,y,z)G_n(x,y,z)|^2`$
now yields
$$\underset{n\mathrm{}}{lim}R(z)R_n(z)^22\underset{n\mathrm{}}{lim}_a^bw(x)๐x_a^bw(y)๐y|G(x,y,z)G_n(x,y,z)|^2.$$
We now use the formulae
$$G(x,y,z)G_n(x,y,z)=\{\begin{array}{cc}(m(z)m_n(z))\varphi (x,z)\varphi (y,z),\hfill & a<x<y<b,\hfill \\ (m(z)m_n(z))\theta (y,z)\varphi (y,z),\hfill & a<y<x<b,\hfill \end{array}$$
to obtain
$$\underset{n\mathrm{}}{lim}R(z)R_n(z)^22\left(\underset{n\mathrm{}}{lim}|m_n(z)m(z)|^2\right)\left(_a^bw(\xi )|\theta (\xi ,z)|^2๐\xi \right)\left(_a^bw(\xi )|\varphi (\xi ,z)|^2๐\xi \right).$$
Since $`lim_n\mathrm{}|m_n(z)m(z)|=0`$, this proves the result. $`\mathrm{}`$
###### Theorem 4.7
(Spectral Inclusion and Spectral Exactness for Sims Cases II and III). Let $`M_n`$ and $`M`$ be as in Theorem 4.6. Then
(a) for every $`\lambda `$ in the spectrum of $`M`$, there exists a convergent sequence $`(\lambda ^{(n)})_n`$, with $`\lambda ^{(n)}`$ in the spectrum of $`M_n`$, whose limit is $`\lambda `$;
(b) if $`(\lambda ^{(n)})_n`$ is a convergent sequence with limit $`\lambda `$ and $`\lambda ^{(n)}`$ lies in the spectrum of $`M_n`$ for each $`n`$, then $`\lambda `$ lies in the spectrum of $`M`$.
Proof By Theorem 4.6, the hypotheses of Theorem 4.5 are satisfied. This immediately gives (b). Turning to (a), we observe that the hypotheses of Theorem 3.3 are satisfied. The result of Theorem 3.3 allows us to use Theorem 3.4, which in turn allows us to use Theorem 3.5. The conclusion of Theorem 3.5 is precisely (a). $`\mathrm{}`$
## 5 Examples
We illustrate the results of the preceding sections with some numerical examples.
An equation of the form
$$y^{\prime \prime }+c^2y=\lambda w(x)y,x[0,\mathrm{}),$$
in which $`\mathrm{}(c)0`$ and $`w(x)=\mathrm{exp}(3|\mathrm{}(c)|x)`$, is easily checked to be in Sims Case II at infinity. Letting $`v(x)=\mathrm{exp}(|\mathrm{}(c)|x)`$ we can define an operator $`M`$ by $`(My)(x)=w(x)^1\{y^{\prime \prime }+c^2y\}`$ for $`yD(M)`$, where the boundary conditions for $`D(M)`$ are
$$y(0)=0,[y,v](\mathrm{})=0.$$
The corresponding operator $`L`$ has domain $`D(L)`$ specified by the boundary conditions
$$y^{}(0)=0,[y,v](\mathrm{})=0.$$
For the operators $`M_n`$ and $`L_n`$ on finite intervals $`[0,b_n]`$ the boundary conditions at the origin will be the same as for $`M`$ and $`L`$ respectively, while the boundary condition (22) at $`x=b_n`$ will be given, according to Lemma 3.2, by
$$[y,v](b_n)=0.$$
Using the code described in we computed the eigenvalues of the operators $`M_n`$ and $`L_n`$ in the box with corners $`100`$, $`100(1+i)`$, $`100i`$, $`0`$. The results, shown in Table 1, indicate that the eigenvalues of the $`M_n`$ and of the $`L_n`$ converge to distinct points in the box, and so our test for spectral exactness suggests that the operator $`M`$ has eigenvalues close to $`94.4890+i28.8595`$ and $`24.21335+i14.11108`$, while $`L`$ has eigenvalues close to $`3.1163595+i5.808222`$ and $`51.51888+i21.3277`$. Of course, this is what we would expect for a Sims Case II problem, by Theorem 4.7.
Note that these eigenvalue problems can be formulated as compact perturbations of selfadjoint eigenvalue problems, although it is not immediately clear how one might use this to obtain spectral inclusion and/or exactness results.
We consider the (now rather infamous) rotated harmonic oscillator problem
$$y^{\prime \prime }+c^2x^2y=\lambda y,x[0,\mathrm{}),y(0)=0,c,\mathrm{}(c)>0,$$
(see Davies ). This problem is of Sims Case I at infinity and its eigenvalues are given by
$$\lambda _k=c(4k+3)k=0,1,2,\mathrm{}.$$
It is known that the higher index eigenvalues are very ill-conditioned (when $`c^2`$ is not positive). Denoting by $`M`$ the operator associated with this problem, this ill-conditioning may be explained by the fact that $`(MzI)^1`$ is extremely large in very large neighbourhoods of these eigenvalues, making it numerically difficult to determine the precise location of the poles of $`(MzI)^1`$, which are the eigenvalues.
On the other hand, it is easy to verify that the hypotheses of Theorem 3.4 are satisfied for this problem, so Theorem 3.1 still gives a valid test for spectral inexactness.
One might expect that this would be of rather academic interest, given that the operators $`M_n`$ and $`L_n`$ on the truncated intervals $`[0,b_n]`$ will themselves have very ill-conditioned higher index eigenvalues. To some extent this is correct. However, in Table 2 we show the result of truncating the interval to $`[0,20]`$ and locating all the eigenvalues in a rectangle in the complex plane with bottom right-hand corner $`\lambda =100`$ and top left-hand corner $`\lambda =90i`$. The boundary conditions used were $`y(0)=0=y(20)`$ for the $`M_n`$ problem and $`y^{}(0)=0=y(20)`$ for the $`L_n`$ problem. The spurious eigenvalues are marked with asterisks. One can see quite clearly that these eigenvalues distinguish themselves by being almost invariant under the change of boundary condition at the origin. Indeed, in all but one case the relative differences are less than the tolerance which was used in the computations ($`10^5`$). There is also a problem with โmissingโ eigenvalues in this table: $`M_n`$ ought to have an eigenvalue close to $`73+i50`$ and $`L_n`$ ought to have an eigenvalue close to $`77+i55`$, both of which are missing. Thus the ill-conditioning of these problems may induce spectral inexactness, for which we seem to be able to test by changing the boundary conditions, but it can also cause a lack of spectral inclusion, which is rather more difficult to spot.
Consider the problem of locating resonances of the equation
$$y^{\prime \prime }+16x^2\mathrm{exp}(x)y=\lambda y,y^{}(0)=0,x[0,\mathrm{}).$$
(51)
Using the โcomplex scalingโ method, the resonances of this problem are of the form $`\text{e}^{2i\theta }\mu _\theta `$ where $`\mu _\theta `$ is an eigenvalue of the non-selfadjoint problem
$$z^{\prime \prime }+16x^2\text{e}^{2i\theta }\mathrm{exp}(x\text{e}^{i\theta })z=\mu z,z^{}(0)=0,x[0,\mathrm{}),$$
(52)
(see Hislop and Segal ). The rotation angle $`\theta >0`$ must be such that the function $`x16x^2\text{e}^{2i\theta }\mathrm{exp}(x\text{e}^{i\theta })`$ lies in $`L^1[0,\mathrm{})`$, and in particular therefore $`\theta <\pi /2`$. Resonances have the property that $`\text{e}^{2i\theta }\mu _\theta `$ is independent of $`\theta `$, so in general not all eigenvalues of (52) yield resonances: one should carry out the computations for at least two different values of $`\theta `$ to identify resonances.
In addition to the complications caused by the fact that some eigenvalues of (52) do not correspond to resonances, we have the additional problem that (52) is a singular problem and must be regularized by interval truncation. This truncation process might introduce spurious eigenvalues, not corresponding to eigenvalues of (52), which we need to be able to detect. Theorem 3.1 gives a way to do this.
Using a rotation angle $`\theta =1.1`$ and a truncated interval $`[0,100]`$ with boundary condition $`y(100)=0`$ we computed both the eigenvalues of the equation in (52) with $`y^{}(0)=0`$ and the eigenvalues for the same equation but with the boundary condition $`y(0)=0`$ using the code of . We asked the code to find, in the $`\mu `$ plane, all the eigenvalues in the box with corners $`(0.01,0.01)`$, $`(0.01,5)`$, $`(10,5)`$, $`(10,0.01)`$, with a tolerance of $`10^6`$. The results, rotated back into the $`\lambda `$ plane via $`\lambda =\text{e}^{2i\theta }\mu `$, are shown in Table 3.
Of the four alleged resonances found with $`y^{}(0)=0`$, three are virtually unchanged when the boundary condition is changed to $`y(0)=0`$. Theorem 3.1 indicates that these are probably spurious. This is obvious for the two which have positive imaginary parts, as resonances lie in the lower half plane by definition; however, without Theorem 3.1 it would not have been obvious for the alleged resonance at $`3.8699648i0.7443988`$. For this problem we believe that the only genuine resonance found, for boundary condition $`y^{}(0)=0`$, is the one at $`2.861786706i1.6\times 10^6`$. In fact, of the four alleged resonances this is the only one which is invariant under a change of the rotation angle $`\theta `$; however, in general it is not clear that a spurious resonance generated by interval truncation would always fail to be invariant under change of $`\theta `$.
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# The Nature of High-Redshift Galaxies
## 1 Introduction
With the dramatic recent advances in observational astronomy, more and more pieces of the puzzle of galaxy formation and evolution are becoming available. Some of the important puzzle pieces include the number densities, colours, sizes, morphologies, internal velocity dispersions and star formation rates of bright star-forming galaxies spanning a redshift range from $`z0`$ to $`z6`$, and the complementary information on the neutral hydrogen and metal content of the Universe to $`z4`$ obtained from quasar absorption systems. However, it still remains to fit these pieces together into a comprehensive and compelling theoretical framework.
Our window onto the high redshift ($`z>2`$) Universe has been expanded tremendously by the โLyman-breakโ photometric selection technique developed by Steidel and collaborators \[Steidel & Hamilton (1992), Steidel & Hamilton (1993), Steidel et al. (1996a)\]. This technique uses specially developed filters to exploit the redshifted Lyman-limit discontinuity in order to identify high-redshift candidates. Similar techniques were exploited by ?) to identify high-redshift candidates in the Hubble Deep Field (HDF) \[Williams et al. (1996)\]. Extensive spectroscopic follow-up work at the Keck telescope has verified the accuracy of the photometric selection technique \[Steidel et al. (1996b), Lowenthal et al. (1997), Adelberger et al. (1998), Steidel et al. (1999)\]. The morphologies and sizes of these objects have been studied using the HDF sample \[Giavalisco et al. (1996), Lowenthal et al. (1997)\], and their clustering properties have been measured using the growing sample of hundreds (now approaching a thousand) of Lyman-break galaxies (LBGs) with spectroscopically confirmed redshifts \[Steidel et al. (1998), Giavalisco et al. (1998), Adelberger et al. (1998)\]. Similar techniques have been used to identify galaxies at $`\overline{z}4`$ \[Steidel et al. (1999)\], and a handful of objects have been discovered with confirmed redshifts $`z>5`$ \[Stern & Spinrad (1999)\].
Soon after the discovery of Lyman-break galaxies, various interpretations of them were proposed. A view put forward by ?) and reiterated by ?), ?), and ?), is that LBGs are located in the centres of massive dark matter haloes ($`M>10^{12}M_{}`$) and have been forming stars at moderate rates over a fairly long time scale ($`>1`$ Gyr). This scenario supposes that LBGs are the direct progenitors of todayโs massive, luminous ellipticals and spheroids and that such objects had almost completely assembled and begun forming stars at moderate and fairly constant rates by $`z3`$. ?) also equated LBGs with todayโs massive spheroids but suggested instead that LBGs are still actively assembling and that many exist in small-mass haloes raised briefly above the detection limit by short, intense bursts of star formation. ?) further proposed that these small objects would later be tidally destroyed as they fell into the potential well of larger galaxies to produce a Population II stellar halo like that in the Milky Way.
The impressive body of observations at high redshift would seem to offer a tantalizing promise to provide important constraints on theories of galaxy formation. As usual, the difficulty lies in making a connection between the visible but ill-understood portions of galaxies and the dark matter haloes that are hidden from view but well modelled within the Cold Dark Matter (CDM) framework. Building on the above massive/early-assembly picture for LBGs, several workers investigated a model in which each LBG is associated with a dark matter halo and luminosity scales tightly with halo mass \[Mo & Fukugita (1996), Adelberger et al. (1998), Jing & Suto (1998), Wechsler et al. (1998)\]. This work has demonstrated that, in such a picture, the observed number density and clustering of LBGs at $`z3`$ can be simultaneously accounted for if there is approximately one galaxy per massive halo ($`M>10^{12}M_{}`$, where this mass depends somewhat on the cosmological model). We shall refer to this class of simple models as โmassive haloโ models. It arises quite generically from such models that LBGs must be substantially more clustered than the underlying dark matter โ in short, bright galaxies at high redshift are highly *biased*. This prediction has been emphasized as a major success of the massive halo picture (e.g., \[Adelberger et al. (1998)\]).
However, the sharp lower mass cutoff and tight link between halo mass and luminosity in massive halo models are doubtless too simplistic. A step forward in realism is provided by semi-analytic models, in which the infall rate of cooling gas determines the star formation rate, and hence the luminosity. Both are modelled as a function of halo mass, which grows via hierarchical clustering, accompanied by a schematic law for gas cooling as a function of halo gas density. ?, hereafter BCFL) showed that semi-analytic models are broadly consistent with the simple massive halo picture, and that they also match the observed abundance and clustering of LBGs at $`z3`$ (see also \[Governato et al. (1998)\]).
While these results are encouraging, there is an important caveat. Agreement with the observed number densities of LBGs is achieved in the above models only if internal dust extinction in LBGs is ignored. Much evidence has now accumulated to the effect that dust in LBGs is in fact highly significant (see Section 2.4). The shortfall in LBG numbers that results when realistic dust extinction is included (which we will quantify) motivates us to explore other approaches, in particular, other modes of star formation. We will show how simply changing this ingredient can dramatically change our predictions about the high redshift Universe, and discuss which โ if any โ of the recipes can be ruled out by comparison with the observational data.
We will define โquiescentโ star formation to be the standard mode of star formation that occurs within galactic discs whenever cold gas is present. It is the dominant mode of star formation in the present-day Universe, and there is observational evidence that its efficiency in nearby galaxies is related to the internal properties of galactic discs, apparently either to the surface density or to the dynamical time \[Kennicutt (1998)\]. Since both of these properties are slowly varying, the star formation rate under quiescent star formation changes only slowly with time.
We consider also a second mode of star formation in which stars are created with dramatically increased efficiency over relatively short time scales, termed โstarbursts.โ Various physical mechanisms might produce such bursts, but here we will assume that they are triggered by galaxy-galaxy mergers. We term these โcollisionalโ starbursts to distinguish them from bursts triggered by other means. Substantial observational and theoretical evidence exists in support of the collisional starburst phenomenon. For example, a strong correlation is observed between starburst activity and interactions in local galaxies \[Kennicutt (1998)\], and high-resolution N-body simulations including gas dynamics \[Mihos & Hernquist (1994), Mihos & Hernquist (1995), Mihos & Hernquist (1996), Barnes & Hernquist (1996)\] have shown that collisions can trigger a bar-like instability that efficiently drives gas into centrally concentrated, high density knots, creating the conditions that are likely to result in a starburst.
Our terminology implies a dichotomy between โquiescentโ and โburstingโ star formation that may be somewhat artificial โ the recent work of ?) suggests that star formation in both quiescent (normal) and starburst galaxies has the same dependence on the *local* gas density. By funneling gas into a small central region, the interaction may simply produce the elevated gas densities that in turn lead to enhanced levels of star formation. Still, in interpreting the high redshift observations it is important conceptually to determine what kind of process actually dominates early star formation; the difference between internally-governed versus externally-triggered star formation is highly significant. For example, it determines whether we interpret the number and luminosity density of high redshift galaxies as reflecting basically their masses and internal properties, or instead the merger rate at that epoch and the efficiency of the gas inflows produced by these mergers.
In this paper, we investigate a scenario in which most of the observable LBGs are collisional starbursts. Despite the fact that such collisions inevitably arise in hierarchical clustering models (e.g., \[Kolatt et al. (2000)\]), small-object collisions would not have been resolved in existing hydrodynamical simulations (for example \[Katz et al. (1999)\]), while previous semi-analytic work may have also underestimated the importance of collisional starbursts because of their assumed physical recipes. We investigate whether the numbers and properties of high-redshift starbursts are compatible with observations of LBGs, and whether this scenario leads to self-consistent agreement with global quantities such as the star formation rate density and the cold gas and metal content of the Universe as a function of redshift. We also consider models containing only โquiescentโ star formation and discuss whether the collisional starburst picture is merely *compatible* with the data or whether some contribution from bursts seems to be *required*. Our conclusion is that quiescent models can marginally match all data provided that early star formation is highly accelerated, but that burst models fit all data naturally and are therefore preferred. Either way, we conclude that early star formation must be much more efficient than locally.
The outline of this paper is as follows. In Section 2, we give a brief introduction to the semi-analytic models, including our simple approach for including collisional starbursts. In Section 3, we present the predictions of our fiducial models and compare them with the observations. In Section 4, we compare our results with previous work, and in Section 5 we discuss the sensitivity of our results to various assumptions, including the cosmology, stellar population synthesis and dust modelling. We summarize our results and conclude in Section 6. The non-specialist reader may wish to skip Sections 4 and 5, which are somewhat technical. The main results of these sections are summarized in a general way in Section 6.
## 2 Semi-Analytic Modelling
### 2.1 Basics
We use semi-analytic techniques to model the formation and evolution of galaxies in a hierarchical clustering framework. Our models include the effects of gravitation on the formation and merging of dark matter haloes, the hydrodynamics of cooling, star formation, supernovae feedback and metal production, galaxy-galaxy merging, and the evolution of stellar populations. Our Monte Carlo-based approach is similar in spirit to the models originally presented by ?, hereafter KWG93) and ?, hereafter CAFNZ94), and subsequently developed by these groups (hereafter referred to as the โMunichโ and โDurhamโ groups) and others in numerous papers. The semi-analytic models used here are described in ?) and ?, hereafter SP). As shown in SP, these models produce good agreement with a broad range of local galaxy observations, including the Tully-Fisher relation, the B and K-band luminosity functions, cold gas contents, metallicities, and colours. We refer the reader to SP for a more comprehensive review of the literature and a more detailed description of our models. Below we sketch our approach briefly.
The framework of the semi-analytic approach is the โmerging historyโ of a dark matter halo of a given mass, identified at $`z=0`$ or any other redshift of interest. We construct Monte-Carlo realizations of โmerger treesโ using the method of ?), which was tested against merger trees extracted from dissipationless simulations \[Somerville et al. (2000a)\]. Each branch in the tree represents a halo merging event, and the trees are truncated when the circular velocity of the progenitor halo becomes smaller than 40 km s<sup>-1</sup>. We assume that gas in halos smaller than this effective mass resolution is photoionized and cannot cool or form stars (see SP). We construct merger histories for a grid of halos with circular velocities ranging from 40 km s<sup>-1</sup>to 1500 km s<sup>-1</sup>, and weight the results using the appropriate Press-Schechter probability for the appropriate halo mass and redshift.
When a halo collapses or merges with a larger halo, we assume that the associated gas is shock heated to the virial temperature of the halo. This gas then radiates energy and cools. The cooling rate depends on the density, metallicity, and temperature of the gas. Cold gas is turned into stars using a simple recipe, and supernovae energy reheats the cold gas according to another recipe. To model the star formation rate, we use an expression of the general form
$$\dot{m}_{}=\frac{m_{\mathrm{cold}}}{\tau _{}},$$
(1)
where $`\dot{m}_{}`$ is the star formation rate, $`m_{\mathrm{cold}}`$ is the total mass of cold gas in the disc, and cold gas is converted into stars with a time scale $`\tau _{}`$. In principle this time scale could be a function of the circular velocity or dynamical time of the disc or other variables. In the simplest version of this recipe, $`\tau _{}=\tau _{}^0=`$ constant; i.e. the efficiency of conversion of cold gas into stars $`\dot{m}_{}/m_{\mathrm{cold}}`$ is independent of the other properties of the galaxy. This recipe was one of those investigated in SP (called SFR-C in the terminology of SP; here called โconstant efficiency quiescentโ). We also consider a recipe in which $`\tau _{}t_{\mathrm{dyn}}`$, where $`t_{\mathrm{dyn}}`$ is the dynamical time of the galaxy. Because the density of the collapsed haloes is higher at high redshift, the typical dynamical times become smaller and the conversion of gas into stars becomes faster. This recipe is similar to the one usually used by the Munich group (called SFR-M in SP), and here we call it โaccelerated quiescent.โ
Supernovae feedback is modelled using the disc-halo model introduced in SP. The rate of reheating of cold gas is given by
$$\dot{m}_{\mathrm{rh}}=\frac{\dot{ฯต}_{\mathrm{SN}}}{v_{\mathrm{esc}}^2},$$
(2)
where $`\dot{ฯต}_{\mathrm{SN}}`$ is the rate at which energy is injected into the cold gas by supernovae, and $`v_{\mathrm{esc}}^2`$ is the average escape velocity of the disc or halo (the reheating rate and ejected gas mass is calculated seperately for each of these components).
Each new generation of stars produces a fixed yield of metals, which are immediately deposited back into in the cold gas. The metals may then be mixed with the hot gas in the halo, or ejected from the halo by supernovae feedback. This in turn affects the cooling, which becomes more efficient as the metallicity of the gas increases. Unlike our work in SP, where we used a fixed metallicity for the hot gas in calculating the cooling function, here we use the modelled value of the hot gas metallicity and the metallicity-dependent radiative cooling curves tabulated by ?).
Another new feature (not present in the models of SP), is the treatment of gas and metals that are ejected from the halo. In SP this material was never re-incorporated in any halo. Here, we assume that the material is distributed outside of the halo with a continuation of the isothermal $`r^2`$ profile that we assume inside the halo, and such that if the total mass of the halo were to double, all of the material would be re-incorporated in the halo. This material falls in gradually (according to a spherical infall model) as the virial radius of the halo increases due to the falling background density of the Universe. This is similar to the recipe used by CAFNZ and ?), in which all of the hot gas ejected from the halo is re-incorporated (all at once) when the halo doubles in mass, but it removes the discontinuous behaviour caused by the sudden infall of a large amount of gas. The assumption that the ejected gas should return when the halo mass doubles is just an arbitrary relic of the block model used by CAFNZ, in which the halo masses always grew by factors of two in each branch of the merging tree; the actual timescale for return of the ejected gas is quite uncertain.
We now also account for the mass that is returned to the ISM by young stars. For each quantity of mass that is turned into stars, a fraction $`R`$ is returned to the cold gas reservoir. Here we assume $`R=0.14`$, which results from assuming that all mass from stars with masses greater than 8 $`M_{}`$ is recycled, using a Salpeter IMF with an upper mass cutoff of 100 $`M_{}`$. Had we also included mass loss from smaller-mass stars, the value of $`R`$ would be larger, but these estimates are more uncertain so we neglect this contribution.
### 2.2 Mergers and Starbursts
When dark matter haloes merge, the galaxies contained within them survive and may merge on a longer time scale. After a halo merger event, the central galaxy of the largest progenitor halo becomes the new central galaxy, and all other galaxies become โsatellites.โ Satellite galaxies may merge with the central galaxy on a dynamical friction time scale, or with each other on approximately a mean free path time scale. However, if the relative velocities of the satellites are large compared to their internal velocities, they will not experience a binding merger. Thus the satellite merger rate decreases in clusters. The expressions for the satellite-central and satellite-satellite merger rates are given in SP.
We assume that every galaxy-galaxy merger triggers a starburst. Our treatment is based on a simple parameterization of the results of N-body simulations with gas dynamics, which we now summarize briefly. Mihos & Hernquist (?, ?) have simulated galaxy-galaxy mergers using a high resolution N-body/smoothed particle hydrodynamics code (TREESPH) with star formation modelled according to a Schmidt law ($`\rho _{SFR}\rho _{\mathrm{gas}}^n`$ with $`n=1.5`$). In ?), mergers between equal-mass galaxies (major mergers) were simulated, and it was found that 65-85 percent of the total gas supply (in both galaxies) was converted into stars over a time scale of 50-150 Myr. These results were not very sensitive to morphology or the orbital geometry.
The case of highly unequal-mass mergers was explored in ?). The case simulated represents a Milky Way-sized disc galaxy accreting a satellite that is one tenth of its mass. The non-axisymmetric mode generated by the accretion of the satellite causes a large fraction of the gas to collapse into the central region of the galaxy, fueling a strong starburst. In this case about 50 percent of the original gas supply is consumed in the starburst, which lasts for about 60 Myr. However, the results are much more sensitive to the morphological structure of the galaxies than the major-merger case. If the larger galaxy has a bulge (the case simulated has a bulge to disc mass ratio of 1:3), the bulge seems to stabilize the disc against strong radial gas flows, leading to a much weaker starburst event (only about 5 percent of the total gas supply is consumed). ?) note that this implies that the importance of bursts will decrease at low redshift as galaxies develop bulges, even if the merger rate remains constant.
These results inform our treatment of collisional starbursts. When any two galaxies merge, the โburstโ mode of star formation is turned on. The star formation rate due to the burst is modelled as a Gaussian function of time with a width of $`\sigma _{\mathrm{burst}}`$. The burst is switched off after a time $`4\sigma _{\mathrm{burst}}`$ has elapsed. The burst model has two parameters, the time scale and the efficiency of the burst. The efficiency $`e_{\mathrm{burst}}`$ is defined as the fraction of the cold gas reservoir (of both galaxies combined) that is turned into stars over the entire duration of the burst. We assume that the efficiency is a power-law function of the mass-ratio of the merging galaxy pair:
$$e_{\mathrm{burst}}=f_{\mathrm{consume}}\left[m_{\mathrm{small}}/m_{\mathrm{big}}\right]^{\alpha _{\mathrm{burst}}},$$
(3)
with the two parameters $`f_{\mathrm{consume}}`$ and $`\alpha _{\mathrm{burst}}`$ chosen to reproduce the results of ?) for a 1:1 merger, and ?) for a 1:10 merger ($`f_{\mathrm{consume}}=0.75`$ and $`\alpha _{\mathrm{burst}}=0.18`$). When a bulge of at least a third of the disc mass is present, bursts are suppressed in minor mergers (based on \[Mihos & Hernquist (1994)\]). Fig.2 shows the resulting scaling of the burst efficiency with the mass ratio of the merging pair for the bulge and no-bulge cases. We assume that the burst timescale $`\sigma _{\mathrm{burst}}`$ is proportional to the dynamical time of the larger of the two discs. The quiescent mode of star formation continues uninterrupted according to Eqn. 1 above, although its contribution is generally insignificant in comparison to the burst.
Each merger is classified as โmajorโ or โminorโ according to whether the ratio of the smaller to the larger of the galaxiesโ baryonic masses is greater than or less than the value of the parameter $`f_{\mathrm{bulge}}0.25`$. Major mergers have mass ratios greater than $`f_{\mathrm{bulge}}`$, and the bulge and disc stars of both galaxies plus all new stars formed in the burst are placed in a bulge component. Minor mergers have mass ratios less than $`f_{\mathrm{bulge}}`$, and the pre-existing stars from the smaller galaxy are placed in the disc component of the post-merger galaxy while all newly formed stars again join the bulge. This is motivated by the N-body simulations of similar satellite accretion events by ?), which show that 90 percent of the satellite mass is stripped and distributed in the disc of the larger galaxy and only the densest part of the satellite core ends up at the centre.
A possible problem in scaling from the $`z=0`$ simulations is that galactic discs may be quite different at high redshift. Galaxies then are smaller and denser and probably have higher ratios of gas to stars. This may significantly affect their susceptibility to star-forming instabilities. We are currently investigating this using a more extensive set of N-body hydrodynamic simulations similar to those of Mihos & Hernquist, but with the initial galaxy properties chosen to be representative of high-redshift galaxies \[Somerville et al. (2000b)\]. Similarly, the modelling of mergers, infall and tidal stripping of sub-haloes should be refined and tested against high-resolution dissipationless cosmological simulations. Work on these issues is also in progress \[Kolatt et al. (2000)\].
Fig. 4 shows the total star formation rate for the largest progenitor of the central galaxy in a Milky Way-sized halo ($`V_c=220\text{km s}\text{-1}`$) and in a group-sized halo ($`V_c=500\text{km s}\text{-1}`$), both at $`z=0`$ today. The star formation rate is shown in models with: (1) no starbursts, (2) bursts in major mergers only, and (3) bursts in both major and minor mergers. All three models contain quiescent star formation using the constant efficiency recipe. From this figure we can see that minor mergers are important even if their efficiency is low because they are much more common than major mergers. Comparing the group-sized halo with the Milky Way halo shows how mergers shut down in high-velocity-dispersion environments. This is because we have assumed that the relative velocity of colliding objects must be small compared to their internal velocities in order for objects to merge. The burst models discussed in the remainder of this paper correspond to model (3) unless specified otherwise.
### 2.3 Stellar Population Synthesis
With the full star formation history of a galaxy in place, we estimate its luminosity in any desired passband using the stellar population synthesis models of Bruzual & Charlot (GISSEL). In this paper, our standard treatment uses the 1998 version of the solar-metallicity models with a Salpeter IMF. Modelling the young, massive, sub-solar metallicity stars that might be found in LBGs is probably quite uncertain (see \[Charlot et al. (1996)\]). However, it is encouraging that several groups have produced models that agree quite well in the UV and optical part of the SED (see \[Devriendt et al. (1999)\] and Section 5.2). The mass-to-light ratio in the UV is relatively insensitive to metallicity for young stars, but it is quite sensitive to the IMF (primarily to the ratio of high-mass to low-mass stars). We include only starlight and neglect the contribution from nebular emission. See Section 5.2 for a detailed discussion of uncertainties in the stellar population synthesis.
### 2.4 Dust
Because most of the observations of high-redshift galaxies are obtained in the rest-UV, the effects of dust are likely to be important. Just *how* important has been a matter of debate ever since the discovery of the LBG population. ?) estimated an extinction at $`1500`$ ร
of a factor of $`3`$, based on the ratio of emission lines to the continuum in a few objects. ?) and ?) estimated much larger factors of 15-20. Recently, there seems to have been convergence to an intermediate value of a factor of $`5`$ \[Meurer et al. (1999), Steidel et al. (1999)\]. This work makes use of a correlation between the FIR excess (a reliable observational measure of bolometric extinction) and the far-UV spectral slope in nearby starburst galaxies. If the same correlation is then assumed to hold in high-redshift galaxies, the measured UV spectral slopes of LBGs indicate that there is an average extinction of a factor of 4.7 in the relatively bright ($`<25.5`$) LBG population studied by ?). The same measurements \[Meurer et al. (1999)\] indicate that, in LBGs as in local starburst galaxies, the most UV-luminous (and rapidly star forming) objects are the most heavily extinguished \[Wang & Heckman (1996)\].
To estimate the effects of dust on our model galaxies, we use a very simple parameterization of the empirical results of ?) for nearby starburst galaxies. The optical depth for a galaxy with an intrinsic (unextinguished) UV luminosity $`L_{UV,i}`$ is given by:
$$\tau _{UV}=\tau _{UV,}\left(\frac{L_{UV,i}}{L_{UV,}}\right)^\beta .$$
(4)
This is identical to the recipe used in SP except that we now normalize the recipe in the UV rather than the B band. We take $`L_{UV,}`$ to equal the observed value of $`L_{}`$ in the $`z=3`$ sample of ?), i.e., the luminosity corresponding to $`m_{AB}=24.48`$ in the appropriate cosmology. We use the same value of $`L_{}`$ at redshift $`z=4`$, which as ?) note is consistent with the $`z=4`$ data. We take $`\beta =0.5`$ as in ?). We then assign to each galaxy a random inclination and compute the actual extinction using a standard slab model (see SP). We adjust the parameter controlling the face-on optical depth, $`\tau _{UV,}`$, to obtain an average extinction correction at 1500 ร
of a factor of $`5`$ for $`z3`$ galaxies with luminosities typical of the Steidel et al. sample, consistent with the estimates described above. The value $`\tau _{UV,}=1.75`$ gives good results. To extend the extinction correction to other wavebands, we assume a Calzetti attenuation curve \[Calzetti (1997)\].
### 2.5 Model Parameters
Throughout this paper, unless stated otherwise, we use the fashionable $`\mathrm{\Lambda }`$CDM cosmology with $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`hH_0/(100\mathrm{k}\mathrm{m}/\mathrm{s}/\mathrm{Mpc})=0.7`$, $`\sigma _8=1.0`$. These values are consistent with a great deal of current data (for a recent review see \[Primack (2000)\]). As in SP, the main free parameters related to galaxy formation โ those describing the quiescent star formation efficiency ($`\tau _{}^0`$), the supernovae feedback efficiency ($`ฯต_{\mathrm{SN}}^0`$), and the metallicity yield ($`y`$) โ are set by requiring an average present-day โreference galaxyโ (the central galaxy in a halo with a circular velocity of $`220\text{km s}\text{-1}`$) to have (a) an I-band magnitude $`M_I5\mathrm{log}h=21.8`$, (b) a cold gas mass $`m_{\mathrm{cold}}10^{10}h^2M_{}`$, and (c) a stellar metallicity of about solar. Requirement (a) adjusts the zero-point of the I-band Tully-Fisher relation to agree with observations, while requirement (b) fixes the cold gas content of the โreference galaxyโ to agree with observed H<sub>I</sub> masses, allowing for a contribution from molecular hydrogen (see SP). The values of the free parameters used here are similar to those used in SP.
In some previous work (e.g., BCFL), it has been assumed that only a fraction $`f_{\mathrm{lum}}^{}<1`$ of the stars formed in the models are luminous, the remainder being in the form of brown dwarfs or other non-luminous baryonic material. We find that in order to get our reference galaxy to be bright enough today with our assumed Salpeter IMF, we need $`f_{\mathrm{lum}}^{}1`$.
Note that the parameters have been set entirely by comparing to a subset of present-epoch observations. We have shown in SP that the models then reproduce many important observed features of nearby galaxies. Now, leaving all free parameters fixed, we can consider the predictions of the same models for the high-redshift Universe.
## 3 Model Results
Because extensive spectroscopic follow-up work has now verified the effectiveness of the Lyman-break or โdrop-outโ technique for finding $`z>2`$ galaxies, we do not attempt to mimic the colour selection process used to identify real Lyman-break objects but rather assume that all galaxies brighter than a certain limiting magnitude in our models would be in fact be selected as LBGs. The modelling work of BCFL has shown that using the same colour selection criteria as the observations picks out model galaxies in the expected redshift range. We do not include the effect of absorption by intervening cold gas clouds because, although this effect is very important shortwards of the Lyman limit, for redshifts less than $`z4`$ it does not much affect the spectral energy distribution (SED) in the wavelength range relevant to our study. We have calculated magnitudes using the filter response functions of the WFPC2 filters F606W and F814W ($`V_{606}`$ and $`I_{814}`$), as well as the $``$ and $`I`$ filters of ?) used in the ground based observations and kindly provided to us in electronic form by K. Adelberger. All magnitudes are given in the AB system \[Oke & Gunn (1983)\]. The $`V_{606}`$ filter and the $``$ filter correspond to a mean rest wavelength of 1600 ร
at redshifts 2.75 and 3.04 respectively. The $`I_{814}`$ and Steidel & Hamilton I filters correspond to the same rest wavelength at redshifts of about 4.00 and 4.13 respectively.
We now consider three different recipes for star formation. The model referred to as the โcollisional starburstโ model includes quiescent star formation using the โconstant efficiencyโ (CE) recipe, plus star formation in bursts as described in the previous section. The โconstant efficiency quiescentโ model has no burst mode, and all star formation is modelled using the constant efficiency recipe. The third model is also quiescent, but star formation efficiency varies inversely as the dynamical time of the galaxy. We refer to this third model as โaccelerated quiescentโ because the star formation rate for a given cold gas mass becomes *higher* at high redshift due to the increasing density of the haloes. Note that the supernovae feedback recipe has been kept the same and all other free parameters have been left fixed to the same values for the three models. In SP, we showed that, by adjusting only the normalization of the star formation efficiency, $`\tau _{}^0`$, it is possible to make all three models to match observed properties of local galaxies such as the B and K band luminosity functions, the Tully-Fisher relation, colours, gas and metal contents, etc.
### 3.1 Comoving Number Density
We first investigate the model predictions for the number density of bright objects as a function of redshift. Fig. 6 shows the comoving number density of galaxies brighter than an apparent AB magnitude limit of m$`{}_{AB}{}^{}(1500)=`$ 25.5 at rest 1500 ร
over the redshift range $`2z6`$. The comoving number densities for the observations have been calculated using the appropriate geometry for the $`\mathrm{\Lambda }`$CDM cosmology used in our models. For the ground-based sample of LBGs with spectroscopic redshifts, we have used the values given in Table 3 of ?). The 1$`\sigma `$ field-to-field variance of this sample is about 12 percent; if plotted on Fig. 6, the error bar would be smaller than the symbol. The comoving number density of LBGs in the HDF has been calculated using the $`V_{606}`$ counts of U-dropouts from Table 1 of ?), and the $`I_{814}`$ counts of B-dropouts helpfully provided to us by L. Pozzetti. Error-bars on these points represent Poisson errors only. We also show the number densities computed from the Stonybrook catalog of photometric redshifts from the HDF-N and HDF-S \[Lanzetta et al. (1999), Chen et al. (1999)\], generously provided to us by H.-W. Chen and K. Lanzetta. Once again the error bars are simply 1$`\sigma `$ Poisson and do not account for photometric or redshift errors. Note that, unlike the point derived from galaxies identified in the HDF using the Lyman-break technique \[Pozzetti et al. (1998)\], the values from the photometric redshift catalogs at $`z3`$ agree with the ground-based estimate within the errors. This suggests that the full photometric redshift technique, including the observed near-IR bands, finds high-redshift galaxies that are missed by the Lyman-break technique. The difference between the HDF-N and HDF-S (stars and triangles) gives an indication of the field-to-field variance characteristic of the HDF volume.
Fig. 6 demonstrates an important and robust prediction of the models โ the *constant efficiency* quiescent models predict a *strong decline* in the number density of bright galaxies with increasing redshift. This is a generic feature of any hierarchial model in which the efficiency of the conversion of cold gas into stars remains constant with redshift. This is because the number density of the massive haloes that host bright galaxies in the quiescent model drops off sharply with redshift. ?) found a similar result based on $`N`$-body simulations. The net result is that the CE quiescent model without dust extinction produces an acceptable match to the number of bright galaxies at $`z3`$ but badly underpredicts the numbers at redshifts $`z4`$. The shortfall is unacceptable at all redshifts when dust is included.
In contrast, the burst model contains collisional starbursts that cause smaller-mass objects to become bright enough to exceed the detection limit for a brief amount of time. Because the collision rate is relatively constant over the redshift range $`2<z<6`$ and there is an ample supply of cold gas, the comoving number density of visible galaxies remains *almost constant* over this range. The collisional starburst model actually overpredicts the number of bright galaxies, but adding dust provides excellent agreement at all redshifts. Finally, the accelerated quiescent model produces nearly identical results to the collisional starburst model, but for a very different reason. Instead of being temporarily brightened by bursts, each galaxy has a constant low mass-to-light ratio because of the accelerated star formation rate. This model also does a good job of matching the number of moderately bright galaxies at all redshifts.
The observations at $`2<z<4.5`$, especially those based on the large ground-based sample of ?), provide a secure lower limit on the number density of bright galaxies. The situation at higher redshift is more uncertain, but the differences between the constant efficiency quiescent model and the other two are quite dramatic. According to the CE quiescent model, the probability of finding even one bright galaxy at $`z>5`$ in a volume comparable to the HDF is only one in 10<sup>6</sup>, whereas both the collisional starburst model and the accelerated quiescent model predict on the order of a few galaxies per HDF at $`4.5<z<6`$, even with dust. A number of candidate high-redshift galaxies with $`z>5`$ have been discovered recently \[Dey et al. (1998), Weymann et al. (1998), Spinrad et al. (1998), Chen et al. (1999), van Breugel et al. (1999), Hu et al. (1999)\], but, as most of these objects were found serendipitously, it is difficult to estimate their number density. Such candidates are also being detected in fair numbers in photometric redshift catalogs, but these detections are also uncertain, and further spectroscopic work will be required in order to confirm them (see \[Stern & Spinrad (1999)\] for a recent review on search techniques for very high-redshift galaxies). If the current preliminary detections of very high-redshift galaxies are confirmed, they will essentially rule out the constant efficiency quiescent model.
### 3.2 Luminosity Function
The luminosity function and its evolution with redshift provide additional tests of models. The bright end ($`m_{AB}<25.5`$) of the luminosity function at $`1500`$ ร
for the observed LBGs at $`z3`$ can be determined fairly accurately from the relatively large ground-based spectroscopic sample. The HDF can then be used to give some indication of the faint end slope, although there is probably some incompleteness faintwards of about $`m=26`$ \[Dickinson (1998)\]. The resultant composite luminosity function at $`z=3`$ is shown in Figs. 8 and 10. The ground-based data have been corrected for incompleteness (see \[Steidel et al. (1999)\]). As usual, the observations have been converted to our $`\mathrm{\Lambda }`$CDM cosmology.
Fig. 8 shows that the luminosity function of the collisional starburst model with dust has a steep, Schechter-type drop-off at bright magnitudes, whereas the intrinsic function without dust is much flatter. Thus in this picture, the knee seen in the observations is purely an artifact of differential dust extinction. It is gratifying that our intrinsic luminosity function is very similar in shape to the observed dust-corrected function derived from the data \[Adelberger & Steidel (2000)\], for which the corrected luminosity of each galaxy has been derived using the measured far-UV slope and the dust-slope correlation discussed in ?).
Fig. 10 shows similar plots for the two quiescent models. The constant efficiency model without dust (bottom panel) has a steeply decreasing luminosity function at the bright end, reflecting the steepness of the halo mass function at these large masses. When dust extinction is added, the CE quiescent model becomes even steeper and dramatically underpredicts the number of bright galaxies, consistent with its underprediction of count data in Fig. 6. The situation with the accelerated quiescent model is rather different. Although that model predicts about the same total number of bright ($`m_{AB}(1500)<25.5`$) galaxies as the collisional starburst model in Fig. 6, the *shape* of its luminosity function is different at the very brightest magnitudes. The burst model shows a tail at bright magnitudes, whereas the accelerated quiescent model even *without* dust drops off steeply, like a Schechter function. With dust included, the accelerated quiescent model falls even more steeply and fails to match the brightest galaxies. This, again, is due to the tight link between halo masses and galaxy luminosities in all quiescent models.
Figs. 12 and 14 show analogous comparisons for luminosity functions at $`z4`$. The collisional starburst model fits the luminosity function for bright galaxies whereas both quiescent models fall short, especially when dust is added. All models predict too many faint galaxies. This may be due to the fact that, with the parameters we have chosen, our dust model predicts very little extinction in galaxies fainter than $`m26`$. In correcting the models for dust, we have simply assumed the same parameters as at $`z3`$. Note also that the observed luminosity function faintwards of $`m25`$ (the magnitude reached by the ground-based survey) is quite uncertain and possibly incomplete. Both effects would tend to make the models deviate in this way.
In summary, the CE quiescent models predict a strong evolution of $`L_{}`$ with redshift, wheras the burst model and the accelerated quiescent model predict very little evolution in $`L_{}`$ over the redshift range $`3<z<5`$. The observed and dust-corrected luminosity functions of the collisional starburst model are in good agreement with all data at both redshifts. However, systematic errors in the dust correction could be large. A more direct test of the number densities of very bright galaxies (which correspond to objects with extremely high star formation rates) will come from future sub-millimeter observations.
### 3.3 The Star Formation History of the Universe
The star formation history of the Universe, i.e., the global rate of star formation as a function of redshift, is a crucial test of theories of galaxy formation and cosmology. There are many observational tracers of the star formation history, each with their own selection effects. In this section we investigate the star formation history traced by the luminosity density, age constraints on stars in nearby galaxies, cold gas detected in quasar absorption systems, and metals.
#### 3.3.1 Luminosity Density
The star formation history of the Universe, as represented by the popular โMadau diagramโ \[Madau et al. (1996)\], is an important signature of any scenario of galaxy formation. However, an accurate determination of this diagram is far from straightforward: the observations must be converted from luminosity to star formation rate and corrected for incompleteness and dust extinction (see Appendix). As new observations have been added at various redshifts, the diagram has undergone a continuing metamorphosis from its original form. Fig. 16 shows the star formation history obtained from our burst and quiescent models, along with a compilation of recent observations, where the observations have been corrected for incompleteness but *not* for dust extinction. The observations have been converted to our $`\mathrm{\Lambda }`$CDM cosmology as described in the Appendix. Note that the constant efficiency quiescent model shows the characteristic peak at $`z1.5`$ and the relatively steep decline at higher redshifts that were notable features of the original Madau diagram \[Madau et al. (1996)\]. However, the data points in that diagram at $`z=2.75`$ and $`z=4`$ were based on the very small HDF survey and relied on the Lyman-break technique to select galaxies in the desired redshift range. As Madau et al. correctly emphasized, these points should be regarded as lower limits. More recent observations based on much larger, ground-based surveys with spectroscopic redshifts \[Steidel et al. (1999)\] show a much shallower evolution between $`z3`$ and $`z4`$.
Another important recent observational development is a more convincing estimate of the effects of dust extinction on the values derived from luminosities in the far-UV. This has also produced a significant modification of the diagram, as recently noted by ?). Fig. 18 shows a subset of the observations with a correction for dust extinction based on the observational results (see Appendix for details). The CE quiescent model is now seen to be highly inconsistent with the revised observational estimates at high redshift. The collisional starburst model shows a gentler rise and a broad peak around $`z4`$, with near-constant star formation density out to a redshift of $`6`$. This appears very consistent with the recent optical estimates after correction for dust extinction (see Appendix); it is also consistent with the luminosity densities implied by the far-IR and sub-mm sources detected at intermediate and high redshift \[Flores et al. (1999), Hughes et al. (1998)\]. The redshift dependence of the star formation rate density in the accelerated quiescent model is very similar to the collisional starburst model, although the overall star formation rate density is a bit lower than the data.
Fig. 20 shows the contribution to the star formation rate density from the burst and quiescent modes separately for our collisional starburst model. The bursting mode dominates at high redshift but declines more steeply than the quiescent mode as redshift decreases. A crossover therefore occurs, at $`z0.8`$, and quiescent star formation dominates the low-redshift Universe.
Fig. 22 shows the contribution to star formation in the burst mode from different kinds of merger events. We show the contribution from major and minor mergers between satellite and central galaxies, and major and minor mergers between two satellite galaxies. Note that in previous semi-analytic models, starbursts were included only in the first case, i.e., satellite-central/major mergers. We can see from the figure that the contribution from other kinds of mergers, particularly satellite-central/minor, is quite important. The relatively small contribution of satellite-satellite mergers may be an artifact of our rather questionable simplifying assumption that all new cold gas is accreted onto the central galaxy; this assumption tends to deprive small satellites of the fuel needed to produce bright starbursts, but may not be realistic.
#### 3.3.2 Fossil Evidence
Another way of constraining the star formation history of the Universe is from the โfossil evidenceโ contained in the ages of stars in present-day galaxies. ?) has argued that constraints on the ages of early-type galaxies in clusters from the small observed scatter of Fundamental Plane and colour-magnitude relations, combined with the fraction of todayโs stellar mass contained in early-type systems (bulges and ellipticals), can be used to deduce that one third of the stars we see today must have formed at $`z>3`$. ?) find that the formation redshift of early-type galaxies in clusters may be relaxed to $`z>2`$ in cosmologies with a large cosmological constant (such as our $`\mathrm{\Lambda }`$CDM cosmology) because of the longer time that has ellapsed in such models. Fig. 24 shows the density of stars in units of the critical density for the burst and quiescent models. The point with the large error bar at redshift zero is from the โbaryon budgetโ of ?). All three models agree with this estimate within the errors. The shaded patch shows the constraints on $`\mathrm{\Omega }_{}`$ at high redshift from a Renzini-like argument, where we have simply divided the stellar baryon budget at $`z=0`$ (and its error bar) by a factor of three. The CE quiescent model does not produce enough stars at high redshift, but the collisional starburst and accelerated quiescent models meet this constraint. The CE quiescent model produces one-third of the stars by $`z=1.5`$, and half of the stars by $`z=0.9`$. The collisional starburst and accelerated quiescent models produce one-third of their stars by $`z=2.2`$, and half of their stars by $`z=1.5`$.
#### 3.3.3 Cold Gas Density
Observations of quasar damped Lyman-$`\alpha `$ systems (DLAS) provide an estimate of the H<sub>I</sub> and metal content of the Universe from $`z0.7`$ to $`z4`$. Fig. 26 compares the models to an estimate of the fraction of the critical density in the form of cold gas from the observations of ?) (the data converted to the $`\mathrm{\Lambda }`$CDM cosmology was kindly provided by R. McMahon and C. Peroux). The observations shown should be considered a lower limit on the total mass of cold gas for several reasons. Some dusty DLAS may also be missed because their background quasars would be too dimmed to be included in an optically selected, magnitude limited sample \[Pei & Fall (1995)\]. In addition a significant amount of mass could be in the form of lower column density H<sub>I</sub> clouds or in the form of molecular or ionized hydrogen.
We can see from Fig. 26 that the CE quiescent model (dashed line) overproduces the amount of cold gas by a factor that is perhaps a bit large to be explained by these effects, whereas the collisional starburst model (solid line) is more consistent with the data. The accelerated quiescent model (dotted line) is roughly 1$`\sigma `$ lower than the data at $`z>2`$, and this may be a concern since all of the effects mentioned above will tend to increase this discrepancy. Note that the constraint provided by the DLAS is complementary to that provided by observations of LBGs. We could decrease the consumption of cold gas by decreasing the efficiency of star formation $`\tau _{}^0`$, but this would in turn produce fewer bright LBGs.
#### 3.3.4 Metals
The metal content of the Universe is yet another tracer of the star formation history. The mean metallicity of the DLAS can be estimated from Zn<sub>II</sub> and Cr<sub>II</sub> absorption lines, which are not much depleted by dust \[Pettini et al. (1997b)\]. The metallicity of hot X-ray gas in clusters has been measured at $`z0.3`$ \[Mushotszky & Loewenstein (1997)\] and $`z=0`$ \[Yamashita (1992), Butcher (1995)\]. The metal content of the diffuse IGM is estimated from observations of the Lyman-$`\alpha `$ forest (references in figure caption). Figs. 28 and 30 show the model predictions for the average metallicity of the entire Universe (total mass in metals divided by total mass of gas), and for the metallicity of stars, cold gas, hot gas in haloes, and diffuse photoionized gas that has been ejected from haloes. The cold gas lines from the models may be compared to the observations of DLAS, the hot gas lines to the observations of hot gas in clusters, and the diffuse gas lines to the metallicity of the higher-column-density Lyman-$`\alpha `$ forest. Note that the metals ejected from haloes in our models most likely will not escape to large distances, but will remain in the vicinity of the haloes. Therefore our predictions for the metallicity of the โdiffuseโ gas are probably more appropriately compared with the observational measurements in the higher column density Lyman-$`\alpha `$ forest.
The differences among the model results are not large. Overall, the collisional starburst model predicts the highest metallicities, the constant efficiency quiescent model the lowest. Aside from the DLAS metallicities, which are higher than the observations in all three models (see below), the largest discrepancy is in the Lyman-$`\alpha `$-forest, whose metallicity is too low in the constant efficiency quiescent model. The collisional starburst model predicts the flattest metallicity evolution in all components, implying that the average metallicity of stars at $`z34`$ is already close to solar. The very small predicted evolution from $`z=0`$ to $`z0.3`$ in the metallicity of the hot gas (residing mainly in large, cluster-sized haloes) in all three models is in good agreement with the observations of hot gas in clusters \[Mushotszky & Loewenstein (1997)\].
As noted, the metallicity of cold gas in all models is systematically higher than that derived from DLAS. Since the metallicities of the cold gas and stars in galaxies are tightly coupled, it is difficult to imagine how one could make the metallicity of the cold gas much lower yet still match the observed solar metallicities of bright galaxies today. On the other hand, metallicities estimated from DLA surveys may systematically underestimate the true values for several reasons. First, dusty high-metallicity systems might dim any quasar in the line of sight enough to discourage observers from trying to obtain its spectrum \[Pei & Fall (1995)\]. Second, the metallicities of the outermost regions of local galaxies are often significantly smaller than their central metallicities. By a simple cross-section argument, there will be many more lines of sight passing through these metal-poor outskirts than the metal-rich inner regions of the galaxy. Finally, in the collisional starburst model, galaxies that have experienced a recent burst of star formation, accompanied by metal production, will have consumed nearly all of their cold gas and will not produce damped systems in absorption.
An interesting side effect of the collisional starburst scenario is that it predicts very early, efficient enrichment of the IGM and ICM by supernovae driven winds. In our simple models, we have no difficulty in ejecting enough metals to pollute the IGM to the observed levels by $`z3`$. This is consistent with the strong metal-enriched outflows deduced from the spectra of observed LBGs \[Pettini et al. (1999b)\]. This implies that a large fraction of the โmissing metalsโ at high redshift \[Pettini (1999), Pagel (1998)\] may be in the form of hot gas in clusters or in the IGM. Similarly, enrichment occurs early in the accelerated quiescent model, again because galaxies with relatively small masses have high star formation rates. By contrast, in the constant efficiency quiescent model, most star formation takes place in very massive haloes, and gas and metals cannot escape from their deep potential wells. Significant pollution of the diffuse IGM therefore occurs only at much later times ($`z<1`$).
### 3.4 Properties of Galaxies at $`z3`$
Our results so far leave us with the conclusion that the constant efficiency quiescent model is in serious conflict with the observations. The best model seems to be the collisional starburst model, although the accelerated quiescent model is not strongly ruled out. In this section, we concentrate on the collisional starburst model, and investigate the predicted properties of $`z3`$ galaxies in detail and compare them with the available observations. For this purpose, we have created โmock-HDFโ catalogs with the same volume as the HDF. Dust extinction is included using our usual recipe (see Section 2.4).
Fig. 32 shows the properties of galaxies in the redshift range $`2<z<3.5`$. The small dots show results as a function of the $`V_{606}`$ (rest $`1600`$ ร
) magnitude, for galaxies in a typical mock-HDF catalog. Model galaxies have been selected with a flat selection function over the redshift range $`2<z<3.5`$. The histograms show the distribution of the same quantities for galaxies brighter than $`V_{606}=25.5`$, to compare with ground-based samples. Because of the small volume of the HDF, we average over many random realizations to obtain the histograms.
Panel a) shows the cold gas fraction $`f_{\mathrm{gas}}m_{\mathrm{cold}}/(m_{\mathrm{cold}}+m_{\mathrm{star}})`$. The distribution of $`f_{\mathrm{gas}}`$ is nearly uniform over the full range, with a median value of $`0.5`$, and with many galaxies having values as high as $`f_{\mathrm{gas}}=0.80.9`$. This is significantly higher than typical values for local disc galaxies, which are around $`0.10.25`$ \[de Blok et al. (1996)\]. We do not have direct observational measures of the gas content of the LBG population, but the high gas fractions we obtain are consistent with the factor of $`>3`$ increase in the total cold gas content of the Universe ($`\mathrm{\Omega }_{\mathrm{cold}}`$) from $`z=0`$ to $`z3`$ from observations of damped Lyman-$`\alpha `$ systems, as demonstrated in Section 3.3.3.
Panel b) shows the stellar masses of model LBG galaxies. Note that stellar masses range from $`10^8`$ to $`10^{11}`$ h$`{}_{}{}^{2}M_{}^{}`$, on average one or two orders of magnitude smaller than the stellar masses of present-day $`L_{}`$ spirals and ellipticals. Thus, according to the collisional starburst model, observed LBGs are not the *already fully assembled* progenitors of present day $`L>L_{}`$ galaxies \[Steidel et al. (1996a), Giavalisco et al. (1996)\]. It may well be the case that most of the stars in these LBGs would end up within bright galaxies at $`z=0`$; however, there will be several generations of merging in the interim, and no simple one-to-one correspondence between the two populations. Accurate stellar masses for real LBGs are not yet available; however, the model stellar masses that we obtain are very compatible with the values calculated by ?) on the basis of multi-band photometry of galaxies in the HDF.
Panel c) compares the baryonic half-mass radii of model galaxies to actual data (see Section 2.3 of SP for a discussion of how sizes are estimated in our models; see ?) for more detailed modelling of galaxy sizes). Typical values for the mock-catalog galaxies are about a factor of two smaller than those of nearby bright galaxies, further evidence that LBGs in the collisional starburst model are not fully assembled $`L_{}(z=0)`$ galaxies. The radii of the model galaxies are in good agreement with the average half-light radii of LBGs observed in the HDF (starred points; \[Giavalisco et al. (1996)\], \[Lowenthal et al. (1997)\]). Model radii at $`z=0`$ are also in good agreement with the sizes of local galaxies, as we showed in SP. The significance of this agreement is less clear here, however, since the half-light radii, particularly in the UV, may well be considerably smaller than the baryonic half-mass radii that we model. However, radii measured in the observed near-IR (rest $``$4000 ร
) from the NICMOS HDF are typically quite similar to those shown here \[Dickinson et al. (1998)\].
Panel d) shows observed and model linewidths. The velocity dispersions of observed LBGs can be estimated based on the widths of emission lines such as H$`\beta `$ or O<sub>III</sub>. Emission lines have been detected for a few of the brightest LBGs, and the velocity dispersions derived from the observed line-widths are rather small: $`5090\text{km s}\text{-1}`$ for four objects, and $`180\text{km s}\text{-1}`$ for one object \[Pettini et al. (1998)\]. The widths of the observed emission lines probably reflect the mass within about one effective radius. At such small radii, there is probably little contribution from dark matter. We therefore estimate the 1-D velocity dispersion in our models using the expression
$$\sigma ^2=\frac{Gm}{cr_e},$$
(5)
where $`m`$ is the total baryonic mass (cold gas and stars), $`r_e`$ is the effective radius (we use the baryonic half-mass radius), and $`c`$ is a geometry-dependent factor \[Phillips et al. (1997)\], which we take to equal 6, corresponding to a hot component with a density $`\rho r^3`$ \[Binney & Tremaine (1987)\]. Although there is considerable uncertainty as to how to model the linewidths of LBGs, we obtain good agreement with the limited data available (\[Pettini et al. (1998)\]; shown by the large star symbols).
In panel a), we remarked on the rather small masses of galaxies in the collisional starburst model. That is paralleled here by the modest velocity dispersions. Masses (and velocities) tend to be small in this model because small objects are elevated to the level of visibility by starbursts. Such an effect occurs to a lesser extent in the accelerated quiescent model, but not at all in the constant efficiency quiescent model. This suggests that size indicators of all types (masses, radii, velocity dispersions) are a way to discriminate among models. In the accelerated quiescent model, for example, the shape of the distribution of dispersions is different โ it is flatter and skewed towards larger $`\sigma _v`$) but has a similar mean โ while the CE quiescent model typically has the largest dispersions, ranging from 100 to 220 km/s, with a mean of about 140 km/s. More detailed modelling and additional data will provide important information on the baryonic masses of these objects.
Panel e) presents metallicities for model galaxies. Little is known observationally about observed LBG metallicities, although wide variations in the strength of C<sub>IV</sub> absorption (see \[Steidel et al. (1996b)\], \[Lowenthal et al. (1997)\], \[Trager et al. (1997)\]) suggest that stellar metallicities have a broad range of values. The stellar metallicities of our model galaxies are consistent with this, ranging from about one-tenth solar to solar, with a mean of about one-half solar. This is also quite compatible with the estimate based on interstellar absorption lines in the lensed galaxy MS 1512-cB58 (\[Pettini et al. (1999b)\]; shown as the dark square on panel e). A weak metallicity-luminosity relationship is already in place at $`z=3`$, with the brightest objects typically showing higher metallicities.
A tight correlation between rest-UV luminosity and instantaneous star formation rate is often assumed in order to estimate the former from the latter. The solid line in panel f) shows the relation of this sort used by ?). However, galaxies with complex star formation histories, particularly episodic ones, may show a non-negligible scatter from this relationship, as shown by our model galaxies. Dust extinction also increases the scatter in this relation and moves the brightest, most extinguished galaxies off of it. The large star symbols in this panel show galaxies from the sample of ?), where the star formation rates have been estimated from H$`\beta `$ emission lines. Star formation rates for the brightest galaxies in the collisional starburst model approach 100 solar masses per year, in agreement with observed values. The quiescent models predict far fewer galaxies with such high star formation rates, as reflected in Fig. 8 and 10.
Panel g) shows the mass ratio of stars in the bulge to the total stellar mass ($`B/T`$) for the model galaxies. We find that bright galaxies are biased towards low $`B/T`$ ratios, indicating that the galaxies are disc dominated. Observed $`B/T`$ values (starred points) are also shown for bulge-disc decompositions of HDF galaxies, using the procedure described in ?), where โbulgeโ and โdiscโ components were determined by fitting observed surface brightness profiles with a Sรฉrsic or an exponential form. The availability of photometric redshifts allowed us to select galaxies in the redshift range of interest ($`2.5z3.5`$). These observations were compiled and provided to us by L. Simard and K. Wu. The resulting distribution of $`B/T`$ with $`V_{606}`$ magnitude looks very similar to the predictions of our models, including the weak apparent correlation of magnitude with $`B/T`$. However, our $`B/T`$ values are weighted by mass, while observed values are weighted by light. This difference might bias the measured values in some unknown way. It is also interesting to note that about 20 percent of the HDF galaxies (brighter than $`m_{AB}(1500)26`$) have $`B/T>0.40`$, similar to the fraction of early-type galaxies found in the nearby Universe.
The presence of an exponential profile does not mean that a classical disc is present, and similarly an observed $`r^{1/4}`$ profile does not imply the existence of an early-type galaxy in the classical sense. It is clear that traditional morphological definitions must be expanded and modified to usefully discuss the inhabitants of the high-redshift Universe. Many LBGs show a centrally concentrated $`r^{1/4}`$ core within a more diffuse envelope \[Giavalisco et al. (1996)\], yet many also show pronounced substructure and signs of disturbance, even in the rest-visual NICMOS images \[Lowenthal et al. (1997), Conselice et al. (1998)\]. The collisional starburst scenario predicts that a measureable fraction of LBGs should show significant substructure and morphological peculiarity and are quite unlikely to resemble classical disc galaxies. A quantitative statistical analysis of the morphology of observed LBGs could place important constraints on the collisional starburst scenario. We intend to pursue this topic in future work (preliminary results are presented in \[Somerville et al. (1999)\]).
Accurate stellar ages of LBGs would provide a good test of models. However, the determination of ages from observed colours is complicated by the degenerate effect of reddening due to dust. Some observational papers discussing the LBG population have suggested that the total duration of star formation may be as large as 1 Gyr \[Steidel et al. (1996b), Pettini et al. (1997a)\], based on the $`K`$ colours of the objects. However, ?) conclude that the dominant stellar population of the LBGs is less than 0.2 Gyr old, with median ages of $`10`$-36 Myr. This conclusion was based on their comparison of model SEDs to photometric data from 5 filter bands (VIJHK) spanning the Balmer break. The IR photometric data is helpful in breaking the age-extinction degeneracy, although some degeneracy remains. Panel h) in Fig. 32 shows mass-weighted mean stellar ages for model galaxies at $`z=3`$ as a function of apparent magnitude (note that the *luminosity* weighted ages, which corresponds more closely to the quantities estimated by ?), are considerably younger; see ยง3.4.1). The distribution of ages is fairly flat, with many objects having very young ages (indicating that they formed most of their stars in a recent burst) and some having ages close to the age of the Universe at the mean redshift of the sample <sup>โ\*</sup><sup>โ\*</sup>$``$The age of the Universe in this cosmology is 3.2 Gyr at $`z=2`$, 2.1 Gyr at $`z=3`$, and 1.8 Gyr at $`z=3.5`$..
#### 3.4.1 Dust Extinction and Colours
As described in Section 2.4, we have assumed a very simple recipe for dust extinction, in which the optical depth of a galaxy is a deterministic function of its intrinsic UV luminosity. Recall that the resulting extinction is also a function of the galaxyโs inclination, which we chose randomly. Fig. 34 shows the effects of dust reddening on the model galaxies in our mock-HDF catalog as a function of the unextinguished magnitude at rest 1500 ร
. We convert the extinction in magnitudes (shown on the righthand axis) to a rest-frame colour excess E(B-V) using the recipe given in ?). The solid histogram shows the distribution for the brightest (*attenuated* magnitude $`m_{1500}<25.5`$) model galaxies. For comparison, we also show the distribution of rest E(B-V) (provided to us by K. Adelberger) obtained from the spectral slopes of LBGs from the ground-based sample of ?), using the technique described by ?). A detailed discussion of dust extinction in observed LBGs is presented in ?). Note that negative values of E(B-V) are unphysical and result in part from the presence of Lyman-$`\alpha `$ emission in some of the spectra (not included in our modelling). In about half of the cases, Lyman-$`\alpha `$ is seen in absorption and this broadens the E(B-V) distribution redwards. Within these uncertainties, the distribution we obtain in our models is fairly similar to the observed one. This gives us some confidence that our simple dust model is at least roughly compatible with the best current observational estimates.
We investigate the colours of our model galaxies, including the effects of dust, using the same recipe discussed above. Fig. 36 shows the $`V_{606}I_{814}`$ and $`I_{814}K_s`$ colours of galaxies in our mock-HDF (small dots) along with galaxies with spectroscopic \[Lowenthal et al. (1997), Sawicki & Yee (1998)\] and photometric redshifts \[Chen et al. (1999), Lanzetta et al. (1999)\]. It is immediately apparent that the model galaxies are too blue in $`V_{606}I_{814}`$, by about 0.2 magnitudes, while the $`I_{814}K_s`$ colours are in reasonably good agreement with the data. One might be tempted to conclude from this that the starburst model produces galaxies with too young a stellar population; however, this is unlikely to be the explanation, as $`I_{814}K_s`$ spans the Balmer break at this redshift and is a much better indicator of the age of the stellar population. The $`V_{606}I_{814}`$ colour reflects the spectral slope in the far-UV ($``$ 1500โ2000ร
), and, as we have discussed, this is strongly correlated with the far-IR excess, and hence with the amount of dust extinction \[Meurer et al. (1999)\]. This seems to indicate that we have underestimated the amount of dust extinction in our model galaxies, or that the true extinction curve is steeper than the Calzetti curve that we have assumed throughout โ perhaps closer to an SMC curve. By comparing the reddening vectors shown in the figure, one can see that, had we used an SMC curve, both sets of colours would have been in quite good agreement with the data.
A similar conclusion may be drawn from Fig. 38. The left panel shows a two-colour diagram ($`V_{606}I_{814}`$ vs. $`I_{814}K_s`$) for the observed HDF galaxies with spectroscopic (stars) and photometric (crosses) redshifts, as before. It is interesting to note the four or five photo-z galaxies with anomalously blue $`I_{814}K_s`$ colours for their $`V_{606}I_{814}`$ colours. A cross-check reveals that these galaxies are all fainter than $`I_{814}=25.5`$ and therefore are not bright enough to be contained in the spectroscopic sample of ?). By comparing with the dot-dashed lines, which show the unreddened colours of a single-age stellar population from the GISSEL98 models (diamonds mark ages of $`25`$, 50, 100, 250, and 320 Myr from bottom left to top right), we see that their $`I_{814}K_s`$ colours are characteristic of an extremely young (less than 25 Myr) stellar population but the $`V_{606}I_{814}`$ colours are considerably redder โ perhaps these are very heavily extinguished starbursts? The righthand panel shows where our model galaxies from the mock-HDF lie in this diagram. We do not see these anomalous objects in the models, even if an SMC extinction law is assumed, which could be an indication that our dust modelling is too simplistic (which would hardly be surprising), or that these objects are unusual, have been assigned incorrect redshifts, or have large photometric errors.
## 4 Comparison with Previous Work
The results of this sort of modelling, particularly the redshift evolution, can be quite sensitive to the details of the recipes used to model the physical processes. This explains some of the differences between our results and those of other groups using similar techniques. For example, previous semi-analytic modelling of high-redshift galaxies (BCFL) gave a rather different picture of the star formation history of the Universe and the nature of the Lyman-break galaxies. BCFL concluded that observable LBGs form only in very massive haloes, $`>10^{12}h^1\text{ }M_{}`$, and implied that the dominant mode of star formation at all redshifts is quiescent. They state explicitly, and show in their Fig. 7, that in their models โmost galaxiesโฆnever experience star formation rates in excess of a few solar masses per year.โ This is clearly quite different from the results of our best-fitting models. These differences arise from the different ingredients that we have chosen to include in our models. BCFL made several assumptions that made the mass-to-light ratios of their haloes higher than ours. Based on our attempts to reproduce their results, we believe that some of the important differences are:
1. BCFL assumed primordial metallicity for all hot gas, reducing the efficiency of gas cooling (see Fig. 2 of SP).
2. The explicit $`V_c`$ dependence in their star formation recipe (Eqn. 1 of this paper; Eqn. 2.5 and 2.10 of CAFNZ) makes star formation less efficient in small $`V_c`$ haloes. This suppresses star formation at high redshift, when typical halo masses are smaller.
3. The strong $`V_c`$ dependence of their supernovae feedback recipe (Eqn. 2.8 and 2.11 of CAFNZ) further suppresses star formation in small haloes.
4. BCFL assume that only a fraction of the stars are luminous. In their fiducial model A, they assume that $`f_{\mathrm{lum}}^{}=0.36`$ ($`\mathrm{{\rm Y}}=[f_{\mathrm{lum}}^{}]^1=2.8`$, in their notation), and in model G $`f_{\mathrm{lum}}^{}=0.42`$. This results in stellar mass-to-light ratios that are larger by a similar factor.
5. Although merger-driven starbursts are included in the models of BCFL, they occur only in major mergers between satellites and central galaxies. This neglects the contribution from satellite-satellite mergers and minor mergers, which we have shown can be quite significant (see Fig. 22).
Fig. 40 shows the star formation history of the Universe as represented by the (almost) original Madau diagram \[Madau et al. (1997)\], along with the results of BCFL model G (the closest of their models to our fiducial cosmology and IMF)<sup>โ โ โ </sup><sup>โ โ โ </sup>$`\mathrm{}`$Note that in Fig. 16 of BCFL, the data points shown were calculated using a different conversion from luminosity to star formation than ours (see Table A2 in our Appendix, and Table 5 of BCFL). In addition, BCFL plotted the โtotalโ star formation rate in the models and corrected the observations assuming that only a fraction $`[\mathrm{{\rm Y}}]^1`$ of the stars are luminous. We instead plot the star formation of *luminous* stars in all of the models.. Also shown are our attempts to reproduce their results by adopting the assumptions listed above. Many differences in the details of the modelling remain, so it is not surprising that our results do not agree exactly, but they are similar enough to give us confidence that we understand the main effects.
We also show the results of our constant efficiency quiescent model, the same model shown throughout the previous sections. It turns out that the results of model G of BCFL are very similar to those of our constant efficiency quiescent model. Although the efficiency of quiescent star formation is actually *lower* at early times in the models of BCFL (see points (ii) and (iii) above), starbursts in satellite-central major mergers were included (see point (v) above) and this contributes some additional bright galaxies. One can see from Fig. 40 and can further verify by comparing the luminosity functions shown in Fig. 10 and Fig. 14 with Fig. 15 of BCFL, that, for our purposes, the models produce very similar results. Like our CE quiescent model, the models of BCFL produced just enough light and just enough bright galaxies at $`z3`$ *if dust extinction was neglected*. We now see that, when dust extinction is taken into account, these models produce a luminosity function that falls off too steeply on the bright end, and predict a steep fall-off in the number density of bright galaxies and the integrated luminosity density with redshift. This results in very few bright galaxies at redshifts of $`>5`$, in sharp contrast to the collisional starburst model or the accelerated quiescent model.
As noted in Section 2, our accelerated quiescent star formation recipe is effectively very similar to the one usually used by the Munich group (e.g. KWG93). We have shown that this recipe produces fairly good agreement with many of the observations, but does not produce enough very bright LBGs and also underpredicts the amount of cold gas at high redshift compared with observations of damped Lyman-$`\alpha `$ systems. In a recent paper, ?) reached a similar conclusion about the cold gas problem and adopted a similar solution. They write their quiescent star formation recipe as $`\dot{m}_{}=\alpha m_{\mathrm{cold}}/t_{\mathrm{dyn}}`$. As noted before, the dynamical time $`t_{\mathrm{dyn}}`$ scales approximately as $`t_{\mathrm{dyn}}(1+z)^{3/2}`$, so their adopted scaling of the parameter $`\alpha `$ with redshift as $`\alpha (z)=\alpha (0)(1+z)^\gamma `$ with $`\gamma =`$ 1โ2 is very similar to our โconstant efficiency quiescentโ recipe. They also include bursts in major satellite-central mergers, and find that these bursts are responsible for about two-thirds of the star formation at high redshift. They find that this model, which is similar to our favored collisional starburst model, produces good results for the redshift evolution of the space density of bright *quasars*. Taken together, this suggests a picture in which the brightest inhabitants of the high-redshift Universe, LBGs and quasars, may be produced by the same process: strong inflows induced by mergers.
It is also interesting to compare our results to those of cosmological $`N`$-body simulations including hydrodynamics and star formation. ?) performed a detailed study of the clustering of high redshift galaxies in such simulations, and concluded that the observed clustering and number densities could be easily explained in a variety of CDM models. In this respect, their results are quite similar to the massive halo models discussed in Section 1. However, although their simulations included gas cooling and star formation, they assumed a monotonic relation between baryonic mass and UV luminosity. As we have already discussed, and as acknowledged by ?), the effects of episodic star formation and dust could significantly complicate this relationship. A more direct look at the nature of the $`z3`$ galaxies in these simulations was taken by ?). Here, the star formation history of the galaxies was extracted and convolved with stellar population synthesis models to obtain estimates of their luminosities, and the effect of dust was considered. They then find that the luminosity function at $`z3`$ is in agreement with the observations when dust extinction is included. The galaxies brighter than $`25.5`$ in their simulations have fairly large stellar masses (log $`m_{\mathrm{star}}>10.4`$ for their value of $`h_{100}`$=0.65) and contain a significant older stellar population; i.e. they are not predominantly young bursts. However, Davรฉ et al. acknowledge that their simulations do not have sufficient resolution to properly model the collisional starburst mechanism that we have invoked here, so they cannot rule out the possibility that small starbursts could also be present. It is also worth noting that in these simulations, the star formation efficiency scales as the gas density to some power, which will give a similar behaviour to our โaccelerated quiescentโ star formation recipe, and this may partially explain why they obtain sufficient numbers of LBGs without the need for an additional population of starbursts. The volume of their simulations is extremely small ($`11h^1`$ Mpc on a side), far too small to probe the very bright end of the luminosity function, where we found the most pronounced differences between the collisional starburst model and the accelerated quiescent model.
## 5 Dependence on Modelling Assumptions
This section discusses the sensitivity of our results to the cosmology, IMF, and stellar population modelling.
### 5.1 Cosmology and Power Spectrum
With improving observational constraints, the freedom to choose cosmological parameters as one wishes is rapidly dissappearing, and therefore we have chosen to focus on the popular $`\mathrm{\Lambda }`$CDM cosmology. Any cosmology within the current observationally favoured regime of parameter space, namely $`\mathrm{\Omega }=0.30.5`$ (open or flat) and $`\mathrm{\Gamma }0.2`$, would give similar results. The old standard, cluster normalized SCDM, would also give similar results because of the large amount of power on small scales. Models with $`\mathrm{\Omega }=1`$ and realistic power spectra, such as $`\tau `$CDM, CHDM, or tCDM (see SP) show a stronger peak at $`z1.5`$ and a sharp decline in the star formation rate at higher redshift. In Fig. 42 we show the star formation history for a model in which we use the $`\tau `$CDM cosmology defined in SP and normalize to the local Tully-Fisher relation in our usual way. This figure should be compared to the corresponding Fig. 16 and 18 for our standard $`\mathrm{\Lambda }`$CDM cosmology. The $`\tau `$CDM model overproduces the luminosity density at low redshift ($`z<2`$) and falls below the observations at high redshift ($`z4`$). If we normalize the model to fit the local UV-luminosity density, we find that there is not enough star formation at high redshift compared to the dust-corrected new Madau diagram. These models also violate the constraint on $`\mathrm{\Omega }_{\mathrm{gas}}`$ from DLAS at high redshift. The results for models with similar power spectra such as CHDM or tCDM would be nearly identical.
### 5.2 Stellar Population Synthesis
Most of the currently available observations of galaxies at $`z>3`$ are viewing light that is emitted in the far UV ($``$ 1500 ร
). This light is dominated by very young ($`<10`$ Myr), massive O and B type stars, which are notoriously poorly understood and difficult to model. In addition, the stellar mass-to-light ratio depends on the metallicity and IMF.
We have made a comparison of the luminosity at 1500 ร
(averaged over a tophat with width 400 ร
) of an instantaneous burst for a variety of the stellar population synthesis models that are publically available: GISSEL \[Bruzual & Charlot (1993)\], PEGASE \[Fioc & Rocca-Volmerange (1997)\], STARDUST \[Devriendt et al. (1999)\], and STARBURST99 \[Leitherer et al. (1999)\] <sup>โกโกโก</sup><sup>โกโกโก</sup>$`\mathrm{}`$The GISSEL models were provided to us by S. Charlot, the PEGASE models by M. Fioc, and the STARDUST models by J. Devriendt. The STARBURST99 models were downloaded from the public website http://www.stsci.edu/science/starburst99/. For models with solar metallicity and a Salpeter IMF, all of these models agree within 0.15 dex for populations younger than 10 Myr old, which dominate the UV light especially in starburst galaxies. The GISSEL, STARDUST, and PEGASE models agree at a similar level for older populations as well, but the STARBURST99 models differ from the others by as much as a factor of fifteen for populations up to 1 Gyr in age. We find a similar level of agreement for populations with 0.2 and 0.4 solar metallicity.
Fig. 44 shows the dependence on the assumed IMF for the solar metallicity GISSEL models. We see that the UV luminosity is quite sensitive to the IMF, in particular to the fraction of high-mass vs. low-mass stars. The Scalo IMF gives results that are lower by about a factor of three at ages younger than 10 Myr. Similarly, changing the lower- or upper-mass cutoff would have an effect on the results. For example, if we drastically increased the lower-mass cutoff to 1 $`M_{}`$ instead of 0.1 $`M_{}`$ and retained the Salpeter shape, the curve would shift up by about a factor of three <sup>ยงยงยง</sup><sup>ยงยงยง</sup>$`\mathrm{\S }`$We base this on a model that we ran using the STARBURST99 website. None of these changes are huge in the context of the theory, but evolutionary changes in the IMF as a function of redshift could induce a tilt in the Madau diagram, and thus affect comparison with observations. However, to salvage the constant efficiency quiescent model would require a total evolutionary change of a factor of 10 in mass-to-light ratio (see Fig. 18), which would stretch all the above effects to their limits.
The STARBURST99 models have been constructed to be particularly relevant to the very young stellar populations that we are interested in here, and use different stellar atmosphere models and a different approach to modelling mass loss than the other three models mentioned above (see \[Leitherer et al. (1999)\]). In Fig. 46, we show the dependence on metallicity in these models. For models with metallicities ranging from one-fifth solar to solar metallicity, the luminosity at 1500 ร
is almost independent of metallicity for stars younger than 10 Myr. The luminosity becomes more sensitive to metallicity for older stars ($`>200`$ Myr).
Note that we have neglected the contribution from nebular emission in our modelling. In the STARBURST99 models (Salpeter with solar metallicity) nebular emission contributes about 15 percent to the luminosity at 1500 ร
at an age of 1 Myr.
### 5.3 Dust and Reddening
Our treatment of dust and reddening is perhaps the least secure of our assumptions. This treatment falls into three broad categories: the mean absorption per typical galaxy, the variation in absorption versus wavelength (reddening curve), and the variation in absorption versus galaxy luminosity (brighter galaxies are more extinguished). None of these threaten the two main conclusions of this paper, that the collisional starburst model is consistent with present data on LBGs, and that star formation efficiency at high redshift must be higher than locally. With regard to the first conclusion, we are claiming only consistency using the best information presently available. This has certainly been shown. With regard to the second point, even if we reduce the the dust correction to zero, the constant efficiency quiescent model is inconsistent with the ?) data at $`z4`$ and preliminary detections of $`z>5`$ galaxies.
There are hints that some aspects of our dust treatment are in fact in error. For example, our model galaxies are systematically 0.2 mag too blue in V$``$I (Fig. 36). Fixing this may necessitate changing the reddening curve to a steeper one closer in shape to the SMC curve; however, the overall amount of absorption would still remain roughly the same (see figure). Our third assumption (that brighter galaxies are more extinguished) is based in part on precisely the HDF galaxies we are modelling โ after correction for extinction, is it precisely the reddest objects that are bolometrically brightest \[Meurer et al. (1999)\].
Opinion seems to be converging on our first and most crucial assumption, the average absorption per typical galaxy. Given the observed V$``$I colors of LBG galaxies, it is inconceivable that they have zero reddening. At the other extreme, dust absorptions three times larger than we have assumed would predict many more sub-millimeter sources than seen \[Meurer et al. (1999)\]. Tweaking the mean absorption within these boundaries would not greatly alter our picture.
On the other hand, a serious change to our assumed absorption treatment would be the discovery that mean absorption at a fixed luminosity declines strongly with redshift (the reverse variation is implausible). This would introduce a strong bias into all tests versus time, which is the most important probe of LBG models. Present data on the very distant Universe are simply too sparse to know for sure whether distant sources are systematically less obscured. Future sub-millimeter observations are needed to pin down this last, very important point.
## 6 Summary and Conclusions
The process of star formation is one of the largest uncertainties in galaxy formation modelling. We have explored three different recipes for star formation and the implications for observations of galaxies at high redshift. We investigated a model in which quiescent star formation has a constant efficiency, and galaxy-galaxy mergers trigger bursts of star formation. In this model, we find that most of the observable Lyman-break galaxies are collisional starbursts. We also considered two models in which star formation occurs only in a quiescent mode, either with constant or โacceleratedโ efficiency.
We find that our collisional starburst model produces excellent agreement with the observed number density of bright galaxies as a function of redshift from $`2z6`$ when a reasonable amount of dust extinction is accounted for. The accelerated quiescent model produces nearly the same number density of bright galaxies as the starburst model over this redshift range. In contrast to the constant efficiency quiescent model, which predict that very few bright galaxies would be in place at $`z>4`$, the burst model and the accelerated quiescent model make the tantalizing prediction that the comoving number density of bright galaxies at redshift 5 and 6 is nearly as high as at $`z3`$. While this is consistent with the numbers of galaxies in the HDF-N and S with photometric redshifts in this range \[Chen et al. (1999), Lanzetta et al. (1999)\], and some spectroscopic confirmations of very high redshift galaxies exist, secure estimates of the number densities of galaxies at these very high redshifts may have to wait for NGST and results from the new generation of infrared spectrographs on large ground-based telescopes.
A characteristic feature of the collisional starburst model is that the *unextinguished* rest-UV luminosity function at $`z3`$ is much flatter than a Schechter function at the bright end. Our prediction of the intrinsic luminosity function is in excellent agreement with the dust-corrected luminosity function of observed LBGs calculated by ?). Conversely, if we introduce the effects of dust into the models using a simple, empirically motivated model of differential dust extinction \[Wang & Heckman (1996)\], we obtain very good agreement with the actual observed luminosity function. Both the accelerated quiescent and the constant efficiency quiescent models show a steeper decline at the bright end. The constant efficiency quiescent model produces reasonable agreement with the observed bright end of the luminosity function at $`z3`$ *if dust extinction is neglected*, but with a realistic correction for dust extinction, these models predict a cutoff on the bright end that is much too steep. The accelerated quiescent model also has the wrong *shape* compared to the dust-corrected luminosity function of ?). This model therefore underpredicts the number density of the very brightest LBGs ($`_{AB}<22`$ at $`z3`$).
The global star formation history of the Universe is reflected in the redshift evolution of the total densities of star formation, cold gas, stars, and metals. We have compiled a new Madau diagram, using recent observations and an observationally based dust correction. We find a broad consistency between the dust-corrected optical estimates of the star formation rate density and those obtained from far-IR observations at $`z0.7`$ from ISO \[Flores et al. (1999)\] and sub-mm observations at $`z3`$ from SCUBA \[Hughes et al. (1998)\]. The shape of the new Madau diagram is quite different from the original one, with a more gradual rise in the star formation rate from $`z=0`$ to $`z2`$, and a plateau thereafter. The shape of the Madau diagram produced by our models is quite sensitive to our adopted recipe for star formation. The collisional starburst model is in excellent agreement with the new dust-corrected data, and the accelerated quiescent model is also in reasonable agreement. The constant efficiency quiescent model shows a much steeper decline with redshift, and have too little star formation at high redshift compared with the new data.
Similarly, the collisional starburst model and the accelerated quiescent model form their stars at a fairly high redshift, and thus stellar ages are in agreement with observational constraints from โfossil evidenceโ contained in the ages of stars in nearby galaxies \[Renzini (1998)\]. The constant efficiency quiescent model forms its stars too late. In addition, we show that the redshift evolution of the density of cold gas is consistent with constraints from DLAS \[Storrie-Lombardi et al. (1996)\] in the collisional starburst model. The constant efficiency quiescent model may have too much cold gas at high redshift, while the accelerated quiescent model may have too little.
We investigate the predicted metal enrichment history of the Universe, and find that an interesting side-effect of the burst and accelerated quiescent scenarios is efficient pollution of the IGM and ICM at high redshift due to supernovae-driven outflows. This may help to explain the large covering factor implied by the high probability with which C<sub>IV</sub> and Mg<sub>II</sub> absorption are seen in QSO spectra whenever a bright galaxy at the appropriate redshift is $`<30h^1\text{ kpc}`$ of the QSO line of sight \[Steidel (1995)\]. It also implies that a substantial fraction of the metals at high redshift ($`z3`$) are in the form of hot gas in haloes or in the diffuse IGM, suggesting a solution to the โmissing metalsโ problem \[Pettini (1999), Pagel (1998)\]. When normalized to produce solar metallicity stars in bright galaxies at redshift zero, with no introduction of additional free parameters, the burst model simultaneously predicts the correct observed metallicity of diffuse gas (Lyman-$`\alpha `$ forest) at $`z3`$, as well as the observed metallicity of hot gas in clusters at $`z=00.3`$. It is natural to associate the cold interstellar gas in our model galaxies with the observed population of DLAS. Here an interesting discrepancy is that the cold gas in our models has a systematically higher metallicity than the DLAS, by about a factor of $`3`$ at all redshifts. Moreover, as the constraints on the metallicities of very low redshift ($`z<1.0`$) DLAS improve \[Pettini et al. (1999a)\], if this gas is indeed the reservoir for star formation, it becomes difficult to understand how it can become enriched to solar values over such a short time interval. This favours the explanation that the observed population of DLAS systematically underestimates the metallicity of the total cold gas in galaxies.
The collisional starburst model produces good agreement with observable individual properties of $`z3`$ galaxies, such as the half-light radii and internal velocity dispersions. Our models also predict that high redshift galaxies should have cold gas fractions that are much larger than present day galaxies: values of $`f_{\mathrm{gas}}m_{\mathrm{gas}}/(m_{}+m_{\mathrm{gas}})`$ of 0.5 to 0.9 are typical. The model galaxies at $`z3`$ have perhaps rather surprisingly high metallicities, from 1/3 solar to solar for bright galaxies. The stellar masses of the model LBGs range from $`10^810^{11}`$ h<sup>-2</sup> $`M_{}`$, up to three orders of magnitude smaller than present-day $`L_{}`$ galaxies. If our models reflect the real Universe, this indicates that the majority of the LBGs are not the fully-formed, direct progenitors of todayโs $`L_{}`$ galaxies, but must experience considerable growth (via accretion or merging) by $`z=0`$ if they are indeed the progenitors of massive present-day galaxies. Another possible destiny for some of the smaller-mass LBGs ($`<10^9`$ h<sup>-2</sup> $`M_{}`$) is that their stars, gas, and globular clusters are stripped as they fall into the potential well of a nearby massive dark matter halo, forming a Pop II stellar halo such as that of the Milky Way \[Trager et al. (1997)\]. This resembles the picture of galactic stellar halo formation outlined in the classic paper by ?), which is supported by much recent evidence (see \[Majewski et al. (1996)\], \[Carney et al. (1996)\], \[Sommer-Larsen et al. (1997)\], and references therein).
Finally, we compared our results with previous work and discussed the effects that different model assumptions have on our results. In the models of BCFL, star formation was made inefficient in small galaxies by the combined properties of the recipes for star formation and supernovae feedback. This led to the suppression of star formation at high redshift, and a prediction of a strongly decreasing star formation rate density with redshift. We argued that our constant efficiency quiescent model gives overall very similar results to the BCFL models, and therefore the same conclusions will apply: namely, these models are not consistent with the recent data at $`z3`$ and $`z4`$ when the observationally favored correction for dust extinction is taken into account. The star formation recipe usually used by Kauffmann et al. is very similar to our accelerated quiescent model. It is interesting however that ?) recently exchanged this recipe in favor of one that is effectively rather similar to our model with constant efficiency quiescent star formation plus collisional starbursts. They disfavored the โacceleratedโ type model both because they found, as we did, that too much gas was consumed to be consistant with the observations of DLAS at $`z>2`$, but also because it did not reproduce the observed redshift evolution of the space density of bright quasars. Thus the same mechanism, merger-driven inflows, may account for both high redshift galaxies and quasars.
We showed that in cosmologies with $`\mathrm{\Omega }=1`$ and realistic power spectra (e.g., $`\tau `$CDM, CHDM, tilted CDM), the decline in the star formation rate at high redshift is too steep to be consistant with the dust-corrected data even in the burst model. However, in any cosmology with parameters close to the values favored by a broad range of observations ($`\mathrm{\Omega }_0=0.30.5`$), we would have obtained similar results to those presented here. We showed a comparison of the UV stellar-mass-to-light ratio in a variety of different stellar population models, and showed that there is reasonably good agreement between the models produced by different groups. We showed that the UV luminosites would have been about a factor of three lower had we assumed a Scalo instead of Salpeter IMF, and about a factor of three higher had we assumed a larger value for the lower mass cutoff (1 $`M_{}`$ instead of 0.1 $`M_{}`$). We also showed that according to these models, the UV luminosity in galaxies with active star formation is nearly independent of the metallicity of the stellar population.
We summarize our main conclusions as follows:
* The details of the recipes used to model star formation can have very large effects on the results of galaxy formation models (either semi-analytic or numerical), especially when redshift evolution is considered.
* Models in which the efficiency of star formation is constant with redshift are strongly inconsistent with observations at high redshift ($`z>3`$) when the effects of dust extinction are taken into account, and are inconsistent with higher redshift observations ($`z>4`$) even when dust is neglected. Thus, a rather robust conclusion of this study is that the efficiency of star formation (i.e. the star formation rate per unit mass of cold gas in a galaxy) must increase with redshift.
* This increased efficiency can be accomplished in at least two physically plausible ways; either due to collisional starbursts or to the scaling of the star formation rate with dynamical time or gas surface density. Both models produce good agreement with most of the observations considered here.
* We favor the collisional starburst mechanism because it gives better agreement with the shape of the $`z3`$ luminosity function at the very bright end, and it is in better agreement with the constraints on the density of cold gas at high redshift from DLAS. However, due to the remaining uncertainties in the modelling, we do not consider the accelerated quiescent model to be strongly ruled out.
The two successful models are based on completely different physical ideas but are difficult to distinguish conclusively from the present observations. It is crucial to eventually determine which process is actually the dominant mode of star formation at various redshifts. In one case, by studying high redshift galaxies we can expect to learn something about the merger rate and the efficiency of merger-driven inflows. In the other case, we expect to learn more about the masses and internal properties of discs.
Both scenarios have observational support and theoretical motivation. It may of course be that the true situation involves a combination of both scenarios, however, simply adding starbursts to our usual accelerated quiescent recipe does not provide a solution. This is because the accelerated quiescent star formation very rapidly consumes the cold gas supply at high redshift. The contribution from the burst mode remains small because of the decreased gas fractions, and the constraints on the cold gas at high redshift from DLAS are badly violated. Real progress in this sort of modelling will only be made by replacing some of our very simple recipes with more detailed and physically motivated prescriptions. This will require a better understanding of star formation in both normal and starburst galaxies.
An important observational aspect of the LBGs, which we have not addressed at all in this paper, is their clustering properties. Clustering in the collisional starburst scenario cannot be accurately modelled with analytic approaches. Therefore we study this using high-resolution N-body simulations in a companion paper \[Kolatt et al. (1999)\]. One might hope to discriminate between the collisional starburst and accelerated quiescent scenarios using the clustering properties of galaxies, particularly the number of close pairs. However, we show in a forthcoming paper \[Wechsler et al. (2000)\] that this is not possible. We find that both scenarios are consistent with the observed clustering properties at $`z3`$.
There are, however, some direct observational tests which are feasible in the near future and which may begin to discriminate between the two scenarios. The collisional starburst scenario predicts that there should be a relatively large population of bright, heavily extinguished galaxies with star formation rates of hundreds of solar masses per year. There are already preliminary indications from the SCUBA results that this population has been detected. Future sub-mm experiments with higher resolution and sensitivity will put stronger constraints on the actual numbers and the associated total star formation rates associated with these objects. Another way of distinguishing the scenarios is from the morphologies of galaxies at high redshift. In the collisional starburst picture, we expect many of the LBGs to appear highly disturbed and to contain significant substructure. In the accelerated quiescent scenario, we expect the galaxies to appear smaller and denser, but otherwise similar to normal local spirals. Again, there are preliminary indications that a large fraction of the observed LBGs do show strong distortion and sub-structure, even in rest visual bands \[Dickinson et al. (1998), Conselice et al. (1998)\], but a more quantitative analysis is needed. Finally, the observational sample of LBGs with measured emission linewidths is growing rapidly. With better statistics and more detailed modelling, these data will also help to discriminate between the two scenarios.
## Acknowledgements
We thank Kurt Adelberger, Daniela Calzetti, Romeel Davรฉ, Mike Fall, Mauro Giavalisco, Ken Freeman, Andrey Kravtsov, Max Pettini, Jason Prochaska, Marcin Sawicki, and Chuck Steidel for useful discussions. We thank Carlton Baugh, Shaun Cole, Carlos Frenk, Cedric Lacey, Guinevere Kauffmann, and Simon White for their feedback on earlier versions of this work and clarifications of their models. We also thank Caryl Gronwall, James Lowenthal, Jesus Gallego, Rafael Guzman, Drew Phillips, and Scott Trager help with interpreting the observations. We are grateful to Stephane Charlot for providing us with the updated version of the GISSEL models. We thank Ken Lanzetta, Hsiao-Wen Chen, and Amos Yahil for providing us with the Stonybrook photometric redshift catalogs and for useful discussions of their observations. We also thank Kurt Adelberger, David Hogg, James Lowenthal, Richard McMahon, Lucia Pozzetti, Marcin Sawicki, Luc Simard and Katherine Wu for providing observations in electronic form. RSS acknowledges support from a GAANN fellowship at UCSC and a University Fellowship from the Hebrew University, Jerusalem. This work was also supported by a NASA ATP grant and NSF grant AST-9529098 at UCSC. We also acknowledge the Institute for Theoretical Physics at UC Santa Barbara, where this paper was completed.
## A How to Draw a Madau Diagram
The star formation rate per unit comoving volume as a function of redshift was first compiled from observations extending from redshift zero to a redshift of about 4 by ?). The now-famous โMadau diagramโ sketched out a picture of the history of star formation, from a very early epoch when galaxies were perhaps first forming until the present day. It has become popular to add more and more points to this diagram. However, unfortunately, as different authors have added their own points, the calculation of the derived quantity, the *total star formation rate density*, from what is actually observed (luminosities of galaxies selected in some way) has not always been consistent. We therefore think it is timely to revisit the steps in calculating this derived quantity from the observations, and to compile a set of points that have been calculated in as consistent a way as possible. As most of the results quoted in the literature assume an Einstein de Sitter cosmology, we also provide the conversion to other cosmologies.
To draw your own Madau plot, follow these steps:
1. Correct for Incompleteness
Observational samples are generally flux limited, and thus the intrinsic luminosity of the faintest objects in the sample changes with redshift. In order to understand the true redshift dependence of the *total* luminosity density, one must correct the observations for incompleteness. This is most easily done by fitting a functional form (i.e. a Schechter function) to the luminosity function obtained from the observations themselves. If the usual parameters of the Schechter function, $`\varphi _{}`$, $`L_{}`$, and $`\alpha `$, are given, then the total luminosity density is given by $`\varphi _{}L_{}\mathrm{\Gamma }(2+\alpha )`$. Here $`\mathrm{\Gamma }`$ is the usual Gamma function \[Beyer (1987)\]. Note that for values of $`\alpha `$ steeper than $`1`$, faint galaxies contribute a substantial fraction of the total luminosity density and therefore the results are quite sensitive to the faint end slope, which is often poorly constrained. This step leads to the first source of inconsistency: different authors have assumed different values of $`\alpha `$, or have integrated down to different lower limiting luminosities.
2. Convert to the Desired Cosmology
Most observational references quote luminosity densities assuming an Einstein de Sitter ($`\mathrm{\Omega }=1`$) cosmology. To convert from one cosmology to another, one must take into account two effects. The luminosity derived from a given apparent magnitude will change, as will the comoving volume derived from a given angular size and redshift range. Luminosities scale as
$$\mathrm{log}\left(\frac{L_{\mathrm{new}}}{L_{\mathrm{old}}}\right)=2\mathrm{log}\left(\frac{d_L^{\mathrm{old}}(z)}{d_L^{\mathrm{new}}(z)}\right),$$
(A1)
where $`L_{\mathrm{old}/\mathrm{new}}`$ and $`d_L^{\mathrm{old}/\mathrm{new}}(z)`$ are the luminosity and luminosity distance at a given redshift in the old and new cosmologies. If we now define $`f_VV_{\mathrm{new}}/V_{\mathrm{old}}`$ as the ratio of the comoving volume in the new cosmology to that in the old cosmology, then the luminosity density scales as
$$\mathrm{log}\left(\frac{\rho _L^{\mathrm{new}}}{\rho _L^{\mathrm{old}}}\right)=2\mathrm{log}\left(\frac{d_L^{\mathrm{old}}(z)}{d_L^{\mathrm{new}}(z)}\right)\mathrm{log}[f_V(z)].$$
(A2)
3. Convert Luminosity to Star Formation
The usual tracers of star formation are the luminosity of nebular emission lines like H$`\alpha `$ or O<sub>II</sub>, or the far-UV (1500-2800 ร
) continuum. This observable quantity must be converted into a star formation rate. This conversion generally relies on stellar population models and an assumed star formation history and IMF (see Section 5.2 for a discussion of the attendant uncertainties and a quantitative comparison of different stellar population models). We give a compilation of conversion factors for various tracers of star formation in Table A2. These are taken from ?), assuming a Salpeter IMF. The use of different conversion factors is a second source of inconsistency in published results in the literature.
4. Correct for Dust Extinction
If the tracer of star formation is an optical or UV luminosity, then the effects of dust extinction may be non-negligible. In the original Madau plot, no attempt was made to correct for extinction due to the lack of knowledge at that time about the effect that dust was likely to have on the observations, particularly at high redshift. As we discussed in the main text (see Section 2.4), some observational estimates of the extinction in the UV ($``$1500โ2000 ร
) are now available. These seem to indicate that the amount of extinction at this wavelength in nearby starburst galaxies is similar to that in the $`z3`$ LBGs, if the correlation between spectral slope and dust extinction remains the same. However, the amount of extinction depends strongly on luminosity, with instrinsically brighter (more rapidly star-forming) galaxies being more heavily extinguished. Therefore it is probably not a good idea to apply a fixed correction factor to galaxies of all luminosities, as we would in effect be doing if we first corrected the luminosity density for incompleteness, as described in step 1, and then multiplied by a fixed factor to correct for dust extinction. If this correction factor was derived from observations of bright galaxies, but a substantial fraction of the total luminosity density is contributed by faint galaxies, this will lead to an overestimate of the total, dust-corrected luminosity density.
We give a compilation of star formation densities derived from various tracers at various redshifts in Table A4, for three different cosmologies (see Table caption). These values have been corrected for incompleteness by integrating over the entire luminosity function and converted from luminosity to star formation rate using the conversion factors from Table A2, but no correction for dust extinction has been made. Fig. 16 shows the resulting Madau plot for the $`\mathrm{\Lambda }`$CDM cosmology, and Fig. 42 for an $`\mathrm{\Omega }_0=1`$ cosmology.
We now select a subset of these observations, those which we believe to give the most robust estimates of the star formation rate density over a broad range of redshifts. These samples represent a reasonably large volume (unlike the results from the HDF), are based on spectroscopic redshifts (unlike the results based on the more uncertain photometric redshifts), and were observed in roughly the same rest waveband (1500-2000 ร
), and so do not require large photometric extrapolations or interpolations. We calculate the integrated UV luminosity density at low redshift from the results of ?), from ?) at intermediate redshift, and from ?) at high redshift. The sample with the best constrained faint-end slope is the lowest redshift sample of ?), which has a derived slope $`\alpha =1.6`$, exactly the same as the faint end slope at $`z=3`$ derived from the combined ground-based and HDF samples of LBGs \[Steidel et al. (1999)\]. We see no particular reason that the UV luminosity function should flatten at intermediate redshifts, so we assume $`\alpha =1.6`$ for the Cowie et al. sample as well, and calculate all the incompleteness corrections accordingly (we use the values of $`\varphi _{}`$ and $`L_{}`$ quoted by ?) for a fixed $`\alpha =1.5`$, but we actually use $`\alpha =1.6`$ in computing the luminosity density).
The results of ?) indicate that there is a factor of 4.7 extinction at $`1500`$ ร
in LBGs brighter than $`=25.5`$, which corresponds to $`0.4L_{}`$ at the mean redshift of the sample ($`z3`$) and for our assumed cosmology. We will assume that these results hold for all of the UV-selected samples at all redshifts. To obtain a conservative (โminimalโ) dust correction, we apply the factor of 4.7 correction to all galaxies brighter than $`0.4L_{}`$ (using the appropriate value of $`L_{}`$ at each redshift) and no correction for galaxies fainter that this limit, for each of the three samples (\[Treyer et al. (1998)\], \[Cowie et al. (1999)\], and \[Steidel et al. (1999)\]). Note that according to our previous calculation of dust extinction as a function of luminosity using the Wang & Heckman scaling, this will underestimate the dust correction but not by much (see Fig. 8). Because we have assumed that the slope of the UV luminosity function is the same for all of these samples, this is equivalent to adding 0.33 in the log to the values tabulated in Table A4. To obtain a โmaximalโ dust correction, we apply the factor of 4.7 to *all* galaxies in the sample. As we discussed in item 4 above, this is likely to be an overestimate. Note too that if we integrate the new Madau diagram with the *fiducial* dust correction, the total mass of stars produced by $`z=0`$ is in good agreement with the estimates of ?). However, if we integrate the Madau diagram with the *maximal* dust correction, the total mass in stars is a factor of five too large (see Fig. 24). This suggests that something in between the minimal and maximal dust correction is probably reasonable (though one could get around this conclusion by varying the the IMF from the assumed Salpeter shape).
We plot the results for our fiducial cosmology in Fig. 18. For comparison we also plot the results at low redshift from recent H-$`\alpha `$ surveys, corrected for incompleteness and dust extinction by the original authors \[Gronwall (1998), Tresse & Maddox (1998)\]. These surveys are quite deep, so incompleteness corrections are less important, and because H$`\alpha `$ is emitted at $``$6500ร
, the effects of dust are also less severe. These results agree well with the ?) point. There is also a pleasing consistency between the dust-corrected, UV-based results at intermediate redshift and the Far-IR results based on ISO observations at $`z0.7`$ \[Flores et al. (1999)\], and finally the high redshift UV-based results and the sub-mm results from SCUBA observations at $`z3`$ \[Hughes et al. (1998)\]<sup>ยถยถยถ</sup><sup>ยถยถยถ</sup>$`\mathrm{}`$Though it should be noted that deriving the star formation rate from the IR and sub-mm observations is a more complex operation. See the discussions and more detailed modelling by ?) and ?).
A very different star formation history emerges from this โnewโ Madau plot. Instead of the steep rise from $`z=0`$ to $`z1.5`$, there is a more gradual rise, and instead of the peak at $`z2`$ and fall-off at higher redshift, there is a plateau.
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# Untitled Document
IMPLICATIONS OF BINARY PROPERTIES FOR
THEORIES OF STAR FORMATION <sup>1</sup> Presented at IAU Symposium 200, โThe Formation of Binary Starsโ, held in Potsdam, Germany, April 10โ15, 2000; to be published by the Astronomical Society of the Pacific, edited by R. D. Mathieu and H. Zinnecker
Richard B. Larson
Yale Astronomy Department
New Haven, CT 06520-8101, USA
larson@astro.yale.edu
ABSTRACT
The overall frequency and other statistical properties of binary systems suggest that star formation is intrinsically a complex and chaotic process, and that most binaries and single stars actually originate from the decay of multiple systems. Interactions between stars forming in close proximity to each other may play an important role in the star formation process itself, for example via tidally induced accretion from disks. Some of the energetic activity of newly formed stars could be due to bursts of rapid accretion triggered by interactions with close companions.
1. Introduction
What can the study of binary stars tell us about how stars form? Stars and stellar systems can be viewed as fossils that preserve some record of the star formation process, and we wish to understand what they can tell us about this process. Single stars have only one parameter that is conserved from their time of formation, namely their mass, so the main thing we can hope to learn about star formation from single stars is the stellar initial mass function, which may constrain the origin of stellar masses. Binary systems have three additional conserved parameters, namely their angular momentum, eccentricity, and mass ratio, and therefore the statistical properties of binaries can in principle place stronger constraints on the nature of the star formation process. This is especially true concerning the small-scale dynamics of star formation and the mechanisms by which matter actually becomes incorporated into stars.
Most fundamentally, the frequency of binary and multiple systems tells us that most if not all stars are formed in such systems and not in isolation. The โstandard modelโ that has been developed to describe the formation in isolation of single stars like the Sun therefore cannot apply to most stars. Clearly the Sun is not typical in being a single star, but even the Sun could have formed in a multiple system because the plane of its planetary system is tilted with respect to the solar equatorial plane, plausibly because of a close encounter with another star soon after the Sun was formed (Herbig & Terndrup 1986; Heller 1993). Therefore, not only is the formation of binary and multiple systems clearly natureโs preferred way of making stars, it might even be natureโs only way of making stars. This possibility would be appealing theoretically because if much of the angular momentum of a collapsing cloud goes into the orbital motion of a binary or multiple system, this would go a long way toward solving the classical โangular momentum problemโ of star formation.
A further basic fact about binary stars is that their orbital parameters vary over enormous ranges and show no clearly preferred values. This means that no โstandard modelโ of binary formation with any typical set of parameter values can adequately describe the formation of most binaries, or of most stars. A major conclusion to be elaborated below is that star formation must be, at least to some extent, intrinsically a chaotic process, involving complex dynamics and interactions in systems of forming stars, and that statistical approaches are needed to deal with the broad distribution of outcomes arising from such processes. Chaotic dynamics and protostellar interactions in forming binary and multiple systems may also have important implications for the nature of the accretion processes by which stars acquire most of their mass, and may account for some of the highly variable energetic activity observed in newly formed stars.
2. Basic Statistical Properties of Binaries
Although a clear consensus has not yet been reached on all of the statistical properties of binaries, the following basic properties seem reasonably clear:
(1) Frequency: The overall frequency of binaries, defined as the fraction of primaries that have at least one companion, is at least 50 percent (Heintz 1978; Abt 1983; Duquennoy & Mayor 1991; Mayor et al. 1992). The binary fraction appears to increase with increasing primary mass, at least among the more massive stars: the O and B stars have a companion frequency of at least 70 percent (Abt, Gomez, & Levy 1990; Mason et al. 1998; Preibisch et al. 1999; Preibisch 2001), while for G stars the binary frequency is around 50 percent (Duquennoy & Mayor 1991; Fischer & Marcy 1992) and the M stars may have an even lower binary frequency of around 30โ40 percent (Fischer & Marcy 1992; Tokovinin 1992; Mayor et al. 1992). Brown dwarfs are rare as companions to lower-main-sequence stars, although brown-dwarf binaries appear not to be rare (Basri 2001). An increase in binary frequency with mass would be expected if most stars form in multiple systems that disintegrate, since the more massive stars would then preferentially remain in binaries while the less massive ones would preferentially be ejected as single stars. The binary frequencies summarized above and their dependence on mass are in fact consistent with the results of simulations of the decay of small multiple systems (Sterzik & Durisen 1998, 1999), and therefore they are consistent with the possibility that all stars are formed in such systems.
(2) Period Distribution: The periods of binaries are distributed continuously over an extremely large range (Heintz 1978; Abt 1983; Griffin 1992), and in a frequently quoted study Duquennoy & Mayor (1991) found a broad and nearly flat distribution in the logarithm of the period which they fitted with a gaussian function centered on a median period of 180 years, corresponding to a median semi-major axis of about 35 AU. Pre-main-sequence stars show a very similar distribution of periods and separations (Mathieu 1994; Simon et al. 1995). The most remarkable feature of this distribution is its flatness, i.e. the fact that the number of systems per unit logarithmic interval is almost constant over many orders of magnitude in period or separation. Other authors have made the same point by noting that the distribution of semi-major axes $`a`$ follows the power-law form $`f\left(a\right)a^1`$, equivalent to a flat distribution in $`\mathrm{log}a`$, over many orders of magnitude in $`a`$ (Heacox 1998, 2000; Stepinski & Black 2000a,b). This distribution is nearly scale-free and implies that there is no strongly preferred scale for the formation of binary systems.
(3) Eccentricities: Binaries with periods longer than a year, which are not significantly affected by tidal circularization, have a broad distribution of orbital eccentricities $`e`$ that is nearly flat for $`0<e<1`$ (Aitken 1935; Duqennoy & Mayor 1991; Mayor et al. 1992), with a median value of around 0.55. Clearly there is no tendency for binaries to form with nearly circular orbits, and high eccentricities are common; thus models of binary formation that postulate nearly circular orbits cannot adequately describe the formation of most systems.
(4) Mass Ratios: The distribution of mass ratios $`q=M_2/M_1`$ has been the most difficult function to pin down because it is subject to many biases and selection effects, and because it depends on period and probably also on primary mass. The strongest conclusion seems to be that the distribution of $`q`$ values is different for short-period and long-period binaries: according to Abt & Levy (1978) (see also Abt 1983 and Abt & Willmarth 1992), for systems with periods less than about 100 years (i.e., semi-major axes less than about 25 AU), the distribution of $`q`$ values is much flatter than would be predicted if the stars had been randomly selected from a standard IMF, while for longer-period systems the distribution of $`q`$ is more consistent with what would be predicted from the IMF. Mayor et al. (1992) and Mayor (2001) confirm that spectroscopic binaries have a distribution of $`q`$ values that is nearly flat in the range $`0.2<q<1`$, implying that the masses of the stars in these systems tend to be more nearly equal than would be predicted by random selection from the IMF.
As we have heard from Latham (2001), on the basis of impressive statistics, the statistical properties of binaries in the Galactic halo are in all respects indistinguishable from those of the binaries in the Galactic disk. Thus these properties are of great generality, and are not restricted to any particular place or time of formation.
3. Implications for Theories of Star Formation
From the above brief summary of the basic statistical properties of binaries, we can draw the following inferences for theories of star formation:
(1) At least two-thirds of all stars are in binary or multiple systems, and this can only be a lower limit to the fraction of stars formed in such systems. The statistical evidence summarized above is consistent with the possibility that all stars are formed in binary or multiple systems, and the minority of single stars result from the decay of multiple systems, as suggested by Heintz (1969) and Larson (1972). As an example, if stars typically form in triple systems that decay into a binary and a single star, this would yield similar numbers of binaries and single stars, as observed. Numerous simulations of the collapse and fragmentation of dense cloud cores, including many presented at this meeting, suggest that such multiple fragmentation processes are a very general result (Bodenheimer et al. 2000; Bodenheimer 2001; Bonnell 2001; Boss 2001; Klein 2001; Whitworth 2001). If so, a separate mechanism for forming single stars is not required.
(2) Given the above median orbital parameters, a typical star forms with a companion in an orbit having a period of about 180 years, a semi-major axis of about 35 AU, and an eccentricity of about 0.55. The period and size of this โmedian orbitโ are similar to those of the planet Neptune, but this orbit is quite eccentric, unlike that of Neptune, and the separation of the two stars varies from about 16 to 54 AU. The formation of a planetary system similar to our own is clearly not possible such a situation, and any remaining circumstellar disk will be strongly disturbed by the tidal effect of the companion at every periastron passage. Circumstellar disks may be even more strongly perturbed for stars that form in multiple systems.
(3) Since the orbital parameters of binaries vary widely, the detailed circumstances of star formation will also vary greatly from case to case, and most stars will not form in circumstances very similar to the above โtypicalโ case. Thus, there can be no โstandard modelโ for binary formation, or for the formation of stars generally, and a more statistical approach to the problem is needed. For example, instead of continually refining the accuracy of simulations of one or a few special cases, it may be more useful for future theoretical work to explore with less precision a larger parameter space and to try to predict the statistical distribution of outcomes.
(4) Since the stars in systems with separations smaller than a few tens of AU tend to have masses that are more nearly equal than would be predicted if they had been randomly selected from the IMF, the masses of stars that form within a few tens of AU of each other are correlated. This means that the mechanisms that determine stellar masses cannot be purely local to the star, and that effects acting on scales at least as large as a few tens of AU must play a role. The observed correlation could not be accounted for if, for example, stars โdetermine their own massesโ by feedback effects that are purely local to the star and that act independently of the larger-scale environment. Stars must know something about the environment in which they form.
(5) The fact that the more massive stars tend to have more numerous and more massive companions suggests that interactions with companions play an increasingly important role in the formation of the more massive stars. It has been suggested that accretional processes associated with interactions, perhaps even including direct stellar collisions and coalescence, may play important roles in the formation of the most massive stars (Bonnell, Bate, & Zinnecker 1998; Stahler, Palla, & Ho 2000) and in the origin of the upper IMF (Larson 1999; Bonnell 2000), and these suggestions receive support from the observed higher frequency of companions among massive stars.
The following sections will consider further some of the above implications of the statistical properties of binaries for star formation, especially the effects of tidal interactions on disks in binary systems and the role of the chaotic dynamics of systems of forming stars in explaining the broad distribution of binary orbital parameters.
4. Effect of Companions on Disk Evolution
Numerical simulations of star formation often produce circumstellar disks, and remnant disks are also observed to be common around newly formed stars, even in binary systems (Mathieu 1994; Mathieu et al. 2000). A circumstellar disk in a binary system whose separation is not much larger than the size of the disk will be strongly tidally perturbed by the companion every time it passes periastron, and simulations show that these perturbations generate strong two-armed trailing spiral structure in the disk (Bate 2000, 2001; Nelson 2000; Nelson, Benz, & Ruzmaikina 2000). If a tidally perturbed disk is continually replenished with new material, for example from an infalling envelope, the size and mass of the disk remain roughly constant and the amplitude of the tidally generated spiral pattern therefore also remains roughly constant in time, although the form of the pattern continually fluctuates. Such tidally produced spiral patterns are at least partly wave-like in nature, and they tend to propagate inward and dissipate in the inner part of the disk.
Tidally generated spiral waves may play an important role in driving accretion flows in disks (Spruit et al. 1987; Larson 1989; Savonije, Papaloizou, & Lin 1994). A trailing spiral wave propagating into a disk has negative angular momentum, and thus it temporarily reduces the angular momentum of the disk; if the wave is somehow dissipated, the angular momentum of the disk is permanently reduced, and this can drive an inflow. For strong waves, a likely dissipation mechanism is the formation of shocks, and it was first suggested by Shu (1976) that spiral shocks might drive accretion flows in disks. Numerical simulations showing that tidally generated spiral shocks can indeed drive strong inflows in disks were presented by Sawada, Matsuda, & Hachisu (1986) and Sawada et al. (1987), and self-similar solutions for shock-driven accretion were obtained by Spruit (1987). The disks studied by Sawada et al. (1986, 1987) were two-dimensional and had unrealistically high temperatures, but spiral shocks are also found in recent three-dimensional simulations, where these shocks are more tightly wound and resemble those inferred to exist in some cataclysmic variable systems (Haraguchi, Boffin, & Matsuda 1999; Makita, Miyawaki, & Matsuda 2000; Matsuda et al. 2000).
Accretion flows driven by tightly wound waves are a relatively weak effect, and therefore they are difficult to study numerically. Wave theory may then prove useful, and wave profiles for non-linear acoustic waves in disks have been calculated by Larson (1990a) in order to determine the associated accretion rates. As with water waves, the wave profile is sinusoidal for small amplitudes but becomes increasingly sharply peaked at its crest as the amplitude increases, eventually โbreakingโ to form a discontinuity or shock when the amplitude exceeds a critical value. Density profiles of the predicted form with inward-propagating shocks are seen in the high-resolution simulations of Rรณลผyczka & Spruit (1993), which also show that the resulting wave pattern is often complex and time-dependent. The value of the Shakura-Sunyaev alpha parameter for a steady spiral wave pattern containing shocks can be estimated from the results of Larson (1990a) to be of the order of $`(3`$$`10)\times 10^4`$ for disks like those discussed here, implying an inflow timescale of the order of $`(2`$$`6)\times 10^5`$ years at a radius of $`1`$AU. The inflow rate found numerically by Rรณลผyzcka & Spruit (1993) corresponds to an average alpha of about $`10^3`$, which is sufficient to drive significant inflows in circumstellar disks.
A full understanding of transport processes in disks does not yet exist, and several mechanisms could be involved. Wave effects will be important at least in the outer tidally disturbed parts of disks like those discussed here, where strong spiral waves are present. A trailing spiral wave pattern creates a gravitational torque that also acts to transport angular momentum outward (Lynden-Bell & Kalnajs 1972; Larson 1984), but if the disk is of low mass and gravitationally stable, as most observed disks appear to be, the wave transport effect is more important than the gravitational torque for the same spiral pattern (Larson 1989). The ultimate fate of tidal waves propagating into a circumstellar disk is not yet clear, and it depends on how and where they are dissipated. If the waves are strongly damped at some radius, inflowing matter may tend to pile up there unless other transport mechanisms take over. If no other effect becomes more important, the continuing accumulation of matter at any radius will eventually cause gravitational instability to occur and gravitational torques to become important (Larson 1984; Stahler 2000), so inflow of matter seems likely to continue through one mechanism or another even if the tidal waves do not propagate all the way to the center.
Tidal effects can be particularly strong in very eccentric binaries, where they may cause episodes of rapid accretion at each periastron passage; this is suggested by the simulations of Bonnell & Bastien (1992) in which violent spiral disturbances are generated at each periastron passage and lead to bursts of rapid accretion. Several transport mechanisms may play a role in these accretion events, since in addition to generating the wave effects discussed above, strong tidal disturbances may also result in enhanced gravitational and turbulent transport effects (Nelson et al. 2000). Even more violent disturbances that disrupt disks and/or trigger bursts of rapid accretion may be produced by close encounters in multiple systems, as is again illustrated by simulations of such encounters (Heller 1995; Boffin et al. 1998; Pfalzner, Henning, & Kley 2000). If interactions with close companions can indeed trigger episodes of rapid accretion onto forming stars, this could help to explain the intriguing associations that have been reported at this meeting between the presence of close companions and the occurrence of protostellar jets (Reipurth 2001) and extreme T Tauri activity (Mathieu 2001). The FU Orionis phenomenon may also be explainable in a similar way (Bonnell & Bastien 1992). A possible analogy may be noted between these phenomena of early stellar evolution and nuclear activity in galaxies, since the most extreme forms of activity in galaxies are also caused by violent tidal interactions and mergers that drive strong inflows in disks (Larson 1994).
5. Understanding the Broad Period Distribution
The fact that binaries are distributed in a logarithmically nearly uniform way over many orders of magnitude in period and separation is a challenge to theories of star formation, since standard models would tend to predict characteristic values of these quantities, while the observations show no evidence for any preferred scales and suggest instead a nearly scale-free formation process. The scale-free nature of the distribution of separations is also evident from the form of the distribution of semi-major axes, which in linear units is $`f(a)a^1`$ (Heacox 1998, 2000; Stepinski & Black 2000a,b), and from the dependence on angular separation of the average surface density of companions on the sky, which follows $`\mathrm{\Sigma }(\theta )\theta ^2`$ (Larson 1995; Simon 1997). In the latter representation of the data, it is striking that the companion surface density falls off much more steeply with separation for binaries than it does for the larger-scale clustering of young stars in regions of star formation (Larson 1995; Bate, Clarke, & McCaughrean 1998). This suggests that different processes act on different scales to determine the spatial distribution of young stars, and that processes acting on the scale of binaries produce a large excess of close pairs compared with what would be predicted from an extrapolation of the larger-scale clustering of young stars.
This distinction between binary systems and the larger-scale clustering of young stars is reminiscent of the situation for galaxies, which are also much more compact in structure than would be predicted from their clustering properties. There is even a quantitative similarity between the distribution of separations of binaries and the spatial distribution of stars in elliptical galaxies: as was first found by Hubble (1930; see also Holmberg 1975), the surface brightnesses of elliptical galaxies fall off approximately as the inverse square of distance from the center, and this resembles the inverse-square dependence of the surface density of binary companions on separation. Although the light profiles of elliptical galaxies tend to become shallower with increasing luminosity (Schombert 1987), a power law of slope $`\mathrm{\hspace{0.17em}2}`$ remains a representative approximation for galaxies of intermediate luminosity. The stars in binary systems and the stars in elliptical galaxies are thus both distributed roughly uniformly with respect to the logarithm of separation or distance from the center of mass. Similar surface density profiles have been found for some young star clusters (Moffat, Drissen, & Shara 1994), so it may be a general phenomenon that systems of stars tend to be formed with their stars distributed roughly uniformly in the logarithm of separation.
The centrally condensed structures of elliptical galaxies are believed to result from dissipative formation processes, which could involve either gaseous dissipation or dynamical friction effects or both (Kormendy 1990; Larson 1990c). The fact that binary systems are relatively tightly bound compared to larger groupings of young stars suggests that dissipative effects have played a role in their formation too (Larson 1997; Heacox 1998, 2000). Such effects generally involve the loss of both energy and angular momentum, but since the energy of a collapsing cloud is easily radiated away while its angular momentum is less easily disposed of, the angular momentum is probably the most important dynamical parameter determining the outcome of the collapse and the separation of any resulting binary. The median specific angular momentum of binary systems is about an order of magnitude smaller than that of dense cloud cores, so the formation of a typical binary from a typical cloud core must involve a reduction in specific angular momentum by about an order of magnitude (Bodenheimer 1995). In addition, the amount of angular momentum lost or redistributed during the formation process must also vary widely from case to case to account for the observed broad distribution of binary separations.
If the period distribution found by Duquennoy & Mayor (1991) is approximated by the gaussian function of the logarithm of the period suggested by these authors, the corresponding distribution of the specific angular momentum $`j`$ of binaries is a gaussian function of log$`j`$ with a mean of about $`\mathrm{\hspace{0.17em}3.6}`$ and a width at half maximum of about 1.8 if $`j`$ is measured in km s$`^1`$pc and logarithms to the base 10 are used. This is a much broader distribution than would be produced by any simple gaussian random process, since such a process would tend to generate a distribution that is gaussian in each of the three components of $`j`$ rather than one that is gaussian in log$`j`$. For example, if each of the three components of $`j`$ has a gaussian distribution with a mean of zero and a standard deviation $`\sigma `$, the distribution of log$`j`$ is proportional to $`j^3`$exp($`j^2/2\sigma ^2`$) and has a width at half maximum of only 0.43. The median initial value of log$`j`$ suggested by the velocity gradients measured for cloud cores by Goodman et al. (1993) is about $``$2.7, so if cores like these are to form binary systems with the observed distribution of properties, the median log$`j`$ must be reduced from $``$2.7 to $``$3.6. At the same time, any plausible initial distribution of log$`j`$ must be broadened considerably; in the above example, it must be broadened by more than a factor of 4 from a width of 0.43 to a width of 1.8 at half maximum.
Since the mechanisms that form binaries must accordingly reduce log$`j`$ by an amount that varies widely from case to case, we can regard the amount by which log$`j`$ is reduced as a random variable which has a large dispersion. For example, if we denote by $`X`$ the amount by which the natural logarithm ln$`j`$ is reduced from its initial value ln$`j_0`$, we can write $`j=j_0e^X`$ where $`X`$ is a random variable whose mean and standard deviation must be about 2.1 and 1.7 respectively to account for the observations. Such an exponential dependence of a physical quantity on a negative exponent is suggestive of a damping or decay process; a familiar astronomical example is interstellar extinction, whereby a moderate dispersion in optical depth $`\tau `$ produces a large dispersion in the apparent brightnesses of stars, which vary as $`e^\tau `$. To illustrate how such an effect might operate on a dynamical variable like $`j`$, suppose that the angular momentum of a forming binary system is reduced by a decelerating torque or drag effect, which might be of gravitational, magnetic, or viscous origin, and suppose that its angular momentum has an associated decay rate $`A`$ such that $`dj/dt=Aj`$; then after any time $`t`$ we have $`j=j_0e^{At}`$, so that if either the magnitude $`A`$ of the drag effect or the time $`t`$ over which it operates varies significantly from case to case, a large logarithmic dispersion in specific angular momentum $`j`$ can be produced (Larson 1997; Heacox 1998).
Angular momentum is conserved only in an axisymmetric system, and gravitational torques will redistribute angular momentum whenever there are departures from axial symmetry; for example, the gravitational drag that acts on orbiting clumps in a fragmenting cloud tends to reduce their orbital angular momentum and cause them to form more tightly bound systems (Larson 1978, 1984). Boss (1984) showed that this effect can in some cases reduce the angular momentum of a forming binary system by a large factor within an orbital period (see also Boss 1988, 1993 and Bodenheimer 1995). This gravitational drag effect is closely analogous to the โdynamical frictionโ of stellar dynamics (Binney & Tremaine 1987), and it may play an important role not only in the formation of binary systems but also in the formation of clusters like the Trapezium cluster, which has at its center the compact and massive Trapezium multiple system (Larson 1990b; Zinnecker, McCaughrean, & Wilking 1993).
Gravitational forces also vary with space and time in a system with a clumpy mass distribution, and a random element is introduced if the dynamics of the system becomes chaotic. Chaotic dynamics is indeed expected if stars typically form in multiple systems, as is suggested by many numerical simulations of collapsing and fragmenting clouds, including those of Burkert, Bate, & Bodenheimer (1997; see also Bodenheimer et al. 2000) and those presented at this meeting by Bodenheimer, Bonnell, Boss, Klein, and Whitworth. In the limit where most of the mass has condensed into stars, close encounters between the stars in a forming multiple system will produce large perturbations in their orbital motions, and these perturbations will on the average tend to make the closer subsystems more tightly bound, as happens with binaries in star clusters (Heggie 1975). A young binary system may in this situation lose most of its angular momentum through a few close encounters with other stars. The overall loss in angular momentum implied by the median initial and final values of $`j`$ given above is a factor of 8, and this could be achieved through a few encounters if, for example, each encounter reduces the angular momentum of the system by a factor of 2 and the average number of such encounters is 3. Random fluctuations in this small number of events could then account for much of the dispersion in the final orbital properties of binaries. The standard deviation in $`X`$ arising just from the square root of the number of events is 1.2, but if different encounters vary in their effects by a similar amount, the total standard deviation in $`X`$ becomes about 1.7, as required.
To test whether such effects can account for the observed distributions of properties of binaries, numerical simulations of the formation of small multiple systems are needed that predict the properties of the resulting binaries, but most calculations have not been carried to the point where most of the mass is in stars, and therefore they do not yet predict the properties of the resulting systems. Among the few simulations that have been carried this far are the early crude ones of Larson (1978); although their accuracy is low, these simulations do include the gravitational effects discussed above, and these effects play an important role in producing the many binary and multiple systems that are illustrated for example in Figures 6(a) and 6(b) of Larson (1978). The clustering of these objects can be examined by plotting the average surface density of companions as a function of separation, as was done for T Tauri stars by Larson (1995), and the results are very similar: there is a distinct binary regime on small scales where the companion surface density falls off much more steeply with separation than on larger scales, again varying approximately as the $`\mathrm{\hspace{0.17em}2}`$ power of separation (Larson 1997). Although the range of separations covered by these simulations is small compared to that represented by the observations, the fact that these results resemble the observations so closely suggests that the period distribution of binaries results from basic and universal features of gravitational dynamics that are present even in these crude simulations.
The formation of elliptical galaxies has been modeled in much more detail than the formation of binary systems, and the results of this work may also be relevant here if general gravitational mechanisms are involved (Larson 1997). Elliptical galaxies are believed to be formed by mergers of smaller systems, or by the collapse of clumpy protogalaxies containing substructures that are eventually erased. In either case, the main effect responsible for producing the final centrally condensed structure of the system is probably dynamical friction acting on the densest subunits and causing them to sink toward the center. The merger simulations of White (1978), Villumsen (1982), and Barnes (1992) and the simulations of clumpy collapse by van Albada (1982) and Katz (1991) all yield similar results that reproduce approximately the observed structures of elliptical galaxies. In these simulations, different mass elements experience widely differing amounts of dynamical friction and energy loss, and this results in a mass distribution in which the mass is spread out roughly uniformly in logarithmic intervals of radius, as observed.
Similar effects may occur statistically in the much smaller systems considered here, leading again to a distribution of separations that is roughly uniform in the logarithm of separation. In the limit where all of the mass has condensed into stars and the system has become a small n-body system, simulations of the decay of small multiple systems such as those made by Sterzik & Durisen (1998, 1999) become relevant. The results of many such simulations show that n-body dynamics can indeed create a wide spread in the separations of the resulting binaries, and that this can account for a good part of the observed spread of separations. However, the closest binaries are still not reproduced, and this suggests that strongly dissipative gas dynamical effects are needed to form these systems. Thus a combination of gas dynamical and stellar dynamical effects is probably required to account for the full range of binary properties: gas dynamics provides the strong dissipation via shock formation that is needed to make close binary systems and individual stars, while the stellar dynamical effects that dominate when the system becomes very clumpy introduce a chaotic element that leads to a large dispersion in the final results.
6. Summary
The statistical properties of binary systems all point to a more complex and dynamic picture of star formation than that provided by the standard models for isolated star formation that have dominated theoretical work so far. From the frequency of binary and multiple systems it is clear that stars seldom if ever form in isolation, and the wide dispersion in binary properties suggests that even binaries typically do not form in isolation but as parts of larger systems whose dynamics is complex. The dependence of binary frequency on mass is consistent with the possibility that all binaries and single stars originate from the decay of multiple systems; part of the wide range in binary properties may then result from the chaotic dynamics of such systems. Many simulations of the collapse and fragmentation of dense cloud cores suggest that the typical outcome is indeed the formation of multiple systems with chaotic dynamics. This occurs partly because realistic initial conditions always have some degree of irregularity that tends to be amplified during the collapse, and partly because gravitational and hydrodynamic instabilities generate additional structure during the collapse which ultimately results in chaotic behavior. Future theoretical work on star formation will therefore have to deal with chaotic systems and be able to predict a statistical distribution of outcomes.
This complexity of the dynamics also has implications for the mechanisms by which gas becomes incorporated into forming stars. In standard models, most of the matter that goes into a star is assumed to be acquired by accretion from a disk. Disks may also be involved in the formation of stars in binary and multiple systems, but in this case tidal effects may play an important role in the accretion process. In eccentric binaries and in multiple systems, close encounters may produce particularly violent tidal effects that lead to bursts of enhanced accretion, and the stars in such systems might acquire much of their mass as a result of such discrete accretion events. Some young stars show variable activity that might reflect episodes of enhanced accretion triggered by interactions with companions; the FU Orionis phenomenon and protostellar jets might have such origins, and there is evidence that both protostellar jets and extreme T Tauri activity are associated with the presence of close companions. It will be of great interest to try to establish by further research whether some of the more dramatic forms of activity in young stars actually reflect an intrinsically violent and chaotic star formation process.
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# Models of Superconductivity in Sr2RuO4
## I Introduction
The recently discovered superconductivity in Sr<sub>2</sub>RuO<sub>4</sub> has been interpreted in terms of a $`p`$-wave triplet superconducting state having a full energy gap . For example the spontaneous spin polarization seen by muon spin rotation experiments and the flat Knight-shift seen by nuclear magnetic resonance (NMR) are consistent with spin triplet pairing. However, recent specific heat data and the superfluid density of purest single crystals of Sr<sub>2</sub>RuO<sub>4</sub> with $`T_c1.5`$K clearly show low temperature behavior consistent with nodes in the order parameter very similar to observations of $`d`$-wave superconductivity in the high-$`T_c`$ cuprate superconductors .
Here we shall study three examples of two-dimensional (2D) superconducting order parameters with spin triplet pairing having nodes within the RuO<sub>2</sub> a-b plane. The first one is the anisotropic $`p`$-wave state proposed by Miyake and Narikiyo with $`\mathrm{\Delta }(\stackrel{}{k})\mathrm{sin}(k_xa)\pm i\mathrm{sin}(k_ya)`$. Here, $`a`$ denotes the lattice constant of the RuO<sub>2</sub> square lattice. In order to have a node with this state, however, we have to stretch the Fermi wavevector $`k_F`$ towards the particular value of $`k_Fa=\pi `$, while a more realistic value would be $`k_Fa=2.7`$ as judged from bandstructure calculations . In the following we will denote this particular $`p`$-wave state as the nodal $`p`$-wave state. As the second and third example we consider the planar $`f`$-wave states recently proposed by Hasegawa et al . Here, the angular $`\varphi `$ dependence of the order parameter is given by $`\mathrm{\Delta }(\stackrel{}{k})\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$ and $`\mathrm{\Delta }(\stackrel{}{k})\mathrm{sin}(2\varphi )e^{\pm i\varphi }`$, respectively.
Within circular symmetric weak-coupling BCS theory one immediately realizes that the thermodynamics of the latter two states is identical to the one of $`d`$-wave superconductors . We have worked out the thermodynamics of the anisotropic, nodal $`p`$-wave state here as well. In Figs. 1 and 2 we show our results for the temperature dependence of the specific heat $`C_s/\gamma T`$ and the superfluid density $`\rho _s(T)`$ for the nodal $`p`$-wave and the 2D $`f`$-wave states together with the experimental data. For comparison, we also show the results of a 3D $`f`$-wave state, considered by two of us recently . As is readily seen, the 2D $`f`$-wave states give a better description of the experimental data than the 3D $`f`$-wave or the nodal $`p`$-wave states, though the differences between the 2D $`f`$-wave and the 3D $`f`$-wave states are rather small.
Very recently the thermal conductivity of Sr<sub>2</sub>RuO<sub>4</sub> in a planar magnetic field has been studied . Both groups studied the thermal conductivity parallel to the a-axis in a magnetic field within the a-b plane in a direction tilted by an angle $`\theta `$ from the heat current. Both groups found no appreciable angular dependence. This experimental result is already inconsistent with the isotropic $`p`$-wave state having a full enery gap and the 3D $`f`$-wave state state . Indeed, we shall show that the thermal conductivity data is consistent with only one of the three nodal states considered here: the 2D $`f`$-wave state with angular dependence $`\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$. The two other states exhibit rather large angular dependence and therefore are inconsistent with the experiments.
In the next section we briefly summarize the thermodynamic properties of the nodal $`p`$-wave superconductor with $`\mathrm{\Delta }(\stackrel{}{k})\mathrm{sin}(k_xa)\pm i\mathrm{sin}(k_ya)`$. In many respects the results are very similar to the ones for $`d`$-wave superconductors and 3D $`f`$-wave superconductors . Then we proceed to consider the thermal conductivity in a planar magnetic field. The result for the 2D $`f`$-wave state with angular dependence $`\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$ is very similar to the one in $`d`$-wave superconductors discussed recently in Ref. .
## II Thermodynamics of the nodal $`p`$-wave superconductor
We consider the superconducting order parameter given by $`\stackrel{}{\mathrm{\Delta }}(\stackrel{}{k})=\widehat{d}\frac{\mathrm{\Delta }}{s_M}[\mathrm{sin}(k_xa)\pm i\mathrm{sin}(k_ya)]`$ with $`k_xa=\pi \mathrm{cos}(\varphi )`$ and $`k_ya=\pi \mathrm{sin}(\varphi )`$ and the normalization $`s_M=\sqrt{2}\mathrm{sin}(\frac{\pi }{\sqrt{2}})=1.125`$. This is the model proposed in Ref. except that we have chosen the Fermi wavevector $`k_Fa=\pi `$ in order to have a node in $`\stackrel{}{\mathrm{\Delta }}(\stackrel{}{k})`$. The quasi-particle Green function in Nambu representation is given by
$$G(k,\omega )=(i\omega \xi _k\rho _3\mathrm{\Delta }(k)\rho _1\sigma _1)^1$$
(1)
where $`\mathrm{\Delta }(k)=\frac{\mathrm{\Delta }}{s_M}[\mathrm{sin}(k_xa)\pm i\mathrm{sin}(k_ya)]`$.
Then the quasi-particle density of states is given by
$`N(E)/N_0`$ $`=`$ $`\mathrm{Re}{\displaystyle \frac{E}{\sqrt{E^2\mathrm{\Delta }^2(k)}}}`$ (2)
$`=`$ $`{\displaystyle \frac{4}{\pi }}y{\displaystyle _0^{\pi /4}}๐\varphi \mathrm{Re}\left({\displaystyle \frac{1}{\sqrt{y^2f^2(\varphi )}}}\right)`$ (3)
where $`f^2(\varphi )=s_M^2(1\mathrm{cos}(\sqrt{2}\pi \mathrm{cos}\varphi )\mathrm{cos}(\sqrt{2}\pi \mathrm{sin}\varphi ))`$, $`y=E/\mathrm{\Delta }`$, and $`<>`$ denotes an angular average. The density of states is calculated and shown in Fig. 3 together with the one for the 2D $`f`$-wave case. In particular for $`E/\mathrm{\Delta }1`$, the density of states increases linearly as $`N(E)/N_00.7162E/\mathrm{\Delta }`$, while in the 2D $`f`$-wave case it varies like $`N(E)/N_0E/\mathrm{\Delta }`$. Otherwise the two curves look very similar. Here, the gap equation
$$\lambda ^1=f^2^1_0^{E_c}๐E\frac{f^2}{\sqrt{E^2\mathrm{\Delta }^2f^2(\varphi )}}\mathrm{tanh}(\frac{E}{2T})$$
(4)
has been solved numerically. In particular we find $`\mathrm{\Delta }(0)/T_c=2.00`$, which has to be compared with 2.14 in the 2D $`f`$-wave case.
The entropy $`S`$ is obtained from
$`S`$ $`=`$ $`4{\displaystyle _0^{\mathrm{}}}๐EN(E)\left[f\mathrm{ln}f+(1f)\mathrm{ln}(1f)\right]`$ (5)
$`=`$ $`4{\displaystyle _0^{\mathrm{}}}๐EN(E)\left[\beta E(1+e^{\beta E})^1+\mathrm{ln}(1+e^{\beta E})\right]`$ (6)
with $`f`$ being the Fermi function and $`\beta =1/T`$. Then the specific heat $`C_s(T)`$ is given by
$$C_s(T)=T\frac{dS(T)}{dT}$$
(7)
$`C_s(T)/\gamma T`$ has been shown in Fig. 1.
Finally, the superfluid density $`\rho _s(T)`$ is given by
$$\rho _s(T)=1\frac{\beta \mathrm{\Delta }}{2}_0^{\mathrm{}}๐E\frac{N(E)}{N_0}\mathrm{sech}^2\left(\frac{\beta E}{2}\right)$$
(8)
which behaves almost linearly in $`T`$ and is shown in Fig. 2. We note that at low temperatures an expansion of $`\rho _s(T)`$ leads to $`\rho _s(T)=12\mathrm{ln}2\times 0.7162\frac{T}{\mathrm{\Delta }}+\mathrm{}`$.
## III Thermal conductivity tensor in the a-b plane
As shown in earlier experiments on YBCO, the thermal conductivity tensor in a planar magnetic field is very sensitive to the nodal directions and thus may be used to further discriminate between the states studied above. We shall consider the thermal conductivity tensor in the vortex state of the nodal $`p`$-wave and the 2D $`f`$-wave separately. We will show that only one of these states appears to be consistent with the angular independence observed recently .
### A Nodal $`p`$-wave state
The necessary theoretical scheme, neglecting vortex core scattering, has been worked out during the past few years . We just apply this method for the present case. In particular for $`\frac{H}{H_{c2}},\frac{T^2}{\mathrm{\Delta }^2}1`$ in the superclean limit we obtain
$`\kappa _{xx}/\kappa _n`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}\left({\displaystyle \frac{2s_M}{\pi }}\right)^2\left(1+\mathrm{cos}(2\varphi )\right)xx`$ (9)
$`=`$ $`{\displaystyle \frac{2}{\pi }}\left({\displaystyle \frac{2s_M}{\pi }}\right)^2{\displaystyle \frac{vv^{}eH}{\mathrm{\Delta }^2}}F(\theta )`$ (10)
where $`v`$ and $`v^{}`$ are the Fermi velocities within the a-b plane and perpendicular to it, respectively, and $`x=|๐ฏ๐ช|/\mathrm{\Delta }`$ denotes the Doppler shift due to the superflow around the vortex (see Ref. ). $`\kappa _n=\frac{\pi ^2Tn}{6\mathrm{\Gamma }m}`$ is the normal state thermal conductivity. The function $`F(\theta )`$ is given by
$`F(\theta )`$ $`=`$ $`{\displaystyle \frac{2}{\pi ^2}}\sqrt{1+\mathrm{sin}^2\theta }E\left({\displaystyle \frac{1}{\sqrt{1+\mathrm{sin}^2\theta }}}\right)\times `$ (13)
$`(\sqrt{1+\mathrm{sin}^2\theta }E\left({\displaystyle \frac{1}{\sqrt{1+\mathrm{sin}^2\theta }}}\right)+`$
$`\sqrt{1+\mathrm{cos}^2\theta }E\left({\displaystyle \frac{1}{\sqrt{1+\mathrm{cos}^2\theta }}}\right))`$
with $`E`$ being the complete elliptic integral of the second kind and
$$\kappa _{xy}/\kappa _n=0$$
(14)
In the present situation there will be no off-diagonal component, because the heat current is parallel to the nodal direction. The angular dependence of $`\kappa _{xx}`$ is given by the function $`F(\theta )`$, which is shown in Fig. 4. Surprisingly, $`\kappa _{xx}`$ has a broad maximum for $`\theta =\pi /2`$. Also, the anisotropy $`\kappa _{xx}(\pi /2)/\kappa _{xx}(0)=1.910`$ is quite strong. Therefore in view of the thermal conductivity experimental data , we have to reject this possibility.
### B 2D $`f`$-wave state
As already mentioned we consider the two states $`\mathrm{sin}(2\varphi )e^{\pm i\varphi }`$ and $`\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$. The order parameter $`\mathrm{sin}(2\varphi )e^{\pm i\varphi }`$ has the same nodal structure as the nodal $`p`$-wave state studied in the last subsection and has been studied recently by Graf and Balatsky . Following the same procedure as above we find for the state $`\mathrm{sin}(2\varphi )e^{\pm i\varphi }`$
$$\kappa _{xx}/\kappa _n=\frac{2}{\pi }\left(1+\mathrm{cos}(2\varphi )\right)xx=\frac{2}{\pi }\frac{vv^{}eH}{\mathrm{\Delta }^2}F(\theta )$$
(15)
and
$$\kappa _{xy}=0$$
(16)
where $`F(\theta )`$ has been shown in Fig. 4.
Therefore, also the state $`\mathrm{sin}(2\varphi )e^{\pm i\varphi }`$ gives a rather large $`\theta `$ dependence, which is inconsistent with the existent experiments .
Finally, let us consider the state $`\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$, which has its nodes along the zone diagonal. As already noted, this state has the same thermodynamics as a $`d`$-wave superconductor. Further, the thermal conductivity tensor is now given by
$$\kappa _{xx}/\kappa _n=\frac{2}{\pi }\frac{vv^{}eH}{\mathrm{\Delta }^2}I^2(\theta )$$
(17)
and
$$\kappa _{xy}/\kappa _n=\frac{2}{\pi }\frac{vv^{}eH}{\mathrm{\Delta }^2}I(\theta )L(\theta )$$
(18)
where
$`I(\theta )`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}(\sqrt{{\displaystyle \frac{3+s}{2}}}E\left(\sqrt{{\displaystyle \frac{2}{3+s}}}\right)+`$ (20)
$`\sqrt{{\displaystyle \frac{3s}{2}}}E\left(\sqrt{{\displaystyle \frac{2}{3s}}}\right))`$
and
$`L(\theta )`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}(\sqrt{{\displaystyle \frac{3+s}{2}}}E\left(\sqrt{{\displaystyle \frac{2}{3+s}}}\right)`$ (22)
$`\sqrt{{\displaystyle \frac{3s}{2}}}E\left(\sqrt{{\displaystyle \frac{2}{3s}}}\right))`$
with $`s=\mathrm{sin}(2\theta )`$.
In Fig. 4 the angular dependences of the functions $`(I(\theta ))^2`$ and $`I(\theta )L(\theta )`$ are shown together with $`F(\theta )`$. Thus, as in $`d`$-wave superconductors, this state exhibits a fourfold symmetry in $`\kappa _{xx}`$. But the angular dependence is about 10% and may be compatible with the experiments . Thus, we conclude that the $`\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$ 2D $`f`$-wave state is the best candidate to describe all of these experimental observations.
As mentioned above, our analysis of the thermal conductivity tensor neglects vortex core scattering. At least in the high-$`T_c`$ compounds in a small magnetic field and at low temperatures this contribution can be neglected . In Sr<sub>2</sub>RuO<sub>4</sub> the vortex core size is larger and at present it is unclear to what extend this contribution plays a role. We expect that the angular dependences shown in Fig. 4 will be weakened both by vortex core scattering and finite temperatures, which will improve agreement with the experiments.
As an additional check on the position of the nodes of the order parameter we propose a measurement of the transverse thermal conductivity $`\kappa _{xy}`$. As Eqs. (14) and (16) show, $`\kappa _{xy}`$ vanishes, if the nodes lie along the a or b directions. However, we expect a finite transverse thermal conductivity $`\kappa _{xy}`$ showing a $`\mathrm{sin}(2\theta )`$ variation for the $`\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$ $`f`$-wave state having its nodes along the zone diagonal, as Eq. (18) shows.
## IV Conclusions
We compared one $`p`$-wave and two 2D $`f`$-wave superconducting states with recent experimental data from purest crystals of Sr<sub>2</sub>RuO<sub>4</sub>. We find that within weak-coupling theory the two 2D $`f`$-wave states give the closest description of the thermodynamic data. Among these, the angular dependence of magnetotransport favors the $`\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$ $`f`$-wave state, since the other two states exhibit much stronger anisotropy than observed experimentally. Therefore, among the simplest states the $`\mathrm{cos}(2\varphi )e^{\pm i\varphi }`$ $`f`$-wave state, having B$`{}_{1g}{}^{}\times `$ E<sub>u</sub> symmetry appears to be the best candidate for superconductivity in Sr<sub>2</sub>RuO<sub>4</sub>.
###### Acknowledgements.
We thank Y. Maeno and I. Bonalde for providing us with the digital form of their experimental data, which were used in Fig. 1 and Fig. 2. We also thank K. Izawa, Y. Maeno, Y. Matsuda, and M. A. Tanatar for fruitful discussions on their ongoing experiments. One of us (KM) thanks for the hospitality of N. Schopohl and the University of Tรผbingen where part of this work has been done. HW acknowledges support from the Korean Science and Engineering Foundation (KOSEF) through grant No. 1999-2-114-005-5.
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# A Consistent Calculation of Heavy Meson Decay Constants and Transition Wave Functions in the Complete HQEFT
## I Introduction
It has been seen that the heavy quark effective field theory (HQEFT) with keeping both quark and antiquark fields can provide a consistent description on both exclusive and inclusive decays of heavy hadrons. The extracted values of $`|V_{cb}|`$ from both exclusive and inclusive decays have shown a good agreement. The lifetime differences among bottom mesons and hadrons can also be well understood within the new framework of HQEFT. Especially, it has been noticed that at zero recoil, $`1/m_Q`$ corrections in both exclusive and inclusive decays are automatically absent without imposing the equation of motion $`ivDQ_v=0`$ when the physical observables are presented in terms of heavy hadron masses, this is the main point that differs from the usual heavy quark effective theory (HQET) or the usual heavy quark expansion. In the usual framework, $`1/m_Q`$ corrections in the inclusive decays are absent only when the inclusive decay rate is presented in terms of heavy quark mass ($`m_Q`$) rather than the heavy hadron mass ($`m_H`$), the situation seems to be conflict with the case in the exclusive decays where the normalization is given in term of heavy hadron mass. Such an inconsistency in the usual HQET may be the main reason that leads to the difficulty for understanding the lifetime differences among the bottom hadrons. These observations indicate that the contributions and effects from antiquark fields should play a significant role for understanding hadronic structures and can become important for certain physical observables.
Our basic point of considerations is based on the physical picture that a heavy hadron (Qq) containing a single heavy quark (Q) and satisfying the condition among the heavy quark mass $`m_Q`$, the light quark mass $`m_q`$ and the binding energy $`\overline{\mathrm{\Lambda }}`$
$`m_Q>>\overline{\mathrm{\Lambda }}>>m_q`$may be regarded as a โdressed heavy quarkโ with an off-mass shell by an amount of binding energy $`\overline{\mathrm{\Lambda }}`$. In this case, the usual quark-hadron duality should be extended to a โdressed-heavy quarkโ - โheavy-light hadronโ duality. Thus a more reliable heavy quark expansion for heavy-light hadron systems should be carried out in terms of the โdressed heavy quarkโ mass defined as
$`\widehat{m}_Qm_Q+\overline{\mathrm{\Lambda }}=m_HO(1/m_Q)=\underset{m_Q\mathrm{}}{lim}m_H`$with $`m_H`$ the heavy hadron mass. Before proceeding, we would like to point out that this picture cannot naively be applied to the hadrons with
$`m_Q,m_q>>\overline{\mathrm{\Lambda }}`$This is because such hadrons must be treated as heavy-heavy hadrons, like $`B_c`$ meson system. Similarly, the muonium $`(\mu e)`$ must also be treated as heavy-heavy bound state system in QED. In general for heavy-heavy system $`(\psi _1\psi _2)`$ with masses $`m_1,m_2>>\overline{\mathrm{\Lambda }}`$, one should make expansion for both heavy particles in the bound state and redefine the effective fields and effective bound states.
It has been shown that the new framework of HQEFT with keeping the antiquark fields enables us to describe such an off-mass shell heavy quark within hadrons as the $`1/m_Q`$ corrections to the transition matrix elements automatically vanish at zero recoil. Of particular, the number of transition form factors invloved in the HQEFT is much less than the one in the usual HQET. In addition, the new framework of HQEFT also results in some interesting relations among meson masses and transition formfactors at zero recoil, which enables us to extract the important transition form factors from the known heavy meson masses. It is those special features that allow us to check self-consistently the validity of the new framework of HQEFT when applying it to the heavy-light hadron systems. This can simply be carried out by comparing the values of transition formfactors and residual momentum of heavy quark in hadron, which are extracted from the relations between the meson masses and formfactors, with those obtained from directly evaluating the corresponding hadronic matrix elements by using some reliable approaches. In this paper, we are going to adopt QCD sum rule approach for a practical calculation. Our paper is organized as follows. In Sec.II, we briefly review the heavy quark expansion and present a general description on form factors concerned up to order $`1/m_Q`$, their corresponding hadronic matrix elements in heavy meson weak decays and weak transitions between two heavy mesons are expilcitly defined. In Sec.III, we apply the QCD sum rules to two point Green functions of heavy quark currents within the framework of HQEFT, and calculate three form factors $`F`$, $`G_1`$ and $`G_2`$ as well as two composite factors $`g_1`$ and $`g_2`$ concerned in the decay and coupling constants of heavy pseudoscalar and vector mesons. It also enables us to extract a reasonable value of the binding energy $`\overline{\mathrm{\Lambda }}`$. In Sec.IV, we investigate three point Green functions of heavy quark operators and apply the QCD sum rule to evaluate the Isgur-Wise function and some additional wave functions appearing at the order of $`1/m_Q`$. It is also shown that the residual momentum of the heavy quark within the hadron is truely around the binding energy, i.e., $`ivDvk\overline{\mathrm{\Lambda }}`$ is found to be a good approximation in simplifying the evaluation of the hadronic matrix elements. In Sec.V, we add the two-loop perturbative contrinutions to the two-point collerator for the purpose of seeing the importance of QCD radiative corrections. A brief summary with some remarks is presented in Sec.VI.
## II Hadronic Matrix Elements in HQEFT
It has been shown that by decomposing the original heavy quark field in QCD into effective quark field and antiquark field and integrating out both the antiquark field and the small components of quark field, we arrive at an effective theory for only the large components of quark field $`Q_v^+`$, its effective Lagrangian has the following form
$`L_{eff}^{(++)}`$ $`=`$ $`L_{eff}^{(0)}+L_{eff}^{(1/m_Q)}`$ (1)
$`=`$ $`\overline{Q}_v^+iD/_{}Q_v^++{\displaystyle \frac{1}{m_Q}}\overline{Q}_v^+(iD/_{})^2Q_v^++O({\displaystyle \frac{1}{m_Q^2}}),`$ (2)
where $`Q_v^+`$ is the heavy quark effective field in this new framework of HQEFT, its momentum is $`k=P_Qm_Qv`$ with $`P_Q`$ the momentum of the original heavy quark field in QCD. The operators $`D/_{}`$ and $`D/_{}`$ are defined as
$$\{\mathrm{`}\begin{array}{c}g(x)\stackrel{}{D^\mu }\phi (x)g(x)D^\mu \phi (x),\hfill \\ D/_{}v/(vD),\hfill \\ D/_{}D/v/(vD)\hfill \end{array}$$
(3)
with $`v^\mu `$ an arbitrary four-vector satisfying $`v^2=1`$. In general, a mass dimension parameter $`\mathrm{\Lambda }`$ may appear in the Lagrangian depending on the redefinition of heavy quark effective field, here we take $`\mathrm{\Lambda }=0`$ for the convenience in comparison with the convention in the usual heavy quark effective theory(HQET).
The decay constants of a heavy pseudoscalar meson $`P`$ and a heavy vector meson $`V`$ are defined by
$`<0|\overline{q}\gamma _\mu \gamma _5Q|P(v)>=if_Pm_Pv_\mu ,`$ (4)
$`<0|\overline{q}\gamma _\mu Q|V(ฯต,v)>=f_Vm_Vฯต_\mu `$ (5)
with $`Q`$ the original quark field in QCD. Here $`ฯต_\mu `$ is the polarization vector of a vector meson. $`|P(v)>`$ and $`|V(ฯต,v)>`$ are the pseudoscalar and vector meson states in QCD.
In the new framework of HQEFT, current operators composed by one heavy quark and one light (or heavy) quark can be expanded in terms of operators in the effective theory
$`\overline{q}\mathrm{\Gamma }Q`$ $``$ $`\overline{q}\mathrm{\Gamma }Q_v^++{\displaystyle \frac{1}{2m_Q}}\overline{q}\mathrm{\Gamma }{\displaystyle \frac{1}{iD/_{}}}(iD/_{})^2Q_v^++O(1/m_Q^2),`$ (6)
$`\overline{Q}\mathrm{\Gamma }Q`$ $``$ $`\overline{Q}_v^{}^+\mathrm{\Gamma }Q_v^++{\displaystyle \frac{1}{2m_Q}}\overline{Q}_v^{}^+\mathrm{\Gamma }{\displaystyle \frac{1}{iD/_{}}}(iD/_{})^2Q_v^+`$ (8)
$`+{\displaystyle \frac{1}{2m_Q^{}}}\overline{Q}_v^{}^+(i\stackrel{}{D/_{}})^2{\displaystyle \frac{1}{i\stackrel{}{D/_{}}}}\mathrm{\Gamma }Q_v^++O(1/m_Q^2).`$
Correspondingly, it is useful to introduce an effective heavy hadron state $`|H_v>`$ for exhibiting a manifest heavy quark spin-flavor symmetry. Such an effective hadron state in HQEFT is related to the hadron state $`|H>`$ in QCD via
$$\frac{1}{\sqrt{m_H^{}m_H}}<H^{}|\overline{Q}^{}\mathrm{\Gamma }Q|H>=\frac{1}{\sqrt{\overline{\mathrm{\Lambda }}_H^{}\overline{\mathrm{\Lambda }}_H}}<H_v^{}^{}|J_{eff}^{(++)}e^{i{\scriptscriptstyle d^4xL_{eff}^{\left(1/m_Q\right)}}}|H_v>.$$
(9)
with
$$\overline{\mathrm{\Lambda }}_{H^{(^{})}}m_{H^{(^{})}}m_{Q^{(^{})}}.$$
(10)
The renormalization condition for $`|H_v>`$ is given by
$$<H_v|\overline{Q}_v^+\gamma ^\mu Q_v^+|H_v>=2\overline{\mathrm{\Lambda }}v^\mu $$
(11)
with
$`\overline{\mathrm{\Lambda }}=\overline{\mathrm{\Lambda }}_HO(1/m_Q)=\underset{m_Q\mathrm{}}{lim}\overline{\mathrm{\Lambda }}_H`$being a heavy flavor independent binding energy that reflects the effects of the light degrees of freedom in the heavy hadron. Obviously, the above normalization condition preserves spin-flavor symmetry. We would like to address again that above renormalization is only applicable for the heavy-light hadrons with $`m_Q>>\overline{\mathrm{\Lambda }}>>m_q`$. For heavy-heavy bound state system, i.e. $`m_1,m_2>>\overline{\mathrm{\Lambda }}`$, such as bottom-charm meson $`B_c`$ and muonium $`(\mu e)`$, one needs to redefine the effective bound states by considering $`1/m_Q`$ expansion for both heavy particles.
In the heavy quark expansion, $`1/m_Q`$ order corrections to the hadronic matrix elements arise from not only the current expansion (6) but also the effective Lagrangian, i.e., insertion of $`L_{eff}^{(1/m_Q)}`$ into the matrix elements. By including all these corrections, we arrive at the following results for the hadronic matrix elements of the currents in (6)
$`\sqrt{{\displaystyle \frac{\overline{\mathrm{\Lambda }}_M}{m_M}}}<0|\overline{q}\mathrm{\Gamma }Q|M><0|\overline{q}\mathrm{\Gamma }Q_v^+|M_v>{\displaystyle \frac{1}{2m_Q}}<0|\overline{q}\mathrm{\Gamma }{\displaystyle \frac{1}{iD/_{}}}(iD/_{})^2Q_v^+|M_v>+O(1/m_Q^2),`$ (12)
$`\sqrt{{\displaystyle \frac{\overline{\mathrm{\Lambda }}_M^{}\overline{\mathrm{\Lambda }}_M}{m_M^{}m_M}}}<M^{}|\overline{Q}^{}\mathrm{\Gamma }Q|M><M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }Q_v^+|M_v>{\displaystyle \frac{1}{2m_Q}}<M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }{\displaystyle \frac{1}{iD/_{}}}(iD/_{})^2Q_v^+|M_v>`$ (13)
$`{\displaystyle \frac{1}{2m_Q^{}}}<M_v^{}^{}|\overline{Q}_v^{}^+(i\stackrel{}{D/_{}})^2{\displaystyle \frac{1}{i\stackrel{}{D/_{}}}}\mathrm{\Gamma }Q_v^+|M_v>+O(1/m_Q^2).`$ (14)
The relevant hadronic matrix elements may be parameterized as follows
$`<0|\overline{q}\mathrm{\Gamma }Q_v^+|M_v>={\displaystyle \frac{F}{2}}Tr[\mathrm{\Gamma }],`$ (15)
$`<0|\overline{q}\mathrm{\Gamma }{\displaystyle \frac{1}{ivD}}P_+(D_{})^2Q_v^+|M_v>=FG_1Tr[\mathrm{\Gamma }],`$ (16)
$`<0|\overline{q}\mathrm{\Gamma }{\displaystyle \frac{1}{ivD}}P_+{\displaystyle \frac{i}{2}}\sigma _{\alpha \beta }F^{\alpha \beta }Q_v^+|M_v>=2FG_2Tr[i\sigma _{\alpha \beta }\mathrm{\Gamma }P_+{\displaystyle \frac{i}{2}}\sigma ^{\alpha \beta }]=2FG_2d_MTr[\mathrm{\Gamma }],`$ (17)
$`<M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }Q_v^+|M_v>=\xi (y)Tr[\overline{}^{}\mathrm{\Gamma }],`$ (18)
$`<M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }{\displaystyle \frac{1}{ivD}}P_+D_{}^2Q_v^+|M_v>=\kappa _1(y){\displaystyle \frac{1}{\overline{\mathrm{\Lambda }}}}Tr[\overline{}^{}\mathrm{\Gamma }],`$ (19)
$`<M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }{\displaystyle \frac{1}{ivD}}P_+{\displaystyle \frac{i}{2}}\sigma _{\alpha \beta }F^{\alpha \beta }Q_v^+|M_v>={\displaystyle \frac{1}{\overline{\mathrm{\Lambda }}}}Tr[\kappa _{\alpha \beta }(v,v^{})\overline{}^{}\mathrm{\Gamma }P_+{\displaystyle \frac{i}{2}}\sigma ^{\alpha \beta }],`$ (20)
where $`y=vv^{}`$. $`(v)`$ is the spin wave function
$`(v)=\sqrt{\overline{\mathrm{\Lambda }}}P_+\{\begin{array}{cc}\gamma ^5,& \text{for pseudoscalar meson}P\hfill \\ ฯต/,& \text{for vector meson}V\hfill \end{array}`$ (23)
and
$`d_M=\{\begin{array}{cc}3,& \text{for pseudoscalar meson}P\hfill \\ 1,& \text{for vector meson}V,\hfill \end{array}`$ (26)
where $`F`$, $`G_1`$ and $`G_2`$ are constants, and $`\xi (y)`$ and $`\kappa _1(y)`$ the Lorentz scalar functions. Actually, $`\xi (y)`$ is the well-known Isgur-Wise functions. The Lorentz tensor $`\kappa _{\alpha \beta }(v,v^{})`$ can be decomposed into
$`\kappa _{\alpha \beta }(v,v^{})=i\kappa _2(y)\sigma _{\alpha \beta }+\kappa _3(y)(v_\alpha ^{}\gamma _\beta v_\beta ^{}\gamma _\alpha )`$ (27)
with $`\kappa _2(y)`$ and $`\kappa _3(y)`$ being the Lorentz scalar functions.
Combining (4), (11) and (15) we have
$`f_M=\sqrt{{\displaystyle \frac{\overline{\mathrm{\Lambda }}}{\overline{\mathrm{\Lambda }}_Mm_M}}}F\{1+{\displaystyle \frac{1}{m_Q}}(G_1+2d_MG_2)\}.`$ (28)
Thus the ratio between the vector and pseudoscalar meson constants is given by
$`{\displaystyle \frac{f_Vm_V^{1/2}}{f_Pm_P^{1/2}}}=({\displaystyle \frac{\overline{\mathrm{\Lambda }}_P}{\overline{\mathrm{\Lambda }}_V}})^{1/2}(1{\displaystyle \frac{8}{m_Q}}G_2).`$ (29)
As is known, the normalization of the Isgur-Wise function at zero recoil point is given by $`\xi (1)=1`$. The additional wave functions $`\kappa _1(y)`$, $`\kappa _2(y)`$ and $`\kappa _3(y)`$ characterize the next-to-leading order symmetry-breaking corrections to $`\xi `$. From (15) and (27), it is easily seen that the hadronic matrix element at zero recoil is irrelevant to $`\kappa _3(1)`$. While $`\kappa _1(1)`$ and $`\kappa _2(1)`$ are found to be related to the meson masses
$`\overline{\mathrm{\Lambda }}_M=m_Mm_Q=\overline{\mathrm{\Lambda }}({\displaystyle \frac{1}{m_Q}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}}{2m_Q^2}})(\kappa _1(1)+d_M\kappa _2(1)).`$ (30)
It is easy to check that the leading order contributions to the hadronic matrix elements in the HQEFT, which are characterized by the decay constant $`F`$ and the Isgur-Wise function $`\xi `$ defined in (15), are the same as the ones in the usual HQET. Nevertheless, to the next-to-leading order, differences occur between the two frameworks. In the usual HQET, the transition matrix elements between two heavy mesons are parameterized by six functions denoted as $`\xi _i`$ and $`\chi _i`$ ($`i=1,2,3`$). Here $`\xi _1`$, $`\xi _2`$ and $`\xi _3`$ arise from the current expansion, and $`\chi _1`$, $`\chi _2`$ and $`\chi _3`$ from the insertion of the effective Lagrangian into the hadronic matrix elements. All these six quantities are functions of the recoil parameter $`y=vv^{}`$. In addition, there are two more parameters $`\lambda _1`$ and $`\lambda _2`$ which appear in the $`1/m_Q`$ order corrections to heavy meson masses. Unlikely, in the new framework of HQEFT, it has been noticed that the evaluation of the hadronic matrix elements is greatly simplified when the antiquark contributions are included. As a consequence, all transition matrix elements concerned at $`1/m_Q`$ order can be characterized by only three wave functions $`\kappa _1(y)`$, $`\kappa _2(y)`$ and $`\kappa _3(y)`$. Furthermore, the $`1/m_Q`$ order corrections to meson masses were found to be naturally related to their values at zero recoil, i.e., $`\kappa _1(1)`$ and $`\kappa _2(1)`$. In other words, instead of the six wave functions $`\xi _i(y)`$ and $`\chi _i(y)`$ (i=1,2,3) and two parameters $`\lambda _1`$ and $`\lambda _2`$ in the usual HQET, we only need to evaluate three wave functions $`\kappa _i`$ ($`i=1,2,3`$) in the new framework of HQEFT up to the order $`1/m_Q`$. At zero recoil, only two parameters $`\kappa _1(1)`$ and $`\kappa _2(1)`$ are relevant. Similar comments hold for the corrections to meson decay constants. In the HQEFT one encounters only two constants $`G_1`$ and $`G_2`$ at $`1/m_Q`$ order.
Within the new framework of HQEFT, two important parameters $`\kappa _1(1)`$ and $`\kappa _2(1)`$ have been extracted from meson mass spectrum in refs.. To have an independent check for the HQEFT, it would be very useful to evaluate these two wave functions directly by a field-theoretical method within the framework of HQEFT. In the following sections, we shall present an QCD sum rule study for these form factors.
## III QCD sum rule Calculation of $`F`$, $`G_1`$ and $`G_2`$
QCD sum rule approach has widely been used to calculate hadronic matrix elements in QCD and has also been applied to effective theories of QCD. It turns out to be a powerful analytic approach to estimate non-perturbative effects. The basic idea of QCD sum rule formalism is to study the analytic properties of correlation functions, and to treat the bound state problems in QCD from quark-hadron duality considerations. So that one could start at short distance physics and moves to large distance physics where confinement effects become important and resonances emerge as a reflection of confinement. Here we shall briefly outline the main steps of sum rule treatments. In general, the fixed point gauge for the background fields is used in calculating Feynman diagrams.
In order to evaluate the parameters $`F`$, $`G_1`$ and $`G_2`$ involved in the meson decay constants, we consider the following two-point correlator
$`\mathrm{\Pi }(\omega )=i{\displaystyle d^4xe^{iPx}<0|(\overline{q}\mathrm{\Gamma }_M^{}Q)_{(x)},(\overline{Q}\mathrm{\Gamma }_Mq)_{(0)}|0>},`$ (31)
where $`\mathrm{\Gamma }_M`$ has appropriate Lorentz structure so that the two currents in (31) interpolate the heavy meson of interest. It is convenient to choose
$`\mathrm{\Gamma }_M=\{\begin{array}{cc}i\gamma ^5,& \text{pseudoscalar meson}P\hfill \\ \gamma _\mu v_\mu ,& \text{vector meson}V\hfill \end{array}`$ (34)
The total external momentum in (31) is $`P=m_Qv+k`$ with the momentum $`k`$ in (31) being the residual momentum of the heavy quark. The correlator $`\mathrm{\Pi }`$ is an analytic function of $`2vk+k^2/m_Q`$ with discontinuities for its positive values. Here $`k^\mu =k_T^\mu +k_L^\mu `$ with $`k_T^\mu `$ and $`k_L^\mu =(vk)v^\mu `$ being the transverse and longitudinal part of $`k`$ separately. Particularly, under the definition $`\omega 2vk+\frac{k_T^2}{m_Q}`$, one has
$`2vk+{\displaystyle \frac{k^2}{m_Q}}=\omega +{\displaystyle \frac{\omega ^2}{4m_Q}}+O(1/m_Q^2).`$ (35)
In eq.(31) we have represented $`\mathrm{\Pi }`$ as an analytic function of the variable $`\omega `$.
Phenomenologically, the two-point function $`\mathrm{\Pi }(\omega )`$ can be written as the sum of three parts: a pole contribution from the ground state mesons associated with the heavy-light currents; a dispersion integral over a physical spectral function; and subtraction terms, namely,
$`\mathrm{\Pi }_{phen}(\omega )`$ $`=`$ $`({\displaystyle \underset{pole}{}}){\displaystyle \frac{<0|\overline{q}\mathrm{\Gamma }_MQ|M><M|\overline{Q}\mathrm{\Gamma }_Mq|0>}{P^2m_M^2+iฯต}}`$ (37)
$`+{\displaystyle _{\omega _c}^{\mathrm{}}}๐\nu {\displaystyle \frac{\rho _{phys}(\nu )}{\nu \omega iฯต}}+subtractions,`$
where the two matrix elements should be expanded by using eq.(12). $`(_{pole})`$ means summation over polarization for vector mesons.
On the other hand, using the Feynman rules of the HQEFT, the correlation function in HQEFT is evaluated perturbatively in the deep Euclidean region ($`\omega \overline{\mathrm{\Lambda }}`$) via
$`\mathrm{\Pi }(\omega )`$ $`=`$ $`i{\displaystyle }d^4xe^{ikx}\{<0|(\overline{q}\mathrm{\Gamma }_M^{}Q_v^+)_{(x)},(\overline{Q}_v^+\mathrm{\Gamma }_Mq)_{(0)}|0>`$ (38)
$`+`$ $`{\displaystyle \frac{1}{2m_Q}}<0|(\overline{q}\mathrm{\Gamma }_M^{}{\displaystyle \frac{1}{iD/_{}}}(iD/_{})^2Q_v^+)_{(x)},(\overline{Q}_v^+\mathrm{\Gamma }_Mq)_{(0)}|0>`$ (39)
$`+`$ $`{\displaystyle \frac{1}{2m_Q}}<0|(\overline{q}\mathrm{\Gamma }_M^{}Q_v^+)_{(x)},(\overline{Q}_v^+(i\stackrel{}{D/_{}})^2{\displaystyle \frac{1}{i\stackrel{}{D/_{}}}}\mathrm{\Gamma }_Mq)_{(0)}|0>\}`$ (40)
$`+`$ $`O(1/m_Q^2)`$ (41)
In lower Euclidean region, the non-perturbative contributions become important. In QCD sum rule analysis, the two-point correlator receives contributions not only from the pure perturbative ones but also the ones from condensates, which characterizes non-vanishing vacuum expectation values of local operators in the operator product expansion(OPE). It is thought that by including these condensates, the QCD confinement effects may be accounted for at the transition from perturbative region to non-perturbative region. Writing the perturbative contributions as the form of an integral over a theoretic spectral function, the theoretical result for the two-point correlator (31) becomes
$`\mathrm{\Pi }_{theor}(\omega )={\displaystyle ๐\nu \frac{\rho _{pert}(\nu )}{(\nu \omega iฯต)}}+\mathrm{\Pi }_{NP}+subtractions.`$ (42)
A basic assumption in QCD sum rule is the quark-hadron duality. Due to this duality one can model the contributions of higher resonance states by the perturbative continuum starting at a threshold energy $`\omega _c`$. In other words, we assume $`\rho _{phys}=\rho _{pert}`$. Equating the phenomenological side and the theoretical side, up to the order of $`1/m_Q`$ one arrives at
$`2Tr[\mathrm{\Gamma }_MP_+\mathrm{\Gamma }_M]{\displaystyle \frac{F^2}{4}}[1+{\displaystyle \frac{2}{m_Q}}(G_1+2d_mG_2)]{\displaystyle \frac{\overline{\mathrm{\Lambda }}}{\overline{\mathrm{\Lambda }}_M}}{\displaystyle \frac{m_M}{m_Q}}{\displaystyle \frac{1}{\omega \omega _M+iฯต}}(1{\displaystyle \frac{\omega +\omega _M}{4m_Q}})`$ (43)
$`={\displaystyle _0^{\omega _c}}๐\nu {\displaystyle \frac{\rho _{pert}(\nu )}{(\nu \omega iฯต)}}+\mathrm{\Pi }_{NP}+subtractions`$ (44)
with $`\omega _M2\overline{\mathrm{\Lambda }}_M`$. In deriving (43) we have used (15) as well as the relations
$`Tr[\overline{\mathrm{\Gamma }}_M(v)]Tr[\overline{}(v)\mathrm{\Gamma }_M]=2\overline{\mathrm{\Lambda }}Tr[\overline{\mathrm{\Gamma }}_MP_+\mathrm{\Gamma }_M]`$ (45)
and
$`{\displaystyle \frac{P^2m_M^2}{m_Q}}=(\omega \omega _M)[1+{\displaystyle \frac{\omega +\omega _M}{4m_Q}}+O(1/m_Q^2)].`$ (46)
The relevant Feynman diagrams are plotted in Fig.1. Fig.1(a) is the lowest order perturbative diagram. For the non-perturbative effects, it is sufficient in the present case to consider only the contributions of the quark condensate, the gluon condensate and the mixed quark-gluon condensate, which have values ($`\alpha _sg_s^2/4\pi `$)
$`<\overline{q}q>(230)\text{MeV}^3;`$ (47)
$`i<\overline{q}\sigma _{\alpha \beta }F^{\alpha \beta }q>0.8<\overline{q}q>;`$ (48)
$`\alpha _s<FF>\alpha _s<F_{\alpha \beta }^aF_a^{\alpha \beta }>0.04\text{GeV}^4.`$ (49)
We only keep terms up to order $`\alpha _s`$ for the condensates. Neglecting the light quark mass, we obtain the following results at the renormalization scale $`\mu 2\overline{\mathrm{\Lambda }}`$
$`F^2[1+{\displaystyle \frac{2}{m_Q}}(G_1+2d_MG_2){\displaystyle \frac{1}{m_Q}}{\displaystyle \frac{(\omega _M^{(1)}+d_M\omega _M^{(2)})}{2\overline{\mathrm{\Lambda }}}}+{\displaystyle \frac{\overline{\mathrm{\Lambda }}}{m_Q}}][{\displaystyle \frac{1}{4m_Q}}+{\displaystyle \frac{1}{\omega _M\omega iฯต}}(1{\displaystyle \frac{\omega _M}{2m_Q}})]=`$ (50)
$`{\displaystyle \frac{3}{8\pi ^2}}{\displaystyle _0^{\omega _c}}๐\nu [{\displaystyle \frac{1}{4m_Q}}+{\displaystyle \frac{1}{\nu \omega iฯต}}](\nu ^2{\displaystyle \frac{3\nu ^3}{4m_Q}})+<\overline{q}q>[{\displaystyle \frac{1}{\omega }}{\displaystyle \frac{1}{4m_Q}}+{\displaystyle \frac{\alpha }{\pi }}({\displaystyle \frac{4}{3\omega }}{\displaystyle \frac{94d_M}{9m_Q}})]`$ (51)
$`+i<\overline{q}\sigma _{\alpha \beta }F^{\alpha \beta }q>[{\displaystyle \frac{1}{2\omega ^3}}{\displaystyle \frac{1}{m_Q\omega ^2}}({\displaystyle \frac{3}{8}}{\displaystyle \frac{d_M}{12}})+{\displaystyle \frac{\alpha }{\pi }}({\displaystyle \frac{2}{\omega ^3}}+{\displaystyle \frac{163+147d_M}{576m_Q\omega ^2}})]`$ (52)
$`{\displaystyle \frac{\alpha }{\pi }}<FF>[{\displaystyle \frac{1}{24\omega ^2}}{\displaystyle \frac{154d_M}{96m_Q\omega }}]+subtractions.`$ (53)
In order to improve the convergence and suppress the importances of higher-resonance states, we apply the Borel operator
$`\widehat{B}_T^{(\omega )}T\text{lim}_{n>\mathrm{}}^{}{}_{\omega >\mathrm{}}{}^{}{\displaystyle \frac{\omega ^n}{\mathrm{\Gamma }(n)}}({\displaystyle \frac{d}{d\omega }})^n`$ (54)
to both sides of (50) with $`T=\frac{\omega }{n}`$ being held fixed. In the dispersion integral, this Borel transformation yields an exponential damping factor which effectively suppresses high-resonance contributions. On the non-perturbative terms, Borel transformation enhances the importance of low dimension condensates. Furthermore, the subtraction terms in (50) may also be eliminated by this Borel transformation.
The resulting Borel transformed sum rule reads
$`F^2[1+{\displaystyle \frac{2}{m_Q}}(G_1+2d_MG_2){\displaystyle \frac{1}{2m_Q\overline{\mathrm{\Lambda }}}}(\omega _M^{(1)}+d_M\omega _M^{(2)})+{\displaystyle \frac{\overline{\mathrm{\Lambda }}}{m_Q}}{\displaystyle \frac{\omega _M}{2m_Q}}]e^{\omega _M/T}=`$ (55)
$`{\displaystyle \frac{3}{8\pi ^2}}{\displaystyle _0^{\omega _c}}๐\nu e^{\nu /T}(\nu ^2{\displaystyle \frac{3\nu ^3}{4m_Q}})`$ (56)
$`<\overline{q}q>(1+{\displaystyle \frac{4\alpha _s}{3\pi }})i<\overline{q}\sigma _{\alpha \beta }F^{\alpha \beta }q>[{\displaystyle \frac{1}{4T^2}}+{\displaystyle \frac{1}{m_QT}}({\displaystyle \frac{3}{8}}{\displaystyle \frac{d_M}{12}})`$ (57)
$`+{\displaystyle \frac{\alpha _s}{\pi }}({\displaystyle \frac{1}{T^2}}{\displaystyle \frac{163+147d_M}{576m_QT}})]{\displaystyle \frac{\alpha _s}{\pi }}<FF>({\displaystyle \frac{1}{24T}}+{\displaystyle \frac{154d_M}{96m_Q}}).`$ (58)
Besides the $`1/m_Q`$ corrections shown explicitly in (55), the pole energy $`\omega _M`$ and the threshold energy $`\omega _c`$ also receive $`1/m_Q`$ corrections. We may write them as
$`\omega _M`$ $``$ $`2\overline{\mathrm{\Lambda }}_M=\omega _M^{(0)}+{\displaystyle \frac{1}{m_Q}}(\omega _M^{(1)}+d_M\omega _M^{(2)}),`$ (59)
$`\omega _c`$ $`=`$ $`\omega _0+{\displaystyle \frac{1}{m_Q}}(\omega _1+d_M\omega _2).`$ (60)
With these formulae, eqs.(28) and (29) can be rewritten as
$`f_M={\displaystyle \frac{F}{\sqrt{m_M}}}\{1+{\displaystyle \frac{1}{m_Q}}(g_1+2d_Mg_2)\}`$ (61)
and
$`{\displaystyle \frac{f_Vm_V^{1/2}}{f_Pm_P^{1/2}}}=1{\displaystyle \frac{8}{m_Q}}g_2`$ (62)
with $`g_1`$ and $`g_2`$ being two composite factors defined as
$`g_1`$ $``$ $`G_1{\displaystyle \frac{\omega _M^{(1)}}{4\overline{\mathrm{\Lambda }}}},`$ (63)
$`g_2`$ $``$ $`G_2{\displaystyle \frac{\omega _M^{(2)}}{8\overline{\mathrm{\Lambda }}}}.`$ (64)
Now we first consider the sum rule (55) at leading order. For the leading terms, the results are the same as the ones in HQET, because there is no difference between the HQEFT and the usual HQET in the limit $`m_Q\mathrm{}`$. We shall not repeat the analysis for the leading order sum rule analysis, our numerical results are presented in Fig.4, where we have used $`\alpha _s(2\overline{\mathrm{\Lambda }})0.34`$. From the stability of the curves, we are led to the following solutions for the parameters
$`\omega _0`$ $`=`$ $`1.8\pm 0.3\text{GeV},`$ (65)
$`{\displaystyle \frac{\omega _M^{(0)}}{2}}`$ $`=`$ $`\overline{\mathrm{\Lambda }}=0.53\pm 0.08\text{GeV},`$ (66)
$`F`$ $`=`$ $`0.30\pm 0.06\text{GeV}^{3/2}.`$ (67)
We now proceed to the next-to-leading order sum rule analysis in (55). Putting (59) into (55), and expanding (55) in $`1/m_Q`$, we obtain, at $`1/m_Q`$ order, two sum rule formulae which are relevant to the spin-symmetry conserving and violating corrections, respectively. These two sorts of corrections are easy to be distinguished because the latter is proportional to $`d_M`$. To find out the solutions, it is useful to first evaluate the quantities $`\omega _1`$ and $`\omega _2`$ by requiring optimal stability of $`\omega _M^{(1)}`$ and $`\omega _M^{(2)}`$ with respect to the Borel parameter $`T`$ in the allowed sum rule windows. Using the central values of $`\omega _0`$, $`\overline{\mathrm{\Lambda }}`$ and $`F`$ in (65), we then obtain for $`\omega _i`$, $`\omega _M^{(i)}`$, $`G_i`$ and $`g_i`$ the numerical results plotted in Figs.5-10. When the Borel parameter $`T`$ takes the reliable values $`T=1\pm 0.2`$ GeV, one can read off the following solutions
$`\omega _1`$ $`=`$ $`1.5\pm 0.2\text{GeV}^2,`$ (68)
$`\omega _M^{(1)}`$ $`=`$ $`0.86\pm 0.10\text{GeV}^2,`$ (69)
$`G_1`$ $`=`$ $`0.95\pm 0.15\text{GeV},`$ (70)
$`g_1`$ $`=`$ $`0.54\pm 0.12\text{GeV},`$ (71)
$`\omega _2`$ $`=`$ $`0.15\pm 0.05\text{GeV}^2,`$ (72)
$`\omega _M^{(2)}`$ $`=`$ $`0.16\pm 0.03\text{GeV}^2,`$ (73)
$`G_2`$ $`=`$ $`0.09\pm 0.03\text{GeV},`$ (74)
$`g_2`$ $`=`$ $`0.06\pm 0.02\text{GeV}.`$ (75)
In the usual HQET two parameters $`G_1`$ and $`G_2`$ were defined for the $`1/m_Q`$ corrections to decay constants. The sum rule calculation in yielded an unexpectedly large value for $`|G_1|`$: $`G_14\overline{\mathrm{\Lambda }}2.0`$GeV, which leads to the breakdown of $`1/m_Q`$ expansion for decay constants. In the new framework of HQEFT, however, as can be seen from eqs.(61) and (62), $`1/m_Q`$ corrections to the physical decay constants $`f_M`$ and the ratio are actually characterized by the composite factors $`g_i`$. Though $`G_1`$ in eq.(68) is large, $`\frac{|g_1|}{m_Q}`$ remains small enough so that the $`1/m_Q`$ expansion in the new framework of HQEFT appears to be more reliable.
When taking the typical values for the quark masses $`m_b=4.8\pm 0.10`$GeV and $`m_c=1.35\pm 0.10`$GeV, we obtain from (65) and (68) the following values for the decay constants of bottom and charm meson without including QCD corrections caused by the running energy scale from $`\mu m_b`$ to $`\mu 2\overline{\mathrm{\Lambda }}`$
$`f_B(2\overline{\mathrm{\Lambda }})=0.135\pm 0.035\text{GeV},`$ $`f_B^{}(2\overline{\mathrm{\Lambda }})=0.147\pm 0.034\text{GeV},`$ (76)
$`f_D(2\overline{\mathrm{\Lambda }})=0.246\pm 0.097\text{GeV},`$ $`f_D^{}(2\overline{\mathrm{\Lambda }})=0.308\pm 0.091\text{GeV}.`$ (77)
Note that all the quantities $`\omega _M^{(0)}`$, $`\omega _0`$, $`F`$, $`\omega _M^{(i)}`$, $`\omega _i`$, $`G_i`$ ($`i=1,2`$) and $`g_i`$ obtained by QCD sum rules are scale dependent. And the results in (65) and (68) are corresponding to the values with the renormalization scale at $`\mu 2\overline{\mathrm{\Lambda }}1`$GeV. So do the decay constants in (76).
From the results given in (65) and (68), we arrive at the following relations from eq.(62)
$`{\displaystyle \frac{f_B^{}m_B^{}^{1/2}}{f_Bm_B^{1/2}}}1.10\pm 0.03,`$ (78)
$`{\displaystyle \frac{f_D^{}m_D^{}^{1/2}}{f_Dm_D^{1/2}}}1.31\pm 0.07.`$ (79)
These two ratios agrees well with the lattice calculations which lead to $`1.12\pm 0.05`$ and $`1.34\pm 0.07`$, respectively.
The QCD corrections may be considered via the renormalization of the current $`J=\overline{q}\mathrm{\Gamma }Q`$ . In renormalization-group-improved perturbation theory, up to the next-to-leading order the values of the decay and coupling constants at energy scale $`\mu =m_Q`$ are given by
$`f_M(m_Q)`$ $``$ $`\sqrt{{\displaystyle \frac{\overline{\mathrm{\Lambda }}}{m_M\overline{\mathrm{\Lambda }}_M}}}F(m_Q)[1+d_M{\displaystyle \frac{\alpha _s(m_Q)}{6\pi }}][1+{\displaystyle \frac{1}{m_Q}}(G_1+2d_MG_2)]`$ (80)
$`=`$ $`{\displaystyle \frac{F(m_Q)}{\sqrt{m_M}}}[1+d_M{\displaystyle \frac{\alpha _s(m_Q)}{6\pi }}][1+{\displaystyle \frac{1}{m_Q}}(g_1+2d_Mg_2)],`$ (81)
$`F(m_Q)`$ $``$ $`[{\displaystyle \frac{\alpha _s(2\overline{\mathrm{\Lambda }})}{\alpha _s(m_Q)}}]^{6/\beta }\{10.894{\displaystyle \frac{\alpha _s(m_Q)\alpha _s(2\overline{\mathrm{\Lambda }})}{\pi }}{\displaystyle \frac{\alpha _s(m_Q)}{2\pi }}\}F(2\overline{\mathrm{\Lambda }})`$ (82)
with $`\beta =332n_F`$, $`M=B,D,B^{},D^{}`$ and $`m_Q=m_b,m_c`$. From the results of $`f_M(2\overline{\mathrm{\Lambda }})`$ given in (76), we then have
$`f_B(m_b)=0.159\pm 0.042\text{GeV},`$ $`f_B^{}(m_b)=0.166\pm 0.038\text{GeV},`$ (83)
$`f_D(m_c)=0.251\pm 0.099\text{GeV},`$ $`f_D^{}(m_c)=0.293\pm 0.086\text{GeV}.`$ (84)
which is consistent with the experimental upper limit $`f_B(m_B)<200`$ MeV and $`f_D(m_D)<290MeV`$ and also some theoretical upper bounds. The results also agree with the lattice calculations and with full QCD calculations.
The ratio in eq.(29) is now modified to be
$`{\displaystyle \frac{f_Vm_V^{1/2}}{f_Pm_P^{1/2}}}`$ $`=`$ $`({\displaystyle \frac{\overline{\mathrm{\Lambda }}_P}{\overline{\mathrm{\Lambda }}_V}})^{1/2}(1{\displaystyle \frac{2\alpha _s(m_Q)}{3\pi }})(1{\displaystyle \frac{8}{m_Q}}G_2)`$ (85)
$`=`$ $`(1{\displaystyle \frac{2\alpha _s(m_Q)}{3\pi }})(1{\displaystyle \frac{8}{m_Q}}g_2),`$ (86)
which yields
$`{\displaystyle \frac{f_B^{}m_B^{}^{1/2}}{f_Bm_B^{1/2}}}1.05\pm 0.03,`$ (87)
$`{\displaystyle \frac{f_D^{}m_D^{}^{1/2}}{f_Dm_D^{1/2}}}1.22\pm 0.07.`$ (88)
## IV QCD sum rule evaluation on wave functions $`\xi `$ and $`\kappa _i`$
It is easily seen that to the leading order of heavy quark expansion, $`m_Q\mathrm{}`$, there is no difference between the HQEFT and the usual HQET, thus the procedure of calculating Isgur-Wise function $`\xi (y)`$ is the same as in the usual HQET. The main task in this section is to evaluate the two additional wave functions $`\kappa _1(y)`$ and $`\kappa _2(y)`$ involved at $`1/m_Q`$ order. For completeness, we also briefly outline the calculation of the Isgur-Wise functions $`\xi (y)`$ in HQEFT.
To evaluate the wave functions, we need to consider three point Green functions of the relevant operators. For the Isgur-Wise function $`\xi (y)`$, it relates the following three-point correlation function at leading order of $`1/m_Q`$
$`\mathrm{\Xi }(\omega ,\omega ^{})`$ $`=`$ $`{\displaystyle d^4xd^4ye^{i(P^{}xPy)}<0|(\overline{q}\overline{\mathrm{\Gamma }}_M^{}Q)_{(x)},(\overline{Q}\mathrm{\Gamma }Q)_{(0)},(\overline{Q}\mathrm{\Gamma }_Mq)_{(y)}|0>}`$ (89)
$`=`$ $`{\displaystyle d^4xd^4ye^{i(k^{}xky)}<0|(\overline{q}\overline{\mathrm{\Gamma }}_M^{}Q_v^{}^+)_{(x)},(\overline{Q}_v^{}^+\mathrm{\Gamma }Q_v^+)_{(0)},(\overline{Q}_v^+\mathrm{\Gamma }_Mq)_{(y)}|0>}`$ (90)
$`+`$ $`O(1/m_Q),`$ (91)
where the Dirac structure $`\mathrm{\Gamma }`$ of the heavy-heavy current can in principle be arbitrary. For the present case, we take $`\mathrm{\Gamma }=\gamma ^\mu `$. As $`\mathrm{\Xi }(\omega ,\omega ^{})`$ is an analytic function in $`\omega =2vk+O(1/m_Q)`$ and $`\omega ^{}=2v^{}k^{}+O(1/m_Q)`$ with discontinuities on the positive real axis, one can write the phenomenological representation as
$`\mathrm{\Xi }_{phen}=({\displaystyle \underset{pole}{}}){\displaystyle \frac{<0|\overline{q}\overline{\mathrm{\Gamma }}_MQ_v^{}^+|M_v^{}^{}><M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }Q_v^+|M_v><M_v|\overline{Q}_v^+\mathrm{\Gamma }_Mq|0>}{\overline{\mathrm{\Lambda }}_M\overline{\mathrm{\Lambda }}_M^{}(\omega _M\omega iฯต)(\omega _M^{}\omega ^{}iฯต)}}{\displaystyle \frac{m_Mm_M^{}}{m_Q^2}}`$ (92)
$`+{\displaystyle ๐\nu ๐\nu ^{}\frac{\rho _{phys}(\nu ,\nu ^{})}{(\nu \omega iฯต)(\nu ^{}\omega ^{}iฯต)}}+subtractions.`$ (93)
The first term in (92) is a double-pole contribution and the second represents the higher resonance contributions in the form of a double dispersion integral over physical intermediate states. Parameterizing the three matrix elements in (92) by using (15) and noticing the following relation
$`Tr[\overline{\mathrm{\Gamma }}_M^{}(v^{})]Tr[\overline{}(v^{})\mathrm{\Gamma }(v)]Tr[\overline{}(v)\mathrm{\Gamma }_M]=4\overline{\mathrm{\Lambda }}^2Tr[\overline{\mathrm{\Gamma }}_M^{}P_+^{}\mathrm{\Gamma }P_+\mathrm{\Gamma }_M],`$ (94)
the double-pole term becomes
$`\mathrm{\Xi }_{pole}={\displaystyle \frac{Tr[\overline{\mathrm{\Gamma }}_MP_+^{}\mathrm{\Gamma }P_+\mathrm{\Gamma }_M]}{(\omega _M\omega iฯต)(\omega _M^{}\omega ^{}iฯต)}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^2}{\overline{\mathrm{\Lambda }}_M\overline{\mathrm{\Lambda }}_M^{}}}{\displaystyle \frac{m_Mm_M^{}}{m_Q^2}}F^2\xi .`$ (95)
Theoretically, the correlation function (89) may be written as
$`\mathrm{\Xi }_{theor}={\displaystyle ๐\nu ๐\nu ^{}\frac{\rho _{pert}(\nu ,\nu ^{})}{(\nu \omega iฯต)(\nu ^{}\omega ^{}iฯต)}}+\mathrm{\Xi }_{NP}+subtractions`$ (96)
which can be calculated perturbatively in deep Euclidean region ($`\omega ,\omega ^{}\overline{\mathrm{\Lambda }}`$). Note that there are two momentum variables for the correlator (89), a double Borel transformation $`\widehat{B}_\tau ^{}^{(\omega ^{})}\widehat{B}_\tau ^{(\omega )}`$ should be applied to both sides of the sum rule. Because of the heavy quark symmetry, $`\omega `$ and $`\omega ^{}`$ are symmetric in (89), and thus it is natural and convenient to choose $`\tau =\tau ^{}=2T`$. It is useful to define $`\omega _\pm =\frac{1}{2}(\omega \pm \omega ^{})`$, and integrate first the spectral function over $`\omega _{}`$ at the region $`\nu _+<\nu _{}<\nu _+`$. Finally the quark-hadron duality allows us to write
$`\stackrel{~}{\mathrm{\Xi }}_{phen}=2{\displaystyle _0^{\omega _0(y)}}๐\nu _+e^{\nu _+/T}\stackrel{~}{\rho }_{pert}(\nu _+)+\stackrel{~}{\mathrm{\Xi }}_{NP};`$ (97)
where $`\stackrel{~}{\mathrm{\Xi }}`$ denotes the result obtained by applying double Borel operators to $`\mathrm{\Xi }`$, and
$`\stackrel{~}{\rho }_{pert}(\nu _+)={\displaystyle _{\nu _+}^{\nu _+}}๐\nu _{}\rho _{pert}(\nu _+,\nu _{}).`$ (98)
The one loop perturbative diagrams and lowest order nonperturbative diagrams proportional to quark condensate and mixed quark-gluon condensate are listed in Fig.2. In this section the gluon condensate can be safely neglected since its contribution is tiny. Calculation of those Feynman diagrams in Fig.2 gives
$`F^2\xi e^{\omega _M/T}={\displaystyle \frac{3}{2\pi ^2}}{\displaystyle _0^{\omega _0(y)}}๐\omega _+e^{\omega _+/T}{\displaystyle \frac{\omega _+^2}{(y+1)^2}}`$ (99)
$`<\overline{q}q>i<\overline{q}\sigma _{\alpha \beta }F^{\alpha \beta }q>{\displaystyle \frac{1+y}{8T^2}}.`$ (100)
The continuum threshold energy in (99) is in general a function of the recoil variable $`y`$. One may employ different models for reasonable choice of this function. It is seen that if the $`1/m_Q`$ order terms and order $`\alpha _s`$ terms in (55) are neglected, (99) reduces to (55) at the zero recoil point. This implies that we may use the same values of $`T`$ and $`\omega _M`$ as those in (55) for evaluating the wave functions $`\xi `$, $`\kappa _1`$ and $`\kappa _2`$. The values of $`T`$ and $`\omega _M`$ can be read from Fig.4, Fig.5 and Fig.6. Note that the threshold energy satisfies the normalization $`\omega _0(1)=\omega _0`$. Our numerical results are plotted in Fig.7, where we have used the values of $`\omega _0`$, $`\omega _M^{(0)}`$ and $`F`$ obtained in the previous section. To be consistent, as the QCD radiative corrections are not considered in eq.(99), we have used the values given in eq.(65) where the results were obtained without QCD corrections. For comparison, we have used two simple models considered in :
$`\omega _0(y)=\omega _0(1)\{\begin{array}{cc}1,& \text{model 1};\hfill \\ \frac{y+1}{2y},& \text{model 2}.\hfill \end{array}`$ (103)
We now turn to the calculations for the wave functions $`\kappa _i(y)`$ defined in (15). For that, one may consider the following three-point correlation function at $`1/m_Q`$ order:
$`๐ฆ(\omega ,\omega ^{})`$ $`=`$ $`{\displaystyle }d^4xd^4ye^{i(P^{}xPy)}<0|T\{(\overline{q}\overline{\mathrm{\Gamma }}_M^{}\overline{Q})_{(x)},`$ (105)
$`{\displaystyle \frac{1}{2m_Q}}\left(\overline{Q}\mathrm{\Gamma }{\displaystyle \frac{P_+}{ivD}}(iD/_{})^2Q\right)_{(0)},(\overline{Q}\mathrm{\Gamma }_Mq)_{(y)}\}|0>`$
$`=`$ $`{\displaystyle }d^4xd^4ye^{i(k^{}xky)}<0|T\{(\overline{q}\overline{\mathrm{\Gamma }}_M^{}Q_v^{}^+)_{(x)},`$ (107)
$`{\displaystyle \frac{1}{2m_Q}}\left(\overline{Q}_v^{}^+\mathrm{\Gamma }{\displaystyle \frac{P_+}{ivD}}(iD/_{})^2Q_v^+\right)_{(0)},(\overline{Q}_v^+\mathrm{\Gamma }_Mq)_{(y)}\}|0>+O(1/m_Q^2)`$
Saturating this three-point Green function with hadron states, one gets the double-pole contribution
$`๐ฆ_{pole}(\omega ,\omega ^{})=({\displaystyle \underset{pole}{}}){\displaystyle \frac{m_Mm_M^{}}{m_Q^2\overline{\mathrm{\Lambda }}_M\overline{\mathrm{\Lambda }}_M^{}(\omega _M\omega iฯต)(\omega _M^{}\omega ^{}iฯต)}}`$ (108)
$`\times <0|\overline{q}\overline{\mathrm{\Gamma }}_MQ_v^{}^+|M_v^{}^{}><M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }{\displaystyle \frac{1}{2m_Q}}{\displaystyle \frac{P_+}{ivD}}(iD/_{})^2Q_v^+|M_v><M_v|\overline{Q}_v^+\mathrm{\Gamma }q|0>.`$ (109)
The heavy-heavy current in (105) contains both spin-symmetry conserving operator $`\frac{1}{2m_Q}\overline{Q}_v^{}^+\mathrm{\Gamma }\frac{1}{ivD}(D_{})^2Q_v^+`$ and spin-symmetry violating operator $`\frac{1}{2m_Q}\overline{Q}_v^{}^+\mathrm{\Gamma }\frac{1}{ivD}P_+\frac{i}{2}\sigma _{\alpha \beta }F^{\alpha \beta }Q_v^+`$. The hadronic matrix elements of the latter are parameterized by the wave functions $`\kappa _2(y)`$ and $`\kappa _3(y)`$. In this note, we may consider only the Feynman diagrams shown in Fig.3, namely we will neglect radiative corrections as a first approximation. In such a treatment the resulting contributions from the spin-symmetry violating operator may proportional to the mixed quark-gluon condensate. Noticing that in the fixed point gauge
$`<0|:\overline{q}(x)A_\mu (z)q(0):|0>`$ $`=`$ $`{\displaystyle \frac{z^\nu }{96}}\sigma _{\nu \mu }<\overline{q}\sigma _{\alpha \beta }F^{\alpha \beta }q>`$ (111)
$`+\text{ higher dimensional condensates to be neglected},`$
it is readily seen from (27) that there would be no contributions to $`\kappa _3(y)`$ at the order we are considering. So in this approximation we have $`\kappa _3(y)=0`$, namely $`\kappa _3(y)`$ only receives contributions from higher order and higher dimensional condensates which are expected to be small. For this reason, we may rewrite (108) as
$`๐ฆ_{pole}(\omega ,\omega ^{})={\displaystyle \frac{Tr[\overline{\mathrm{\Gamma }}_M^{}P_+^{}\mathrm{\Gamma }P_+\mathrm{\Gamma }_M]}{(\omega _M\omega iฯต)(\omega _M^{}\omega ^{}iฯต)}}{\displaystyle \frac{\overline{\mathrm{\Lambda }}^2}{\overline{\mathrm{\Lambda }}_M\overline{\mathrm{\Lambda }}_M^{}}}{\displaystyle \frac{m_Mm_M^{}}{m_Q^2}}F^2{\displaystyle \frac{1}{2m_Q\overline{\mathrm{\Lambda }}}}(\kappa _1+d_M\kappa _2),`$ (112)
where we have used (15) and (94) as well as the formula $`P_+\sigma _{\mu \nu }(v)\sigma ^{\mu \nu }=2d_M(v)`$. In evaluating the three-point Green function of (105), one meets a non-local operator, to be convenient of calculating $`๐ฆ`$, one may choose the axial gauge $`vA=0`$ . Note that in this gauge the diagrams with gluons attached to a heavy quark line are absent.
Adopting the same strategy for evaluating the Isgur-Wise function $`\xi (y)`$, we arrive at the following double Borel transformed sum rule
$`F^2{\displaystyle \frac{1}{2m_Q\overline{\mathrm{\Lambda }}}}(\kappa _1+d_M\kappa _2)e^{\omega _M/T}={\displaystyle \frac{1}{2\pi ^2}}{\displaystyle _0^{\omega _c}}๐\omega _+e^{\omega _+/T}{\displaystyle \frac{(2y+1)\omega _+^3}{m_Q(y+1)^3}}`$ (113)
$`+i<\overline{q}\sigma _{\alpha \beta }F^{\alpha \beta }q>({\displaystyle \frac{3}{16m_QT}}{\displaystyle \frac{d_M}{24m_QT}}).`$ (114)
By separately considering the spin-conserving and spin-breaking corrections to the limit case $`m_Q\mathrm{}`$ (or equivalently considering those terms with and without $`d_M`$), and taking the central values in (65), we obtain numerical results which are plotted in Fig.8. The curves in Fig.8 are corresponding to the results at $`T=1.0`$GeV which is chosen by considering the stability region of the curves exhibited in Fig.4. We also present in Fig.9 amd Fig.10 the values of $`\kappa _1(1)`$ and $`\kappa _2(1)`$ as functions of the Borel parameter $`T`$. It is seen from those two figures that $`\kappa _1(1)`$ and $`\kappa _2(1)`$ are really stable at the region around $`T=1.0`$GeV. The stable regions in Fig. 9 and Fig. 10 are consistent each other and also consistent with the ones in Fig.4-Fig.6. With these considerations and analyses, we may present the final result for $`\kappa _1(1)`$ as
$$\kappa _1\kappa _1(1)=0.50\pm 0.18\text{GeV}^2$$
(115)
which agrees with the one extracted from the heavy meson masses, where $`\kappa _1(1)`$ could range from $`0.8GeV^2`$ to $`0.25GeV^2`$ with a favoriable value $`\kappa _1(1)0.61GeV^2`$.
In our previous papers, we have argued that $`<ivD>`$ is of order the binding energy $`\overline{\mathrm{\Lambda }}`$. For simplifying the analyses, we have actually made a heavy quark expansion at point $`<ivD>=\overline{\mathrm{\Lambda }}`$ for inclusive decays of heavy hadrons. To check the validity of this approximation, we may replace the non-local operator $`\frac{1}{ivD}`$ in (15) with $`\frac{1}{\overline{\mathrm{\Lambda }}}`$ and evaluate the resulting local matrix element, then a comparison between two results should allow one to test the goodness of the approximation. By doing this, we may reparameterize the matrix elements as
$`<M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }{\displaystyle \frac{1}{\overline{\mathrm{\Lambda }}}}P_+D_{}^2Q_v^+|M_v>=K_1(y){\displaystyle \frac{1}{\overline{\mathrm{\Lambda }}}}Tr[\overline{}^{}\mathrm{\Gamma }],`$ (116)
$`<M_v^{}^{}|\overline{Q}_v^{}^+\mathrm{\Gamma }{\displaystyle \frac{1}{\overline{\mathrm{\Lambda }}}}P_+{\displaystyle \frac{i}{2}}\sigma _{\alpha \beta }F^{\alpha \beta }Q_v^+|M_v>={\displaystyle \frac{1}{\overline{\mathrm{\Lambda }}}}Tr[K_{\alpha \beta }(v,v^{})\overline{}^{}\mathrm{\Gamma }P_+{\displaystyle \frac{i}{2}}\sigma ^{\alpha \beta }],`$ (117)
where $`K_{\alpha \beta }`$ may be decomposed in a similar way as $`\kappa _{\alpha \beta }`$. Applying the sum rule approach once more to evaluate the parameter $`K_1`$ and following the same strategy as before, we yield the following sum rule formula for $`K_1`$,
$`{\displaystyle \frac{1}{2}}F^2K_1e^{\omega _M/T}={\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _0^{\omega _0}}e^{\omega _+/T}{\displaystyle \frac{1+2y}{(1+y)^3}}\omega _+^4i<\overline{q}\sigma _{\alpha \beta }F^{\alpha \beta }q>{\displaystyle \frac{3}{16}},`$ (118)
where the corresponding Feynman diagrams are the same as those in Fig.3 with the box now representing the new operator $`\frac{1}{2m_Q}\overline{Q}_v^{}^+\mathrm{\Gamma }\frac{P_+}{\overline{\mathrm{\Lambda }}}(iD/_{})^2Q_v^+`$. The numerical results of (118) are shown in Fig.11 and Fig.12, it is found that
$$K_1(1)0.40\text{GeV}^2$$
(119)
which is slightly lower than $`\kappa _1(1)`$. Comparing the two nemerical results of $`K_1(1)`$ and $`\kappa _1(1)`$, we see from (15) and (116) that the simple replacement
$`ivDvk\overline{\mathrm{\Lambda }}`$ (120)
is actually a reliable approximation for the operator $`ivD`$.
The above demonstration supports the analyses in . We are confirmed to believe that the HQEFT is more reliable to describe the off-mass shell heavy quark within heavy hadrons and can provide a consistent understanding on both exclusive and inclusion decays of heavy hadrons.
We may return to comment on the wave function $`\kappa _2(y)`$. Up to the order considered above, the sum rule formula (113) leads to the value $`\kappa _2(1)0.015`$GeV<sup>2</sup> which is much smaller than the one extracted from the meson masses (where $`\kappa _2(1)0.056\text{GeV}^2`$). One of possible reasons for such a discrepancy may be seen from (113) in which only one mixed condensate term contributes to $`\kappa _2`$. That unique term is relevant to the spin-symmetry breaking term and arises from the diagram Fig.3(c). As the operator parameterized by $`\kappa _2`$ in (15) contains gluon fields, the lowest order perturbative contributions should arise from the two-loop diagram in Fig.11. In order to improve the determination for $`\kappa _2`$, one should therefore calculate at least two-loop perturbative diagrams as well as nonperturbative diagrams up to order $`\alpha _s`$ in a consistent way. Since all these diagrams are at least at the order of $`\alpha _s`$, the more precise value of $`\kappa _2`$ should not be too large. We should not present calculations of the additional diagrams for $`\kappa _2`$ in this paper.
In fact there is another way to estimate the values of $`\kappa _1(1)`$ and $`\kappa _2(1)`$ directly from the results obtained through two-point correlator functions in Sec.III. This is again because the remarkable relation between the heavy-light hadron mass and wave functions at zero recoil resulted from the complete HQEFT. It can be seen from Eqs.(30) and (59) that the form factors $`\kappa _1(1)`$ and $`\kappa _2(1)`$ are simply given by
$`\kappa _1(1)={\displaystyle \frac{\omega _M^{(1)}}{2}},\kappa _2(1)={\displaystyle \frac{\omega _M^{(2)}}{2}}.`$ (121)
With these relations, we obtain from the values of $`\omega _M^{(i)}`$ in eq.(68)
$`\kappa _1(1)0.43\text{GeV}^2,\kappa _2(1)0.08\text{GeV}^2,`$ (122)
which are consistent with the results yielded above (eq.(115)) and also those obtained in Ref. for $`\kappa _1(1)`$ and $`\kappa _2(1)`$.
## V Coorections From Two-loop Perturbative QCD
In order to take a look at the magnitude of the effects of QCD radiative corrections, as in Ref., one can now include the two-loop perturbative contributions. Their effects can be simply taken into account by replacing the perturbative contributions in the sum rule (50) with the following ones
$`\mathrm{\Pi }_{pert}(\omega )={\displaystyle \frac{3}{8\pi ^2}}{\displaystyle _0^{\omega _c}}๐\nu ({\displaystyle \frac{1}{4m_Q}}+{\displaystyle \frac{1}{\nu \omega iฯต}})\nu ^2(1+{\displaystyle \frac{2\alpha _s}{\pi }}[ln{\displaystyle \frac{2\overline{\mathrm{\Lambda }}}{\nu }}+{\displaystyle \frac{13}{6}}+{\displaystyle \frac{2\pi ^2}{9}}]{\displaystyle \frac{3\nu }{4m_Q}}).`$ (123)
In comparison with the results from leading QCD corrections, we have plotted the modified results with two-loop QCD corrections in Figs. (14-22). As a consequence, instead of eqs.(65) and (68), we arrive at the following modified results
$`\omega _0`$ $`=`$ $`1.8\pm 0.3\text{GeV},`$ (124)
$`{\displaystyle \frac{\omega _M^{(0)}}{2}}`$ $`=`$ $`\overline{\mathrm{\Lambda }}=0.56\pm 0.08\text{GeV},`$ (125)
$`F`$ $`=`$ $`0.38\pm 0.06\text{GeV}^{3/2}.`$ (126)
and
$`\omega _1`$ $`=`$ $`1.0\pm 0.2\text{GeV}^2,`$ (127)
$`\omega _M^{(1)}`$ $`=`$ $`0.65\pm 0.10\text{GeV}^2,`$ (128)
$`G_1`$ $`=`$ $`0.75\pm 0.15\text{GeV},`$ (129)
$`g_1`$ $`=`$ $`0.46\pm 0.12\text{GeV},`$ (130)
$`\omega _2`$ $`=`$ $`0.15\pm 0.05\text{GeV}^2,`$ (131)
$`\omega _M^{(2)}`$ $`=`$ $`0.14\pm 0.03\text{GeV}^2,`$ (132)
$`G_2`$ $`=`$ $`0.09\pm 0.03\text{GeV},`$ (133)
$`g_2`$ $`=`$ $`0.06\pm 0.02\text{GeV}.`$ (134)
Correspondingly, instead of eq.(83), we have
$`f_B(m_b)=0.196\pm 0.044\text{GeV},`$ $`f_B^{}(m_b)=0.206\pm 0.039\text{GeV},`$ (135)
$`f_D(m_c)=0.298\pm 0.109\text{GeV},`$ $`f_D^{}(m_c)=0.354\pm 0.090\text{GeV}.`$ (136)
Comparing these values with those obtained in Sec.III, we see that the QCD radiative corrections may enlarge $`F`$ by about 25$`\%`$. It implies that the radiative corrections may be significant for a more accurate determination for some physical quantities. The large values seems to be consistent with the ones from the recent calculations by Lattice QCD approach.
With those values in eq.(124), we yield from the sum rules in eqs.(113) and (118)
$`\kappa _1(1)`$ $`=`$ $`0.34\text{GeV}^2;`$ (137)
$`K_1(1)`$ $`=`$ $`0.26\text{GeV}^2.`$ (138)
which are lower than the ones without two-loop perturbative QCD corrections. While we would like to point out that the modified results for $`\kappa _1(1)`$ and $`K_1(1)`$ ( eqs.(137) and (138) ) may not be regarded to be more reliable than the ones given in eqs.(115) and (119) since eqs.(113) and (118) contain only the leading order contributions in perturbation theory. For a complete and consistent evaluation, one should also include the next-to-leading order corrections to eqs.(113) and (118). But comparing the two values in eqs.(137) and (138) we see that the approxmation $`ivDvk\overline{\mathrm{\Lambda }}`$ still holds, though both the values of $`\kappa _1(1)`$ and $`K_1(1)`$ are now smaller than those presented in Sec.IV because the input parameter $`F`$ is enlarged by the two-loop perturbative corrections.
It is also interesting to notice that the relation $`\kappa _1(1)=\omega _M^{(1)}/20.37\text{GeV}^2`$ is still satisfied well by looking at the result given in eq.(137) and the value of $`\omega _M^{(1)}`$ in eq.(127). In conclusion, all the numerical results in this paper turn out to be consistent.
## VI Conclusions and Remarks
We have present, within the complete HQEFT, a consistent evaluation for the decay constants and wave functions of heavy-light hadron systems up to order of $`1/m_Q`$. It has been seen that the QCD Lagrangian for heavy quarks do neet to be transformed into a new heavy quark effective Lagrangian with including contributions of both particle fields and antiparticle fields, and the currents containing heavy quark can be consistently expanded in powers of $`1/m_Q`$. Though the leading operator in the $`1/m_Q`$ expansion is (must be) the same as the one in the usual HQET, the operators at order $`1/m_Q`$ begin to be different from those in the usual HQET.
In the complete HQEFT, corrections arising from both the current expansion and the insertion of Lagrangian into the heavy-light meson anahilation matrix elements are characterized by two factors $`G_1`$ and $`G_2`$. Similarly, corrections arising from both sources to the heavy meson transition matrix elements are characterized by three functions $`\kappa _1(y)`$, $`\kappa _2(y)`$ and $`\kappa _3(y)`$. Furthermore, the values of $`\kappa _1`$ and $`\kappa _2`$ at the zero recoil point also characterize the $`1/m_Q`$ order corrections to the meson masses. These makes the HQEFT be much elegant than the usual HQET.
The leading order contributions and the $`1/m_Q`$ corrections to heavy meson decay constants and heavy meson transition matrix elements have been investigated consistently by using QCD sum rule approach within the framework of HQEFT of QCD. For heavy-light meson decays, we have calculated the form factor $`F`$ at leading order ($`m_Q\mathrm{}`$), and the form factors $`G_1`$ and $`G_2`$ concerned at the $`1/m_Q`$ order as well as the binding energy $`\overline{\mathrm{\Lambda }}`$. Particularly, we have found that the $`1/m_Q`$ corrections to the heavy-light meson decay constants are actually determined by two composite form factors $`g_1`$ and $`g_2`$. These two composited form factors were found to be much smaller than the heavy quark masses, which implies that the scaling law of the decay constants are only sligtly breakdown. This observation shows that the $`1/m_Q`$ expansion in the conplete HQEFT works well, which is unlike the usual HQET which may lead to, as shown in , the breakdown of the $`1/m_Q`$ expansion in evaluating the decay constants. Our results for the heavy-light meson decay constants have also shown a good agreement with the known experimental results and upper limits.
We have also calculated the Isgur-Wise function and $`1/m_Q`$ order spin-symmetry conserving form factor $`\kappa _1`$ as functions of the recoil value. It have been found that $`\kappa _1(1)0.50\pm 0.18\text{GeV}^2`$, which agrees with the value extracted from the interesting relations between meson mass and wave functions at zero recoil. We have also illustrated how the simple replacement $`ivDvk\overline{\mathrm{\Lambda }}`$ holds. This shows that the residual momentum of heavy quark within heavy-light hadron does be around the binding energy which had been seen to be the main point to understand the puzzle of the bottom hadron lifetime differences.
The spin symmetry breaking factor $`\kappa _2`$ has been discussed. The only diagram at leading order yields a $`\kappa _2`$ value which is much smaller than that obtained in . Thought its value has not yet been evaluated accuratly, it implies that $`\kappa _2`$ must be small as it characterizes the spin symmetry breaking effects of heavy-light mesons. A further calculation of $`\kappa _2`$ including higher order contributions remains an interesting subject. $`\kappa _3(y)`$ was also found to be small since it receives contributions only from higher order radiative diagrams and higher dimensional condensates.
An interesting feature resulting from the HQEFT is that the values of $`\kappa _1(1)`$ and $`\kappa _2(1)`$ can also be simply obtained, due to the interesting relation between heavy-light meson mass and wave functions at zero recoil, from two-point Greenโs function in evaluating the heavy-light meson decay constants via sum rule approach. It is remarkable that the resulting values of $`\kappa _1(1)`$ and $`\kappa _2(1)`$ in this way do agree with the results obtained from the analysis of the three-point Greenโs function. Finally, we have shown that the higher order radiative corrections could be nontrival for a more accurate calculation of heavy-light meson decays. But the relations $`ivDivk\overline{\mathrm{\Lambda }}`$ and $`\kappa _1(1)=\omega _M^{(1)}/2`$, $`\kappa _2(1)=\omega _M^{(2)}/2`$ hold even when higher radiative corrections are included.
In summary, the complete HQEFT works well for describing the slightly off-mass shell heavy quark within heavy hadrons. In this paper, we have further checked the consistent of the HQEFT in applying to the heavy-light hadron systems with $`m_Q>>\overline{\mathrm{\Lambda }}>>m_q`$. For heavy-heavy bound state systems, such as bottom-charm system like $`B_c`$, and muonium $`(\mu e)`$ system in QED, one needs to make $`1/M`$ expansion for both heavy particles and to redefine the effective fields and bound states when applying for the complete heavy particle effective field theory with keeping the antiparticle contributions.
###### Acknowledgements.
We would like to thank D. Chang, H.Y. Cheng, Y.B. Dai, H.N. Li and W.M. Zhang for useful discussions. This work was supported in part by the NSF of China under the grant No. 19625514.
FIGURES
Fig.1. Feynman diagrams contributing to heavy meson decay. The thick lines are heavy quarks; the light lines are light quarks; the curves are gluon fields; the black dots represent condensates; and the external dashed lines are the heavy-light currents considered in (31).
Fig.2. The lowest order Feynman diagrams contributing to $`\xi `$. The wave lines represent the heavy-heavy current $`\overline{Q}_v^{}^+\mathrm{\Gamma }Q_v^+`$ in (89).
Fig.3. The lowest order Feynman diagrams contributing to $`\kappa _1`$ and $`\kappa _2`$. The box at the up of each diagram represent the $`1/m_Q`$ order heavy-heavy current $`\frac{1}{2m_Q}\overline{Q}_v^{}^+\mathrm{\Gamma }\frac{P_+}{ivD}(iD/_{})^2Q_v^+`$ in (105).
Fig.5 Sum rule result for $`1/m_Q`$ order spin-symmetry conserving corrections to heavy meson decay.
Fig.6. Sum rule result for $`1/m_Q`$ order spin-symmetry breaking corrections to heavy meson decay.
Fig.13. The lowest order perturbative diagram contributing to $`\kappa _2`$.
Fig.14. Leading oreder sum rule result for heavy meson decay when two-loop perturbative contributions are considered.
Fig.5 Sum rule result for $`1/m_Q`$ order spin-symmetry conserving corrections to heavy meson decay when two-loop perturbative contributions are considered.
Fig.6. Sum rule result for $`1/m_Q`$ order spin-symmetry breaking corrections to heavy meson decay when two-loop perturbative contributions are considered.
Fig.17. Sum rule result for Isgur-Wise function $`\xi (y)`$ when the value of $`F`$ in eq.(124) is used as an input parameter.
Fig.18. Sum rule result for $`1/m_Q`$ order transition form factor $`\kappa _1`$ and $`\kappa _2`$ when the value of $`F`$ in eq.(124) is used as an input parameter.
Fig.19. $`\kappa _1(1)`$ as a function of Borel parameter $`T`$ when the value of $`F`$ in eq.(124) is used as an input parameter.
Fig.20. $`\kappa _2(1)`$ as a function of Borel parameter $`T`$ when the value of $`F`$ in eq.(124) is used as an input parameter.
Fig.21. Sum rule result for $`K_1`$ when the value of $`F`$ in eq.(124) is used as an input parameter.
Fig.22. $`K_1(1)`$ as a function of Borel parameter $`T`$ when the value of $`F`$ in eq.(124) is used as an input parameter.
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# Security Policy Consistency
## 1 Introduction
Over the years several access control policies have been proposed in the literature. Although these policies cover many different situations and types of information, they are often considered in isolation. Thus, they are not suitable for organizations with complex structures, that manage simultaneously several types of information, thus requiring the simultaneous use of different access control policies. Moreover, policies are often scattered over different environments, making understanding and managing of global policies much more difficult.
Recently there has been a considerable interest in environments that support multiple and complex access control policies, . The goal of these environments is to provide support for the definition of all the policies that makes up the global security policy of an organization into one single platform, thus simplifying management and consistency maintenance.
Some of these environments provide mechanisms to solve potential conflicts between contradictory policies. Some of these mechanisms use special ad-hoc rules to decide upon the acceptability of an action whenever a conflict arises ; others use properties such as โauthorshipโ, โspecificityโ and โrecencyโ of security policies to decide on their priority ; or combine policies through special operators which decide on the policiesโ applicability .
These mechanisms are used to solve conflicts resulting from the existence of implicit rules in common language. For instance, a user specifies that all his files should not be read by any one else, and simultaneously, he specifies that the files with information about a particular project should be accessible by all members of the project. This situation is not a conflict in common language since the second rule is obviously an exception to the first, but it may be a conflict within a formal security specification.
However, these conflict solving mechanisms should not be used to solve real inconsistencies derived from unification of several policies from several sources. In fact, they can even be detrimental, because they can masquerade real inconsistencies and produce wrong results.
Although conflicts between contradictory policies are the most important type of inconsistency that may be present in a global security policy, they are not the only ones. For instance, a policy may be completely overridden by another policy in such a way that the former policy is completely useless; or the combination of two or more policies may result in a policy that denies every action in the system.
Furthermore, within an organization, it is not enough to verify the security policy self-consistency, it is also necessary to verify the consistency of the security policy with other specifications of the organization. For instance, if an organizationโs workflow application requires access to some documents and the security policy forbids that access, then the security policy is inconsistent with that workflow specification, which may prevent the organization from working as expected.
In fact, given the constraint nature of security policies, any specification document of an organization which comprises one or more constraints, may be a source of inconsistencies. Thus, the search for security policy inconsistencies does not have a closed solution valid for every organization and situation. Each organization may have different specifications with constraints and different interpretations of security policy inconsistencies.
This paperโs contribution is twofold: First, we address the general problem of checking for security policy inconsistencies, whatever they are, on large complex policies; then we address the problem of finding inconsistencies between security policies and other specifications with constraints, namely workflow specifications. Both problems are addressed within a novel approach comprising a tool developed by us (PCV โ Policy Consistency Verifier), based on the CHR constraint language , which finds inconsistencies within and between security policies and other specifications.
The rest of the paper is organized as follows. We first briefly describe the CHR language. Then describe the tool architecture. Sections 5 and 6 describe how security policy and workflow specifications are handled by the tool. Finally, in section 7 we briefly survey some related work, and in section 8 we conclude the paper.
## 2 Constraint Handling Rules
CHR is a high-level language designed for writing user-defined constraint systems . CHR is essentially a committed-choice language consisting of guarded rules that rewrite constraints into simpler ones until they are solved. CHR rules are of two types: simplification rules and propagation rules. Simplification rules replace user-defined constraints by simpler ones. Propagation rules add new redundant constraints that may be necessary to do further simplifications.
A CHR rule consists of three parts: a head, a guard and a body (Figure 1). Each part is a conjunction of constraints. There are two kinds of constraints, user-defined and built-in constraints. User-defined constraints are relations that must hold between one or more entities, which assume the form of predicates or operations over those entities (e.g. less(1,2) or 1 $`<`$ 2). Built-in constraints are simple constraints that can be directly solved by the underlying solver (e.g. A = B).
A simplification rule works by replacing the constraints in the ruleโs head by the constraints in the ruleโs body, provided the constraints in the ruleโs guard are true. A propagation rule adds the constraints in the body but keeps the constraints in the head (Figure 1). Figure 1 shows also a third type of rule named โsimpagationโ. A โsimpagationโ rule is equivalent to a simplification rule with some of the heads repeated in the body. On a โsimpagationโ rule only the heads after the โ$``$โ sign are removed.
## 3 Overview of PCV
Security policies can be seen as collections of constraints more or less structured (depending on the security platform used) into complex rules and policies. These constraints may be as simple as โA middle manager cannot approve purchases over a specified amountโ, or they can be as complex as constraints comprising forms of prohibition, permission or obligation of user actions.
Given the constraint nature of security policies, the PCV verifier is a natural candidate to be implemented with a constraint language such as the CHR language. This approach simplifies tool construction and potentiates its extensibility to other inconsistency definitions.
PCV is composed by five layers (Figure 2). The first layer is the CHR symbolic solver engine, which is the only layer not comprised of CHR rules. The second layer is composed by the rules which handle basic constraint predicates (e.g. $`AB`$, $`aG`$) and constitutes the verifierโs kernel. The third layer contains the rules which comprise the knowledge on how to decompose the specific constraints placed by each type of specification (security, workflow), into basic constraints. The fourth layer contains rules resulting from the compilation of the different specifications (e.g. security policy specification, workflow specification). Finally, the fifth layer contains the verifier goals, with the definitions of the security inconsistencies being searched.
The purpose of this layering approach is threefold: (i) it simplifies the handler design, because each type of constraints can be handled independently; (ii) it simplifies the proof of correctness, because each layer has no knowledge of the layers on top and see the constraints of lower layers as built-ins; (iii) it simplifies the addition of new specification handlers, by defining the rules required by each specification.
Briefly, the process by which inconsistencies are found works as follows. First the constraints within each specification being verified are compiled into CHR rules. Second, the PCV verifier is invoked with the constraint goals comprising the inconsistency definitions. These goals are successively decomposed into simpler constraints, by the rules generated by the compilers (fourth layer), and by the rules comprising the knowledge on each specification type (third layer), until they can be solved by the kernel rules.
In the following sections we proceed by describing each of these layers. For the sake of simplicity, each of the third, fourth and fifth layers were split in two (Figure 2), separating the rules of each layer that handle security constraints from the rules that handle other constraints.
## 4 Kernel rules
The verifierโs kernel rules are responsible for handling basic constraints, resulting from the application of simple operators to basic entities.
Kernel rules are divided into two major groups: rules to handle order and equality operators ($`>`$, $`<`$, $``$, $``$, $`=`$, $``$); and rules to handle membership and set constraints ($``$, $``$, $``$ (union), $``$ (meet), $`\mathrm{\#}`$ (cardinality), $`[]`$ (index)).
### 4.1 Order and equality rules
The rules to handle order and equality constraints derive from the โminmaxโ handler proposed by , augmented with optional temporal qualifiers but without the โminโ and โmaxโ constraints.
A constraint may be timed or timeless. A timed constraint results from applying a temporal qualifier to a timeless constraint (e.g. $`X<Y`$ becomes $`X<Y\text{at}T`$). Timed constraints, by opposition to timeless constraints, are only valid at an instant T.
Knowing how to handle timed constraints is of utmost importance for checking for security policy inconsistencies. Many security policies use the notion of time when specifying dependencies from past and future events. For instance, history-based policies like the Chinese Wall policy use the notion of time to allow access to an object only if the same user has not accessed another object in the same class of interest. Another example is given by obligation-based policies which use the notion of time to ensure that some action happens in the future .
The rules which handle timed constraints derive from the rules which handle timeless constraints in accordance with the templates in Figure 3. A timeless rule with $`n`$ constraints in its head derive $`2^n1`$ timed rules, each with a different combination of timed and timeless heads. The template rules for timed simplification rules are slightly different from the template rules for timed propagation rules. Timed simplification rules only remove timed constraints. The timeless constraints used to activate each rule are not removed to preserve the activation sequence of timeless rules and therefore maintain their correctness.
Although the rules generated by the application of the template rules of Figure 3 are sufficient to handle every timed constraint derived from a user-defined timeless constraint, they cannot handle the timed constraints derived from built-in timeless constraints. While timeless-equality constraints are handled by the underlying built-in solver, the same is not true for timed-equality constraints ($`X=YatT`$) which require rules such as the ones in Figure 4. These rules can be divided in two groups: the first is composed of simplification rules describing redundancies and conflicts between timed equality constraints and other constraints; the second consists of propagation rules describing the transitivity properties between timed equality constraints and other constraints.
### 4.2 Set and membership rules
*Set* constraints are not handled as usual. Since the verifier is to be used primarily on non-instantiated specifications, when most sets are yet undefined โin the sense that their members are not yet knownโ it is not possible to directly solve in order to their contents. Instead of solving *set* constraints, we use them to derive *membership* constraints which can be directly solved. For instance, using the โdistributivityโ rule, followed by the โtautologyโ rule of Figure 5, the goal $`C=AB,XC,XB`$ leads to a *fail* state.
*Membership* constraints may also be time-qualified such as order constraints. The CHR rules to handle such constraints are also derived from the template rules of Figure 3 but applied to the CHR rules which handle timeless *membership* constraints. Timed *membership* constraints are very useful when setsโ contents are dynamic, which happens to be frequent in security policies, e.g. a user may have been playing a role and now he is playing another. On the other hand we do not provide rules to handle timed *set* constraints, since most relations between sets used in security policies (e.g. $`C=AB`$) are fixed during the whole policy lifetime.
The last three rules of figure 5 contain disjunctions in their bodies (the โ;โ stands for built-in disjunction), which must be handled by test and backtracking. In order to improve efficiency these rules should be delayed until there are no more constraints in the goal to simplify. The special $`labeling`$ constraint is the last constraint in the goal to be solved. Thus, using this constraint in the head of rules ensures that they are activated only when all other constraints have been already simplified.
Without further assumptions the program composed by the rules in Figure 5 does not terminate, because the constraints generated by propagation rules, may be used to generate other constraints which are going to enable again the same rules. For instance, the constraints derived by the โdistributivityโ rule could be used by the โrevDistโ rule to derive the constraint $`XC`$, which may be used again to fire the โdistributivityโ rule.
However, it is possible to ensure the program termination under three new assumptions:
* The CHR solver verifies the constraint store, before introducing new constraints, to prevent the existence of multiple copies of the same constraint in the constraint store<sup>1</sup><sup>1</sup>1Most CHR solvers can be instructed to perform this check by enabling the โalready\_in\_storeโ option..
* Membership constraints are never removed from the constraint store.
* Meet constraints cannot be added to the constraint store, by any programโs rule.
Under the first assumption the number of *membership* constraints in the goal store is bounded, provided that the number of variables in the initial goal store is bounded, and that none of the rules derives constraints with new variables. The second assumption is necessary to ensure monotonicity of *membership* constraints in the constraint store. The third assumption is necessary to ensure monotonicity and boundedness of *meet* constraints in the constraint store.
The rules in Figure 6 are used to solve constraints using the restriction operand($`:`$). The restriction operand is a binary operand between a set and a boolean function. The operation defines a new set comprised by all the members of the first set which satisfy the boolean function. The strategy followed by these rules is the same as the one followed by the rules to handle *meet* constraints (Figure 5). The *restriction* constraints are used together with *membership* constraints to derive other *membership* constraints, and the rules containing disjunctions are delayed until the end of the simplification process.
The rules to handle cardinality constraints (Figure 7) may be divided into three groups. The first group is used to derive inequality constraints between cardinality values of sets related by *meet*, *union* and *restriction* constraints. The second group is composed of only one rule and is used to translate a cardinality constraint on a defined set into the built-in predicate $`length`$. This rule is used only if the set is completely defined, in the sense that all its members are known. However, as explained before, most sets are not completely defined at verification time, which makes it impossible to know their cardinality. The third group of rules is used to verify if at the end of the verification process, the number of elements known to be in a set, over which a upper bound cardinality constraint exists does not exceed that upper bound.
## 5 Security Rules
As described in section 3 the rules which handle specific security constraints are divided into three related layers: the security constraint handler; the security policy rules resulting from the compilation of the security specification; and the consistency definition goals. Each of these layers is dependent on the preceding and following layer and all are dependent on the specificities of the security policy definition environment. The security policy definition environment used in the current prototype is the Security Policy Language (SPL) . This security language was developed by us with the purpose of specifying security controls for complex environments where several security policies must be enabled simultaneously.
In the remaining of this section we briefly describe SPL. Then we describe how the security CH handles the types of constraints placed by SPL. Finally, we describe the process of compiling SPL to CHR using the rules provided by the security CH.
### 5.1 SPL
SPL is a security language designed to express policies to decide about eventsโ acceptability. An eventโs acceptability depends on the properties of the event (e.g. author, target and action), on the context at that time and on the properties of past and future events. SPL entities are typed entities with an explicit interface by which their properties can be queried. Some of the entities manipulated by SPL are internal, such as rules and policies, but most are external, like users, files, actions, objects and events. The properties of each external entity depends heavily on the platform (operating system, workflow engine) implementing it.
The language is organized in a hierarchical delegation tree of security policies, in which the master policy is the root delegation starting point. A SPL policy is a structure composed by sets and rules, whose purpose is to express simple concepts like โseparation of dutyโ, โinformation flowโ, or โgeneral access controlโ.
Sets contain the entities used by the policies to decide on event acceptability. A SPL rule is a function of events that can assume three values: โallowโ, โdenyโ and โnotapplyโ. Itโs purpose is to decide on the acceptability of the current event. A rule can be simple or composed. A simple SPL rule is a tuple of two logical expressions. The first logical expression decides on the applicability of the rule, and the second decides on the acceptability of the event.
A SPL rule can be composed by other SPL rules through a specific tri-value algebra with five logic operations: conjunction (AND); disjunction (OR); negation (NOT); existential quantification (EXIST $`x`$ IN $`set`$ $`rule`$); and universal quantification (FORALL $`x`$ IN $`set`$ $`rule`$). These operations behave similarly to their binary homonyms if the โnotapplyโ value is not used and the โallowโ and โdenyโ values are used as true and false, respectively.
Each policy has one special SPL rule called the โquery ruleโ which is identified by a query mark before the name that defines the policy behavior.
Figure 8 shows a simple policy stating that documents internal to the entity defining the policy cannot be sent to someone outside the organization. The policy has two sets and one SPL rule: the query rule. One of the sets is a policy parameter and contains the users that belong to the organization. The other is internal to the policy and contains the departmentโs internal documents. The rule uses the special variable โceโ to access the current event properties. The ruleโs applicability expression states that the policy is defined only for events whose targets are departmentโs internal documents internal and whose action is to send an e-mail. The ruleโs acceptability expression states that for those events that satisfy the applicability expression the only allowed events are the ones that send the e-mail to a user of the organization.
### 5.2 Security Constraint Handler
Although most SPL constraints can be handled directly by the verifierโs kernel rules, some cannot. For instance, the constraints resulting from the logical negation of other constraints, or the constraints resulting from using the SPL tri-logical operators over SPL rules, require some additional rules in order to be solved.
Handling logical negation is straightforward, provided that the verifier also handles logical constraint conjunction and disjunction. The rules which handle these constraints are shown in Figure 9. To simplify SPL to CHR compilation we also provide some rules to handle exclusive disjunction over constraints.
Although logical constraint conjunction and disjunction are handled by direct translation to their built-in counterparts (by the โdefinitionโ rules), their negations are handled by the DeMorgan rules, thus pushing negations to basic kernel constraints where they can be handled by the โreductionโ rules.
The rules that handle constraints resulting from applying SPL tri-logical operators to SPL rules are straightforward. Most of these rules are just translations of each operatorโs definition (Figure 10). For instance, the tri-logical conjunction of two SPL rules defined by the predicates $`r(D1,A1)`$ and $`r(D2,A2)`$, in which $`D1`$ and $`D2`$ stand for the domain expressions of each of the rules and $`A1`$ and $`A2`$ stand for the acceptability expressions, is simplified to another SPL rule defined by the predicate $`r(D1D2,(\neg D1A1)(\neg D2A2))`$ (definition rule in Figure 10).
The remaining rules reflect special situations in which the result is known without the need to evaluate the definition. For instance, the result of a tri-logical conjunction between two SPL rules in which one of them has an empty domain is equal to the other rule ($`R\text{and}r(fail,A)`$ is $`R`$).
SPL tri-logical quantifiers are slightly more complex to handle. Figure 11 shows the rules to handle the universal quantifier $`\text{forall}(Set,Tr,R)\text{at}T`$, which should be read as $`R=\{_xSet\text{at}T:Tr(x)\}`$. The rules are divided into two sets: the rules that handle universal quantifiers over defined sets; and the rules that handle universal quantifiers over sets defined by membership constraints.
Both sets of rules handle the quantifiers constraints by unfolding them to $`n`$ tri-logical conjunctions. However, the rules that handle quantifiers over undefined sets require an extra constraint property to account for the membership constraints which have already been used with each quantification constraint (Figure 11). This account is necessary to prevent non-termination caused by using each membership constraint more than once with each quantification constraint.
The rules to handle existential quantifier constraints are very similar to the ones that handle universal quantifier constraints. The difference is that existential quantifiers are unfolded to tri-logical disjunctions.
### 5.3 Compiling SPL
For the purpose of consistency verification, SPL policies should be seen as operator definitions, which are used to state event constraints. The goal of the SPL compiler is to generate the rules necessary to handle each of these types of constraints.
Since SPL is a constraint language, translating it into CHR is a direct process. Each policy is seen as a complex constraint composed by other simpler constraints. Thus, each policy definition is translated into one simplification rule, with one user-defined constraint in the head, several constraints in the body and no guard. The constraint in the head is a predicate with the policyโs name, applied to a tuple with a SPL rule representing the policy, every explicit policyโs parameters and four implicit ones: current event, global and local variables. The body of the rule is composed by one constraint for each SPL group or rule definition inside the policy. These constraints can then be further simplified by the rule of the consistency engine.
Figure 12 shows the translation of the SPL policy presented in figure 8. The policy is translated into a simplification rule with two constraints in the body. One of the constraints states that the set โIDocsโ is defined inside the predicate โlocalsโ, in the โprivat\_varsโ section. The other states that the SPL rule to apply is defined by the predicate โrโ applied to the tuple composed by the applicability and acceptability expressions.
Although most policies can be translated into a single CHR rule, some require more than one rule, and some require special handling to increase performance. For instance, as referred in the previous section, existential quantifiers are unfolded to tri-logical disjunctions of each of the quantificationโs elements, which in turn derive built-in disjunctions that may compromise performance due to backtracking. In some situations, existential quantifiers are transformed into conjunctions of two constraints by a process known as Skolemization . This transformation is possible if the set of the quantification is not empty and the applicability expression of the SPL rule does not depend on the quantification variable. Under these conditions, the existential quantification โ$`_xA:rule(x)`$โ is equivalent to โ$`cA`$ and $`rule(c)`$โ where โ$`c`$โ is a Skolem constant.
### 5.4 Security self-consistency
A security policy may be inconsistent in several ways. For instance, a security policy which is never applicable is unnecessary, thus inconsistent. On the other hand, a security policy that denies every event is also inconsistent. Several other inconsistency definitions may be devised. Currently, our prototype is able to check four types of policy inconsistencies:
* Inapplicability: the policy is never applicable;
* Monotonic denial: the policy denies every event;
* Monotonic acceptance: the policy accepts every event;
* Rule redundancy: one or more rules in the policy are redundant.
Verifying the first three types of inconsistency is straightforward. It is only necessary to find a solution for the $`event`$ variable on each of the following goals:
$`EAllEvents,myPolicy(E,\mathrm{},r(D,A)),D.`$
$`EAllEvents,myPolicy(E,\mathrm{},r(D,A)),\neg DA.`$
$`EAllEvents,myPolicy(E,\mathrm{},r(D,A)),\neg D\neg A.`$
The fourth type is slightly more complex. Briefly, the verifier should replace, in turn, each of the rules to check for redundancy, by a dummy rule with an empty applicability domain, and check for differences between the original policy and the modified policy.
The replacement of each rule by the dummy rule is done by the underlying platform. The actual test for policy differences is done by the $`\text{diff}`$ operator (Figure 13), which restraints the โqueryโ rules of each policy to be different. If this constraint fails, this means that both the original and the modified policies are equal and the replaced rule is redundant.
## 6 Workflow Rules
Most specifications comprising constraints within an organization are eligible to be checked for consistency together with the organization security policy. The specific importance of workflow specifications results from being usually used all over the organization, potentially crossing different security management domains, thus increasing the probability of occurring inconsistencies.
Although workflow specifications are usually created by a graphic tool, and kept inside a workflow framework in an internal format, several workflow frameworks also support the โWorkflow Process Description Languageโ (WPDL) for specification interchange purposes. Given the interchange purpose of WPDL we have found it to be the ideal language to test the verifierโs ability to express and handle workflow specifications.
In this section we briefly describe WPDL. Then we describe how WPDL is translated into CHR, and why the workflow CH for WPDL is empty. Finally, we give some examples of cross-consistency goal definitions.
### 6.1 WPDL
WPDLโs main entities are: activities, participants and transitions. Each activity is a logical, self-contained unit of work within the workflow definition, performed by a participant. An activity may be atomic, a sub-flow, loop activity or a dummy activity.
Atomic activities are the ones which are going to be activated by events and therefore controlled by the security policy. A sub-flow activity is just a container for a sequence of activities. A loop activity is a special control activity comprising a loop condition. For each loop activity there are two special transition entities pointing from and to it. The outgoing transition points to the loopโs start activity. The incoming transition points from the loopโs end activity. Dummy activities are used to support routing decisions within the incoming and/or the outgoing transitions.
Transitions are comprised by three elementary properties: the from-activity, the to-activity, and the activation condition. Transitions execution may lead to sequential or parallel activities execution. The information related to split and join properties is defined within the appropriate activity.
The join property decides if the activity requires the activation of only one or every incoming transition. The split property decides if, after the activity is performed, every outgoing transition is activated or if only one of them is activated. In the latter case the activated transition is chosen from a priority list. If the first transition cannot be activated due to its activation condition, the next transition is chosen.
Participants are resources that may be assigned to activities. A participant may be a person, a role, an application (automated activity), or an organizational unit.
Figure 14 shows an example of a workflow definition. โActivity 0โ is performed by a Manager and is an expense submission. After being executed, โactivity 1โ enables two transitions, but only one of them can be executed. It first tries โtransition 0โ, if the expenseโs cost is less than 1000 then โtransition 0โ is executed and โactivity 1โ becomes enabled, otherwise โtransition 1โ is executed and โactivity 2โ becomes enabled.
### 6.2 Compiling WPDL
For the purpose of consistency verification, each WPDL activity specification is seen as the definition of a specific type of logical operator, to state event constraints. These constraints fail when the event is incompatible with the activity. For instance, when the author of the event is different from the participant required by the activity.
Transitions may also be seen as logical event operators. The purpose of these operators is to establish temporal constraints between events enacting the to- and the from- activities of the transition.
The WPDL compiler generates the CHR rules for handling these constraints. However, due to the WPDLโs simplicity it is not necessary to provide auxiliary CHR rules, such as the ones comprising the security constraint handler (section 5.2). Thus the specific workflow constraint handler for WPDL is empty.
Figure 15 shows the rules resulting from the compilation of the workflow definition of Figure 14. Activity constraints are simplified to conjunctions of basic constraints on event properties and of transition constraints.
Transition constraints are simplified to basic constraints and activity constraints. The actual constraint simplification of transition constraints is divided into two simplification rules, to assist in expressing dependency on other transitions, when they are in the same split priority list. For instance, the constraints of type $`t1`$ depend on the failure of the test condition of constraints of type $`t0`$.
### 6.3 Workflow/Security consistency
A workflow specification may be inconsistent with a security policy in several ways. For instance, a workflow may be inconsistent if at least one of its activities cannot be executed under the security policy. It may also be inconsistent if there is no activation path between its start activity and its end activity allowed by the security policy.
The last situation is particularly interesting since it reflects the impossibility of performing the work for which the workflow was conceived. To verify this inconsistency it is only necessary to find a solution for the event variable $`E`$ which satisfies the goal:
$$\begin{array}{c}EAllEvents,lastActivity(E,\mathrm{}),\hfill \\ \hfill \text{forall}(AllEvents,Tr\left(\mathrm{}\right),R).\\ \hfill \text{where}\\ \hfill Tr(E,\mathrm{},R)masterPolicy(E,\mathrm{},R),close\left(R\right).\end{array}$$
The first line of the above goal states that there is an event, belonging to the events set, which satisfies the last activity constraints. Since, by definition, the last activity implies the existence of an event for each of the preceding activities, the goal states the existence of an event for each activity from the start activity to the end activity. The second line of the consistency goal states that every event must also satisfy the security policy, thus stating consistency between the two specifications.
The โcloseโ constraint is an auxiliary constraint which specifies the behaviour of the security service when a security policy does not apply to an event. With the close assumption, the service denies those events. With the open assumption, the service allows those events. The rules to handle the โcloseโ and โopenโ constraints are defined as:
$`\text{open}r(D1,A1)\neg D1\left(D1A1\right).`$
$`\text{close}r(D1,A1)D1A1.`$
These rules have another important function. They act as the bridge between the tri-value logic used by the security constraints and the binary logic used by the workflow constraints.
Although we have not exhaustively tested with many different inconsistency types, the results we have obtained so far and the flexibility of the underlying platform, lead us to believe that PCV is able to find most types of inconsistencies within and between security policies and other specifications.
## 7 Related work
The security inconsistency problem has been addressed by many authors. Some solve conflicts within security specifications by adding implicit rules to incomplete specifications . Others detect inconsistencies in security properties within workflow specifications .
Jajodia et al define a logical language with ten predicate symbols to express security policies. Three of them are authorization predicates (dercando, cando, do), used to define the allowed actions. Although not explicitly, these predicates define three authorization levels with โdercandoโ as the weakest and โdoโ as the strongest. The โdoโ predicates are used to solve conflicts between โcandoโ predicates. โdercandoโ predicates are derived from โcandoโ predicates, and are overridden by โcandoโ predicates when in conflict.
Another approach to conflict resolution, presented in and uses elements such as rule authorship authority, rule specificity and rule recency to prioritize rules. Although simple and natural, this approach may lead to undesired behavior. It is not uncommon for a high authority manager to issue a rule which may be overridden by a low authority manager, or to express a mandatory general rule which should not be overridden.
Bertino et al also use constraints to detect inconsistencies of roles assignment to workflow tasks, and to plan effective inconsistent-free role assignments. Although the work is able to model several types of restrictions on role assignment, namely several forms of separation of duty, it does not consider any other kind of security or workflow restrictions.
Atluri and Huang use a different approach to detect inconsistencies between security and workflow specifications. They model security and workflow restrictions as Petri nets, and state that the safety problem in the authorization model is equivalent to the reachability problem in that type of nets. They assume a model where authorization restrictions are the subset of workflow restrictions that specify users and roles authorizations.
However, to our knowledge, the general problem of inconsistency detection on complex security policies, comprising several types of inconsistency, including inconsistencies with other specifications, has never been addressed by any author.
## 8 Conclusions
We have defined a tool (PCV) to detect inconsistencies within security policies and between security policies and workflow specifications. PCV is able to detect several inconsistency types within security policies defined with the SPL language, which is able to express complex security polices, and between those security policies and WPDL workflow specifications.
PCV is easily adapted to each organizationโs needs by allowing the definition of other inconsistency types and target specifications.
Currently, our prototype has approximately 300 CHR rules running over the CHR solver provided with SICstus Prolog , and is able to handle all SPL and WPDL constraints. Some experiences have been performed using compositions of SPL policies and workflow specifications to validate the process. Namely, we have tested several workflow specifications with security policies comprising separation duty, information flow, and other types of security policies, with promising results.
This work is part of a security platform which also includes a security language able to simultaneously express several complex security policies โthe SPL languageโ and a compiler which is able to enforce it efficiently within an event monitor service.
### 8.1 Acknowledgments
*
We thank David Matos for reviewing earlier of this article. We also thank the reviewers of CL2000 workshop on Rule-Based Constraint Reasoning and Programming for pointing out some problems on early version of this article.
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# Detection of a spectroscopic transit by the planet orbiting the star HD209458Based on observations collected at the Observatoire de Haute-Provence with the echelle spectrograph ELODIE at the 1.93m telescope
## 1 Introduction
A Jupiter mass companion having a short period orbit was recently detected for the star HD209458 by high-precision radial velocity surveys (Henry et al. (2000), Mazeh et al. (2000)). Luckily, the orbital plane of the planet is close enough to the line of sight for transits to occur and be detected by photometric measurements (Charbonneau et al. (2000), Henry et al. (2000)). The measurement of the photometric transit across HD209458 is the first independent confirmation of the reality of the giant planets in short period orbits detected by radial velocity surveys (see Marcy et al. (1999) for a review). It leads to the first estimate of the radius of a โhot Jupiterโ planet (or 51-Peg type planet) and it strongly constrains the orbital inclination $`i_{\text{orb}}`$.
The crossing of a companion in front of a rotating star produces a change in the line profile of the stellar spectrum. During its transit across the star, the companion occults a small area of the stellar disk. If the star is rotating, the stellar line profiles will be distorted according to the location of the planet in front of the stellar disk. This phenomenon was already well known from past observations of eclipsing binaries. It was first detected on $`\beta `$ Lyrae and Algol systems by Rossiter (1924) and McLaughlin (1924). Recently, it has been suggested by Schneider (2000) that a transit by a planet could also be detected in the line profile of high signal-to-noise ratio stellar spectra for stars with high $`v\mathrm{sin}i`$. But most of the stars with a close-in planet have low $`v\mathrm{sin}i`$ values and in such a case the line profile distortion by a transit would be less than 1% of the width of the lines. This small effect is extremely challenging to detect for individual lines, but if a multi-line approach โ like in the cross-correlation technique โ is used, the mean effect could be large enough to be measured. Actually, any slight distortion of the stellar line profile changes the radial velocity measured from the Doppler effect, similar to the effect of stellar spots on rotating stars (see Queloz (1999) for references and details). Current high-precision radial velocity measurements probably offer the easiest way to detect a spectroscopic transit of a giant planet.
The timing and the amplitude of the drop of the stellar luminosity observed during a planetary transit measure the radius of the planet and its orbital inclination to the line of sight. The detection of a spectroscopic transit by radial velocity measurements provides a unique means to estimate the relative inclination ($`\alpha `$) between the stellar equatorial plane projected on the line of sight (called hereafter the apparent equatorial plane) and the orbital plane, as well as the ascending node of the orbit ($`\mathrm{\Omega }_p`$) on the apparent equatorial plane.
From a weak friction model (Hut (1981)) we find that the tidal effect of a short period Jupiter-mass planet on the star is not strong enough to force coplanarity. Comparison between the coplanarization time and the stellar circularization time indicates that the alignment time is 100 times longer than the circularization time. The stellar circularization time is of the order of a billion years (Rasio et al. (1996)). Usually one makes the assumption that the orbital plane is coplanar with the stellar equatorial plane for close-in planets. Combined with the $`v\mathrm{sin}i`$ measurement of the star, this ad-hoc assumption is used to set an upper limit to the mass of the planet (e.g. Mayor & Queloz (1995)). The shape of the radial velocity anomaly during the transit provides a tool to test this hypothesis. Moreover, the coplanarity measurement is also a way to test the formation scenario of 51-Peg type planets. If the close-in planets are the outcome of extensive orbital migration, we may expect the orbital plane to be identical to the stellar equatorial plane. If other mechanisms such as gravitational scattering played a role, the coplanarity is not expected. A review of formation mechanisms of close-in planets may be found in Weidenschilling & Mazzari (1996) and Lin et al. (1999).
The amplitude of the radial velocity anomaly stemming from the transit is strongly dependent on the starโs $`v\mathrm{sin}i`$ for a given planet radius. A transit across a star with high $`v\mathrm{sin}i`$ produces a larger radial velocity signature than across a slow rotator. However it is more difficult to measure accurate radial velocities for stars with high $`v\mathrm{sin}i`$. It requires higher signal-to-noise spectra because the line contrast is weaker. A star like HD209458 with $`v\mathrm{sin}i`$ about 4 km s<sup>-1</sup> is a good candidate for such a detection. With the large wavelength domain of ELODIE (3000ร
) approximately 2000 lines are available for the cross-correlation thus only moderate signal-to-noise ratio spectra (50-100) are required.
If we use the planetโs radius derived from the photometric transit, the $`v\mathrm{sin}i`$ of the star can be estimated from the measurement of the spectroscopic transit. Unlike spectral analysis, the measurement of the $`v\mathrm{sin}i`$ provided by the spectroscopic transit is almost independent of the accurate knowledge of the amplitude of the spectral broadening mechanism intrinsic to the star. A complete description of transit measurements is given in Kopal (1959) for eclipsing binaries and Eggenberger et al. (in prep.) for planetary transit cases.
## 2 The measurement of the spectroscopic transit
During the transit, on November 25th 1999, we got a continuous sequence of 15 high precision radial velocity measurements with the spectrograph ELODIE on the 193cm telescope of the Observatoire de Haute Provence (Baranne et al. (1996)) using the simultaneous thorium setup. The following night we repeated the same sequence, but off-transit this time, in order to check for any instrumental systematics possibly stemming from the relative low position on the horizon. For both nights the sequence was stopped when a value of two airmasses was reached. The ADC (atmospheric dispersion corrector) does not correct efficiently at higher airmass.
As usual for ELODIE measurements, the data reduction was made on-line at the telescope. The radial velocities have been measured by a cross-correlation technique with our standard binary mask and Gaussian fits of the cross-correlation functions (or mean profiles) (see Baranne et al. (1996) for details).
The residuals from the spectroscopic orbit of HD 209458 (Mazeh et al. (2000)) are displayed for two selected time spans in Fig. 1. During the transit an anomaly is observed in the residuals. The probability to be a statistical effect of a random noise distribution is $`10^4`$ ($`\chi 2=53.4`$). The second night with the same timing sequence no significant deviation from random residuals is observed. Note that the usual 10 m s<sup>-1</sup>long-term instrumental error has not been added to the photon-noise error since the instrumental error is negligible on this time scale, accordingly with the 40% confidence level measured for the non-signal model during the off-transit night.
## 3 Modeling the data
In Fig. 2 the geometry of our model is illustrated. The orbital motion is set in the same direction as the stellar rotation. This configuration actually stems from the transit data themselves: the radial velocity anomaly first has a positive bump and then a negative dip. This tells us that the planetary orbit and the stellar rotation share the same direction whatever the geometry of the crossing may be (direct orbit).
In this paper we decided to restrict our analysis to the measurement of three parameters: the angle $`\alpha `$ between the orbital plane and the apparent equatorial plane, the $`v\mathrm{sin}i`$ of the star and the ascending node $`\mathrm{\Omega }_p`$. The ascending node is taken positive in the direction of the starโs rotation and equal to $`90^0`$ when crossing the line of sight axis. The timing of the transit and the impact parameter $`\mathrm{\Delta }`$ (shorter projected distance between the transit trajectory and the star center) are set by the results of the photometric transit. The Hipparcos measurements of the transit (Robichon & Arenou (2000)) constraint a very accurate orbital period of the system. Combined with the mid-time of the transit by Mazeh et al. (2000), we know the observed transit mid-time with an accuracy of 5 minutes. More radial velocity data at high precision would be required to make a full adjustment of the transit (timing and geometry). In Table 1 we list the results from the spectroscopic orbit and the photometric transit that were used to constrain our model adjustments.
In our model we consider a spherical star in uniform rotation. The star is divided into 90000 cells. A Gaussian shape cross-correlation model with $`\sigma _0=3.0`$ km s<sup>-1</sup>width is used to model the mean individual spectral line of each cell where the center of the Gaussian is equal to the mean radial velocity of the cell. The effect of the $`\sigma _0`$ value on the $`v\mathrm{sin}i`$ estimate is negligible: with $`\sigma _0=2.5`$ km s<sup>-1</sup> we would only increase the $`v\mathrm{sin}i`$ measurement by 0.1 km s<sup>-1</sup>.
The integration is made by summation of the cells free of the planet along the line of sight. A linear limb darkening weighting ($`B_\mu =1ฯต(1\mu )`$) with $`ฯต=0.6`$ is used in the sum. The planetary orbit is circular. We divide the transit into 50 phase steps for computing the radial velocity anomaly of the spectroscopic orbit residuals.
To illustrate the effect of the transit geometry on the radial velocity anomaly during the transit, we display in Fig. 3 the anomaly expected for three geometric configurations and two different $`v\mathrm{sin}i`$ values. We see that the amplitude of the anomaly is driven by the $`v\mathrm{sin}i`$ value of the star. The radial-velocity symmetry of the anomaly of the spectroscopic orbit residuals (from the mid-transit) for $`\mathrm{\Delta }>0`$ impact parameter depends on the angle $`\alpha `$ between the stellar apparent equatorial plane and the orbital plane. Interestingly enough, the $`\alpha `$ parameter is not tied to the $`v\mathrm{sin}i`$ measurement. The two parameters are uncorrelated. In Fig. 3 we also see that the mirror trajectories along the apparent equatorial plane make similar radial velocity anomalies because $`\mathrm{\Omega }_p`$ is $`\pm 180`$ \[<sup>0</sup>\] undefined. Nevertheless, the value of $`\mathrm{\Omega }_p`$ can be used to make the distinction between cases a and b from Fig. 3.
The comparison of the transit model with the data is made by $`\chi ^2`$ statistics with the velocity offset, the starโs $`v\mathrm{sin}i`$, and $`\alpha `$ as free parameters. To distinguish the geometry of the two trajectories that have similar $`\alpha `$ angle but different $`\mathrm{\Omega }_p`$ value, we arbitrarily set $`\alpha <0`$ when $`\mathrm{\Omega }_p`$ value is between 0 and 90 (or 180-270) and $`\alpha >0`$ when $`\mathrm{\Omega }_p`$ value is between 90 and 180 (or 270-360). These are respectively the a and b trajectories illustrated on Fig. 3.
The best set of $`\alpha `$-$`v\mathrm{sin}i`$ solutions is listed in Table. 1 with $`1\sigma `$ confidence levels. Following our definition of $`\alpha `$, any angle with $`3.9<\alpha <3.9`$ \[<sup>0</sup>\] is impossible given our impact parameter $`\mathrm{\Delta }=0.569`$ R. Our best fit is reached when $`\alpha =\pm 3.9`$ and $`\mathrm{\Omega }_p=0`$. It corresponds to a transit trajectory parallel to the apparent equatorial plane.
The uncertainties on our best solution listed in Table. 1 do not include systematics stemming from errors in fixed parameters of the model. A ($`\pm 0.17R_J`$) change of the planet radius would lead to a change of the $`v\mathrm{sin}i`$ by $`\pm `$0.75 km s<sup>-1</sup>. Actually if the planet has indeed a larger radius we overestimate the $`v\mathrm{sin}i`$ value. The uncertainty on the star radius has a weaker effect on the $`v\mathrm{sin}i`$ measurement than the uncertainty on the planet radius. A change of the star radius by $`\pm 0.1R_{}`$ would make the $`v\mathrm{sin}i`$ change by 0.3 km s<sup>-1</sup>only.
## 4 Discussion
We have successfully demonstrated the detection of a planetary transit using a time sequence of stellar spectra when the stellar line profile is distorted by the crossing of the planet and changes the radial velocity measurement of the star. We have detected an anomaly in the residuals of the radial velocity orbit of HD 209458 at the time of the transit. This anomaly has been modeled with high confidence as the effect of the planetary transit. The data suggest an orbital trajectory parallel to the apparent equatorial plane.
The measurement of an $`\alpha `$ different from zero and an ascending node off the plane of the sky ($`\mathrm{\Omega }_p0`$) would indicate deviation from the coplanarity between the orbital plane and the stellar equatorial plane. In our case we can only argue that no evidence for non-coplanarity is found. However additional arguments can set some limits on the coplanarity level. From the statistics only, it would be โbad luckโ to observe a non-coplanar system in a configuration such as $`\alpha 0`$ and $`\mathrm{\Omega }_p=0`$. This would only happen for a very small set of system orientations. We computed the probability of finding $`\alpha `$ smaller than $`\alpha _{max}`$ for a system with an angle $`\psi `$ between its orbital plane and the equatorial plane (see on Fig. 2 for an illustration of the $`\psi `$ angle). First, we have determined the relation between $`\alpha `$ and $`i`$ for various $`\psi `$ configurations. Simply said we have computed for each configuration all the different spectroscopic signals that extra-terrestrial observers looking at the system from different points of view could see the same photometric transit. Then we have generated series of random numbers $`i`$ by recalling that the probability of seeing a system with a small $`i`$ is smaller than the probability of seeing a system with a large $`i`$. For each of these values we have used the relation between $`\alpha `$ and $`i`$ to calculate the corresponding statistical distribution of $`\alpha `$. Finally the cumulative distribution of $`\alpha `$ is shown on Fig. 4. With $`1\sigma `$ confidence level we can rule out a $`\psi `$ angle larger than 30 degrees.
To get a complete description of the coplanarity between the stellar equatorial plane and the orbital plane, measurement of the angle $`i`$ is required. Ideally $`i`$ can be estimated from the rotation rate of the star. HD209458 has a quiet chromosphere ($`R_{HK}=4.9`$ by Henry et al. (2000)) but significant spectral line rotation broadening ($`v\mathrm{sin}i`$) is detected. The spectroscopic $`v\mathrm{sin}i`$ measurements have a weighted mean value of $`3.7\pm 0.5`$ km s<sup>-1</sup>(measurements by Mazeh et al. (2000) and Marcy et al. private comm.) in agreement with the value measured in this work. The low chromospheric HK value suggests a rotation period of at least 17 days (Noyes et al., (1984)). With the $`v\mathrm{sin}i`$ and the period estimate we find $`i\stackrel{~}{>}60^0`$.
The statistical result on the geometry distribution of the system added to the constraint on $`i`$ provides two arguments refuting strong non-coplanarity for this system. Better measurements of the spectroscopic transit are needed to get stronger constrains. Simulations show that for a coplanar system with the same radial velocity accuracy but 4 times more data spread over the whole transit duration, the error bars on the measurement of $`\alpha `$ would be small enough to conclude that $`\psi <10[^0]`$ with $`1\sigma `$ confidence level.
###### Acknowledgements.
We are gratefull to the 193cm-telescope staff of Observatoire de Haute-Provence and in particular the night assistants for their efforts and their efficiency. We thank our referees G. Henry and F. Fekel for useful comments and suggestions about this work and Yves Chmielewski for his help for the spectral synthesis. We acknowledge the support of the Swiss NSF (FNRS).
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# Probabilistic teleportation of two-particle entangled state
## Abstract
In this report, two different probabilistic teleportations of a two-particle entangled state by pure entangled three-particle state are shown. Their successful probabilities are different.
Quantum teleportation, proposed by Bennett et.al , is the process that transmits an unknown two-state particle, or a qubit from a sender (Alice) to a receiver (Bob) via a quantum channel with the help of some classical information. In their scheme, such a quantum channel is represented by a maximally entangled Bell state. Teleportation has been demonstrated with the polarization photon and a single coherent mode of field in optical experiment. Recently, Gorbacher et. al considered the quantum teleportation of two-particle entangled state by three-particle entanglement, in their proposal, a three-particle Greenberger-Horne-Zeilinger (GHZ) state is used as the communication channel. The three-photon GHZ state has been realized experimentlly . In the proposal of standard teleportation, a Bell state or a GHZ state is used to as quantum channel for faithful teleportation. If the entangled state used as quantum channel is not maximally entangled, the faithful teleportation is not possible. Although Mor and Horodecki showed that a โ conclusive โ teleportation of an unknown two-state particle can be made possible with pure entangled state of two-particle, whether a perfect teleportation of two-particle entangled state having a finite probability of success is possible with pure entangled state of three particles or not is unknown. In this report, a pure entangled three-particle state is considered, which is used as quantum channel. We present two schemes, by which, the probabilistic teleportations of two-particle entangled state can be realized. The successful probabilities of these two schemes are different. The probability of one scheme is equal to the twice modulus of the smaller coefficient of the pure entangled three-particle state.
Let a pure entangled three-particle state be in the following state
$$|\mathrm{\Phi }_{123}=\alpha |000_{123}+\beta |111_{123}$$
(1)
where, $`\alpha ,\beta `$ are reals, $`\left|\alpha \right|>\left|\beta \right|.`$ The two-particle entangled state which will be teleported is:
$$|\mathrm{\Psi }_{45}=a|00_{45}+b|11_{45}$$
(2)
The particle 3 of the state $`|\mathrm{\Phi }_{123}`$ and particle pair (4, 5) belong to the sender Alice. The state of particle pair (4, 5) is unknown to Alice. Other two particles 1, 2 belong to receiver Bob. In order to realize the teleportation, a Bell state measurement on particles 3 and 4 is made by Alice, which will project particles 1, 2 and 5 into the following state:
$$\mathrm{\Phi }^\pm |_{34}\mathrm{\Phi }_{123}|\mathrm{\Phi }_{45}=\frac{\alpha a}{\sqrt{2}}|000_{125}\pm \frac{\beta b}{\sqrt{2}}|111_{125}$$
(3)
$$\mathrm{\Psi }^\pm |_{34}\mathrm{\Phi }_{123}|\mathrm{\Phi }_{45}=\frac{\alpha b}{\sqrt{2}}|001_{125}\pm \frac{\beta a}{\sqrt{2}}|110_{125}$$
(4)
where, $`|\mathrm{\Phi }^\pm _{34}=\frac{1}{\sqrt{2}}[|00_{34}\pm |11_{34}]`$, $`|\mathrm{\Psi }^\pm _{34}=\frac{1}{\sqrt{2}}[|01_{34}\pm |10_{34}]`$. If Eq. (3) is obtained, then a unitary transformation on particle 5 is made in another basis {$`|x,|y\}`$, where the new basis is related to the old basis {$`|0,|1\}`$ in the following manner.
$$|0=\alpha |x+\beta |y$$
(5)
$$|1=\beta |x\alpha |y$$
(6)
which will transform Eq. (3) into the following:
$$\frac{1}{\sqrt{2}}[\alpha ^2a|00_{12}\pm \beta ^2b|11_{12}]|x_5+\frac{\alpha \beta }{\sqrt{2}}[a|00_{12}b|11_{12}]|y_5$$
(7)
If Eq.(4) is obtained, by the same measurement on particle 5, it will be transformed into the following:
$$\frac{1}{\sqrt{2}}[\alpha ^2b|00_{12}\beta ^2a|11_{12}]|y_5+\frac{\alpha \beta }{\sqrt{2}}[b|00_{12}\pm a|11_{12}]|x_5$$
(8)
From the above analysis, we can see that if the result of measurement on particle 5 is $`|x`$ ($`|y`$) in Eq. (7) (Eq. (8)), particles 1 and 2 are projected the state $`\alpha ^2a|00_{12}\pm \beta ^2b|11_{12}`$ ( $`\alpha ^2b|00_{12}\beta ^2a|11_{12}`$), which can not be rotated back to the desired state without having any knowledge of the state parameters $`a`$ and $`b`$. The states created in Bobโs hands depend not only on $`\alpha `$ and $`\beta ,`$ but also on $`a`$ and $`b`$. Unfortunately, $`a`$ and $`b`$ are supposed to be unknown, so it fails to reproduce the state exactly on Bobโs side. That is means if the result of measurement on particle 5 is $`|x`$ ($`|y`$) in Eq. (7) (Eq. (8)), the teleportation fails. When the result of measurement on particle 5 is $`|y`$ ($`|x`$) in Eq.(7) (Eq.(8)), if a unitary operator performs on particles 1 and 2, then a perfect teleportation can be achieved. For example, if the result of Bell state measurement on particles 3 and 4 is $`|\mathrm{\Phi }^+_{34}`$, the result of measurement on particle 5 is $`|y`$, then particles 1 and 2 are projected into state $`a|00_{12}b|11_{12}`$. If we perform $`U_{12}=\sigma _{1z}I_2`$ on particles 1 and 2, where $`\sigma _{1z}`$ is Pauli operator performed on particle 1, $`I_2`$ is a unity operator performed on particle 2, then
$$a|00_{12}b|11_{12}\stackrel{U_{12}}{}a|00_{12}+b|11_{12}$$
(9)
The right of Eq. (9) is desired state. From the above analysis, we can see that two measurements on Bobโs side are needed. One is a Bell state measurement on particles 3 and 4 and the other is single particle Von Neumann measurement on particle 5. The number of classical bits required is three. Two bits are required for Alice to inform Bob the result of a Bell measurement which will decide Bobโs the unitary operation and the one more bit is required to tell Bob the result of single particle Von Neumann measurement which tells Bob whether a successful teleportation is possible. If a successful teleportation occurs, the unknown state can be reproduced on Bobโs side with fidelity 1. The total probability of the successful teleportation is $`2\left|\alpha ^2\beta ^2\right|.`$
Next, we give another scheme, by which, the successful teleportation can be obtained with probability $`2\left|\beta \right|^2.`$
Similiarly, a Bell state measurement is performed by Alice on particles 3 and 4 of the state $`|\mathrm{\Phi }_{123}|\mathrm{\Phi }_{45}`$. When Eq. (3) is obtained, a unitary transformation is made on particle 5. To carry out this evolution, an auxiliary qubit with the original state $`|0_a`$ is introduced. Under the basis {$`|0_1|0_a`$, $`|1_1|0_a`$, $`|0_1|1_a`$, $`|1_1|1_a\}`$, a collective unitary transformation
$$\left[\begin{array}{cccc}\frac{\beta }{\alpha }& 0& \sqrt{1\frac{\beta ^2}{\alpha ^2}}& 0\\ 0& 1& 0& 0\\ 0& 0& 0& 1\\ \sqrt{1\frac{\beta ^2}{\alpha ^2}}& 0& \frac{\beta }{\alpha }& 0\end{array}\right]$$
(10)
is made, which will transform Eq.(3) to the result
$$[\frac{a\beta }{\sqrt{2}}|00_{12}|0_5\pm \frac{\beta b}{\sqrt{2}}|11_{12}|1_5]|0_a+\frac{\alpha a}{\sqrt{2}}\sqrt{1\frac{\beta ^2}{\alpha ^2}}|00_{12}|0_5|1_a$$
(11)
A measurement on auxiliary particle follows. The result $`|1_a`$ means the failed teleportation. If $`|0_a`$ is obtained, we make a measurement on particle 5 in another basis {$`|x,|y\}`$, where is related to the old basis {$`|0,|1\}`$ in the following manner
$$|0=\frac{1}{\sqrt{2}}[|x+|y]$$
(12)
$$|1=\frac{1}{\sqrt{2}}[|x|y]$$
(13)
This measurement will project the state of particles 1 and 2 into the following:
$$\frac{\beta }{2}[a|00_{12}\pm b|11_{12}]|x_5+\frac{\beta }{2}[a|00_{12}b|11_{12}]|y_5$$
(14)
Obviously, whether the result $`|x`$ or $`|y`$ is obtained, if a unitary operation is made on particles 1 and 2, a perfect teleportation can be achieved. When Eq. (4) is obtained, it can be transformed to the result:
$$[\frac{b\beta }{\sqrt{2}}|00_{12}|0_5\pm \frac{\beta a}{\sqrt{2}}|11_{12}|1_5]|0_a+\frac{\alpha b}{\sqrt{2}}\sqrt{1\frac{\beta ^2}{\alpha ^2}}|00_{12}|1_5|1_a$$
(15)
by the unitary transformation
$$\left[\begin{array}{cccc}0& \frac{\beta }{\alpha }& \sqrt{1\frac{\beta ^2}{\alpha ^2}}& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 1\\ 0& \sqrt{1\frac{\beta ^2}{\alpha ^2}}& \frac{\beta }{\alpha }& 0\end{array}\right]$$
(16)
Similarly, a measurement on auxiliary particle follows. Result $`|1_a`$ means failed teleportation .When result $`|0_a`$ is obtained, we also make a measurement on particle 5 in basis {$`|x,|y\}`$, then Eq. (15) can be written as the following:
$$\frac{\beta }{2}[b|00_{12}\pm a|11_{12}]|x_5+\frac{\beta }{2}[b|00_{12}a|11_{12}]|y_5$$
(17)
Similariy, if a unitary transformation is made on particles 1 and 2, a perfect teleportation can be achieved. In this scheme, Alice needs to do the follows for faithful teleportation. Firstly, she needs to make a Bell state measurement on particles 3 and 4, a unitary operation of two particles 5 and the auxiliary particle and a single qubit Von-Neumann measurement on auxiliary particle, then she will get some information by which she can judge whether the successful teleportation is possible or not. If successful teleportation is possible, she needs to make another single particle Von-Neumann measurement on particle 5. The number of classical bits is three if teleportation is failed or four if successful teleportation is possible. The total probability of successful teleportation is 2$`\beta ^2`$, which is equal to twice modulus of the smaller coefficient of the pure entangled three-particle state. Contrast to the first scheme, this scheme is more complicited, it needs more quantum operations and more classical bits if the teleportation is successful. The advantage of this scheme is the probability of successful teleportation is higher than that of the first scheme.
In conclusion. In this report, two different probabilistic teleportation of a two-particle entangled state by pure entangled three-particle state are shown. The success probability of the first scheme is less than that of the second scheme. The successful probability of the second scheme is equal to the twice modulus of the smaller coefficient of the pure entangled three-particle state. The second scheme is more complicated than the first scheme.
This subject is supported by the National Natural Science Foundation of China and the Natioanl Natural Science Foundation for Youth of China.
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# Synopsis
## Synopsis
In this paper, a model is proposed for the kernel in the generalized mixing rule recently formulated by Anderssen and Mead (1998). In order to derive such a model, it is necessary to take account of the rheological significance of the kernel in terms of the relaxation behaviour of the individual polymers involved. This leads naturally to consider a way how additional physical effects, which depend on the molecular weight distribution, can be included in the mixing rule. The advantage of this approach is that, without changing the generality derived by Anderssen and Mead (1998), the choice of the model proposed here for the kernel guarantees the enhanced physical and rheological significance of their mixing rule.
## I. Introduction
In an earlier article (Thimm et al. (1999)) an analytical relationship was derived between the relaxation time spectrum and the molecular weight distribution (MWD):
$$w(m)=\frac{1}{\beta }\frac{\alpha ^{(1/\beta )}}{(G_N^0)^{1/\beta }}\stackrel{~}{h}(m)(_m^{\mathrm{}}\frac{\stackrel{~}{h}(m^{})}{m^{}}dm^{})^{(1/\beta 1)}.$$
(1)
This relation is based on a generalized mixing rule formulated and analyzed by Anderssen and Mead (1998). Among other things it can be used to calculate the MWD $`w(m)`$ once an estimate of the relaxation time spectrum $`h(\tau )`$ has been derived. The corresponding inverse relationship is given by:
$$\frac{\stackrel{~}{h}(m)}{G_N^0}=\frac{\beta }{\alpha }w(m)[_m^{\mathrm{}}dm^{}\frac{w(m^{})}{m^{}}]^{\beta 1}.$$
(2)
In these equations, $`\beta `$ is the generalized mixing parameter, $`G_N^0`$ the plateau shear modulus and $`\alpha `$ is the scaling exponent
$$\tau =km^\alpha ,k=\mathrm{const}.,$$
(3)
where $`\alpha 3.4`$, which is normally determined experimentally. Let $`\stackrel{~}{h}(m)h(\tau (m))`$, $`m`$ be the dimensionless molecular weight $`m=M/M_0`$, where $`M_0`$ is the monomer molecular weight and $`M`$ is the molecular weight of the polymer. The above relationships are valid in the molecular weight range: $`m_e<m<\mathrm{}`$, where $`m_e`$ denotes the entanglement molecular weight.
The generalized mixing rule, used in the derivation of the relationship Eq.(1), was taken to have the form
$$G(t)=G_N^0(_{m_e}^{\mathrm{}}F^{1/\beta }(t,m)\frac{w(m)}{m}dm)^\beta .$$
(4)
The value for $`\beta `$ can be determined theoretically from polymer dynamical considerations. It takes the value 1 for single reptation (Doi and Edwards (1986)), and 2 for double reptation or entanglement (Tsenoglou (1987,1991), Des Cloizeaux (1988)). Thimm et al. (2000) have shown that a value of $`\beta 2`$ can be justified, if the Rouse spectrum is treated correctly in the evaluation of rheological data. The relaxation processes of the individual polymer chains (reptation, double reptation) with molecular weight $`m`$, which correspond to the experimentally determined relaxation shear modulus $`G(t)`$, are described by the integral kernel $`F(t,m)`$. Based on either polymer dynamical considerations or phenomenological observations, five kernels have been examined and discussed in the literature (see e.g. Wasserman and Graessly (1992), Maier et al. (1998)): single exponential; Tuminello; Doi; Des Cloizeaux and BSW (Baumgรคrtel-Schausberger-Winter). All of these kernels do not depend on the nature of the polymer being investigated. In Maier et al. (1998) the single exponential kernel gave the best agreement with experimental observations.
Keeping the generality of the mixing rule Eq. (4) it is possible to derive a kernel, which depends on $`w(m)`$ and has the single exponential kernel as the limit for monodisperse distributions. The derivation of this kernel is discussed in section II. The physical relevance of the kernel is discussed in section III.
## II. Derivation of the MWD-dependent kernel
The decomposition of rheological material functions, such as the relaxation shear modulus $`G(t)`$, in terms of Maxwell-modes is an accepted procedure to present results of rheological measurements (see e.g. Ferry (1980)). The following equation combines the relaxation shear modulus $`G(t)`$ with the corresponding relaxation time spectrum $`h(\tau )`$:
$$G(t)=_0^{\mathrm{}}\frac{h(\tau )}{\tau }e^{t/\tau }d\tau .$$
(5)
The equilibrium shear modulus $`G_e`$ is assumed to be zero for the viscoelastic liquids under consideration. Whereas a decomposition in terms of other kernels is possible too, the use of Eq. (5) has been established empirically.
We summarize the derivation of the results found in Thimm et al. (1999), where the definition Eq. (5) of the relaxation time spectrum was combined with the mixing rule Eq. (4) above. The algebraic transformation:
$$_a^{\mathrm{}}dx(\frac{\mathrm{d}}{\mathrm{d}x})[_x^{\mathrm{}}f(x^{})๐x^{}]^\gamma =[_a^{\mathrm{}}f(x)๐x]^\gamma =\gamma _a^{\mathrm{}}f(x)[_x^{\mathrm{}}f(x^{})๐x^{}]^{\gamma 1}๐x$$
(6)
was applied on Eq. (5):
$`G(t)^{1/\beta }=({\displaystyle _{\tau _e}^{\mathrm{}}}{\displaystyle \frac{h(\tau )}{\tau }}e^{t/\tau }๐\tau )^{1/\beta }=({\displaystyle _{m_e}^{\mathrm{}}}\alpha {\displaystyle \frac{\stackrel{~}{h}(m^{})}{m^{}}}e^{t/\tau (m^{})}dm^{})^{1/\beta }=`$
$`{\displaystyle _{m_e}^{\mathrm{}}}{\displaystyle \frac{\alpha ^{(1/\beta )}}{\beta }}{\displaystyle \frac{\stackrel{~}{h}(m)}{m}}e^{t/\tau (m)}[{\displaystyle _m^{\mathrm{}}}{\displaystyle \frac{\stackrel{~}{h}(m^{})}{m^{}}}e^{t/\tau (m^{})}dm^{}]^{(1/\beta )1}dm.`$ (7)
and the result inserted in Eq. (4). The following relation connecting the relaxation time spectrum and the MWD $`w(m)`$ was found:
$`{\displaystyle _{m_e}^{\mathrm{}}}[{\displaystyle \frac{a^{(1/\beta )}}{\beta }}{\displaystyle \frac{\stackrel{~}{h}(m)}{m}}e^{t/\tau (m)}[{\displaystyle _m^{\mathrm{}}}{\displaystyle \frac{\stackrel{~}{h}(m^{})}{m^{}}}e^{t/\tau (m^{})}\mathrm{d}m^{}]^{(1/\beta )1}`$
$`(G_N^0)^{1/\beta }F(t,m)^{1/\beta }{\displaystyle \frac{w(m)}{m}}]\mathrm{d}m=0.`$ (8)
One solution, which fulfills Eq. (II. Derivation of the MWD-dependent kernel) is that the kernel under the integral is identical to zero:
$`{\displaystyle \frac{a^{(1/\beta )}}{\beta }}\stackrel{~}{h}(m)e^{t/\tau (m)}[{\displaystyle _m^{\mathrm{}}}{\displaystyle \frac{\stackrel{~}{h}(m^{})}{m^{}}}e^{t/\tau (m^{})}dm^{}]^{(1/\beta )1}`$
$`(G_N^0)^{1/\beta }F(t,m)^{1/\beta }w(m)=0.`$ (9)
For the time $`t=0`$, we have $`F(t=0,m)=1`$, because $`G(t=0)=G_N^0`$ and the integral over the molecular weight distribution in the mixing rule Eq. 4 becomes one.
Hence we derive from Eq. (II. Derivation of the MWD-dependent kernel) for $`t=0`$ the equation (1). When the analytical relation (1) is inserted in equation (II. Derivation of the MWD-dependent kernel), the constants (i.e. $`\alpha ,G_N^0`$) cancel and one finds that
$$\mathrm{exp}(t/\tau )[_m^{\mathrm{}}\frac{\stackrel{~}{h}(m^{})}{m^{}}\mathrm{exp}(t/\tau (m^{})\mathrm{d}m^{}]^{1/\beta 1}=F(t,m)^{1/\beta }[_m^{\mathrm{}}\frac{\stackrel{~}{h}(m^{})}{m^{}}\mathrm{d}m^{}]^{1/\beta 1}.$$
(10)
This equation can be reordered (using Eq. (2)) to find an integral kernel, which depends implicitly on the molecular weight distribution:
$$F(t,m)=\mathrm{exp}(t/\tau (m))^\beta [\frac{_m^{\mathrm{}}\frac{w(m^{\prime \prime })}{m^{\prime \prime }}(_{m^{\prime \prime }}^{\mathrm{}}\frac{w(m^{})}{m^{}}dm^{})^{\beta 1}\mathrm{exp}(t/\tau (m^{\prime \prime }))dm^{\prime \prime }}{_m^{\mathrm{}}\frac{w(m^{\prime \prime })}{m^{\prime \prime }}(_{m^{\prime \prime }}^{\mathrm{}}\frac{w(m^{})}{m^{}}dm^{})^{\beta 1}dm^{\prime \prime }}]^{1\beta }.$$
(11)
When $`\beta =2`$ (double reptation) is inserted in Eq. (11), one finds that
$$F(t,m)=\mathrm{exp}(t/\tau (m))\frac{\mathrm{exp}(t/\tau (m))_m^{\mathrm{}}\frac{w(m^{\prime \prime })}{m^{\prime \prime }}(_{m^{\prime \prime }}^{\mathrm{}}\frac{w(m^{})}{m^{}}dm^{})dm^{\prime \prime }}{_m^{\mathrm{}}\frac{w(m^{\prime \prime })}{m^{\prime \prime }}(_{m^{\prime \prime }}^{\mathrm{}}\frac{w(m^{})}{m^{}}dm^{})\mathrm{exp}(t/\tau (m^{\prime \prime }))dm^{\prime \prime }}.$$
(12)
For monodisperse distributions the result that the kernel is of single exponential type (single exponential kernel) is easily reconstructed (inserting Diracโs $`\delta `$-function: $`w(m)/m=\delta (mm_0)`$, where the integration over the $`\delta `$-function gives 1). This observation agrees with the result, that the single exponential kernel describes the data best, found by Maier et al. (1998) evaluating rheological data of polystyrene mixtures. For other MWDs Eq.โs (11, 12) establish a new kind of integral kernel, to be used in the mixing rule Eq. (4).
In the next section some features of the proposed kernel are discussed.
## III. Discussion
The physical interpretation of the kernel is that the relaxation of a single polymer seems to be implicitly dependent on the molecular weight distribution of the neighbouring polymers. While for a monodisperse MWD the result of the single exponential kernel is found, the kernel predicts a more complex behaviour for highly polydisperse polymer melts.
There are several contributions in literature (e.g. Graessly (1982), Montfort et al. (1984), Rubinstein and Colby (1987), McLeish(1992)), which discuss that the relaxation behaviour is different in monodisperse and polydisperse samples. The relaxation behaviour is accelerated in polydisperse samples. The reason is that when a short chain reptates away, the entanglements between long chains become ineffective. The short chains are considered as solvent, which dilute the density of entanglements in the polymer melt and therefore lead to an effective faster relaxation process. The proposed kernel agrees qualitatively with this picture.
The relaxation behaviour of the kernels is illustrated in Fig. 1. We have used a monomodale log-normal distribution with common parameters and $`\beta =2`$ to simulate the data in the shown figures. We find that the relaxation is faster in the highly polydisperse than in the near monodisperse sample.
When the kernel is inserted in the mixing rule Eq.(4), it is found that the main influence of the molecular weight distribution on $`G(t)`$ is due to the integration over $`w(m)`$, whereas the MWD in the kernels has a smaller influence on $`G(t)`$. In Fig. 2 are several $`G(t)`$ plotted, which were simulated with either the pure exponential or with the proposed kernel. The $`G(t)`$ curves are shifted mainly parallel to each other, but there are no additional structural changes besides the shift. One finds that the main influence of the MWD on $`G(t)`$ is independent of the kernelโs details. This observation is in agreement with the idea introduced by Thimm et al. (1999), that the molecular weight distribution can be determined from rheological data without explicitly regarding the details of the kernels.
To achieve a better understanding of Eq. (12), we approximate the exponential in the integral by a step function ($`\mathrm{exp}(t/\tau (m)=\theta (\tau (m)t)`$), where $`\theta (\tau (m)t)=1`$ for $`t<\tau (m)`$ and $`\theta (\tau (m)t)=0`$ for $`t>\tau (m)`$). This approximation leads to a lower limit of the integral in Eq. (12), which depends on the time and is denoted by $`\stackrel{~}{m}(t)`$. With this simplification, one can use Eq. (6) and obtains a simpler form of the kernel:
$$F(t,m)=[\mathrm{exp}(t/\tau )\frac{_m^{\mathrm{}}\frac{w(m^{})}{m^{}}dm^{}}{_{\stackrel{~}{m}(t)}^{\mathrm{}}\frac{w(m^{})}{m^{}}dm^{}}]^2.$$
(13)
Inserting this kernel in the mixing rule (4), one finds (for $`\beta =2`$) that:
$$G(t)=G_N^0\left[_{m_e}^{\mathrm{}}\mathrm{exp}(t/\tau (m))[\frac{_m^{\mathrm{}}\frac{w(m^{})}{m^{}}dm^{}}{_{\stackrel{~}{m}(t)}^{\mathrm{}}\frac{w(m^{})}{m^{}}dm^{}}]\frac{w(m)}{m}dm\right]^2.$$
(14)
Besides the single exponential behaviour another term is found (in brackets), which depends implicitly on the MWD and the time.
The mathematical details of the integration over MWD as in Eq. (13) using typical MWDs as ansatz have been discussed by Eder et al. (1989). We do not think such details relevant for the study discussed in this article, but emphazise that the analytical relations (1, 2) are valid independent of any assumptions concerning the MWD.
## IV. Conclusion
We have proposed a new kernel, which is implicitly dependent on the molecular weight distribution. In the limit of a monodisperse sample this kernel contains the well-known result of the single exponential kernel as special case. The physical interpretation of this kernel is that the relaxation of a single polymer seems to be implicitly dependent on the molecular weight distribution of the neighbouring polymers.
This observation enlarges the physical features of the class of mixing rules discussed by Anderssen and Mead (1998) in a new way. The advantage of this implicitly molecular weight distribution dependent kernel is that the physics (the reptation processes) described by the kernels can be fine tuned but the general form of the mixing rule discussed by Anderssen and Mead (1998) stays the same.
## Acknowledgement
We thank M. Marth for helpful discussions and R. S. Anderssen for assistance in formulation of the manuscript. W. B. Thimm was supported by the Deutsche Forschungsgemeinschaft: Graduiertenkolleg fรผr Strukturbildung in makromolekularen Systemen.
## References
Anderssen R. S. and D. W. Mead โTheoretical derivation of molecular weight scaling for rheological parameters,โ J. Non-Newtonian Fluid Mech. 76, 299-306 (1998).
Des Cloizeaux, J., โDouble reptation vs simple reptation in polymer melts,โ Europhys. Lett. 5, 437-442 (1988); 6, 475 (1988).
Doi, M. and S. F. Edwards, The Theory of Polymer Dynamics, (Clarendon, Oxford 1986).
Eder G., Janeshitz-Kriegl H., Liedauer S., Schausberger A., Stadlbauer W., โThe influence of Molar Mass Distribution on the Complex Moduli of Polymer Meltsโ, J. Rheol. 33(6), 805-820 (1989)
Ferry, F. D., Viscoelastic Properties of Polymers, 3rd ed. (Wiley, New York 1980).
Graessly, W. W., โEntangled linear, branched and Network Polymer systems \- molecular theories,โ Adv. Polym. Sci. 47 , 67-117 (1982)
Maier, D., A. Eckstein, C. Friedrich, J. Honerkamp, โEvaluation of Models Combining Rheological Data with the Molecular Weight distribution,โ J. Rheol. 42(5), 1153-1173 (1998)
Montfort, J.-P., Marin, G., Monge, P., โEffects of constraint release on the dynamics of entangled linear polymer melts,โ Macromolecules 17, 1551-1560 (1984)
McLeish, T. C. B., โRelaxation behaviour of highly polydisperse polymer melts,โ Polymer 33 (13), 2852-2854 (1992)
Rubinstein, M., Colby R. H., โSelf-consistent theory of polydisperse entangled polymers: Linear viscoelasticity of binary blends,โ J. Chem. Phys. 89 (8), 5291-5306 (1988)
Thimm, W., C. Friedrich, M. Marth, J. Honerkamp, โAn Analytical Relation between Relaxation Time Spectrum and Molecular Weight Distribution, โ J. Rheol. 43(6), 1663-1672 (1999)
Thimm, W., C. Friedrich, M. Marth, J. Honerkamp, โOn the Rouse spectrum and the determination of the molecular weight distribution,โ J. Rheol. 44(2), 429-438 (2000)
Tsenoglou, C., โViscoelasticity of binary homopolymer blends,โ ACS Polym. Prepr. 28, 185-186 (1987).
Tsenoglou, C., โMolecular Weight Polydispersity Effects on the Viscoelasticity of Entangled Linear Polymers,โ Macromolecules 24, 1762-1767 (1991).
Wasserman, S. H. and W. W. Graessley, โEffects of polydispersity on linear viscoelasticity in entangled polymer melts,โ J. Rheol. 36, 543-572 (1992).
FIG. 1
For various polydisperse molecular weight distributions (Mw=300kg/mol, Ip= Mw/Mn = 1.2,8) the behaviour of the proposed kernel at fixed $`M1000kg/mol`$ is illustrated. Solid lines: single exponential kernel, dashed line (Ip=1.2), dotted line (Ip=8).
FIG. 2
For two polydisperse molecular weight distributions Ip=1.2 and 8, Mw=300 kg/mol, the behaviour of $`G(t)/G_N^0`$ is illustrated. The two different kernels are distinguished: single exponential kernel (solid), the implicitly molecular weight distribution dependent kernel (dashed).
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# Historic forcing for Depth
## 0. Introduction
The present paper is concerned with forcing a Boolean algebra which has some prescribed properties of $`\mathrm{Depth}`$. Let us recall that, for a Boolean algebra $`๐น`$, its depth is defined as follows:
$$\begin{array}{ccc}\mathrm{Depth}(๐น)\hfill & =& sup\{|X|:X๐น\text{ is well-ordered by the Boolean ordering}\},\hfill \\ \mathrm{Depth}^+(๐น)\hfill & =& sup\{|X|^+:X๐น\text{ is well-ordered by the Boolean ordering}\}.\hfill \end{array}$$
($`\mathrm{Depth}^+(๐น)`$ is used to deal with attainment properties in the definition of $`\mathrm{Depth}(๐น)`$, see e.g. \[5, ยง1\].) The depth (of Boolean algebras) is among cardinal functions that have more algebraic origins, and their relations to โtopological fellowsโ is often indirect, though sometimes very surprising. For example, if we define
$$\mathrm{Depth}_{\mathrm{H}+}(๐น)=sup\{\mathrm{Depth}(๐น/I):I\text{ is an ideal in }๐น\},$$
then for any (infinite) Boolean algebra $`๐น`$ we will have that $`\mathrm{Depth}_{\mathrm{H}+}(๐น)`$ is the tightness $`t(๐น)`$ of the algebra $`๐น`$ (or the tightness of the topological space $`\mathrm{Ult}(๐น)`$ of ultrafilters on $`๐น`$), see \[3, Theorem 4.21\]. A somewhat similar function to $`\mathrm{Depth}_{\mathrm{H}+}`$ is obtained by taking $`sup\{\mathrm{Depth}(๐น^{}):๐น^{}`$ is a subalgebra of $`๐น\}`$, but clearly this brings nothing new: it is the old Depth. But if one wants to understand the behaviour of the depth for subalgebras of the considered Boolean algebra, then looking at the following subalgebra $`\mathrm{Depth}`$ relation may be very appropriate:
$$\begin{array}{cc}\mathrm{Depth}_{\mathrm{Sr}}(๐น)=\{(\kappa ,\mu ):\hfill & \hfill \text{there is an infinite subalgebra }๐น^{}\text{ of }๐น\text{ such that }\\ & \hfill |๐น^{}|=\mu \text{ and }\mathrm{Depth}(๐น^{})=\kappa \}.\end{array}$$
A number of results related to this relation is presented by Monk in \[3, Chapter 4\]. There he asks if there are a Boolean algebra $`๐น`$ and an infinite cardinal $`\theta `$ such that $`(\theta ,(2^\theta )^+)\mathrm{Depth}_{\mathrm{Sr}}(๐น)`$, while $`(\omega ,(2^\theta )^+)\mathrm{Depth}_{\mathrm{Sr}}(๐น)`$ (see Monk \[3, Problem 14\]; we refer the reader to Chapter 4 of Monkโs book for the motivation and background of this problem). Here we will partially answer this question, showing that it is consistent that there is such $`๐น`$ and $`\theta `$. The question if that can be done in ZFC remains open.
Our consistency result is obtained by forcing, and the construction of the required forcing notion is interesting per se. We use the method of historic forcing which was first applied in Shelah and Stanley . The reader familiar with will notice several correspondences between the construction here and the method used there. However, we do not relay on that paper and our presentation here is self-contained.
Let us describe how our historic forcing notion is built. So, we fix two (regular) cardinals $`\theta ,\lambda `$ and our aim is to force a Boolean algebra $`\dot{๐น}_\lambda ^\theta `$ such that $`|\dot{๐น}_\lambda ^\theta |=\lambda ^+`$ and for every subalgebra $`๐น\dot{๐น}_\lambda ^\theta `$ of size $`\lambda ^+`$ we have $`\mathrm{Depth}(๐น)=\theta `$. The algebra $`\dot{๐น}_\lambda ^\theta `$ will be generated by $`x_i:i\dot{U}`$ for some set $`\dot{U}\lambda ^+`$. A condition $`p`$ will be an approximation to the algebra $`\dot{๐น}_\lambda ^\theta `$, it will carry the information on what is the subalgebra $`๐น_p=x_i:iu^p_{\dot{๐น}_\lambda ^\theta }`$ for some $`u^p\lambda ^+`$. A natural way to describe algebras in this context is by listing ultrafilters (or: homomorphisms into $`\{0,1\}`$):
###### Definition 1.
For a set $`w`$ and a family $`F2^w`$ we define
$`\mathrm{cl}(F)=\{g2^w:(u[w]^{<\omega })(fF)(fu=gu)\}`$,
$`๐น_{(w,F)}`$ is the Boolean algebra generated freely by $`\{x_\alpha :\alpha w\}`$ except that
if $`u_0,u_1[w]^{<\omega }`$ and there is no $`fF`$ such that $`fu_00`$, $`fu_11`$
then $`\underset{\alpha u_1}{}x_\alpha \underset{\alpha u_0}{}(x_\alpha )=0`$.
This description of algebras is easy to handle, for example:
###### Proposition 2 (see \[8, 2.6\]).
Let $`F2^w`$. Then:
1. Each $`fF`$ extends (uniquely) to a homomorphism from $`๐น_{(w,F)}`$ to $`\{0,1\}`$ (i.e. it preserves the equalities from the definition of $`๐น_{(w,F)}`$). If $`F`$ is closed, then every homomorphism from $`๐น_{(w,F)}`$ to $`\{0,1\}`$ extends exactly one element of $`F`$.
2. If $`\tau (y_0,\mathrm{},y_{\mathrm{}})`$ is a Boolean term and $`\alpha _0,\mathrm{},\alpha _{\mathrm{}}w`$ are distinct then
$$\begin{array}{c}๐น_{(w,F)}\tau (x_{\alpha _0},\mathrm{},x_\alpha _{\mathrm{}})0\text{ if and only if}\hfill \\ (fF)(\{0,1\}\tau (f(\alpha _0),\mathrm{},f(\alpha _k))=1).\hfill \end{array}$$
3. If $`ww^{}`$, $`F^{}2^w^{}`$ and
$$(fF)(gF^{})(fg)\text{ and }(gF^{})(gw\mathrm{cl}(F))$$
then $`๐น_{(w,F)}`$ is a subalgebra of $`๐น_{(w^{},F^{})}`$.
So each condition $`p`$ in our forcing notion $`_\lambda ^\theta `$ will have a set $`u^p[\lambda ^+]^{<\lambda }`$ and a closed set $`F^p2^{u^p}`$ (and the respective algebra will be $`๐น_p=๐น_{(u^p,F^p)}`$). But to make the forcing notion work, we will have to put more restrictions on our conditions, and we will be taking only those conditions that have to be taken to make the arguments work. For example, we want that cardinals are not collapsed by our forcing, and demanding that $`_\lambda ^\theta `$ is $`\lambda ^+`$-cc (and somewhat $`(<\lambda )`$โclosed) is natural in this context. How do we argue that a forcing notion is $`\lambda ^+`$โcc? Typically we start with a sequence of $`\lambda ^+`$ distinct conditions, we carry out some โcleaning procedureโ (usually involving the $`\mathrm{\Delta }`$โlemma etc), and we end up with (at least two) conditions that โcan be put togetherโ. Putting together two (or more) conditions that are approximations to a Boolean algebra means amalgamating them. There are various ways to amalgamate conditions - we will pick one that will work for several purposes. Then, once we declare that some conditions forming a โcleanโ $`\mathrm{\Delta }`$โsequence of length $`\theta `$ are in $`_\lambda ^\theta `$, we will be bound to declare that the amalgamation is in our forcing notion. The amalgamation (and natural limits) will be the only way to build new conditions from the old ones, but the description above still misses an important factor. So far, a condition does not have to know what are the reasons for it to be called to $`_\lambda ^\theta `$. This information is the history of the condition and it will be encoded by two functions $`h^p,g^p`$. (Actually, these functions will give histories of all elements of $`u^p`$ describing why and how those points were incorporated to $`u^p`$. Thus both functions will be defined on $`u^p\times \mathrm{ht}(p)`$, were $`\mathrm{ht}(p)`$ is the height of the condition $`p`$, that is the step in our construction at which the condition $`p`$ is created.) We will also want that our forcing is suitably closed, and getting โ$`(<\lambda )`$โstrategically closedโ would be fine. To make that happen we will have to deal with two relations on on $`_\lambda ^\theta `$: $`_{\mathrm{pr}}`$ and $``$. The first (โpureโ) is $`(<\lambda )`$โclosed and it will help in getting the strategic closure of the second (main) one. In some sense, the relation $`_{\mathrm{pr}}`$ represents โthe official line in historyโ, and sometimes we will have to rewrite that official history, see Definition 6 and Lemma 7 (on changing history see also Orwell ).
The forcing notion $`_\lambda ^\theta `$ has some other interesting features. (For example, conditions are very much like fractals, they contain many self-similar pieces (see Definition 10 and Lemma 11).) The method of historic forcing notions could be applicable to more problems, and this is why in our presentation we separated several observations of general character (presented in the first section) from the problem specific arguments (section 2)
Notation: Our notation is standard and compatible with that of classical textbooks on set theory (like Jech ) and Boolean algebras (like Monk , ). However in forcing considerations we keep the older tradition that
the stronger condition is the greater one.
Let us list some of our notation and conventions.
1. Throughout the paper, $`\theta ,\lambda `$ are fixed regular infinite cardinals, $`\theta <\lambda `$.
2. A name for an object in a forcing extension is denoted with a dot above (like $`\dot{X}`$) with one exception: the canonical name for a generic filter in a forcing notion $``$ will be called $`\mathrm{\Gamma }_{}`$. For a $``$โname $`\dot{X}`$ and a $``$โgeneric filter $`G`$ over $`๐`$, the interpretation of the name $`\dot{X}`$ by $`G`$ is denoted by $`\dot{X}^G`$.
3. $`i,j,\alpha ,\beta ,\gamma ,\delta ,\mathrm{}`$ will denote ordinals.
4. For a set $`X`$ and a cardinal $`\lambda `$, $`[X]^{<\lambda }`$ stands for the family of all subsets of $`X`$ of size less than $`\lambda `$. The family of all functions from $`Y`$ to $`X`$ is called $`X^Y`$. If $`X`$ is a set of ordinals then its order type is denoted by $`\mathrm{otp}(X)`$.
5. In Boolean algebras we use $``$ (and $``$), $``$ (and $``$) and $``$ for the Boolean operations. If $`๐น`$ is a Boolean algebra, $`x๐น`$ then $`x^0=x`$, $`x^1=x`$.
6. For a subset $`Y`$ of an algebra $`๐น`$, the subalgebra of $`๐น`$ generated by $`Y`$ is denoted by $`Y_๐น`$.
Acknowledgements: We would like to thank the referee for valuable comments and suggestions.
## 1. The forcing and its basic properties
Let us start with the definition of the forcing notion $`_\lambda ^\theta `$. By induction on $`\alpha <\lambda `$ we will define sets of conditions $`P_\alpha ^{\theta ,\lambda }`$, and for each $`pP_\alpha ^{\theta ,\lambda }`$ we will define $`u^p,F^p,\mathrm{ht}(p),h^p`$ and $`g^p`$. Also we will define relations $`^\alpha `$ and $`_{\mathrm{pr}}^\alpha `$ on $`P_\alpha ^{\theta ,\lambda }`$. Our inductive requirements are:
1. for each $`pP_\alpha ^{\theta ,\lambda }`$:
$`u^p[\lambda ^+]^{<\lambda }`$, $`\mathrm{ht}(p)\alpha `$, $`F^p2^{u^p}`$ is a non-empty closed set, $`g^p`$ is a function with domain $`\mathrm{dom}(g^p)=u^p\times \mathrm{ht}(p)`$ and values of the form $`(\mathrm{},\tau )`$, where $`\mathrm{}<2`$ and $`\tau `$ is a Boolean term, and $`h^p:u^p\times \mathrm{ht}(p)\theta +2`$ is a function,
2. $`^\alpha ,_{\mathrm{pr}}^\alpha `$ are transitive and reflexive relations on $`P_\alpha ^{\theta ,\lambda }`$, and $`^\alpha `$ extends $`_{\mathrm{pr}}^\alpha `$,
3. if $`p,qP_\alpha ^{\theta ,\lambda }`$, $`p^\alpha q`$, then $`u^pu^q`$, $`\mathrm{ht}(p)\mathrm{ht}(q)`$, and $`F^p=\{fu^p:fF^q\}`$, and if $`p_{\mathrm{pr}}^\alpha q`$, then for every $`iu^p`$ and $`\xi <\mathrm{ht}(p)`$ we have $`h^p(i,\xi )=h^q(i,\xi )`$ and $`g^p(i,\xi )=g^q(i,\xi )`$,
4. if $`\beta <\alpha `$ then $`P_\beta ^{\theta ,\lambda }P_\alpha ^{\theta ,\lambda }`$, and $`_{\mathrm{pr}}^\alpha `$ extends $`_{\mathrm{pr}}^\beta `$, and $`^\alpha `$ extends $`^\beta `$.
For a condition $`pP_\alpha ^{\theta ,\lambda }`$, we will also declare that $`๐น^p=๐น_{(u^p,F^p)}`$ (the Boolean algebra defined in Definition 1).
We define $`P_0^{\theta ,\lambda }=\{\xi :\xi <\lambda ^+\}`$ and for $`p=\xi `$ we let $`F^p=2^{\left\{\xi \right\}}`$, $`\mathrm{ht}(p)=0`$ and $`h^p=\mathrm{}=g^p`$. The relations $`_{\mathrm{pr}}^0`$ and $`^0`$ both are the equality. \[Clearly these objects are as declared, i.e, clauses (i)<sub>0</sub>โ(iv)<sub>0</sub> hold true.\]
If $`\gamma <\lambda `$ is a limit ordinal, then we put
$$\begin{array}{c}P_\gamma ^{}=\{p_\xi :\xi <\gamma :(\xi <\zeta <\gamma )(p_\xi P_\xi ^{\theta ,\lambda }\&\mathrm{ht}(p_\xi )=\xi \&p_\xi _{\mathrm{pr}}^\zeta p_\zeta )\},\hfill \\ P_\gamma ^{\theta ,\lambda }=\underset{\alpha <\gamma }{}P_\alpha ^{\theta ,\lambda }P_\gamma ^{},\hfill \end{array}$$
and for $`p=p_\xi :\xi <\gamma P_\gamma ^{}`$ we let
$$u^p=\underset{\xi <\gamma }{}u^{p_\xi },F^p=\{f2^{u^p}:(\xi <\gamma )(fu^{p_\xi }F^{p_\xi })\},\mathrm{ht}(p)=\gamma $$
and $`h^p=\underset{\xi <\gamma }{}h^{p_\xi }`$ and $`g^p=\underset{\xi <\gamma }{}g^{p_\xi }`$. We define $`^\gamma `$ and $`_{\mathrm{pr}}^\gamma `$ by:
$`p_{\mathrm{pr}}^\gamma q`$ if and only if
either $`p,qP_\alpha ^{\theta ,\lambda }`$, $`\alpha <\gamma `$ and $`p_{\mathrm{pr}}^\alpha q`$,
or $`q=q_\xi :\xi <\gamma P_\gamma ^{}`$, $`pP_\alpha ^{\theta ,\lambda }`$ and $`p_{\mathrm{pr}}^\alpha q_\alpha `$ for some $`\alpha <\gamma `$,
or $`p=q`$;
$`p^\gamma q`$ if and only if
either $`p,qP_\alpha ^{\theta ,\lambda }`$, $`\alpha <\gamma `$ and $`p^\alpha q`$,
or $`q=q_\xi :\xi <\gamma P_\gamma ^{}`$, $`pP_\alpha ^{\theta ,\lambda }`$ and $`p^\alpha q_\alpha `$ for some $`\alpha <\gamma `$,
or $`p=p_\xi :\xi <\gamma P_\gamma ^{}`$, $`q=q_\xi :\xi <\gamma P_\gamma ^{}`$ and
$$(\delta <\gamma )(\xi <\gamma )(\delta \xi p_\xi ^\xi q_\xi ).$$
\[It is straightforward to show that clauses (i)<sub>ฮณ</sub>โ(iv)<sub>ฮณ</sub> hold true.\]
Suppose now that $`\alpha <\lambda `$. Let $`P_{\alpha +1}^{}`$ consist of all tuples
$$\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta $$
such that for each $`\xi _0<\xi _1<\theta `$:
1. $`\zeta ^{}<\theta `$, $`n^{}<\omega `$, $`\tau ^{}=\tau ^{}(y_1,\mathrm{},y_n^{})`$ is a Boolean term, $`u^{}[\lambda ^+]^{<\lambda }`$,
2. $`p_{\xi _0}P_\alpha ^{\theta ,\lambda }`$, $`\mathrm{ht}(p)=\alpha `$, $`v_{\xi _0}[u^{p_{\xi _0}}]^n^{}`$,
3. the family $`\{u^{p_\xi }:\xi <\theta \}`$ forms a $`\mathrm{\Delta }`$โsystem with heart $`u^{}`$ and $`u^{p_{\xi _0}}u^{}\mathrm{}`$ and
$$sup(u^{})<\mathrm{min}(u^{p_{\xi _0}}u^{})sup(u^{p_{\xi _0}}u^{})<\mathrm{min}(u^{p_{\xi _1}}u^{}),$$
4. $`\mathrm{otp}(u^{p_{\xi _0}})=\mathrm{otp}(u^{p_{\xi _1}})`$ and if $`H:u^{p_{\xi _0}}u^{p_{\xi _1}}`$ is the order isomorphism then $`Hu^{}`$ is the identity on $`u^{}`$, $`F^{p_{\xi _0}}=\{fH:fF^{p_{\xi _1}}\}`$, $`H[v_{\xi _0}]=v_{\xi _1}`$ and
$$(ju^{p_{\xi _0}})(\beta <\alpha )(h^{p_{\xi _0}}(j,\beta )=h^{p_{\xi _1}}(H(j),\beta )\&g^{p_{\xi _0}}(j,\beta )=g^{p_{\xi _1}}(H(j),\beta )).$$
We put $`P_{\alpha +1}^{\theta ,\lambda }=P_\alpha ^{\theta ,\lambda }P_{\alpha +1}^{}`$ and for $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta P_{\alpha +1}^{}`$ we let $`u^p=\underset{\xi <\theta }{}u^{p_\xi }`$ and
$$\begin{array}{cc}F^p=\{f2^{u^p}:\hfill & (\xi <\theta )(fu^{p_\xi }F^{p_\xi })\text{ and for all }\xi <\zeta <\theta \hfill \\ & f(\sigma _{\mathrm{maj}}(\tau _{3\xi },\tau _{3\xi +1},\tau _{3\xi +2}))f(\sigma _{\mathrm{maj}}(\tau _{3\zeta },\tau _{3\zeta +1},\tau _{3\zeta +2}))\},\hfill \end{array}$$
where $`\tau _\xi =\tau ^{}(x_i:iv_\xi )`$ for $`\xi <\theta `$ (so $`\tau _\xi `$ is an element of the algebra $`๐น^{p_\xi }=๐น_{(u^{p_\xi },F^{p_\xi })}`$), and $`\sigma _{\mathrm{maj}}(y_0,y_1,y_2)=(y_0y_1)(y_0y_2)(y_1y_2)`$. Next we let $`\mathrm{ht}(p)=\alpha +1`$ and we define functions $`h^p,g^p`$ on $`u^p\times (\alpha +1)`$ by
$$h^p(j,\beta )=\{\begin{array}{ccc}h^{p_\xi }(j,\beta )\hfill & \text{if}\hfill & ju^{p_\xi },\xi <\theta ,\beta <\alpha ,\hfill \\ \theta \hfill & \text{if}\hfill & ju^{},\beta =\alpha ,\hfill \\ \theta +1\hfill & \text{if}\hfill & ju^{p_\zeta ^{}}u^{},\beta =\alpha ,\hfill \\ \xi \hfill & \text{if}\hfill & ju^{p_\xi }u^{},\xi <\theta ,\xi \zeta ^{},\beta =\alpha ,\hfill \end{array}$$
$$g^p(j,\beta )=\{\begin{array}{ccc}g^{p_\xi }(j,\beta )\hfill & \text{if}\hfill & ju^{p_\xi },\xi <\theta ,\beta <\alpha ,\hfill \\ (1,\tau ^{})\hfill & \text{if}\hfill & jv_\xi ,\xi <\theta ,\beta =\alpha ,\hfill \\ (0,\tau ^{})\hfill & \text{if}\hfill & ju^{p_\xi }v_\xi ,\xi <\theta ,\beta =\alpha .\hfill \end{array}$$
Next we define the relations $`_{\mathrm{pr}}^{\alpha +1}`$ and $`^{\alpha +1}`$ by:
$`p_{\mathrm{pr}}^{\alpha +1}q`$ if and only if
either $`p,qP_\alpha ^{\theta ,\lambda }`$ and $`p_{\mathrm{pr}}^\alpha q`$,
or $`q=\zeta ^{},\tau ^{},n^{},u^{},q_\xi ,v_\xi :\xi <\theta P_{\alpha +1}^{}`$, $`pP_\alpha ^{\theta ,\lambda }`$, and $`p_{\mathrm{pr}}^\alpha q_\zeta ^{}`$,
or $`p=q`$;
$`p^{\alpha +1}q`$ if and only if
either $`p,qP_\alpha ^{\theta ,\lambda }`$ and $`p^\alpha q`$,
or $`q=\zeta ^{},\tau ^{},n^{},u^{},q_\xi ,v_\xi :\xi <\theta P_{\alpha +1}^{}`$, $`pP_\alpha ^{\theta ,\lambda }`$, and $`p^\alpha q_\xi `$ for some $`\xi <\theta `$,
or $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta `$, $`q=\zeta ^{},\tau ^{},n^{},u^{},q_\xi ,v_\xi :\xi <\theta `$ are from $`P_{\alpha +1}^{}`$ and
$$(\xi <\theta )(p_\xi ^\alpha q_\xi \&u^{p_\xi }=u^{q_\xi }).$$
\[Again, it is easy to show that clauses (i)<sub>ฮฑ+1</sub>โ(iv)<sub>ฮฑ+1</sub> are satisfied.\]
After the construction is carried out we let
$$_\lambda ^\theta =\underset{\alpha <\lambda }{}P_\alpha ^{\theta ,\lambda }\text{ and }_{\mathrm{pr}}=\underset{\alpha <\lambda }{}_{\mathrm{pr}}^\alpha \text{ and }=\underset{\alpha <\lambda }{}^\alpha .$$
One easily checks that $`_{\mathrm{pr}}`$ is a partial order on $`_\lambda ^\theta `$ and that the relation $``$ is transitive and reflexive, and that $`_{\mathrm{pr}}`$.
###### Lemma 3.
Let $`p,q_\lambda ^\theta `$.
1. If $`pq`$ then $`\mathrm{ht}(p)\mathrm{ht}(q)`$, $`u^pu^q`$ and $`F^p=\{fu^p:fF^q\}`$ (so $`๐น^p`$ is a subalgebra of $`๐น^q`$). If $`pq`$ and $`\mathrm{ht}(p)=\mathrm{ht}(q)`$, then $`qp`$.
2. For each $`ju^p`$, the set $`\{\beta <\mathrm{ht}(p):h^p(j,\beta )<\theta \}`$ is finite.
3. If $`p_{\mathrm{pr}}q`$ and $`iu^p`$, then $`h^q(i,\beta )\theta `$ for all $`\beta `$ such that $`\mathrm{ht}(p)\beta <\mathrm{ht}(q)`$.
4. If $`i,ju^p`$ are distinct, then there is $`\beta <\mathrm{ht}(p)`$ such that $`\theta h^p(i,\beta )h^p(j,\beta )\theta `$.
5. For each finite set $`X\mathrm{ht}(p)`$ there is $`iu^p`$ such that
$$\{\beta <\mathrm{ht}(p):h^p(i,\beta )<\theta \}=X.$$
6. If $`p_{\mathrm{pr}}q`$ then there is a $`_{\mathrm{pr}}`$โincreasing sequence $`p_\xi :\xi \mathrm{ht}(p)_\lambda ^\theta `$ such that $`p_{\mathrm{ht}(p)}=p`$, $`p_{\mathrm{ht}(q)}=q`$ and $`\mathrm{ht}(p_\xi )=\xi `$ (for $`\xi \mathrm{ht}(p)`$). (In particular, if $`p_{\mathrm{pr}}q`$ and $`\mathrm{ht}(p)=\mathrm{ht}(q)`$ then $`p=q`$.)
7. If $`\mathrm{ht}(p)=\gamma `$ is a limit ordinal, $`p=p_\xi :\xi <\gamma `$, then for each $`iu^p`$ and $`\xi <\gamma `$:
$$iu^{p_\xi }\text{ if and only if }(\zeta <\gamma )(\xi \zeta h^p(i,\zeta )\theta ).$$
###### Proof.
1) Should be clear (an easy induction).
2) Suppose that $`p_\lambda ^\theta `$ and $`ju^p`$ are a counterexample with the minimal possible value of $`\mathrm{ht}(p)`$. Necessarily $`\mathrm{ht}(p)`$ is a limit ordinal, $`p=p_\xi :\xi <\mathrm{ht}(p)`$, $`\mathrm{ht}(p_\xi )=\xi `$ and $`\zeta <\xi <\mathrm{ht}(p)p_\zeta _{\mathrm{pr}}p_\xi `$. Let $`\xi <\mathrm{ht}(p)`$ be the first ordinal such that $`ju^{p_\xi }`$. By the choice of $`p`$, the set $`\{\beta \xi :h^p(j,\beta )<\theta \}`$ is finite, but clearly $`h^p(j,\beta )\theta `$ for all $`\beta (\xi ,\mathrm{ht}(p))`$.
3) An easy induction on $`\mathrm{ht}(q)`$ (with fixed $`p`$).
4) We show this by induction on $`\mathrm{ht}(p)`$. Suppose that $`\mathrm{ht}(p)=\alpha +1`$, so $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta `$, and $`i,ju^p`$ are distinct. If $`i,ju^{p_\xi }`$ for some $`\xi <\theta `$, then by the inductive hypothesis we find $`\beta <\alpha `$ such that
$$\theta h^p(i,\beta )=h^{p_\xi }(i,\beta )h^{p_\xi }(j,\beta )=h^p(j,\beta )\theta .$$
If $`iu^{p_\xi }u^{}`$, $`ju^{p_\zeta }u^{}`$ and $`\xi ,\zeta <\theta `$ are distinct, then look at the definition of $`h^p(i,\alpha )`$, $`h^p(j,\alpha )`$ โ these two values cannot be equal (and both are distinct from $`\theta `$). Finally suppose that $`\mathrm{ht}(p)`$ is limit, so $`p=p_\xi :\xi <\mathrm{ht}(p)`$. Take $`\xi <\mathrm{ht}(p)`$ such that $`i,ju^{p_\xi }`$ and apply the inductive hypothesis to $`p_\xi `$ getting $`\beta <\xi `$ such that $`h^p(i,\beta )h^p(j,\beta )`$ (and both are not $`\theta `$).
5) Again, it goes by induction on $`\mathrm{ht}(p)`$. First consider a limit stage, and suppose that $`\mathrm{ht}(p)=\gamma `$ is a limit ordinal, $`X[\gamma ]^{<\omega }`$ and $`p=p_\xi :\xi <\gamma `$. Let $`\xi <\gamma `$ be such that $`X\xi `$. By the inductive hypothesis we find $`iu^{p_\xi }`$ such that $`\{\beta <\xi :h^p(i,\beta )<\theta \}=X`$. Applying clause (3) we may conclude that this $`i`$ is as required. Now consider a successor case $`\mathrm{ht}(p)=\alpha +1`$. Let $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta `$, and let $`\xi <\theta `$ be $`\zeta ^{}`$ if $`\alpha X`$, and be $`\zeta ^{}+1`$ otherwise. Apply the inductive hypothesis to $`p_\xi `$ and $`X\alpha `$ to get suitable $`iu^{p_\xi }`$, and note that this $`i`$ works for $`p`$ and $`X`$ too.
6), 7) Straightforward. โ
###### Definition 4.
We say that conditions $`p,q_\lambda ^\theta `$ are isomorphic if $`\mathrm{ht}(p)=\mathrm{ht}(q)`$, $`\mathrm{otp}(u^p)=\mathrm{otp}(u^q)`$, and if $`H:u^pu^q`$ is the order isomorphism, then for every $`\beta <\mathrm{ht}(p)`$
$$(ju^p)(h^p(j,\beta )=h^q(H(j),\beta )\&g^p(j,\beta )=g^p(H(j),\beta )).$$
\[In this situation we may say that $`H`$ is the isomorphism from $`p`$ to $`q`$.\]
###### Lemma 5.
Suppose that $`q_0,q_1_\lambda ^\theta `$ are isomorphic conditions and $`H`$ is the isomorphism from $`q_0`$ to $`q_1`$.
1. If $`\mathrm{ht}(q_0)=\mathrm{ht}(q_1)=\gamma `$ is a limit ordinal, $`q_{\mathrm{}}=q_\xi ^{\mathrm{}}:\xi <\gamma `$ (for $`\mathrm{}<2`$), then $`Hu^{q_\xi ^0}`$ is an isomorphism from $`q_\xi ^0`$ to $`q_\xi ^1`$.
2. If $`\mathrm{ht}(q_0)=\mathrm{ht}(q_1)=\alpha +1`$, $`\alpha <\lambda `$, and $`q_{\mathrm{}}=\zeta _{\mathrm{}}^{},\tau _{\mathrm{}}^{},n_{\mathrm{}}^{},u_{\mathrm{}}^{},q_\xi ^{\mathrm{}},v_\xi ^{\mathrm{}}:\xi <\theta `$ (for $`\mathrm{}<2`$), then $`\zeta _0^{}=\zeta _1^{}`$, $`\tau _0^{}=\tau _1^{}`$, $`n_0^{}=n_1^{}`$, $`Hu^{q_\xi ^0}`$ is an isomorphism from $`q_\xi ^0`$ to $`q_\xi ^1`$ and $`H[v_\xi ^0]=v_\xi ^1`$ (for $`\xi <\theta `$).
3. $`F^{q_0}=\{fH:fF^{q_1}\}`$.
4. Assume $`p_0q_0`$. Then there is a unique condition $`p_1q_1`$ such that $`Hu^{p_0}`$ is the isomorphism from $`p_0`$ to $`p_1`$.
\[The condition $`p_1`$ will be called $`H(p_0)`$.\]
###### Proof.
1), 2) Straightforward (for (1) use Lemma 3(7)).
3), 4) Easy inductions on $`\mathrm{ht}(q_0)`$ using (1), (2) above. โ
###### Definition 6.
By induction on $`\alpha <\lambda `$, for conditions $`p,qP_\alpha ^{\theta ,\lambda }`$ such that $`p^\alpha q`$, we define the $`p`$โtransformation $`T_p(q)`$ of $`q`$.
* If $`\alpha =0`$ (so necessarily $`p=q`$) then $`T_p(q)=p`$.
* Assume that $`\mathrm{ht}(q)=\alpha +1`$, $`q=\zeta ^{},\tau ^{},n^{},u^{},q_\xi ,v_\xi :\xi <\theta `$.
If $`pq_\xi `$ for some $`\xi <\theta `$, then let $`\xi ^{}`$ be such that $`pq_\xi ^{}`$. Next for $`\xi <\theta `$ let $`q_\xi ^{}=T_{H_{\xi ^{},\xi }(p)}(q_\xi )`$, where $`H_{\xi ^{},\xi }`$ is the isomorphism from $`q_\xi ^{}`$ to $`q_\xi `$. Define $`T_p(q)=\xi ^{},\tau ^{},n^{},u^{},q_\xi ^{},v_\xi :\xi <\theta `$.
Suppose now that $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta `$ and $`u^{p_\xi }=u^{q_\xi }`$, $`p_\xi q_\xi `$ (for $`\xi <\theta `$). Let $`q_\xi ^{}=T_{p_\xi }(q_\xi )`$ and put $`T_p(q)=\zeta ^{},\tau ^{},n^{},u^{},q_\xi ^{},v_\xi :\xi <\theta `$.
* Assume now that $`\mathrm{ht}(q)`$ is a limit ordinal and $`q=q_\xi :\xi <\mathrm{ht}(q)`$.
If $`\mathrm{ht}(p)<\mathrm{ht}(q)`$ then $`pq_\epsilon `$ for some $`\epsilon <\mathrm{ht}(q)`$, and we may choose $`q_\xi ^{}`$ (for $`\xi <\mathrm{ht}(q)`$) such that $`\mathrm{ht}(q_\xi ^{})=\xi `$, $`\xi <\xi ^{}<\mathrm{ht}(q)q_\xi ^{}_{\mathrm{pr}}q_\xi ^{}^{}`$, and $`q_\zeta ^{}=T_p(q_\zeta )`$ for $`\zeta [\epsilon ,\mathrm{ht}(q))`$. Next we let $`T_p(q)=q_\zeta ^{}:\zeta <\theta `$.
If $`\mathrm{ht}(p)=\mathrm{ht}(q)`$, $`p=p_\xi :\xi <\mathrm{ht}(p)`$ and $`p_\xi q_\xi `$ for $`\xi >\delta `$ (for some $`\delta <\mathrm{ht}(p)`$) then we define $`T_p(q)=p`$.
To show that the definition of $`T_p(q)`$ is correct one proves inductively (parallely to the definition of the $`p`$โtransformation of $`q`$) the following facts.
###### Lemma 7.
Assume $`p,q_\lambda ^\theta `$, $`pq`$. Then:
1. $`T_p(q)_\lambda ^\theta `$, $`u^{T_p(q)}=u^q`$, $`\mathrm{ht}(T_p(q))=\mathrm{ht}(q)`$,
2. $`p_{\mathrm{pr}}T_p(q)qT_p(q)`$,
3. $`\mathrm{ht}(p)=\mathrm{ht}(q)T_p(q)=p`$,
4. if $`q^{}_\lambda ^\theta `$ is isomorphic to $`q`$ and $`H:u^qu^q^{}`$ is the isomorphism from $`q`$ to $`q^{}`$, then $`H`$ is the isomorphism from $`T_p(q)`$ to $`T_{H(p)}(q^{})`$,
5. if $`q_{\mathrm{pr}}q^{}`$ then $`T_p(q)_{\mathrm{pr}}T_p(q^{})`$.
###### Proposition 8.
Every $`_{\mathrm{pr}}`$โincreasing chain in $`_\lambda ^\theta `$ of length $`<\lambda `$ has a $`_{\mathrm{pr}}`$โupper bound, that is the partial order $`(_\lambda ^\theta ,_{\mathrm{pr}})`$ is $`(<\lambda )`$โclosed.
Let us recall that a forcing notion $`(,)`$ is $`(<\lambda )`$โstrategically closed if the second player has a winning strategy in the following game $`\mathrm{}_\lambda ()`$.
The game $`\mathrm{}_\lambda ()`$ lasts $`\lambda `$ moves. The first player starts with choosing a condition $`p^{}`$. Later, in her $`i^{\mathrm{th}}`$ move, the first player chooses an open dense subset $`D_i`$ of $``$. The second player (in his $`i^{\mathrm{th}}`$ move) picks a condition $`p_i`$ so that $`p_0p^{}`$, $`p_iD_i`$ and $`p_ip_j`$ for all $`j<i`$. The second player looses the play if for some $`i<\lambda `$ he has no legal move.
It should be clear that $`(<\lambda )`$โstrategically closed forcing notions do not add sequences of ordinals of length less than $`\lambda `$. The reader interested in this kind of properties of forcing notions and iterating them is referred to , .
###### Proposition 9.
Assume that $`\theta <\lambda `$ are regular cardinals, $`\lambda ^{<\lambda }=\lambda `$. Then $`(_\lambda ^\theta ,)`$ is a $`(<\lambda )`$โstrategically closed $`\lambda ^+`$โcc forcing notion.
###### Proof.
It follows from Lemma 7(2) that if $`D_\lambda ^\theta `$ is an open dense set, $`p_\lambda ^\theta `$, then there is a condition $`qD`$ such that $`p_{\mathrm{pr}}q`$. Therefore, to win the game $`\mathrm{}_\lambda (_\lambda ^\theta )`$, the second player can play so that the conditions $`p_i`$ that he chooses are $`_{\mathrm{pr}}`$โincreasing, and thus there are no problems with finding $`_{\mathrm{pr}}`$โbounds (remember Proposition 8).
Now, to show that $`_\lambda ^\theta `$ is $`\lambda ^+`$โcc, suppose that $`p_\delta :\delta <\lambda ^+`$ is a sequence of distinct conditions from $`_\lambda ^\theta `$. We may find a set $`A[\lambda ^+]^{\lambda ^+}`$ such that
* conditions $`\{p_\delta :\delta A\}`$ are pairwise isomorphic,
* the family $`\{u^{p_\delta }:\delta A\}`$ forms a $`\mathrm{\Delta }`$โsystem with heart $`u^{}`$,
* if $`\delta _0<\delta _1`$ are from $`A`$ then
$$sup(u^{})<\mathrm{min}(u^{p_{\delta _0}}u^{})sup(u^{p_{\delta _0}}u^{})<\mathrm{min}(u^{p_{\delta _0}}u^{}).$$
Take an increasing sequence $`\delta _\xi :\xi <\theta `$ of elements of $`A`$, let $`\tau ^{}=\mathrm{๐}`$, $`v_\xi =\mathrm{}`$ (for $`\xi <\theta `$), and look at $`p=0,\tau ^{},0,u^{},p_{\delta _\xi },v_\xi :\xi <\theta `$. It is a condition in $`_\lambda ^\theta `$ stronger than all $`p_{\delta _\xi }`$โs. โ
###### Definition 10.
By induction on $`\mathrm{ht}(p)`$ we define $`\alpha `$โcomponents of $`p`$ (for $`p_\lambda ^\theta `$, $`\alpha \mathrm{ht}(p)`$).
* First we declare that the only $`\mathrm{ht}(p)`$โcomponent of $`p`$ is the $`p`$ itself.
* If $`\mathrm{ht}(p)=\beta +1`$, $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta `$ and $`\alpha =\beta `$, then $`\alpha `$โcomponents of $`p`$ are $`p_\xi `$ (for $`\xi <\theta `$); if $`\alpha <\beta `$, then $`\alpha `$โcomponents of $`p`$ are those $`q`$ which are $`\alpha `$โcomponents of $`p_\xi `$ for some $`\xi <\theta `$.
* If $`\mathrm{ht}(p)`$ is a limit ordinal, $`p=p_\xi :\xi <\mathrm{ht}(p)`$ and $`\alpha <\mathrm{ht}(p)`$, then $`\alpha `$โcomponents of $`p`$ are $`\alpha `$โcomponents of $`p_\xi `$ for $`\xi [\alpha ,\mathrm{ht}(p))`$.
###### Lemma 11.
Assume $`p_\lambda ^\theta `$ and $`\alpha <\mathrm{ht}(p)`$.
1. If $`q`$ is an $`\alpha `$โcomponent of $`p`$ then $`qp`$, $`\mathrm{ht}(q)=\alpha `$, and for all $`j_0,j_1u^q`$ and every $`\beta [\alpha ,\mathrm{ht}(p))`$:
$$h^p(j_0,\beta )\theta \&h^p(j_1,\beta )\theta h^p(j_0,\beta )=h^p(j_1,\beta ).$$
Moreover, for each $`iu^p`$ there is a unique $`\alpha `$โcomponent $`q`$ of $`p`$ such that $`iu^q`$ and
$$(ju^q)(\beta [\alpha ,\mathrm{ht}(p)))(h^p(i,\beta )\theta h^p(j,\beta )\theta ).$$
2. If $`H`$ is an isomorphism from $`p`$ onto $`p^{}_\lambda ^\theta `$, and $`q`$ is an $`\alpha `$โcomponent of $`p`$, then $`H(q)`$ is an $`\alpha `$โcomponent of $`p^{}`$. If $`q_0,q_1`$ are $`\alpha `$โcomponents of $`p`$ then $`q_0,q_1`$ are isomorphic.
3. There is a unique $`\alpha `$โcomponent $`q`$ of $`p`$ such that $`q_{\mathrm{pr}}p`$.
###### Proof.
Easy inductions on $`\mathrm{ht}(p)`$. โ
###### Definition 12.
By induction on $`\mathrm{ht}(p)`$ we define when a set $`Z\lambda `$ is $`p`$โclosed for a condition $`p_\lambda ^\theta `$.
* If $`\mathrm{ht}(p)=0`$ then every $`Z\lambda `$ is $`p`$โclosed;
* if $`\mathrm{ht}(p)`$ is limit, $`p=p_\xi :\xi <\mathrm{ht}(p)`$, then $`Z`$ is $`p`$โclosed provided it is $`p_\xi `$โclosed for each $`\xi <\mathrm{ht}(p)`$;
* if $`\mathrm{ht}(p)=\alpha +1`$, $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta `$ and $`\alpha Z`$, then $`Z`$ is $`p`$โclosed whenever it is $`p_\zeta ^{}`$โclosed;
* if $`\mathrm{ht}(p)=\alpha +1`$, $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta `$ and $`\alpha Z`$, then $`Z`$ is $`p`$โclosed provided it is $`p_\zeta ^{}`$โclosed and
$$\{\beta <\alpha :(jv_\zeta ^{}\{\mathrm{min}(u^{p_\zeta ^{}}u^{})\})(h^{p_\zeta ^{}}(j,\beta )<\theta )\}Z.$$
###### Lemma 13.
1. If $`p_\lambda ^\theta `$ and $`w[\mathrm{ht}(p)]^{<\omega }`$, then there is a finite $`p`$โclosed set $`Z\mathrm{ht}(p)`$ such that $`wZ`$.
2. If $`p,q_\lambda ^\theta `$ are isomorphic and $`Z`$ is $`p`$โclosed, then $`Z`$ is $`q`$โclosed. If $`Z`$ is $`p`$โclosed, $`\alpha <\mathrm{ht}(p)`$ and $`p^{}`$ is an $`\alpha `$โcomponent of $`p`$, then $`Z\alpha `$ is $`p^{}`$โclosed.
###### Proof.
Easy inductions on $`\mathrm{ht}(p)`$ (remember Lemma 3(2)). โ
###### Definition 14.
Suppose that $`p_\lambda ^\theta `$ and $`Z\mathrm{ht}(p)`$ is a finite $`p`$โclosed set. Let $`Z=\{\alpha _0,\mathrm{},\alpha _{k1}\}`$ be the increasing enumeration.
1. We define
$$U[p,Z]\stackrel{\mathrm{def}}{=}\{ju^p:(\beta <\mathrm{ht}(p))(h^p(j,\beta )<\theta \beta Z)\}.$$
2. We let
$$\mathrm{{\rm Y}}_p(Z)=\zeta _{\mathrm{}},\tau _{\mathrm{}},n_{\mathrm{}},g_{\mathrm{}},h_0^{\mathrm{}},\mathrm{},h_{n_{\mathrm{}}1}^{\mathrm{}}:\mathrm{}<k,$$
where, for $`\mathrm{}<k`$, $`\zeta _{\mathrm{}}`$ is an ordinal below $`\theta `$, $`\tau _{\mathrm{}}`$ is a Boolean term, $`n_{\mathrm{}}<\omega `$ and $`g_{\mathrm{}},h_0^{\mathrm{}},\mathrm{},h_{n_{\mathrm{}}1}^{\mathrm{}}:\mathrm{}2`$, and they all are such that for every (equivalently: some) $`\alpha _{\mathrm{}}+1`$โcomponent $`q=\zeta ^{},\tau ^{},n^{},u^{},q_\xi ,v_\xi :\xi <\theta `$ of $`p`$ we have: $`\zeta _{\mathrm{}}=\zeta ^{}`$, $`\tau _{\mathrm{}}=\tau ^{}`$, $`n_{\mathrm{}}=n^{}`$ and if $`v_\xi =\{j_0,\mathrm{},j_{n_{\mathrm{}}1}\}`$ (the increasing enumeration) then
$$(m<n_{\mathrm{}})(\mathrm{}^{}<\mathrm{})(h_m^{\mathrm{}}(\mathrm{}^{})=h^q(j_m,\alpha _{\mathrm{}^{}})),$$
and if $`i_0=\mathrm{min}(u^{q_\zeta ^{}}u^{})`$ then $`(\mathrm{}^{}<\mathrm{})(g_{\mathrm{}}(\mathrm{}^{})=h^q(i_0,\alpha _{\mathrm{}^{}}))`$. (Note that $`\zeta _{\mathrm{}},\tau _{\mathrm{}},n_{\mathrm{}}`$, $`g_{\mathrm{}},h_0^{\mathrm{}},\mathrm{},h_{n_{\mathrm{}}1}^{\mathrm{}}`$ are well-defined by Lemma 11. Necessarily, for all $`m<n_{\mathrm{}}`$ and $`\beta \alpha _{\mathrm{}}Z`$ we have $`h^q(i_0,\beta ),h^q(j_m,\beta )\theta `$; remember that $`Z`$ is $`p`$โclosed.)
Note that if $`Z\mathrm{ht}(p)`$ is a finite $`p`$โclosed set, $`\alpha =\mathrm{max}(Z)`$ and $`p^{}`$ is the $`\alpha +1`$โcomponent of $`p`$ satisfying $`p^{}_{\mathrm{pr}}p`$ (see 11(3)), then $`U[p,Z]u^p^{}`$.
###### Lemma 15.
Suppose that $`p_\lambda ^\theta `$ and $`Z_0,Z_1\mathrm{ht}(p)`$ are finite $`p`$โclosed sets such that $`\mathrm{{\rm Y}}_p(Z_0)=\mathrm{{\rm Y}}_p(Z_1)`$. Then $`\mathrm{otp}(U[p,Z_0])=\mathrm{otp}(U[p,Z_1])`$, and the order preserving isomorphism $`\pi :U[p,Z_0]U[p,Z_1]`$ satisfies
1. $`(\mathrm{}<k)(h^p(i,\alpha _{\mathrm{}}^0)=h^p(\pi (i),\alpha _{\mathrm{}}^1))`$,
where $`\{\alpha _0^x,\mathrm{},\alpha _{k1}^x\}`$ is the increasing enumeration of $`Z_x`$ (for $`x=0,1`$).
###### Proof.
We prove this by induction on $`|Z_0|=|Z_1|`$ (for all $`p,Z_0,Z_1`$ satisfying the assumptions).
Step $`|Z_0|=|Z_1|=1`$; $`Z_0=\{\alpha _0^0\}`$, $`Z_1=\{\alpha _0^1\}`$.
Take the $`\alpha _0^x+1`$โcomponent $`q_x`$ of $`p`$ such that $`q_x_{\mathrm{pr}}p`$. Then, for $`x=0,1`$, $`q_x=\zeta ,\tau ,n,u^x,q_\xi ^x,v_\xi ^x:\xi <\theta `$, and for each $`iv_\xi ^x`$, $`\beta <\alpha _0^x`$ we have $`h^{q_\xi ^x}(i,\beta )\theta `$. Also, if $`i_0^x=\mathrm{min}(u^{q_\zeta ^x}u^x)`$ and $`\beta <\alpha _0^x`$, then $`h^{q_\zeta ^x}(i_0^x,\beta )\theta `$. Consequently, $`n=|v_\xi ^x|1`$, and if $`n=1`$ then $`\{i_0^x\}=v_\zeta ^x`$ (remember Lemma 3(4)). Moreover,
$$U[p,Z_x]=U[q_x,Z_x]=\{H_{\xi ,\zeta }^x(i_0^x):\xi <\theta \},$$
where $`H_{\xi ,\zeta }^x`$ is the isomorphism from $`q_\zeta ^x`$ to $`q_\xi ^x`$. Now it should be clear that the mapping $`\pi :H_{\xi ,\zeta }^0(i_0^0)H_{\xi ,\zeta }^1(i_0^1):U[p,Z_0]U[p,Z_1]`$ is the order preserving isomorphism (remember clause $`(\gamma )`$ of the definition of $`P_{\alpha +1}^{}`$), and it has the property described in $`()`$.
Step $`|Z_0|=|Z_1|=k+1`$; $`Z_0=\{\alpha _0^0,\mathrm{},\alpha _k^0\}`$, $`Z_1=\{\alpha _0^1,\mathrm{},\alpha _k^1\}`$.
Let
$$\mathrm{{\rm Y}}_p(Z_0)=\mathrm{{\rm Y}}_p(Z_1)=\zeta _{\mathrm{}},\tau _{\mathrm{}},n_{\mathrm{}},g_{\mathrm{}},h_0^{\mathrm{}},\mathrm{},h_{n_{\mathrm{}}1}^{\mathrm{}}:\mathrm{}k.$$
For $`x=0,1`$, let $`q_x=\zeta ,\tau ,n,u^x,q_\xi ^x,v_\xi ^x:\xi <\theta `$ be the $`\alpha _k^x+1`$โcomponent of $`p`$ such that $`q_x_{\mathrm{pr}}p`$. The sets $`Z_x\alpha _k^x`$ (for $`x=0,1`$) are $`q_\xi ^x`$โclosed for every $`\xi <\theta `$, and clearly $`\mathrm{{\rm Y}}_p(Z_0\alpha _k^0)=\mathrm{{\rm Y}}_p(Z_1\alpha _k^1)`$. Hence, by the inductive hypothesis, $`\mathrm{otp}(U[q_\xi ^0,Z_0\{\alpha _k^0\}])=\mathrm{otp}(U[q_\xi ^1,Z_1\{\alpha _k^1\}])`$ (for each $`\xi <\theta `$), and the order preserving mappings $`\pi _\xi :U[q_\xi ^0,Z_0\{\alpha _k^0\}]U[q_\xi ^1,Z_1\{\alpha _k^1\}]`$ satisfy the demand in $`()`$. Let $`i_\xi ^x=\mathrm{min}(u^{q_\xi ^x}u^x)`$. Then, as $`q_\xi ^x`$ and $`q_\zeta ^x`$ are isomorphic and the isomorphism is the identity on $`u^x`$, we have $`(\mathrm{}<k)(h^p(i_\xi ^x,\alpha _{\mathrm{}}^x)=g_k(\mathrm{}))`$. Hence $`\pi _\xi (i_\xi ^0)=i_\xi ^1`$, and therefore $`\pi _\xi [u^0U[q_\xi ^0,Z_0\{\alpha _k^0\}]]=u^1U[q_\xi ^1,Z_1\{\alpha _k^1\}]`$. But since the mappings $`\pi _\xi `$ are order preserving, the last equality implies that $`\pi _\xi (u^0U[q_\xi ^0,Z_0\{\alpha _k^0\}])=\pi _\zeta (u^0U[q_\zeta ^0,Z_0\{\alpha _k^0\}])`$, and hence $`\pi =\underset{\xi <\theta }{}\pi _\xi `$ is a function, and it is an order isomorphism from $`U[q_0,Z_0]=U[p,Z_0]`$ onto $`U[q_1,Z_1]=U[p,Z_1]`$ satisfying $`()`$. โ
## 2. The algebra and why it is OK (in $`๐^{_\lambda ^\theta }`$)
Let $`\dot{๐น}_\lambda ^\theta `$ and $`\dot{U}`$ be $`_\lambda ^\theta `$โnames such that
$$_{_\lambda ^\theta }\text{โ }\dot{๐น}_\lambda ^\theta =\{๐น^p:p\mathrm{\Gamma }_{_\lambda ^\theta }\}\text{ โ}\text{ and }_{_\lambda ^\theta }\text{โ }\dot{U}=\{u^p:p\mathrm{\Gamma }_{_\lambda ^\theta }\}\text{ โ.}$$
Note that $`\dot{U}`$ is (a name for) a subset of $`\lambda ^+`$. Let $`\dot{F}`$ be a $`_\lambda ^\theta `$โname such that
$$_{_\lambda ^\theta }\text{โ }\dot{F}=\{f2^{\dot{U}}:(p\mathrm{\Gamma }_{_\lambda ^\theta })(fu^p\dot{F}^p)\}\text{ โ.}$$
###### Proposition 16.
Assume $`\theta <\lambda `$ are regular, $`\lambda ^{<\lambda }=\lambda `$. Then in $`๐^{_\lambda ^\theta }`$:
1. $`\dot{F}`$ is a non-empty closed subset of $`2^{\dot{U}}`$, and $`\dot{๐น}_\lambda ^\theta `$ is the Boolean algebra generated $`๐น_{(\dot{U},\dot{F})}`$ (see Definition 1);
2. $`|\dot{U}|=|\dot{๐น}_\lambda ^\theta |=\lambda ^+`$;
3. For every subalgebra $`๐น\dot{๐น}_\lambda ^\theta `$ of size $`\lambda ^+`$ we have $`\mathrm{Depth}^+(๐น)>\theta `$.
###### Proof.
2) Note that if $`p_\lambda ^\theta `$, $`sup(u^p)<j<\lambda ^+`$ then there is a condition $`qp`$ such that $`ju^q`$. Hence $`|\dot{U}|=\lambda ^+`$. To show that, in $`๐^{_\lambda ^\theta }`$, the algebra $`\dot{๐น}_\lambda ^\theta `$ is of size $`\lambda ^+`$ it is enough to prove the following claim.
###### Claim 16.1.
Let $`p_\lambda ^\theta `$, $`ju^p`$. Then $`x_jx_i:iju^p_{๐น^p}`$.
###### Proof of the claim.
Suppose not, and let $`p,j`$ be a counterexample with the smallest possible $`\mathrm{ht}(p)`$. Necessarily, $`\mathrm{ht}(p)`$ is a successor ordinal, say $`\mathrm{ht}(p)=\alpha +1`$. So let $`p=\zeta ^{},\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi <\theta `$ and suppose that $`v[u^pj]^{<\omega }`$ is such that $`x_jx_i:iv_{๐น^p}`$. If $`ju^{}`$ then $`vu^{}`$ and we immediately get a contradiction (applying the inductive hypothesis to $`p_\zeta ^{}`$). So let $`\xi <\theta `$ be such that $`ju^{p_\xi }u^{}`$. We know that $`x_jx_i:iu^{}(vu^{p_\xi })_{๐น^{p_\xi }}`$ (remember clause $`(\gamma )`$ of the definition of $`P_{\alpha +1}^{}`$), so we may take functions $`f_0,f_1F^{p_\xi }`$ such that $`f_0(u^{}(vu^{p_\xi }))=f_1(u^{}(vu^{p_\xi }))`$, $`f_0(j)=0`$, $`f_1(j)=1`$. Let $`g_0,g_1:u^p2`$ be such that $`g_{\mathrm{}}u^{p_\xi }=f_{\mathrm{}}`$, $`g_{\mathrm{}}u^{p_\zeta }=f_0H_{\zeta ,\xi }`$ for $`\zeta \xi `$ (where $`H_{\zeta ,\xi }`$ is the order isomorphism from $`u^{p_\zeta }`$ to $`u^{p_\xi }`$). Now one easily checks that $`g_0,g_1F^p`$ (remember the definition of the term $`\sigma _{\mathrm{maj}}`$). By our choices, $`g_0(i)=g_1(i)`$ for all $`iv`$, and $`g_0(j)g_1(j)`$, and this is a clear contradiction with the choice of $`i`$ and $`v`$. โ
3) Suppose that $`\dot{a}_\xi :\xi <\lambda ^+`$ is a $`_\lambda ^\theta `$โname for a $`\lambda ^+`$โsequence of distinct members of $`\dot{๐น}_\lambda ^\theta `$ and let $`p_\lambda ^\theta `$. Applying standard cleaning procedures we find a set $`A\lambda ^+`$ of the order type $`\theta `$, an ordinal $`\alpha <\lambda `$ and $`\tau ^{},n^{},u^{}`$ and $`p_\xi ,v_\xi :\xi A`$ such that $`pp_\xi `$, $`\mathrm{ht}(p_\xi )=\alpha `$, $`p_\xi \dot{a}_\xi =\tau ^{}(x_i:iv_\xi )`$ and
$$q\stackrel{\mathrm{def}}{=}0,\tau ^{},n^{},u^{},p_\xi ,v_\xi :\xi AP_{\alpha +1}^{},$$
where $`A`$ is identified with $`\theta `$ by the increasing enumeration (so we will think $`A=\theta `$). For $`\xi <\theta `$ let $`\tau _\xi =\tau ^{}(x_i:iv_\xi )๐น^{p_\xi }`$. Since $`\dot{a}_\xi `$ were (forced to be) distinct we know that $`๐น^q\tau _\xi \tau _\zeta `$ for distinct $`\xi ,\zeta `$. Hence $`\tau _\xi x_i:iu^{}_{๐น^{p_\xi }}`$ (for each $`\xi `$) and therefore we may find functions $`f_\xi ^0,f_\xi ^1F^{p_\xi }`$ such that $`f_\xi ^0u^{}=f_\xi ^1u^{}`$, and $`f_\xi ^0(\tau _\xi )=0`$, $`f_\xi ^1(\tau _\xi )=1`$, and if $`\xi <\zeta <\theta `$, and $`H_{\xi ,\zeta }`$ is the isomorphism from $`p_\xi `$ to $`p_\zeta `$, then $`f_\xi ^{\mathrm{}}=f_\zeta ^{\mathrm{}}H_{\xi ,\zeta }`$. Now fix $`\xi <\zeta <\theta `$ and let
$$g\stackrel{\mathrm{def}}{=}\underset{\alpha 3\xi +2}{}f_\alpha ^0\underset{3\xi +2<\alpha <\theta }{}f_\alpha ^1.$$
It should be clear that $`g`$ is a function from $`u^q`$ to $`2`$, and moreover $`gF^q`$. Also easily
$$g(\sigma _{\mathrm{maj}}(\tau _{3\xi },\tau _{3\xi +1},\tau _{3\xi +2}))=0\text{ and }g(\sigma _{\mathrm{maj}}(\tau _{3\zeta },\tau _{3\zeta +1},\tau _{3\zeta +2}))\}=1.$$
Hence we may conclude that
$$๐น^q\sigma _{\mathrm{maj}}(\tau _{3\xi },\tau _{3\xi +1},\tau _{3\xi +2})<\sigma _{\mathrm{maj}}(\tau _{3\zeta },\tau _{3\zeta +1},\tau _{3\zeta +2})$$
for $`\xi <\zeta <\theta `$ (remember the definition of $`F^q`$ and Proposition 2). Consequently we get $`q\mathrm{Depth}^+(\dot{a}_\xi :\xi <\lambda ^+_{\dot{๐น}_\lambda ^\theta })>\theta `$, finishing the proof. โ
###### Theorem 17.
Assume $`\theta <\lambda `$ are regular, $`\lambda =\lambda ^{<\lambda }`$. Then $`_{_\lambda ^\theta }\mathrm{Depth}(\dot{๐น}_\lambda ^\theta )=\theta `$.
###### Proof.
By Proposition 16 we know that $`\mathrm{Depth}^+(\dot{๐น}_\lambda ^\theta )>\theta `$, so what we have to show is that there are no increasing sequences of length $`\theta ^+`$ of elements of $`\dot{๐น}_\lambda ^\theta `$. We will show this under an additional assumption that $`\theta ^+<\lambda `$ (after the proof is carried out, it will be clear how one modifies it to deal with the case $`\lambda =\theta ^+`$). Due to this additional assumption, and since the forcing notion $`_\lambda ^\theta `$ is $`(<\lambda )`$โstrategically closed (by Proposition 9), it is enough to show that $`\mathrm{Depth}(๐น^p)\theta `$ for each $`p_\lambda ^\theta `$.
So suppose that $`p_\lambda ^\theta `$ is such that $`\mathrm{Depth}(๐น^p)\theta ^+`$. Then we find a Boolean term $`\tau `$, an integer $`n`$ and sets $`w_\rho [u^p]^n`$ (for $`\rho <\theta ^+`$) such that
$$\rho _0<\rho _1<\theta ^+๐น^p\tau (x_i:iw_{\rho _0})<\tau (x_i:iw_{\rho _1}).$$
For each $`\rho <\theta ^+`$ use Lemma 13 to choose a finite $`p`$โclosed set $`Z_\rho \mathrm{ht}(p)`$ containing the set
$$\{\beta <\mathrm{ht}(p):(jw_\rho )(h^p(j,\beta )<\theta )\}.$$
Look at $`\mathrm{{\rm Y}}_p(Z_\rho )`$ (see Definition 14). There are only $`\theta `$ possibilities for the values of $`\mathrm{{\rm Y}}_p(Z_\rho )`$, so we find $`\rho _0<\rho _1<\theta ^+`$ such that
1. $`|Z_{\rho _0}|=|Z_{\rho _1}|`$, $`\mathrm{{\rm Y}}_p(Z_{\rho _0})=\mathrm{{\rm Y}}_p(Z_{\rho _1})=\zeta _{\mathrm{}},\tau _{\mathrm{}},n_{\mathrm{}},g_{\mathrm{}},h_0^{\mathrm{}},\mathrm{},h_{n_{\mathrm{}}1}^{\mathrm{}}:\mathrm{}<k`$,
2. if $`\pi ^{}:Z_{\rho _0}Z_{\rho _1}`$ is the order isomorphism then $`\pi ^{}Z_{\rho _0}Z_{\rho _1}`$ is the identity on $`Z_{\rho _0}Z_{\rho _1}`$,
3. if $`\pi :U[p,Z_{\rho _0}]U[p,Z_{\rho _1}]`$ is the order isomorphism, then $`\pi [w_{\rho _0}]=w_{\rho _1}`$.
Note that, by Lemma 15, $`\mathrm{otp}(U[p,Z_{\rho _0}])=\mathrm{otp}(U[p,Z_{\rho _1}])`$ and the order isomorphism $`\pi `$ satisfies
$$(jU[p,Z_{\rho _0}])(\beta Z_{\rho _0})(h^p(j,\beta )=h^p(\pi (j),\pi ^{}(\beta ))),$$
and hence $`\pi `$ is the identity on $`U[p,Z_{\rho _0}]U[p,Z_{\rho _1}]`$ (remember Lemma 3).
For a function $`fF^p`$ let $`G_{\rho _1}^{\rho _0}(f):u^p2`$ be defined by
$$G_{\rho _1}^{\rho _0}(f)(j)=\{\begin{array}{ccc}f(\pi (j))\hfill & \text{ if }\hfill & jU[p,Z_{\rho _0}],\hfill \\ f(\pi ^1(j))\hfill & \text{ if }\hfill & jU[p,Z_{\rho _1}]U[p,\rho _0],\hfill \\ 0\hfill & & \text{otherwise}.\hfill \end{array}$$
###### Claim 17.1.
For each $`fF^p`$, $`G_{\rho _1}^{\rho _0}(f)F^p`$.
###### Proof of the claim.
By induction on $`\alpha \mathrm{ht}(p)`$ we show that for each $`\alpha `$โcomponent $`q`$ of $`p`$, the restriction $`G_{\rho _1}^{\rho _0}(f)u^q`$ is in $`F^q`$.
If $`\alpha `$ is limit, we may easily use the inductive hypothesis to show that, for any $`\alpha `$โcomponent $`q`$ of $`p`$, $`G_{\rho _1}^{\rho _0}(f)u^qF^q`$.
Assume $`\alpha =\beta +1`$ and let $`q=\zeta ^{},\tau ^{},n^{},u^{},q_\xi ,v_\xi :\xi <\theta `$ be an $`\alpha `$โcomponent of $`p`$. We will consider four cases.
Case 1:$`\beta Z_{\rho _0}Z_{\rho _1}`$.
Then $`(U[p,Z_{\rho _0}]U[p,Z_{\rho _1}])u^qu^{q_\zeta ^{}}`$ and $`G_{\rho _1}^{\rho _0}(f)(u^{q_\xi }u^{})0`$ for each $`\xi \zeta ^{}`$. Since, by the inductive hypothesis, $`G_{\rho _1}^{\rho _0}(f)u^{q_\xi }F^{q_\xi }`$ for each $`\xi <\theta `$, we may use the definition of $`P_{\beta +1}^{}`$ and conclude that $`G_{\rho _1}^{\rho _0}(f)u^qF^q`$ (remember the definition of the term $`\sigma _{\mathrm{maj}}`$).
Case 2:$`\beta Z_{\rho _0}Z_{\rho _1}`$.
Let $`Z_{\rho _0}=\{\alpha _0,\mathrm{},\alpha _{k1}\}`$ be the increasing enumeration. Then $`\beta =\alpha _{\mathrm{}}`$ for some $`\mathrm{}<k`$ and $`\zeta ^{}=\zeta _{\mathrm{}}`$, $`\tau ^{}=\tau _{\mathrm{}}`$, $`n^{}=n_{\mathrm{}}`$. Moreover, if $`v_\xi =\{j_0^\xi ,\mathrm{},j_{n_{\mathrm{}}1}^\xi \}`$ (the increasing enumeration), $`\xi <\theta `$, then for $`m<n_{\mathrm{}}`$:
$$(\mathrm{}^{}<\mathrm{})(h_m^{\mathrm{}}(\alpha _{\mathrm{}^{}})=h^q(j_m^\xi ,\alpha _{\mathrm{}^{}}))\text{and}(\gamma \beta Z_{\rho _0})(h^q(j_m^\xi ,\gamma )\theta ).$$
Note that $`U[p,Z_{\rho _1}]u^qu^{q_\zeta ^{}}`$, so if $`U[p,Z_{\rho _0}]u^q=\mathrm{}`$, then we may proceed as in the previous case. Therefore we may assume that $`U[p,Z_{\rho _0}]u^q\mathrm{}`$. So, for each $`\gamma Z_{\rho _0}\alpha `$ we may choose $`i_\gamma U[p,Z_{\rho _0}]u^q`$ such that
$$(iU[p,Z_{\rho _0}]u^q)(h^p(i,\gamma )\theta h^p(i,\gamma )=h^p(i_\gamma ,\gamma ))$$
(remember Lemma 11(1)). Let $`i^{}=\mathrm{max}\{i_\gamma :\gamma Z_{\rho _0}\alpha \}`$ (if $`\beta =\mathrm{max}(Z_{\rho _0})`$, then let $`i^{}`$ be any element of $`U[p,Z_{\rho _0}]u^q`$). Note that then
$$(iU[p,Z_{\rho _0}]u^q)(\gamma Z_{\rho _0}\alpha )(h^p(i,\gamma )\theta h^p(i,\gamma )=h^p(i^{},\gamma ))$$
\[Why? Remember Lemma 11(1) and the clause $`(\gamma )`$ of the definition of $`P_{\beta +1}^{}`$.\] By Lemma 11, we find a $`(\pi ^{}(\beta )+1)`$โcomponent $`q^{}=\zeta ^{},\tau ^{},n^{},u^{},q_\epsilon ^{},v_\epsilon ^{}:\epsilon <\theta `$ of $`p`$ such that $`\pi (i^{})u^q^{}`$ and
$$(ju^q^{})(\gamma (\pi ^{}(\beta ),\mathrm{ht}(p)))(h^p(\pi (i^{}),\gamma )\theta h^p(j,\gamma )\theta ).$$
We claim that then
1. $`(jU[p,Z_{\rho _0}]u^q)(\pi (j)u^q^{}U[p,Z_{\rho _1}])`$.
Why? Fix $`jU[p,Z_{\rho _0}]u^q`$. Let $`r,r^{}`$ be components of $`p`$ such that $`r_{\mathrm{pr}}p`$, $`r^{}_{\mathrm{pr}}p`$, $`\mathrm{ht}(r)=\beta +1`$, $`\mathrm{ht}(r^{})=\pi ^{}(\beta )+1`$ (so $`r`$ and $`q`$, and $`r^{},q^{}`$, are isomorphic). The sets $`Z_{\rho _0}(\beta +1)`$ and $`Z_{\rho _1}(\pi ^{}(\beta )+1)`$ are $`p`$โclosed, and they have the same values of $`\mathrm{{\rm Y}}`$, and therefore $`U[p,Z_{\rho _0}(\beta +1)]`$ and $`U[p,Z_{\rho _1}(\pi ^{}(\beta )+1)]`$ are (order) isomorphic. Also, these two sets are included in $`u^r`$ and $`u^r^{}`$, respectively. So looking back at our $`j`$, we may successively choose $`j_0u^rU[p,Z_{\rho _0}(\beta +1)]`$, $`j_1u^r^{}U[p,Z_{\rho _1}(\pi ^{}(\beta )+1)]`$, and $`j^{}u^q`$ such that
* $`(\gamma \beta )(h^q(j,\gamma )=h^r(j_0,\gamma ))`$,
* $`(\mathrm{}^{}\mathrm{})(h^r(j_0,\alpha _{\mathrm{}^{}})=h^r^{}(j_1,\pi ^{}(\alpha _{\mathrm{}^{}})))`$, and
* $`(\gamma \pi ^{}(\beta ))(h^r^{}(j,\gamma )=h^q^{}(j^{},\gamma ))`$.
Then we have
$$(\mathrm{}^{}\mathrm{})(h^q(j,\alpha _{\mathrm{}^{}})=h^q^{}(j^{},\pi ^{}(\alpha _{\mathrm{}^{}}))\text{and}(\gamma \pi ^{}(\beta )Z_{\rho _1})(h^q^{}(j^{},\gamma )\theta ).$$
To conclude $`()`$ it is enough to show that $`\pi (j)=j^{}`$. If this equality fails, then there is $`\gamma <\mathrm{ht}(p)`$ such that $`\theta h^p(\pi (j),\gamma )h^p(j^{},\gamma )\theta `$. If $`\gamma \pi ^{}(\beta )`$, then necessarily $`\gamma Z_{\rho _1}`$, and this is impossible (remember $`h^p(j,\alpha _{\mathrm{}^{}})=h^p(\pi (j),\pi ^{}(\alpha _{\mathrm{}^{}}))`$ for $`\mathrm{}^{}\mathrm{}`$). So $`\gamma >\pi ^{}(\beta )`$. If $`h^p(\pi (j),\gamma )=\theta +1`$, then $`h^p(j^{},\gamma )<\theta `$ and (by the choice of $`q^{}`$) $`h^p(\pi (i^{}),\gamma )<\theta `$. Then $`\gamma Z_{\rho _1}`$ and $`h^p(i^{},(\pi ^{})^1(\gamma ))<\theta `$, and also $`h^p(i^{},(\pi ^{})^1(\gamma ))=h^p(j,(\pi ^{})^1(\gamma ))=\theta +1`$ (by the choice of $`i^{}`$), a contradiction. Thus necessarily $`h^p(\pi (j),\gamma )<\theta `$ (so $`\gamma Z_{\rho _1}`$) and therefore
$$\theta >h^p(j,(\pi ^{})^1(\gamma ))=h^p(i^{},(\pi ^{})^1(\gamma ))=h^p(\pi (i^{}),\gamma )=h^p(j^{},\gamma )$$
(as the last is not $`\theta `$), again a contradiction. Thus the statement in $`()`$ is proven.
Now we may finish considering the current case. By the definition of the function $`\mathrm{{\rm Y}}`$ (and by the choice of $`\rho _0,\rho _1`$) we have
$$\zeta ^{}=\zeta _{\mathrm{}},\tau ^{}=\tau _{\mathrm{}},n^{}=n_{\mathrm{}},\text{and }\pi [v_\xi ]=v_\xi ^{}\text{ for }\xi <\theta $$
(and $`\pi v_\xi `$ is orderโpreserving). Therefore
$$G_{\rho _1}^{\rho _0}(f)(\tau ^{}(x_i:iv_\xi ))=f(\tau ^{}(x_i:iv_\xi ^{}))\text{ (for every }\xi <\theta \text{).}$$
By the inductive hypothesis, $`G_{\rho _1}^{\rho _0}(f)u^{q_\xi }F^{q_\xi }`$ (for $`\xi <\theta `$), so as $`fF^p`$ (and hence $`fu^q^{}F^q^{}`$) we may conclude now that $`G_{\rho _1}^{\rho _0}(f)u^qF^q`$.
Case 3:$`\beta Z_{\rho _1}Z_{\rho _0}`$
Similar.
Case 3:$`\beta Z_{\rho _0}Z_{\rho _1}`$
If $`U[p,Z_{\rho _0}]u^q=\mathrm{}=U[p,Z_{\rho _1}]u^q`$, then $`G_{\rho _1}^{\rho _0}(f)u^q0`$ and we are easily done. If one of the intersections is non-empty, then we may follow exactly as in the respective case (2 or 3). โ
Now we may conclude the proof of the theorem. Since
$$๐น^p\tau (x_i:iw_{\rho _0})<\tau (x_i:iw_{\rho _1}),$$
we find $`fF^p`$ such that $`f(\tau (x_i:iw_{\rho _0}))=0`$ and $`f(\tau (x_i:iw_{\rho _1}))=1`$. It should be clear from the definition of the function $`G_{\rho _1}^{\rho _0}(f)`$ (and the choice of $`\rho _0,\rho _1`$) that
$$G_{\rho _1}^{\rho _0}(f)(\tau (x_i:iw_{\rho _0}))=1\text{and}G_{\rho _1}^{\rho _0}(f)(\tau (x_i:iw_{\rho _1}))=0.$$
But it follows from Claim 17.1 that $`G_{\rho _1}^{\rho _0}(f)F^p`$, a contradiction. โ
###### Conclusion 18.
It is consistent that for some uncountable cardinal $`\theta `$ there is a Boolean algebra $`๐น`$ of size $`(2^\theta )^+`$ such that
$$\mathrm{Depth}(๐น)=\theta \text{ but }(\omega ,(2^\theta )^+)\mathrm{Depth}_{\mathrm{Sr}}(๐น).$$
###### Problem 19.
Assume $`\theta <\lambda =\lambda ^{<\lambda }`$ are regular cardinals. Does there exist a Boolean algebra $`๐น`$ such that $`|๐น|=\lambda ^+`$ and for every subalgebra $`๐น^{}๐น`$ of size $`\lambda ^+`$ we have $`\mathrm{Depth}(๐น^{})=\theta `$?
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# Near-Extremal Correlators and Generalized Consistent Truncation for AdS{_{4|7}}ร S7|4
## 1 Introduction
N=4 SYM and Type IIB supergravity on $`\mathrm{AdS}_5\times \mathrm{S}^5`$
A number of remarkable conjectures on the factorization and coupling constant dependence of correlators of local chiral operators have emerged from the AdS/CFT conjecture between Type IIB superstring theory on $`\mathrm{AdS}_5\times \mathrm{S}^5`$ and $`๐ฉ=4`$ superconformal Yang-Mills theory on $`^4`$. One important discovery is that certain correlators exhibit a special factorized space-time form and are independent of the Yang-Mills coupling, $`g_{YM}`$, a phenomenon usually referred to as โnon-renormalizationโ. Another surprising result is that certain associated supergravity couplings in $`\mathrm{AdS}_5\times \mathrm{S}^5`$ vanish, thereby extending the usual property of consistent truncation. Most results obtained so far are on the correlators of 1/2 BPS operators of $`๐ฉ=4`$ superconformal Yang-Mills theory, i.e. the theory that corresponds to Type IIB superstring theory on $`\mathrm{AdS}_5\times \mathrm{S}^5`$. The superconformal primary operators of this theory are denoted by $`๐ช_\mathrm{\Delta }`$ with dimension $`\mathrm{\Delta }`$ and $`SU(4)`$ Dynkin label $`(0,\mathrm{\Delta },0)`$. Normalizing the operators $`๐ช_\mathrm{\Delta }`$ by their 2-point functions as usual, the following conjectures have been proposed:
Conjecture I : $`๐ฉ`$=4 SYM Correlators
* Non-renormalization of three-point functions $`๐ช_{\mathrm{\Delta }_1}(x_1)๐ช_{\mathrm{\Delta }_2}(x_2)๐ช_{\mathrm{\Delta }_3}(x_3)`$ of single and multiple color trace 1/2 BPS operators $`๐ช_{\mathrm{\Delta }_i}`$;
* Non-renormalization and factorization into a product of $`n`$ two-point functions of extremal correlators $`๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}๐ช_{\mathrm{\Delta }_n}(x_n)`$ of single and multiple trace 1/2 BPS operators $`๐ช_{\mathrm{\Delta }_i}`$, whose dimensions satisfy $`\mathrm{\Delta }=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$;
* Non-renormalization and decomposition into a sum of products of a single non-renormalized three-point function and $`n1`$ non-renormalized two-point functions of next-to-extremal correlators $`๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}๐ช_{\mathrm{\Delta }_n}(x_n)`$ of single trace 1/2 BPS operators $`๐ช_{\mathrm{\Delta }_i}`$, whose dimensions satisfy $`\mathrm{\Delta }+2=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$;
* Decomposition into a sum of products of non-renormalized two- and three-point functions and (in general, renormalized) higher point functions of sub-extremal correlators $`๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}๐ช_{\mathrm{\Delta }_n}(x_n)`$ of single 1/2 BPS operators $`๐ช_{\mathrm{\Delta }_i}`$ whose dimensions satisfy $`\mathrm{\Delta }+2m=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$ with $`2mn2`$.
The evidence for (1) derives from a detailed comparison between the 2- and 3-point functions calculated on the AdS supergravity side, (using the values for the supergravity couplings derived from the supergravity field equations and action) and the free field values for the same correlators on the superconformal Yang-Mills side . The AdS supergravity expansion is valid for large $`N`$ and large โt Hooft coupling $`\lambda =g_{YM}^2N`$, so that equality between the correlators in the two regimes supports the conjecture (1) at least in the large $`N`$ limit. Evidence for (1) for all values of $`N`$ is secured from the fact that 2- and 3-point functions suffer no corrections to first order in $`g_{YM}^2`$ . Meanwhile, it was shown that 2-points also suffer no corrections to order $`๐ช(g_{YM}^4)`$ . Finally, methods of $`๐ฉ=2`$ analytic superspace , combined with a recursive equation of , and $`๐ฉ=4`$ superconformal invariance properties of the correlators provide arguments that come close to being a general proof of conjecture (1). (A loose end in the argument is related with the existence of certain contact invariants, whose contribution has not been ruled out so far.<sup>2</sup><sup>2</sup>2We are grateful to Marc Grisaru for a discussion on this point. See also .)
Part (2) of the conjecture was first proposed in on the basis of evidence gathered from the AdS supergravity side. A priori, this evidence appears weaker than it was in the case of part (1), since the explicit form of the AdS gauged supergravity couplings has not been evaluated directly from the supergravity action. Remarkably however, there is an indirect argument that the supergravity couplings for extremal arrangements of $`n+1`$-point couplings vanish as a consequence of the finiteness of superstring theory on $`\mathrm{AdS}_5\times \mathrm{S}^5`$ at the string tree level, as well as the fact that a Maldacena dual field theory exists at the boundary of $`\mathrm{AdS}_5`$. Indeed, the AdS contact integrals appearing in the evaluation of the correlators diverges precisely when the dimensions of the fields are extremal, so that the associated supergravity couplings must vanish . (See also where this possibility was mentioned.) The extremal 4-point function has been shown to vanish by explicit calculation in , thus confirming the proposed pattern. Meanwhile, further evidence for (2) has accumulated from perturbative calculations and from $`๐ฉ=2`$ analytic superspace arguments .
Part (3) was proposed in based on $`๐ฉ=2`$ analytic superspace argments, while further evidence from perturbation theory and AdS supergravity were given in . The 4-point next-to-extremal supergravity couplings were shown to vanish in . Part (4) was proposed in based on perturbative and AdS supergravity arguments, which furthermore lead to a set of challenging conjectures on the structure of the AdS gauged supergravity theory:
Conjecture II : AdS$`{}_{5}{}^{}\times `$S<sup>5</sup> Vanishing Near-Extremal Couplings
* The bulk supergravity couplings $`๐ข(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n)`$ between the fields $`s_{\mathrm{\Delta }_i}`$ dual to the 1/2 BPS single trace operators $`๐ช_{\mathrm{\Delta }_i}`$ vanish for near-extremal arrangements of dimensions $`\mathrm{\Delta }+2m=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$ whenever $`0mn2`$,
$$๐ข(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n)=0;$$
(1)
Note that this cancellation cannot merely be a property of $`SU(2,2|4)`$ superconformal invariance, since the superconformal Yang-Mills correlators $`๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}`$ $`๐ช_{\mathrm{\Delta }_n}(x_n)`$ in identically the same $`SU(2,2|4)`$ representation are non-vanishing.
There is further evidence for the validity of the $`\mathrm{AdS}_5\times \mathrm{S}^5`$ supergravity conjecture II from the well-known property of consistent truncation of AdS gauged supergravity. Consistent truncation means that Kaluza Klein excitation modes of Type IIB on $`\mathrm{AdS}_5\times \mathrm{S}^5`$ can systematically decouple from the pure $`\mathrm{AdS}_5`$ gauged supergravity, since the latter is a consistent theory by itself . This implies that the supergravity couplings between $`n`$ pure AdS supergravity fields and any single Kaluza Klein excitation field must vanish, i.e. for all $`n1`$ we have
$`๐ข(\mathrm{\Delta },2_1,\mathrm{},2_n)=0.`$ (2)
For $`\mathrm{\Delta }>2n`$, $`SU(4)_R`$ group theory automatically guarantees the vanishing of these couplings anyway, while, $`SU(4)_R`$ quadrality requires $`\mathrm{\Delta }`$ even. Thus, the non-trivial conditions imposed by consistent truncation are the vanishing of the supergravity couplings for $`\mathrm{\Delta }=4,6,\mathrm{},2n`$, which is precisely the contents of the conjecture (1) for the dimensions $`\mathrm{\Delta }_i=2`$.
Though consistent truncation is by now a well-established property of the supergravity field equations, a deeper understanding of its geometrical significance still appears desirable. The $`\mathrm{AdS}_5\times \mathrm{S}^5`$ supergravity conjecture II (1) provides a challenging generalization of standard consistent truncation. As the vanishing of supergravity couplings in (1) is not merely a consequence of $`SU(2,2|4)`$ group theory, its existence may point the way to additional hidden symmetries of gauged supergravity.
$`d=3,6`$ SCFT and 11-dimensional SUGRA on $`AdS_{4|7}\times S^{7|4}`$
In the present paper, we investigate to what extent factorization, non-renormali-zation and generalized consistent truncation conjectures hold for the AdS/CFT correspondences for M-theory on $`\mathrm{AdS}_4\times \mathrm{S}^7`$ and $`\mathrm{AdS}_7\times \mathrm{S}^4`$. The 11-dimensional supergravity on these spaces was considered long ago in and respectively. The property of consistent truncation was investigated in .
The associated superconformal field theory duals, $`๐ฉ=8`$ superconformal Yang-Mills in $`d=3`$ and $`(0,2)`$ superconformal โgauge theoryโ in $`d=6`$ respectively, are considerably less understood than their $`๐ฉ=4`$, $`d=4`$ counterpart . The key difficulty is the absence of a freely adjustable coupling constant or marginal deformation. Instead, both theories emerge as isolated strong coupling fixed points, with only the size $`N`$ of the gauge group $`SU(N)`$ as a free parameter. Moreover, finite temperature computations, absorption cross-sections and anomalies reveal that the effective number of degrees of freedom in the large $`N`$ limit behaves as $`N^{3/2}`$ for $`d=3`$ and as $`N^3`$ for $`d=6`$, both radically different from the customary field theory results . On the AdS side, the absence of marginal deformations implies that the $`1/N`$ expansion will govern both the quantum corrections and the low energy expansion of M-theory on $`\mathrm{AdS}_4\times \mathrm{S}^7`$ or on $`\mathrm{AdS}_7\times \mathrm{S}^4`$.
The absence of any marginal deformations to the $`d=3`$ and $`d=6`$ theories renders the issue of โnon-renormalizationโ of AdS/CFT correlators moot, as there simply is no free coupling constant to be considered. However, keeping in mind the analogy with the $`\mathrm{AdS}_5\times \mathrm{S}^5`$ case, the questions of โfactorizationโ as well as of the โvanishing of near-extremal supergravity couplingsโ continue to be challenging. It is these questions that we shall investigate here. In particular, we shall present evidence for the following conjecture.
Conjecture III : AdS$`{}_{4|7}{}^{}\times `$S<sup>7|4</sup> Vanishing Near-Extremal Couplings
* The bulk supergravity couplings $`๐ข(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n)`$ between the fields $`s_{\mathrm{\Delta }_i}`$ dual to the 1/2 BPS single trace operators $`๐ช_{\mathrm{\Delta }_i}`$ vanish for near-extremal arrangements of dimensions $`\mathrm{\Delta }+2m๐ฆ=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$ whenever $`0mn2`$,
$$๐ข(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n)=0;$$
(3)
Here $`๐ฆ`$ is the unit of dimension for superconformal primaries, $`๐ฆ=1/2`$ for AdS<sub>4</sub> and $`๐ฆ=2`$ for AdS<sub>7</sub>. Just as in the case of Type IIB supergravity on $`\mathrm{AdS}_5\times \mathrm{S}^5`$, this conjecture encompasses the vanishing relations that are equivalent to consistent truncation, and generalizes consistent truncation in a non-trivial way.
Our main argument for this conjecture will come from the finiteness of the extremal correlator of boundary superconformal primaries: on the AdS gravity side, this correlator arises from a number of tree-level exchange diagrams plus one contact diagram. All exchange diagrams are finite, but the integral on the position of the vertex in the contact diagram diverges when the vertex approaches the boundary insertion with highest conformal dimension. Hence the vertex should vanish for the correlator to be finite. While this argument will be spelled out in detail for the $`\mathrm{AdS}_4\times \mathrm{S}^7`$ and $`\mathrm{AdS}_7\times \mathrm{S}^4`$ cases in Section 4, it should be noted that it is expected to apply more generally for any weakly coupled supergravity on a product space $`\mathrm{AdS}_{d+1}\times `$, provided this theory admits a finite conformal quantum field theory dual. Assuming that a discrete spectrum of operators $`๐ช_\mathrm{\Delta }`$ exists, (as expected for $``$ compact) the supergravity coupling between the dual fields $`s_{\mathrm{\Delta }_i}`$ whose exact quantum dimensions satisfy $`\mathrm{\Delta }=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$ will be forced to vanish by the same reasoning as above. Such linear relations between dimensions are the rule in supersymmetric theories, but it is conceivable that the argument could be generalized to situations with softly or spontaneously broken supersymmetry as well. It is expected to apply in particular to Type IIB superstrings on $`\mathrm{AdS}_3\times S^3\times T^4`$ with 32 supercharges, to $`\mathrm{AdS}_3\times S^3\times K_3`$ with 16 supercharges and to $`\mathrm{AdS}_5\times S^5/\mathrm{\Gamma }`$ with 16 or 8 supercharges amongst other examples.
Outline
The remainder of the paper is organized as follows. In Section 2, we review the $`d=3,6`$ superconformal theories, including the structure of their 1/2 BPS operators. In Section 3, we present general convergence and divergence criteria for tree level integrals on AdS space-times. In Section 4, we use the assumption of finiteness to show that extremal supergravity couplings must vanish, and we derive a general factorized form of extremal correlation functions 1/2 BPS operators. In Section 5, we present conjectures on the factorization and vanishing of near-extremal supergravity couplings.
## 2 The $`d=3,6`$ superconformal theories
The $`d=3`$ and $`d=6`$ superconformal theories with 16 supercharges describe the world-volume dynamics of a stack of $`N`$ coincident M2-branes or M5-branes embedded in flat eleven-dimensional Minkowski space. These interacting theories can be obtained by a renormalization flow from the more familiar supersymmetric gauge theories describing the dynamics of non-coincident D2 and D4 branes at weak coupling respectively (see for a review). Indeed, the three-dimensional $`๐ฉ=8`$ super-Yang-Mills theory living on the coincident D2-branes is strongly coupled at energies much smaller than $`g_{YM3}^2=g_s/l_s=l_p^3/R_s^2`$, where $`l_p`$ is the eleven-dimensional Planck length and $`R_s=g_sl_s`$ the size of the eleven dimension, and flows to an interacting infrared fixed point with $`๐ฉ=8`$ superconformal symmetry in the eleven-dimensional decompactification limit $`R_s/l_p0`$ . On the contrary, the five-dimensional $`๐ฉ=4`$ super-Yang-Mills theory on the coincident D4-branes is Gaussian in the infrared, but strongly coupled at energies much bigger than $`1/g_{YM5}^2=1/(g_sl_s)=1/R_s`$. At this scale, a new dynamically generated dimension opens up, whose momentum excitations are the Yang-Mills instantons of mass $`1/g_{YM5}^2`$ . The ultraviolet behaviour is controlled by a $`d=6`$ $`(0,2)`$ superconformal theory, which is also the world-volume theory of the M5-brane. The same theory can also be obtained as the decoupling limit $`g_s0,l_s0`$ of the type IIA NS5-brane , or as the type IIB string theory compactified on a $`A_{N1}`$ singularity . We now briefly recall properties of these superconformal fixed points, based on their symmetry algebras, which are two different real forms of the orthosymplectic superalgebra $`OSp(8|4)`$, whose representations can be analyzed as in .
### 2.1 The $`d=3`$ $`N=8`$ superconformal theory
The $`d=3`$ theory has conformal group $`SO(3,2)Sp(4)`$, extended with 8 odd generators in the pseudo-real four-dimensional spinor representation of $`SO(3,2)`$, rotated into each other<sup>3</sup><sup>3</sup>3We take the convention that the supersymmetry charges transform as a spinor $`\mathrm{๐}_๐`$ of $`SO(8)`$. by an R-symmetry $`SO(8)`$. In the $`d=3`$ SYM theory, only a $`SO(7)`$ subgroup of $`SO(8)`$ is realized linearly, and the full $`SO(8)`$ symmetry emerges dynamically only in the strong coupling limit. The theory contains one gauge field $`A_\mu `$, one fermion $`\lambda ^a`$ in the spinor representation $`\mathrm{๐}`$ of $`SO(7)`$ and seven scalars $`X^I`$, $`I=1,\mathrm{},7`$, in the vector representation $`\mathrm{๐}`$, all taking values in the Lie algebra of $`SU(N)`$. The microscopic Lagrangean is given by
$$=\frac{1}{g_{YM3}^2}\mathrm{tr}\left\{F_{\mu \nu }^2+(_\mu X^I)^2+[X^I,X^J]^2+\lambda ^a\gamma ^\mu _\mu \lambda ^a+\lambda ^a\mathrm{\Gamma }_{ab}^IX^I\lambda ^b\right\}$$
(4)
where $`\mathrm{\Gamma }^I`$ and $`\gamma _\mu `$ are $`SO(7)`$ (internal) and $`SO(2,1)`$ (space-time) gamma matrices respectively. In the free theory, the gauge field can be dualized into an eighth scalar $`X^8`$, in terms of which the free Lagrangean exhibits the full $`SO(8)`$ R-symmetry. The field content is now 8 scalars $`X^i`$, $`i=1,\mathrm{},8`$, and eight fermions $`\lambda _a`$, $`a=1,\mathrm{},8`$. Denoting the $`SO(8)`$ gamma matrices by $`\mathrm{\Gamma }^i`$, we have the following supersymmetry transformations,
$`\delta X^i=iฯต^a\mathrm{\Gamma }_{ab}^i\lambda ^b,\delta \lambda _a=\mathrm{\Gamma }_{ab}^i\gamma ^\mu _\mu X^iฯต^b`$ (5)
The complete spectrum at the infrared fixed point is not known, but the chiral (or BPS) operators can be followed from weak coupling, since their dimensions are protected from quantum corrections. They form infinite dimensional unitary representations of $`OSp(2,6|4)`$, for which oscillator or harmonic superspace constructions are available. These representations are built by applying the supersymmetry generators on a lowest-weight vector (or superconformal primary operator, SCPO). This yields a finite number of chiral primary operators (CPO), each of which heads an infinite tower of conformal descendents. Here, we shall be interested in 1/2 BPS operators only, defined by
$`๐ช_k=\mathrm{tr}X^k\mathrm{Str}(X^{i_1}\mathrm{}X^{i_k})`$ (6)
with dimension $`\mathrm{\Delta }=k/2`$ protected from quantum corrections. Str stands for the symmetrized color trace, and it is assumed that the indices $`i_j`$ are made traceless. The fields $`X^i`$ denotes the free field with $`SO(8)`$ Dynkin label $`(k,0,0,0)`$ <sup>4</sup><sup>4</sup>4Hence $`๐ช_k`$ carries a charge $`()^k`$ under the subgroup $`_2`$ in the center $`_2\times _2`$ of $`Spin(8)`$.. Its superconformal descendents are listed in Table 1, and their dimensions are easily computed from the free field dimensions $`[X]=1/2,[\lambda ]=1,[F]=3/2`$. Non-symmetric or traceful representations do not give rise to 1/2 BPS operators. On the other hand, multi-trace operators in the same $`(k,0,0,0)`$ are also 1/2 BPS operators , and mix with the single trace ones only at subleading order in $`1/N`$.
### 2.2 The $`d=6`$ (0,2) superconformal theory
The situation with the $`d=6`$ $`(0,2)`$ superconformal theory is very similar. The conformal group $`SO(6,2)`$ is extended with 4 odd generators transforming as symplectic-Weyl-Majorana spinors of $`SO(6,2)`$, rotated into each other by an R-symmetry $`USp(4)SO(5)`$. In contrast to the $`d=3`$ case, the D4-brane theory exhibits the full R-symmetry, since it contains one gauge field $`A_\mu `$, five scalars $`X^I`$ in the $`\mathrm{๐}`$ of $`USp(4)`$ and four pseudoreal fermions $`\lambda `$ in the $`\mathrm{๐}`$ of $`USp(4)`$. It is however more convenient to describe the spectrum in terms of the free $`d=6`$ $`(0,2)`$ tensor multiplet, which makes the six-dimensional Lorentz symmetry manifest. This theory contains one two-form with self-dual field strength $`H_{\mu \nu \rho }^+`$, which reduces to the $`d=5`$ field strength $`F_{\mu \nu }=H_{\mu \nu 5}`$, four symplectic Majorana-Weyl fermions in the $`\mathrm{๐}`$ of $`USp(4)`$, and five scalars. The supersymmetry transformations in the free theory are given by
$`\delta X^I`$ $`=`$ $`ฯต^a\mathrm{\Gamma }_{ab}^I\lambda ^b,\delta H_{\mu \nu \rho }^+=ฯต_a\mathrm{\Gamma }_{[\mu \nu }^{ab}_{\rho ]}\lambda _b,`$
$`\delta \lambda _a`$ $`=`$ $`{\displaystyle \frac{1}{4}}\gamma ^\mu _\mu X^I\mathrm{\Gamma }_{ab}^Iฯต^b{\displaystyle \frac{1}{12}}H_{\mu \nu \rho }^+\mathrm{\Gamma }_{ab}^{\mu \nu \rho }ฯต^b`$ (7)
All fields take values in the Lie algebra of $`SU(N)`$, although it is as yet unknown how to consistently switch on interactions. Still it is possible to follow the spectrum of BPS operators from zero-coupling to the superconformal ultraviolet fixed point. The 1/2 BPS chiral operators are obtained from the superconformal primary operator
$$๐ช_k=\mathrm{tr}X^k\mathrm{Str}(X^{i_1}\mathrm{}X^{i_k})$$
(8)
now in the symplectic-traceless completely symmetric tensor product of $`k`$ fundamentals of $`USp(4)`$, with Dynkin labels $`(0,k)`$ and dimension $`2k`$. In particular, $`๐ช_k`$ carries a charge $`()^k`$ under the center of $`USp(4)`$. The dimensions of the descendents are computed using the free-field dimensions $`[X]=2,[\lambda ]=5/2`$ and $`[H_+]=3`$.
### 2.3 AdS dual and consistent truncation
The BPS spectrum is the only information about the superconformal fixed point that can be reliably computed using the free field theories. On the other hand, Maldacenaโs conjecture gives a dual description of the large $`N`$ limit of these $`d=3`$ and $`d=6`$ fixed points, in terms of eleven-dimensional supergravity in the near-horizon geometry of the M2 and M5-brane, namely $`\mathrm{AdS}_4\times \mathrm{S}^7`$ and $`\mathrm{AdS}_7\times \mathrm{S}^4`$ respectively . This description is reliable when the radius of the 4-sphere $`R_4=N^{1/6}l_p`$ or 7-sphere $`R_7=N^{1/3}l_p`$ is much larger than the Planck length $`l_p`$, i.e. at large $`N`$. The spectrum of chiral primary fields on the gauge theory is easily matched to the spectrum of Kaluza-Klein states of 11d supergravity compactified on the sphere, which was worked out in and respectively, as shown in Table 1 and 2. The operator on the gauge theory side is represented by its free-field version, using the dualized representation for $`d=3`$ and the self-dual tensor multiplet for $`d=6`$, and a symmetrized traceless trace in the adjoint representation is understood. In both cases, the operator with $`k=1`$ is a pure gauge (doubleton) mode on the supergravity side, which justifies looking at $`SU(N)`$ theories only. The operator with $`k=2`$ and its descendents correspond to the $`๐ฉ=8`$ supergravity multiplet in the limit of flat Minkowski space, and include the graviton, gravitini, gauge fields, fermions and scalars in the $`\mathrm{๐}\mathrm{๐}_๐\mathrm{๐๐}\mathrm{๐๐}_๐\mathrm{๐๐}_๐\mathrm{๐๐}_๐`$ for the M2-brane, and $`\mathrm{๐}\mathrm{๐}\mathrm{๐๐}\mathrm{๐๐}\mathrm{๐๐}`$ for the M5-brane. Multitrace operators correspond to multiparticle states on the gravity side.
In addition to yielding the spectrum at the superconformal point, the AdS dual description also allows to extract correlation functions between chiral primaries: in the large $`N`$ limit, they are given by diagrams whereby the boundary fields propagates from the boundary to the bulk and interact locally as well as by exchange of bulk modes. This computation requires identifying the gravity modes to which the gauge theory operators couple, and their $`n`$-point couplings in the bulk supergravity. Following the $`\mathrm{AdS}_5\times \mathrm{S}^5`$ computation of , three-point functions for superconformal primaries have been extracted in . This has been extended to a class of superconformal descendents in . In particular, these results show that extremal 3-point functions vanish in the large $`N`$ approximation. Three-point correlators of stress tensors have also been computed using the AdS/CFT correspondence, and turn out to be given by the free-field result .
The vanishing of extremal 3-point functions implies in particular that the coupling between two massless states and a massive Kaluza-Klein state vanishes. This fact raises the possibility of truncating the spectrum in order to define a reduced gauge supergravity theory on AdS<sub>4</sub> or AdS<sub>7</sub>, as is customary in Kaluza-Klein reductions on tori. Indeed, it has been shown by de Wit and Nicolai long ago in the $`\mathrm{AdS}_4\times \mathrm{S}^7`$ case , and more recently in $`\mathrm{AdS}_7\times \mathrm{S}^4`$ , that one may truncate the Kaluza-Klein spectrum to the massless modes in such a way that any solution of the truncated theory can be lifted to a solution of 11d supergravity. The vanishing of extremal 3-point couplings is only a necessary condition for this to hold, and more generally all couplings involving one massive mode and $`n`$ massless modes should vanish, as in (2). In this paper, we shall argue for an even more general decoupling occurring for near-extremal configurations, which hints to a deeper formulation of consistent truncation.
## 3 Convergence Criteria for AdS integrals
As for the treatment of near-extremal correlation functions in the $`\mathrm{AdS}_5\times \mathrm{S}^5`$ case , we shall also here make heavy use of the divergence properties of $`\mathrm{AdS}_{d+1}`$ integrals, in particular for $`d=3,6`$. Thus, we extend the arguments of to general $`d`$ in order to emphasize that the divergence structure is independent of $`d`$.
Throughout, we analytically continue to Euclidean AdS which may be represented by the upper half space $`\mathrm{AdS}_{d+1}=\{(z_0,\stackrel{}{z}).z_0>0,\stackrel{}{z}^d\}`$, with the Poincarรฉ metric $`ds^2=(dz_0^2+d\stackrel{}{z}^2)/z_0^2`$. All AdS integrals of interest to us are associated with correlation functions of the superconformal primary operator of a 1/2 BPS multiplet, which is always a space-time scalar. Thus, the only boundary-bulk propagators that we need are scalar and for a dimension $`\mathrm{\Delta }`$ operator are given by
$$K_\mathrm{\Delta }(\stackrel{}{x},z)=C_\mathrm{\Delta }\left(\frac{z_0}{z_0^2+(\stackrel{}{z}\stackrel{}{x})^2}\right)^\mathrm{\Delta }C_\mathrm{\Delta }=\frac{\mathrm{\Gamma }(\mathrm{\Delta })}{\pi ^{d/2}\mathrm{\Gamma }(\mathrm{\Delta }d/2)},$$
(9)
for $`\mathrm{\Delta }>d/2`$ and $`C_{d/2}=\mathrm{\Gamma }(d/2)/2\pi ^{d/2}`$. Divergences in AdS integrals can arise only when one or several integration points approach the boundary. As a bulk point $`z`$ approaches the boundary, we have the following behaviors
$`K_\mathrm{\Delta }(\stackrel{}{x},z)`$ $``$ $`C_\mathrm{\Delta }z_0^\mathrm{\Delta }{\displaystyle \frac{1}{(\stackrel{}{z}\stackrel{}{x})^{2\mathrm{\Delta }}}}z_00,\stackrel{}{z}\stackrel{}{x}`$ (10)
$`K_\mathrm{\Delta }(\stackrel{}{x},z)`$ $``$ $`z_0^{4\mathrm{\Delta }}\delta (\stackrel{}{z}\stackrel{}{x})\stackrel{}{z}\stackrel{}{x}`$ (11)
Bulk-to-bulk propagators, which occur in exchange graphs can have any spin occurring in the table of descendents. For simplicity, we concentrate on the scalar bulk-to-bulk propagator $`G_\delta (z,w)`$ . We shall make use here only of its asymptotic behavior as one of the bulk points approaches the boundary, and we have
$$G_\mathrm{\Delta }(z,w)\frac{2w_0^\mathrm{\Delta }}{(2\mathrm{\Delta }d)(2\mathrm{\Delta }d1)}K_\mathrm{\Delta }(\stackrel{}{w},z)\mathrm{as}w_00$$
(12)
Generally, supergravity vertices may involve derivative couplings. It was shown in that the action of derivatives on propagators may always be converted into non-derivative couplings up to a multiplicative factor, which may vanish, but which will never diverge.
### 3.1 Contact Graphs
The convergence properties of AdS integrals associated with contact interactions and non-derivative coupling is simple. We consider a correlator for operators of dimensions $`\mathrm{\Delta }`$, $`\mathrm{\Delta }_i`$, $`i=1,\mathrm{},n2`$, where each of the dimensions obeys the AdS unitarity bound $`\mathrm{\Delta }d/2`$, and we assume that $`\mathrm{\Delta }\mathrm{\Delta }_i`$ for all $`i`$. We now regularize the AdS integral by keeping $`\mathrm{\Delta }_i`$ set at their BPS values, while allowing $`\mathrm{\Delta }`$ to be a general complex number in the neighborhood of its BPS value. The contact AdS integral for a correlator with non-coincident points $`x,x_i`$, is given by
$$I(\mathrm{\Delta },\mathrm{\Delta }_i)=\frac{d^{d+1}z}{z_0^{d+1}}K_\mathrm{\Delta }(x,z)\underset{i=1}{\overset{n}{}}K_{\mathrm{\Delta }_i}(x_i,z).$$
(13)
By the unitarity bound on the $`\mathrm{\Delta }`$โs, the integral is convergent in the region $`z\mathrm{}`$, and in view of (10), it is convergent as well when $`z`$ tends to any boundary point different from $`x`$ and $`x_i`$. As $`zx_j`$, we have
$$I(\mathrm{\Delta },\mathrm{\Delta }_i)\frac{C_\mathrm{\Delta }C_{\mathrm{\Delta }_j}}{(xx_j)^{2\mathrm{\Delta }}}\underset{ij}{\overset{n}{}}\frac{C_{\mathrm{\Delta }_i}}{(x_ix_j)^{\mathrm{\Delta }_i}}\times \frac{d^{d+1}z}{z_0^{d+1}}\frac{z_0^{\mathrm{\Delta }+\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n}}{(z_0^2+(zx_j)^2)^{\mathrm{\Delta }_j}}$$
(14)
This integral is convergent around $`zx_j`$ as long as $`\mathrm{\Delta }+\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n2\mathrm{\Delta }_j>0`$, which is guaranteed here by the fact that $`\mathrm{\Delta }\mathrm{\Delta }_i`$ for all $`i=1,\mathrm{},n`$. As $`zx`$ on the other hand, we have
$$I(\mathrm{\Delta },\mathrm{\Delta }_i)C_\mathrm{\Delta }\underset{i=1}{\overset{n}{}}\frac{C_{\mathrm{\Delta }_i}}{(x_ix)^{2\mathrm{\Delta }_i}}\times \frac{d^{d+1}z}{z_0^{d+1}}\frac{z_0^{\mathrm{\Delta }+\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n}}{(z_0^2+(zx)^2)^\mathrm{\Delta }}$$
(15)
This integral is convergent as $`zx`$ as long as $`\mathrm{\Delta }<\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$. Now, the group theory of the R-symmetry group (which coincides with the isometry group of the sphere in AdS$`\times `$S) guarantees that any correlator with $`\mathrm{\Delta }>\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$ vanishes identically. Thus, there is only one relevant divergence of (15) which occurs precisely at $`\mathrm{\Delta }=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n`$. The corresponding pole may be extracted exactly, and we have
$$\mathrm{pole}I(\mathrm{\Delta },\mathrm{\Delta }_i)=\frac{1}{\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n\mathrm{\Delta }}\times \underset{i=1}{\overset{n}{}}\frac{C_{\mathrm{\Delta }_i}}{(xx_i)^{2\mathrm{\Delta }_i}}$$
(16)
as represented on Fig. 1. Notice that the divergence structure and even the value of the pole divergence (up to the normalizations $`C_{\mathrm{\Delta }_i}`$) are completely independent of the AdS-space dimension $`d`$.
### 3.2 Exchange Graphs
The analysis of the convergence structure for exchange diagrams is completely analogous to that of the contact terms. Remarkably, the structure is again independent of the AdS-space dimension $`d`$, and we may carry over to general $`d`$ the criteria of divergence given in . For an exchange graph with boundary points $`x_i`$, $`i=1,\mathrm{},n`$ and superconformal primary (scalar) operators of dimensions $`\mathrm{\Delta }_i`$ at these points, we thus have the following criteria.
A simple pole divergence occurs in the z-integration over $`\mathrm{AdS}_{d+1}`$ if and only if the following two conditions are satisfied:
* Either $`z`$ approaches a point $`x_i`$ that is connected to $`z`$ by a boundary-to-bulk propagator or it approaches a point $`x_i`$ that is connected to $`z`$ by a string of propagators and bulk interaction points $`z_a`$ and all points $`z_a`$ also approach $`x_i`$;
* The vertex at $`z`$ is extremal and the highest dimension of the fields entering the vertex is the one of the field that connects $`z`$ (directly or through a string of propagators) with $`x_i`$.
The residue of the poles may be calculated in a recursive way. We begin with the $`z`$-integration over the bulk vertex that is connected to the external operator of the largest dimension $`\mathrm{\Delta }`$. To have a pole, this vertex must be extremal, and $`\mathrm{\Delta }`$ must be larger than any of the dimensions of propagators emanating from the $`z`$-vertex, including bulk-to-bulk propagators. The corresponding exchange amplitude may then be represented by
$`E(\mathrm{\Delta },\delta _a,\mathrm{\Delta }_i)={\displaystyle \frac{d^{d+1}z}{z_0^{d+1}}K_\mathrm{\Delta }(x,z)\underset{i=1}{\overset{p}{}}K_{\mathrm{\Delta }_i}(x_i,z)\underset{a=1}{\overset{q}{}}\frac{d^{d+1}z_a}{(z_a)_0^{d+1}}G_{\delta _a}(z,z_a)D_a(z_a,\{x_j\}_a)}`$ (17)
where $`D_a(z_a,\{x_j\}_a)`$ is a reduced amplitude with $`n_a+1`$ external legs, graphically represented in Fig. 2, and $`p+_{a=1}^qn_a=n`$. As the $`z`$-vertex is assumed to be extremal, we have $`\mathrm{\Delta }=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_p+\delta _1+\mathrm{}+\delta _q`$, and we shall allow $`\mathrm{\Delta }`$ to relax away slightly from this value so as to suitably analytically the AdS integrals. The only divergence of the $`z`$-integral arises when $`zx`$, which we analyze in parallel to the case of the contact graph. Using the asymptotics of (10) and (12), we isolate the only divergence of this integral, which occurs when $`\mathrm{\Delta }=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_p+\delta _1+\mathrm{}+\delta _q`$. The pole part is
$`\mathrm{pole}E(\mathrm{\Delta },\delta _a,\mathrm{\Delta }_i)`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Delta }_a\delta _a_i\mathrm{\Delta }_i}}\times {\displaystyle \underset{i=1}{\overset{p}{}}}{\displaystyle \frac{C_{\mathrm{\Delta }_i}}{(x_ix)^{2\mathrm{\Delta }_i}}}`$
$`\times {\displaystyle \underset{a=1}{\overset{q}{}}}{\displaystyle \frac{2}{(2\delta _ad)(2\delta _ad1)}}{\displaystyle }{\displaystyle \frac{d^{d+1}z_a}{(z_a)_0^{d+1}}}K_{\delta _a}(x,z_a)D_a(z_a,\{x_j\}_a).`$
This result is graphically represented in Fig. 2. Each factor of the residue may now be treated iteratively using the same formulas. With the help of it, we shall analyze the factorization properties of near-extremal correlators in the next sections.
## 4 Extremal Correlators
Extremal correlators of 1/2 BPS operators $`๐ช_\mathrm{\Delta }`$ of dimension $`\mathrm{\Delta }`$ are of the form
$$๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}๐ช_{\mathrm{\Delta }_n}(x_n)\mathrm{\Delta }=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n.$$
(19)
We shall present arguments below that extremal correlation functions factorize into a product of 2-point functions as follows
$$๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}๐ช_{\mathrm{\Delta }_n}(x_n)=A(\mathrm{\Delta },\mathrm{\Delta }_i;N)\underset{i=1}{\overset{n}{}}\frac{1}{(xx_i)^{2\mathrm{\Delta }_i}}$$
(20)
where the overall correlator strength $`A`$ may be expressed solely in terms of 2-point functions of 1/2 BPS operators. The first part of the argument is based on the AdS structure, and leads to the factorized form of the correlator, while the second is based on the OPE and allows us to relate the overall strength of the correlator to 2- and 3-point functions of 1/2 primary operators. From the AdS arguments, we also obtain the conjectures on the extremal supergravity couplings, as given in (3) of section 1.
### 4.1 AdS Argument
The fundamental assumption in the AdS argument is that M-theory on the $`\mathrm{AdS}_4\times \mathrm{S}^7`$ and $`\mathrm{AdS}_7\times \mathrm{S}^4`$ backgrounds is a finite theory at tree level, and that a finite Maldacena dual conformal field theory at the boundary of $`\mathrm{AdS}`$ exists. The argument then proceeds inductively on the number $`n+1`$ of operators entering the correlator (19).
For $`n=2`$, the extremal three point function must factorize by conformal invariance alone,
$$๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)๐ช_{\mathrm{\Delta }_2}(x_2)=A(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{\Delta }_2;N)\underset{i=1}{\overset{2}{}}\frac{1}{(xx_i)^{2\mathrm{\Delta }_i}}.$$
(21)
We also know from explicit supergravity calculations on $`\mathrm{AdS}_4\times \mathrm{S}^7`$ in and $`\mathrm{AdS}_7\times \mathrm{S}^4`$ in that the extremal supergravity couplings vanish. The product of the vanishing extremal supergravity coupling with the divergent AdS integral accounts for the finite extremal correlator of (21). As shown in , one may turn this argument around : the divergence of the extremal AdS integral together with the finiteness assumption of M-theory on $`\mathrm{AdS}_4\times \mathrm{S}^7`$ and $`\mathrm{AdS}_7\times \mathrm{S}^4`$ imply that the extremal supergravity coupling $`๐ข(\mathrm{\Delta }_1+\mathrm{\Delta }_2,\mathrm{\Delta }_1,\mathrm{\Delta }_2)=0`$.
For $`n=3`$, the extremal 4-point function, we have two types of AdS graphs : a contact graph and exchange graphs. Purely from $`SO(8)`$ and $`USp(4)`$ R-symmetry group theory for the $`\mathrm{AdS}_4\times \mathrm{S}^7`$ and $`\mathrm{AdS}_7\times \mathrm{S}^4`$ backgrounds, we know that all bulk interaction vertices in each of these graphs have to be extremal themselves. The two extremal 3-point couplings in the exchange graphs produce two zeros which are multiplied by doubly divergent AdS integrals. The result is finite and the pole contributions from each AdS integral localize each bulk vertex at the point $`x`$ on the boundary. The result from the exchange graphs is a finite contribution of the factorized form (20). There remains an extremal contact graph, whose AdS integral diverges. Assuming finiteness again, this implies that the extremal supergravity 4-point coupling must vanish, as indeed conjectured in (3).
Next, assuming that all extremal $`p`$-point supergravity couplings vanish for $`pn`$, it is easy to show that they must vanish for all $`pn+1`$. All bulk interaction vertices for exchange graphs are at most $`n`$-point couplings and must be themselves extremal, and thus vanish by the assumption of induction. Picking up the poles of the divergent AdS integrals, one finds again a finite factorized form as in (20). The remaining contact graph involves an $`n+1`$-point extremal supergravity coupling, which is not yet known to vanish. However, the divergence of the AdS integral together with the finiteness assumption again forces also this extremal supergravity coupling to vanish, proving the induction statement at order $`n+1`$.
Thus, there only remain the exchange graphs, in which every bulk vertex is now extremal. Starting with the highest dimension boundary-to-bulk propagator, we apply the recursive pole expressions of (3.2) and cancel the vanishing extremal coupling by the pole of the AdS integral. The corresponding bulk vertex collapses onto the boundary and the process can now be repeated for each of the factors. There results, at the end of this recursive process the completely factorized form of (19), with an overall factor $`A`$ which is independent of $`x_i`$.
### 4.2 Operator Product Expansion Argument
In this subsection we show that, assuming the factorized space-time form of the extremal correlators as in (20), the overall normalization $`A(\mathrm{\Delta },\mathrm{\Delta }_i;N)`$ is related to 2- and 3-point functions of 1/2 BPS operators.
Recall that the โsingle color traceโ scalar operators $`๐ช_k(x)`$ have dimension $`\mathrm{\Delta }=๐ฆk`$, where $`๐ฆ=1/2,1,2`$ for $`\mathrm{AdS}_4\times \mathrm{S}^7`$, $`\mathrm{AdS}_5\times \mathrm{S}^5`$ and $`\mathrm{AdS}_7\times \mathrm{S}^4`$ respectively, while their R-symmetry Dynkin labels are $`(k,0,0,0)`$ of $`SO(8)`$ for $`\mathrm{AdS}_4\times \mathrm{S}^7`$, $`(0,k,0)`$ of $`SU(4)`$ for $`\mathrm{AdS}_5\times \mathrm{S}^5`$ and $`(0,k)`$ of $`USp(4)`$, for $`\mathrm{AdS}_7\times \mathrm{S}^4`$. They couple directly to the supergravity and Kaluza-Klein modes with the corresponding quantum numbers. By taking the OPE of such operators with suitable projections applied, we obtain further โmultiple color traceโ scalar operators with the same quantum numbers. There exists an independent operator for every partition of $`\mathrm{\Delta }`$ into a sum of dimensions $`\mathrm{\Delta }_i`$ of single color trace operators obeying the unitarity bound $`\mathrm{\Delta }_id/2`$. We shall denote such partitions $`\pi (\mathrm{\Delta })`$ or simply by $`\pi `$ when no confusion is possible. The corresponding operators are defined by
$`๐ช_{\pi (\mathrm{\Delta })}(x)`$ $`=`$ $`\left[๐ช_{\mathrm{\Delta }_1}(x)\mathrm{}๐ช_{\mathrm{\Delta }_p}(x)\right]|_{\mathrm{proj}1/2BPS}`$ (22)
$`\pi (\mathrm{\Delta }):\mathrm{\Delta }`$ $`=`$ $`\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_p.`$
It is customary to normalize the single trace operators $`๐ช_\mathrm{\Delta }(x)`$ by their 2-point functions
$$๐ช_\mathrm{\Delta }(x)๐ช_\mathrm{\Delta }^{}(y)=\frac{\delta _{\mathrm{\Delta },\mathrm{\Delta }^{}}}{(xy)^{2\mathrm{\Delta }}}.$$
(23)
The normalization of the operators $`๐ช_{\pi (\mathrm{\Delta })}`$ is then determined by the dynamics of the theory and given by
$$๐ช_{\pi (\mathrm{\Delta })(x)}๐ช_{\sigma (\mathrm{\Delta }^{})}(y)=\frac{\delta _{\mathrm{\Delta },\mathrm{\Delta }^{}}M_{\pi ,\sigma }}{(xy)^{2\mathrm{\Delta }}}.$$
(24)
For given $`\mathrm{\Delta }`$, the matrix $`M`$ of all partitions is positive definite, symmetric and depends only upon $`\mathrm{\Delta }`$ and the number of colors $`N`$.
First, assuming the factorized form for the extremal correlators of operators $`๐ช_\mathrm{\Delta }`$, as in (20), the coefficient $`A`$ is given by
$$A(\mathrm{\Delta },\mathrm{\Delta }_i;N)=M_{\pi ,\sigma }\pi (\mathrm{\Delta })=\mathrm{\Delta },\sigma (\mathrm{\Delta })=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n$$
(25)
This follows directly by letting all points $`x_iy`$ and then using the definition of $`๐ช_{\pi (\mathrm{\Delta })}`$ and the normalization of these operators.
Second, the argument may be generalized to the case of a correlation function of multi trace operators, characterized by non-trivial partitions $`\pi (\mathrm{\Delta })`$. We assume that the factorized form holds for single trace operators $`๐ช_\mathrm{\Delta }`$. This is enough to show that it holds also for multi-trace operators. Suppose we wish to evaluate the correlator
$$๐ช_{\pi (\mathrm{\Delta })}(x)๐ช_{\pi _1(\mathrm{\Delta }_1)}(x_1)\mathrm{}๐ช_{\pi _n(\mathrm{\Delta }_n)}(x_n),\mathrm{\Delta }=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n,$$
(26)
for given partitions
$$\pi (\mathrm{\Delta })=\delta ^{(1)}+\mathrm{}+\delta ^{(p)}\pi _i(\mathrm{\Delta }_i)=\delta _i^{(1)}+\mathrm{}+\delta _i^{(p_i)}.$$
(27)
Clearly, this correlation function can be obtained from the correlator involving $`๐ช_{\pi (\mathrm{\Delta })}`$ and products of single trace operators only,
$$๐ช_{\pi (\mathrm{\Delta })}(x)\underset{i=1}{\overset{n}{}}\underset{a=1}{\overset{p_i}{}}๐ช_{\delta _i^{(a)}}(x_{i,a})$$
(28)
by letting $`x_{i,a}x_i`$ for all $`a=1,\mathrm{},p_i`$, with unit coefficient of proportionality between the two correlators.
Third, it remains to link the operator of maximal dimension $`๐ช_{\pi (\mathrm{\Delta })}`$ to single trace operators, in such a way that the correlator may be evaluated from extremal correlators of single trace operators alone. One may be tempted to view $`๐ช_{\pi (\mathrm{\Delta })}(x)`$ as the composite of $`๐ช_{\delta ^{(1)}}(x)\mathrm{}๐ช_{\delta ^{(1)}}(x)`$, but this would give rise to a correlation function which is not, in general, extremal. Instead, one must reconstruct the operator $`๐ช_{\pi (\mathrm{\Delta })}`$ from the most singular OPE term in the operator product expansion of operators of a string of single trace operators, as follows
$$๐ช_{\mathrm{\Delta }+\delta }(x)๐ช_{\tau (\delta )}(y)=\frac{1}{(xy)^{2\delta }}\underset{\pi }{}\mathrm{\Lambda }_{\tau ,\pi }๐ช_{\pi (\mathrm{\Delta })}(x)+\mathrm{less}\mathrm{singular}\mathrm{terms}$$
(29)
where $`\mathrm{\Lambda }_{\tau ,\pi }`$ is a matrix that depends upon $`\mathrm{\Delta }`$, $`\delta `$ and $`N`$. It may be calculated from the extremal 3-point function and the matrix $`M`$ of 2-point functions. The dimension $`\delta `$ is taken sufficiently large so that the relation may be inverted.
## 5 General Near-Extremal Correlators
We now discuss the case of near-extremal correlators of the form
$$๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}๐ช_{\mathrm{\Delta }_n}(x_n),\mathrm{\Delta }+2m๐ฆ=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n,$$
(30)
where $`m`$ is an integer with $`0mn2`$, and $`๐ฆ`$ is the unit of dimension for superconformal primaries, namely $`๐ฆ=1/2`$ for $`\mathrm{AdS}_4\times \mathrm{S}^7`$, $`๐ฆ=1`$ for $`\mathrm{AdS}_5\times \mathrm{S}^5`$ and $`๐ฆ=2`$ for $`\mathrm{AdS}_7\times \mathrm{S}^4`$. The integrality of $`m`$ follows from the conservation of the $`_2`$ subgroup in the center of the R-symmetry groups $`SO(8)`$, $`SO(6)`$ or $`USp(4)`$. We shall generically denote such correlators by $`E_{n+1}^m`$. For $`m=0`$, we recover the extremal correlation functions, which were treated already in the preceding section. Next-to-extremal correlators have $`m=1`$, and the bound above starts at 4-point correlators. Next-to-next-to-extremal correlators necessitate 5 points or more, and so on.
In the $`\mathrm{AdS}_5\times \mathrm{S}^5`$ case, it was conjectured that such correlators $`E_{n+1}^m`$ decompose into a sum of products of non-renormalized 2- and 3-point functions, and (for $`m2`$) renormalized higher-point functions. This decomposition property has been checked on the gauge theory side up to order $`g_{YM}^2`$ in . Precisely the same structure emerges from the contribution of the exchange diagrams (for $`n4`$) on the AdS side. The contact graph, which also arises on the AdS side, would spoil this decomposition property, as it cannot be written as a sum of factorized contributions in a non-trivial way. Assuming that the decomposition property found at weak coupling extends to strong coupling, we are naturally led to conjecture that the supergravity couplings $`๐ข(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n)`$ should vanish. This has been shown by direct supergravity calculation for next-to-extremal 4-point couplings in .
Clearly, the arguments in favor of the vanishing of the sub-extremal supergravity couplings ($`m1`$) are not quite as compelling as the arguments given in favor of the vanishing of the extremal correlators, where finiteness criteria played a deciding role. Nonetheless, vanishing in the sub-extremal case appears to hold true and produces a compelling global picture for structure of near-extremal correlators. In the $`\mathrm{AdS}_4\times \mathrm{S}^7`$ and $`\mathrm{AdS}_7\times \mathrm{S}^4`$ cases of interest to us, we do not have a weak coupling description at our disposal. What we do have is the fully interacting strong coupling superconformal $`๐ฉ=8`$ and $`(0,2)`$ field theories on the one side and the zero couplling (free) theories on the other. But there is no family of superconformal (or even conformal) field theories continuously connecting the two. By analogy with the $`๐ฉ=4`$ case of , it is clear that the free $`๐ฉ=8`$ or $`(0,2)`$ theories yield the proposed decomposition of the correlators. Since the free theory is disconnected from the fully interacting theory of interest though, we cannot draw much support for the proposed decomposition of the correlators from it.
The situation is however more promising on the AdS side: in complete analogy with , we can show that the exchange diagrams decompose into a sum of products of lower order correlation functions, assuming that near-extremal supergravity couplings vanish. The decomposition may be schematically represented as
$$E_n^m|_{\mathrm{exchange}}=\underset{\{n_j,m_j\}}{}\underset{i=1}{\overset{nm1}{}}E_{n_i}^{m_i}\mathrm{with}\underset{i=1}{\overset{nm1}{}}n_i=2(n1)m$$
(31)
with $`_{i=1}^{nm1}=m`$. The restriction $`mn3`$ ensures that each exchange diagram decomposes into a sum of terms, each of which has at least two factors, so that $`n_i<n1`$. The arguments are completely parallel to those given in , so we shall limit ourselves here to presenting the cases of next-to-extremal correlators $`E_{n+1}^1`$.
We consider the next-to-extremal $`n+1`$-point functions
$$๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}๐ช_{\mathrm{\Delta }_n}(x_n)\mathrm{with}\mathrm{\Delta }=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n+2๐ฆ.$$
(32)
We begin with $`n=3`$ and assume that the states propagating in one of the exchange diagrams is a superconformal primary with dimension $`\mathrm{\Delta }_e`$. Group theory requires
$$\mathrm{\Delta }\mathrm{\Delta }_e+\mathrm{\Delta }_1(\mathrm{\Delta }_2+\mathrm{\Delta }_3)+\mathrm{\Delta }_1=\mathrm{\Delta }+2m๐ฆ$$
(33)
with equality for extremal couplings. One of the two vertices has to be extremal and hence have vanishing coupling. If the vertex $`(\mathrm{\Delta }\mathrm{\Delta }_1\mathrm{\Delta }_e)`$ is extremal, the vanishing coupling cancels the pole as the vertex approaches the boundary, leaving a factorized result $`๐ช_{\mathrm{\Delta }_1}๐ช_{\mathrm{\Delta }_1}๐ช_{\mathrm{\Delta }_2}๐ช_{\mathrm{\Delta }_3}๐ช_{\mathrm{\Delta }_2+\mathrm{\Delta }_3+2๐ฆ}`$. If it is the other vertex, the integral is finite and the net result is zero. We thus have $`E_4^1=E_2^0E_3^1`$. Exchange of descendants may be treated as in , and do not modify the picture. The case $`E_n^1`$ is very similar: the only contribution comes when the vertex linking the operator of highest dimension $`๐ช_\mathrm{\Delta }`$ to the tree is extremal and approaches the boundary. The diagram then splits into two factors, one extremal and the other next-to-extremal. The latter further decomposes until one is left with one 3 point function and $`n2`$ two-point functions, the space-time dependence of both of these being fixed by conformal symmetry alone.
The AdS integral for the extremal contact graph is divergent and finiteness of tree-level supergravity thus forces the extremal supergravity coupling to vanish. For next-to-extremal correlators, the contact graph is finite, and merely spoils the factorizability of the correlator. In analogy with the $`\mathrm{AdS}_5\times \mathrm{S}^5`$ case, it is likely that the factorization of near-extremal correlators is a consequence of supersymmetry, and hence that the contact term should vanish on those grounds. On the AdS side, it is remarkable that all exchange diagrams exhibit the factorizability property, while the single contact graph would not.
As was shown in , the same reasoning applies to general near-extremal correlators. Again, their exchange graphs factorize provided the contact graphs at lower orders are absent. We are thus led to conjecture the vanishing of near-extremal supergravity couplings
$$๐ข(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n)=0,\mathrm{\Delta }+2m๐ฆ=\mathrm{\Delta }_1+\mathrm{}+\mathrm{\Delta }_n$$
(34)
for $`mn2`$. It would be interesting to verify that statement at the level of 4-point functions by adapting the analysis of to the $`\mathrm{AdS}_4\times \mathrm{S}^7`$ or $`\mathrm{AdS}_7\times \mathrm{S}^4`$ case.
Assuming the above conjecture, the space-time form of the next-to-extremal correlators may be written down exactly, up to a number of space-time independent couplings $`A_{ij}^{(n)}(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{},\mathrm{\Delta }_n;N)`$
$$๐ช_\mathrm{\Delta }(x)๐ช_{\mathrm{\Delta }_1}(x_1)\mathrm{}๐ช_{\mathrm{\Delta }_n}(x_n)=\underset{i<j}{\overset{n}{}}A_{ij}^{(n)}\frac{(xx_i)^{2๐ฆ}(xx_j)^{2๐ฆ}}{(x_ix_j)^{2๐ฆ}}\underset{k=1}{\overset{n}{}}\frac{1}{(xx_k)^{2\mathrm{\Delta }_k}}$$
(35)
Using the OPE of two of the operators, one may relate the couplings $`A_{ij}^{(n)}(\mathrm{\Delta },\mathrm{\Delta }_1,\mathrm{},`$ $`\mathrm{\Delta }_n;N)`$ to the 2- and 3-point couplings of single- and multi-trace 1/2 BPS operators.
###### Acknowledgments.
The authors acknowledge valuable discussions with J. Erdmenger, S. Ferrara, D. Freedman, M. Grisaru, S. Minwalla and M. Perez-Victoria. B. P. is grateful to UCLA Department of Physics for its warm hospitality during part of this work. The research of E. D. is supported in part by NSF grant PHY-98-19686, and that of B. P. by the David and Lucile Packard Foundation and the European TMR network ERBFMRX-CT96-0045.
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# Penetration of Josephson vortices and measurement of the ๐-axis penetration depth in ๐๐ข_๐โข๐๐ซ_๐โข๐๐๐๐ฎ_๐โข๐_{๐+๐ฟ}: Interplay of Josephson coupling, surface barrier and defects
## I Introduction
The phenomenological Lawrence-Doniach model is generally used to describe a stack of Josephson-coupled superconducting layers . This interlayer Josephson tunneling has been established experimentally by dc or ac Josephson effect experiments in numerous high-$`T_c`$ superconductors and is proposed as a candidate mechanism for superconductivity . Such discrete layered structures have some striking incidence on many properties:
i) Josephson vortices appear for field parallel to the layers, and in case their penetration in this quasi-2D system is impeded by a surface barrier , the penetration field, henceforward noted $`H_e^{2D}(T)`$, is simply inversely proportional to the $`c`$-axis penetration depth $`\lambda _c(T)`$ , unlike isotropic superconductors (where it is of the order of the thermodynamic critical field). The occurence of such a barrier was discussed mostly in the framework of low-field magnetization measurements performed in fields parallel to the layers in NdCeCuO , Tl-2201 and Bi-2212 . The quantitative estimates of $`\lambda _c(T)`$ deduced from these data were however disputed .
ii) $`\lambda _c(T)`$ is directly related to the critical current density between the layers, $`J_0(T)`$, and is inversely proportional to the Josephson plasma frequency $`\omega _{ps}`$ . Both quantities ought to be discussed within the same theoretical background . Direct determination of the plasma frequency was performed through infrared reflectivity measurements in $`\mathrm{La}_{2\mathrm{x}}\mathrm{Sr}_\mathrm{x}\mathrm{CuO}_4`$ , $`\mathrm{YBa}_2\mathrm{Cu}_3\mathrm{O}_{6+\delta }`$ , Tl-2212 or Tl-2201 and from microwave absorption measurements in underdoped Bi-2212 and Bi-2201 . A large body of literature reported a sharp microwave absorption line in presence of a static field applied parallel to the $`c`$-axis . This absorption line was assigned to Josephson plasma resonance, whose frequency is modified by the field-dependent interlayer phase coherence . However, this interpretation is still controversial . Although the geometry of the experiments reported here is different (the external field is parallel to the ab planes), the specific field dependence of $`\lambda _c`$ or $`\omega _{ps}`$ may be involved, as discussed elsewhere .
Therefore, an independent measurement of the absolute value of $`\lambda _c`$ (in zero applied field) is of interest. To date, all the above mentioned properties have been studied separately. It is the aim of this paper to bring together two different microwave measurements in order to obtain the absolute value of $`\lambda _c(T)`$: i) the first penetration field of Josephson vortices is measured and shown to be related to $`\lambda _c(T)`$, (ii) a cavity perturbation technique is used to determine the temperature variation of $`\mathrm{\Delta }\lambda _{ab}(T)`$ and $`\mathrm{\Delta }\lambda _c(T)`$ .
In the present paper, we focus mainly on the investigation of the penetration of Josephson vortices through surface resistance measurements at high frequency (10 GHz) in Bi-2212 . The onset of microwave absorption allows to determine the penetration field $`H_J(T)`$ of Josephson vortices at different temperatures. The magnitude of $`H_J(T)`$ and the irreversible behavior of the dissipation with respect to flux entry and flux exit point at first sight toward a Bean-Livingston surface barrier impeding the penetration of Josephson vortices. However, a closer quantitative investigation, which includes the experimental determination of the variation $`\mathrm{\Delta }\lambda _c(T)`$ of the $`c`$-axis penetration depth, and the theoretical calculation of the penetration field in the presence of edge or surface defects, leads us to the conclusion that $`H_J(T)`$ is eventually controlled by such surface irregularities. Relying on these theoretical estimates, we deduce from $`H_J(T)`$ the absolute value of the $`c`$-axis penetration depth.
## II Experiment
Microwave dissipation measurements were performed in various (generally slightly over-doped) BSCCO single crystals shaped into rectangular platelets of approximate size $`a\times b\times c2\times 1\times 0.03`$ mm<sup>3</sup>: sample A, $`T_c=86`$ K, has a transition width $`\mathrm{\Delta }T_c3`$ K (as determined from the range over which the microwave absorption drops from normal to superconducting state values), sample B with $`T_c=84`$ K, $`\mathrm{\Delta }T_c3`$ K, sample C, $`T_c=89`$ K, $`\mathrm{\Delta }T_c3`$ K. Two other similar samples (D and E) were used for checking the onset of microwave dissipation with respect to the surface quality as discussed below. Finally, the temperature dependence of the penetration depth was measured in a set of similar samples by a cavity perturbation technique at 10 GHz and ac-susceptibility at 100 kHz. The details of these measurements will be discussed elsewhere while here we shall only make use of the temperature variations of $`\mathrm{\Delta }\lambda _{ab}(T)`$ and $`\mathrm{\Delta }\lambda _c(T)`$. An example of the temperature dependence of the surface resistance $`R_s(T)`$ in the $`ab`$-plane of slightly overdoped ($`T_c=84`$ K) BSCCO single crystal is shown in Fig. 1. The extrapolation of this curve to $`T=0`$ (inset of Fig. 1) yields estimate $`R_{\mathrm{res}}110`$ $`\mu \mathrm{\Omega }`$, which is, to the best of our knowledge, the lowest value ever obtained in BSCCO single crystals at 10 GHz. The inset of Fig. 1 displays also the linear change with temperature ($`T<50`$ K) of $`\mathrm{\Delta }\lambda _{ab}(T)=\lambda _{ab}(T)\lambda _{ab}(5K)`$. This linear variation at low $`T`$ was previously observed in optimally doped and slightly overdoped BSCCO single crystals. Both of the above mentioned parameters of the sample suggest that the quality of the cuprate planes is fairly high. We note that the slope of $`\mathrm{\Delta }\lambda _{ab}(T)`$ in the inset of Fig. 1 is fairly large ($`25`$ ร
/K). It could be a consequence of doping with respect to optimally doped crystals .
All samples from different batches exhibit very similar properties as far as the magnitude and temperature dependence of the field penetration is concerned, so that experimental results are only displayed for sample A. $`\mathrm{\Delta }\lambda _c(T)`$ differs among samples with different $`T_c`$. We shall only make use of the data on the samples with the same $`T_c`$ ($`\pm 1`$ K).
The experimental set-up was described elsewhere . It is used to measure the microwave losses as a function of the applied magnetic field (0-100 Oe) and temperature (50-90 K, measurements at temperatures lower than 45 K are hindered by the increasing noise of the set-up).
The microwave field $`๐ก_\mathrm{๐}`$ lies within the $`ab`$-plane, so that the induced microwave currents flow both within the $`ab`$-plane and along the crystallographic $`c`$-axis. The static magnetic field $`๐`$ is applied in the $`ab`$-plane perpendicular to the microwave field. A computer-controlled goniometer allows to select its orientation $`\theta `$ with respect to the $`ab`$-plane. To locate the $`\theta =0`$ position, we take advantage of the lock-in transition evidenced earlier . The set-up measures the variation of the power dissipated in the cavity as the magnetic field is swept at fixed temperature, hence yields the field induced imaginary part $`\chi ^{\prime \prime }(H)`$ of the macroscopic susceptibility (as long as the dissipation is ohmic, the so-called linear regime). This latter point has been checked for all the data shown henceforward.
## III Results
Figure 2 displays the change of dissipation $`\chi ^{\prime \prime }(H)\chi ^{\prime \prime }(0)`$, starting from zero field (within $`\pm 0.1\mathrm{Oe}`$) measured in sample A for various orientations of the applied field close to the $`ab`$-plane: $`0^{}\theta 3^{}`$ (only the $`0^{}`$ and $`2^{}`$ are displayed in Fig. 2) and in a low-field range: $`0H25\mathrm{Oe}`$, at three typical temperatures ($`T=78\mathrm{K},65\mathrm{K},50\mathrm{K}`$).
After each field sweep, the sample was warmed through $`T_c`$ and then cooled again in zero field, in order to avoid any possible vortex pinning when studying the penetration starting from zero field. The dissipation of Josephson vortices is characterized by the fact that it does not depend on the angle (Fig. 2), as long as these vortices remain locked. According to our previous study, the dissipation regime displayed in Fig. 2 comes only from locked Josephson vortices and holds up to $`30`$ Oe.
As the field increases, an onset in the dissipation occurs at a temperature-dependent field $`H_J(T)`$ (Fig. 2), which we associate to Josephson vortices entering the sample. Interestingly, above $`H_J(T)`$, the microwave absorption behaves linearly with field, with a very good accuracy, from typically 10 Oe up to 25 Oe. This appears consistent with a flux-flow mechanism driven by $`c`$-axis currents, where the flux-flow resistivity is linear with applied field. We therefore identify $`H_J(T)`$ to the first penetration field of Josephson vortices. In this work, unlike in Ref. , we have averaged the data over the field orientations from $`0^{}`$ to $`3^{}`$, in an attempt to improve the accuracy of the determination. As in Ref. , we choose to define $`H_J(T)`$ as the field value where the microwave absorption exceeds the experimental accuracy $`(210^4)`$. The field thus determined is plotted in Fig. 3. The error bars take into account both the noise and the estimated drift of the signal with time .
## IV Discussion
Whether $`H_J(T)`$ may be identified to the thermodynamic lower critical field $`H_{c1}`$ was previously discussed . For Josephson vortices $`H_{c1}`$ writes :
$$H_{c1}(T)=\frac{\varphi _0}{4\pi \lambda _{ab}(T)\lambda _c(T)}[\mathrm{ln}\lambda _{ab}(T)/d+1.12]$$
(1)
In our early work , we had not yet studied the temperature dependence of $`H_J(T)`$ and we had not observed the irreversible behavior of the dissipation upon flux entry and flux exit. We had therefore not considered the possibility of a surface barrier. However, in order to reconcile the magnitude of $`H_J(T<<T_c)`$ with the thermodynamic lower critical field, we were compelled to take the lowest possible values for $`\lambda _{ab}(0)`$ and $`\lambda _c(0)`$.
We proposed next in Ref. to take more acceptable lower bounds for $`\lambda _{ab}(0)`$ and $`\lambda _c(0)`$, together with the experimentally determined temperature variations in order to obtain an upper bound for $`H_{c1}(T)`$. Here, we take $`2100`$ ร
as a lower bound for $`\lambda _{ab}(0)`$ , and $`10\mu `$m for $`\lambda _c(0)`$ . We use the temperature dependence for $`\mathrm{\Delta }\lambda _{ab}(T)`$ (partly shown in the inset of Fig. 1) and $`\mathrm{\Delta }\lambda _c(T)`$ measured in our previous work (see Fig. 5 below). The corresponding $`H_{c1}(T)`$ is plotted in Fig. 3 using the above mentioned values. We have also displayed in Fig. 3 $`H_{c1}(T)`$ if taking $`\lambda _c(0)=40\mu \mathrm{m}`$ . It is clearly seen that neither the absolute value (too small compared to the experimental data) nor the temperature dependence (quasi-linear) agrees with the $`H_J(T)`$ data. Since the actual penetration field is larger than the thermodynamic $`H_{c1}(T)`$, it is therefore quite natural to assume that a Bean-Livingston surface barrier impedes field penetration, and yields a larger entry field $`H_e^{2D}(T)`$.
In anisotropic superconductors, in the quasi-2D regime, e.g. when the transverse coherence length $`\xi _c`$ becomes smaller than the interlayer distance $`d`$, $`H_e^{2D}(T)`$ was shown to be related only to the c-axis penetration length through :
$$H_e^{2D}(T)=\frac{\varphi _0}{4\pi \lambda _c(T)d}$$
(2)
In Bi-2212, the quasi-2D regime holds up to temperatures very close to $`T_c`$, so that this last expression for $`H_e^{2D}(T)`$ is valid in our measuring temperature range. A surface barrier might thus account for the observed value of the penetration field. Also, since $`H_e^{2D}(T)`$ grows as $`1/\lambda _c`$(T) (instead of $`1/\lambda _{ab}\lambda _c(T)`$), it is expected that the temperature dependence could show a better agreement. The existence of a surface barrier is further suggested by the hysteretic behavior of dissipation, shown in Fig. 4, at $`T=65`$ K (the behavior is similar at other temperatures). When the field is swept down, vortices do not exit in a reversible way. However all vortices have left the sample as can be inferred from the recovery of the same dissipation as in zero initial field, when the field is back to zero value. When the field is swept up again, the absorption displays precisely the same behavior as after the zero field cooled procedure. Bulk pinning would induce flux trapping at zero field, hence some residual dissipation. Our observations are similar to magnetization measurements where the irreversibility, assigned to a surface barrier, is characterised by zero magnetization upon decreasing field. Such a behavior, first observed in a field parallel to the $`c`$-axis , was also reported for Josephson vortices in Bi-2212 in a field oriented nearly parallel to the ab plane . Surface barriers may also lead to time dependent effects . Indeed, it was argued from magnetization data taken at various sweep rates that the penetration field in the parallel configuration depends on the field sweep rate, and eventually achieves the thermodynamic first critical field value for the slowest rates . Our sweeping rate is of the order of 0.1 Oe/s, comparable to the range where the largest penetration fields were observed . We did not change the sweeping rate hence we cannot confirm this claim. We point out however that the penetration fields observed in are significantly smaller (roughly a factor of 3) than ours. Compared to the fastest rate, the decrease of the penetration field associated to the slowest rate is only 1 Oe. Such small values can obviously be more easily reconciled with $`H_{c1}(T)`$ than ours.
It is worth noting that all these remarks do not modify the surface barrier interpretation: they only put a time scale for its observation.
Relying on the results described above, we derive from the $`H_J(T)`$ data an effective penetration depth $`\lambda _J(T)`$ using Eq. (2). The data are shown in Fig. 5. We then try to determine $`\lambda _c(0)`$ so as to fit $`\lambda _J(T)`$ using the measured $`\mathrm{\Delta }\lambda _c(T)`$. We find that both sets of data, namely $`\lambda _J(T)`$ and $`\mathrm{\Delta }\lambda _c(T)`$ cannot be reconciled for any value we may assume for $`\lambda _c(0)`$. Therefore, the interpretation cannot be so simple.
## V Role of surface irregularities
### A Experimental checks
Actually, a surface barrier is only effective if the surface is smooth on a typical length scale which is the penetration depth. In our field geometry, defects either located on the top and bottom, e.g. $`ab`$-planes, or the edges may destroy the surface barrier. In the former case, the relevant length scale is $`\lambda _{ab}(T)`$, in the latter case, $`\lambda _c(T)`$.
In order to distinguish between these two possibilities, we have carried out several checks. The samples discussed in this paper were first measured without any special preparation except for their initial shaping in platelet and cleaving in order to work on a well defined single crystal and mirror-like surfaces. We noticed that cleaved surfaces often exhibit a few visible steps and sparse voids. After the first measurement, sample D was placed on the stage of an STM and the tip was used in order to cut four grooves parallel to the small side of the crystal, 4000 ร
deep and 100 $`\mu `$m apart. Then the sample was measured again ($`๐`$ parallel to the grooves). No significant change in the onset field of the microwave absorption was observed. In a second step, we took another sample yielding a similar penetration field, and cleaved it. We obtained fresh surfaces with one or two isolated steps which could be seen under a binocular. This sample was measured immediately after cleaving, and again, no significant change was observed. It seems therefore that either defects within the $`ab`$-planes do not play any role in order to reduce a surface barrier or even a single step is immediately effective to destroy the surface barrier.
One should also consider penetration through the edges. Indeed, the edges are fairly difficult to control. We did check indirectly, in the surface impedance and ac-susceptibility experiments, whether they play any role. In order to measure $`\mathrm{\Delta }\lambda _c(T)`$, the rf magnetic field applied parallel to the plane is also parallel to one edge of the crystal. If the sample is rotated by $`90^{}`$ along its $`c`$-axis, the edges where $`c`$-axis currents flow are interchanged. It is then clear that if there exists a large defect, e.g. a slit or groove deep in one edge and not in the other, this defect changes significantly the $`c`$-axis microwave current pattern in one position and much less in the other. Therefore, the two configurations should yield a different $`\mathrm{\Delta }\lambda _c(T)`$ result. In one particular sample out of three, this was indeed the case, suggesting the presence of a defect lying in one edge and showing that the measured $`\mathrm{\Delta }\lambda _c(T)`$ cannot be intrinsic for this particular sample. The data used in this paper and shown in Fig. 5 are not biased by such large edge defects, e.g. the $`\mathrm{\Delta }\lambda _c(T)`$ data displayed in Fig. 5 are unchanged within the accuracy of the measurement upon this rotation.
We have now to examine quantitatively to which extent defects located on the top or bottom surfaces, or in the edges alter the penetration field.
### B Theoretical calculations: formalism
As usual the entrance field is deduced from the balance between the vortex attraction to the surface and the pushing force exerted by the screening current at the minimum distance $`\xi `$ (the vortex core size) . The presence of the surface irreqularities can strongly influence the screening current distribution. In particular, near a scratch the current density can be many times larger than near the flat surface. This may substantially increase the force pushing vortices inside the superconductor and then decrease the surface barrier and the entrance field. The vortex attraction to the surface does not change essentially near a scratch, as it has been demonstated in Ref. . The force of attraction can decrease by at most a factor of two near the defect. Then, the main change of the entrance field is essentially related with the increase of the screening current density.
We consider the case where the scratch is in the form of a groove on the superconductor surface, and the magnetic field is parallel to it. Let the $`z`$-axis be perpendicular to the superconductor surface. The magnetic field is parallel to this surface along the $`y`$-axis, and we choose the axis of the groove on the same direction. The depth of the scratch is denoted as $`b`$ and its width $`2a`$ (see Fig. 6). For convenience, the semi-axis $`z>0,`$ is chosen inside the superconducting material, so in Fig. 6 the scratch is presented on the bottom surface of the superconductor. Both $`a`$ and $`b`$ are supposed to be much smaller than $`\lambda `$, the London penetration depth, so screening can be ignored and the two-dimensional London equation reduces to Poissonโs equation. Then the lines of current correspond to the equipotentials, and a dielectric defect in a superconductor corresponds to a metallic embedding in electrostatics . This analogy reduces our problem to the calculation of the electric field distribution near a metallic electrode having the special form (Fig. 6) while the field becomes uniform for $`z\mathrm{}`$. As is known from electrostatics (see, e.g., Ref. ), the solution is provided by a conformal transformation of the $`w`$-plane, corresponding to a flat surface, to the $`\zeta `$-plane, the plane of an orthogonal cut of the scratch. In the $`w`$-plane the attraction energy of the plane on a vortex located at the point $`w`$ can be easily computed, for example by the image method
$$E_{att}(w)=\left(\frac{\varphi _0}{4\pi \lambda }\right)^2\mathrm{ln}\frac{\lambda }{w\overline{w}}.$$
(3)
Besides, a uniform current density $`j(w)=j_0`$ in the $`w`$-plane, can be deduced from the simple complex potential $`\psi (w)=j_0w`$. Then in the $`\zeta `$-plane, the complex current density $`j(\zeta )`$ can be obtainded from the complex potential $`\psi (\zeta )=j_0w(\zeta )`$ by
$$j(\zeta )=\frac{d\psi }{d\zeta }=j_0\frac{dw(\zeta )}{d\zeta },$$
(4)
where $`j_0`$ is the current density far away from the defect, i.e., the screening current near the surface $`j_0=cH/4\pi \lambda `$. To calculate both the attraction energy and the current density in the $`\zeta `$-plane, we need to inverse the conformal transformation. In general, this cannot be done analytically. However, for situations of practical interest, we may use approximations that allow us to obtain an analytic solution.
### C Isotropic case
In the Appendix, we have demonstrated that according the values of $`a,b,\zeta `$, there are three different regimes:
(i) $`ab\left|\zeta \right|`$ slit-like defect,
(ii) $`\left|\zeta \right|ab`$groove-like defect,
(iii) $`\left|\zeta \right|ba`$ step-like defect.
Let us begin by the slit-like defect. In this case, we use equations (33) and (36) to derive the vortex attraction energy at the distance $`z`$ from the slit
$$E_{att}(z)=\left(\frac{\varphi _0}{4\pi \lambda }\right)^2\mathrm{ln}\frac{\lambda }{2\sqrt{2bz}},$$
(5)
and the strength of the attraction force is
$$f_{att}(z)=\frac{1}{2}\left(\frac{\varphi _0}{4\pi \lambda }\right)^2\frac{1}{z},$$
(6)
that is half of the force for a plane surface. Similarly the current density is
$$j(z)=\frac{1}{\sqrt{2}}j_0\sqrt{\frac{b}{z}}.$$
(7)
These two results were obtained earlier for the field and current distribution near the angle 2$`\pi `$ (the cut at the superconductor surface).
The balance between the vortex attraction to the surface and the pushing force exerced by the screening current at the minimum distance $`\xi `$ (the vortex core size) gives the entrance field near the defect
$$H_{ed}H_e\left(\frac{\xi }{b}\right)^{1/2},$$
(8)
where $`H_e`$ is the entrance field for the flat surface $`H_e\varphi _0/4\pi \lambda \xi H_c`$ (thermodynamic critical field). The current concentration effect near the slit essentially reduces the entrance field. In fact this situation where $`z\xi a`$ is not realistic for isotropic superconductors, but it will be useful for the description of the anisotropic ones.
For the groove-like defect, equations (39) and (41) allow to derive the physical quantities in the vicinity of the point $`C.`$ Let $`P`$ be a point such that
$$\zeta _P=a+\rho e^{i\theta },\rho a.$$
(9)
The values of $`\theta `$ are limited by the groove and the core of the vortex
$$\frac{\pi }{2}+\mathrm{arcsin}(\xi /\rho )\theta \pi \mathrm{arcsin}(\xi /\rho ).$$
(10)
The attraction energy on a vortex at the point $`P`$ is
$$E_{att}(\rho ,\theta )=\left(\frac{\varphi _0}{4\pi \lambda }\right)^2\mathrm{ln}\left[\left(\frac{2}{9b\rho ^2\sqrt{\pi }}\right)^{1/3}\frac{\lambda }{\mathrm{sin}(\frac{2\theta +\pi }{3})}\right],$$
(11)
and the strength of the attraction force reads
$$f_{att}(\rho ,\theta )=\frac{2}{3}\left(\frac{\varphi _0}{4\pi \lambda }\right)^2\frac{1}{\rho \mathrm{sin}(\frac{2\theta +\pi }{3})}.$$
(12)
Its maximun is obtained for $`\theta =0`$ or $`\pi /2,`$ this strengh is reduced by a factor $`4`$/$`(3\sqrt{3})0.77`$ by comparing to a flat surface. The calculation of the current density at the point $`P`$ gives
$$j(z)=\left(\frac{\sqrt{\pi }}{6}\right)^{1/3}j_0\left(\frac{b}{a}\right)^{1/6}\left(\frac{b}{\rho }\right)^{1/3}e^{i\theta /3}.$$
(13)
As usual by setting a vortex at a distance $`\xi `$ near the defect, we obtain for the entrance field
$$H_{ed}2\left(\frac{2}{9\sqrt{\pi }}\right)^{1/3}H_e\left(\frac{a}{b}\right)^{1/6}\left(\frac{\xi }{b}\right)^{1/3},$$
(14)
where $`[16/(9\sqrt{\pi })]^{1/3}1.`$
Finally, for a step $`ab,`$ by using equations (39) and (42) we can derive the vortex attraction energy and the current density at the point $`P`$ in the vicinity of the point $`C.`$ The vortex attraction force is still given by Eq. (12) while the current distribution near the corner becomes
$$j(\rho ,\theta )\left(\frac{4}{3\pi }\right)^{1/3}j_0\left(\frac{b}{\rho }\right)^{1/3}e^{i\theta /3}.$$
(15)
The corresponding entrance field is
$$H_{ed}\left(\frac{2\pi }{9}\right)^{1/3}H_e\left(\frac{\xi }{b}\right)^{1/3},$$
(16)
where $`(2\pi /9)^{1/3}0.89.`$
### D Anisotropic case
Now we consider the case of anisotropic superconductors, keeping in mind layered high-T<sub>c</sub> materials. As usual, let the $`z`$-axis (or $`c`$-axis) be perpendicular to the superconducting layers. We shall consider two cases : either the groove is on the bottom surface of the crystal, or it is on the side surface (edge) of the layered material. In both cases we choose the axis of the groove parallel to the layers along the $`y`$-axis, and the magnetic field in the same direction : $`๐ก`$=h(x,z)$`๐_y`$. For such a geometry we may write the London free energy of the anisotropic superconductor as
$$F=\frac{1}{8\pi }\left[\mathrm{h}^2+\lambda _{ab}^2\left(\frac{h}{x}\right)^2+\lambda _c^2\left(\frac{h}{z}\right)^2\right]๐V,$$
(17)
where $`\lambda _c`$ is the London penetration depth when the screening current is flowing along the $`z`$-axis ($`c`$-axis) and $`\lambda _{ab}`$ when the current is in $`(x,y)`$ plane. For a high-T<sub>c</sub> superconductor, we have $`\lambda _c\lambda _{ab}.`$
For a very anisotropic superconductor, in the quasi $`2D`$ regime we have $`\xi _c<d,`$ where $`d`$ is the interlayer distance. In such a case, we need to use $`d`$ as the size, in the $`z`$-direction, of the vortex core in calculating the entrance field. For the flat surface the entrance field becomes $`H_e^{2D}\varphi _0/[4\pi d\lambda _c].`$
By making a scaling transformation, we introduce a new coordinate : $`X=(\lambda _{ab}/\lambda _c)xx`$ . Then the London free energy (17) takes the same form as for the isotropic superconductor with the London penetration depth $`\lambda _{ab}`$ and we can use the results of the previous section.
Let us consider the case when the groove is on the bottom surface of the crystal. Under the scaling transformation, the width of the groove changes
$$aa^{}=\frac{\lambda _{ab}}{\lambda _c}aa.$$
(18)
Then, the entrance field will be given by the corresponding formulas for the isotropic case with the replacement of $`a`$ by $`a^{}`$ and $`\xi `$ by $`\xi _c,`$ the correlation length along the $`z`$-axis (or by $`d`$ when $`\xi _c<d)`$.
For $`dba^{}`$, the groove may be considered simply as a thin cut at the surface and by using Eq. (8) we derive
$$H_{ed}^{2D}H_e^{2D}\left(\frac{d}{b}\right)^{1/2}.$$
(19)
Note that due to the large anisotropy of some high-T<sub>c</sub> materials, this situation could be realized in practice despite the fact that $`d`$ is of the order of only 10 ร
.
In the opposite case$`da^{}b`$, Eq. (14) gives the entrance field near the groove
$$H_{ed}^{2D}H_e^{2D}\left(\frac{d}{b}\right)^{1/3}\left(\frac{a\lambda _{ab}}{b\lambda _c}\right)^{1/6}.$$
(20)
Near the step $`a^{}bd,`$ the entrance field becomes
$$H_{ed}^{2D}H_e^{2D}\left(\frac{d}{b}\right)^{1/3}.$$
(21)
Finally, if the groove-like scratch is on the side surface of the layered material, its effective depth $`b^{}`$ after the scaling transformation becomes much smaller
$$b^{}=\frac{\lambda _{ab}}{\lambda _c}bb.$$
(22)
Then for $`b^{}a`$ such a scratch has practically no effect on the vortex entrance. In the opposite case $`b^{}a>d,`$ by using Eq. (14), we obtain for the entrance field :
$$H_{ed}^{2D}H_e^{2D}\left(\frac{d}{b}\right)^{1/3}\left(\frac{a}{b}\right)^{1/6}\left(\frac{\lambda _c}{\lambda _{ab}}\right)^{1/2}.$$
(23)
In fact the lateral defect must be rather deep: $`ba\lambda _c/\lambda _{ab}d\lambda _c/\lambda _{ab}`$ to strongly reduce the entrance field value. We may deduce that the parallel entrance field depends strongly on the surface defects in layered superconductors. The current concentration near the defect edges may greatly reduce the entrance field in comparison to its theoretical value $`H_e^{2D}\varphi _0/4\pi d\lambda _c.`$
### E Comparison with experimental data
We have therefore attempted to fit our data derived from $`H_J(T)`$ with Eqs. (19), (21) or (23), using two adjustable parameters: a scaling factor $`\beta `$ associated with the defect geometry which equals to $`(b/d)^{1/2}`$ in Eq. (19), $`(b/d)^{1/3}`$ in Eq. (21), $`(d^2a/b^3)^{1/6}`$ in Eq. (23), and the absolute value of $`\lambda _c(0)`$. We show the results in Fig. 5, only for the case described by Eqs. (19) and (21) (defect in the $`ab`$-plane), where we have determined the scaling factor and $`\lambda _c(0)`$ which allow to adjust $`\lambda _J(T)`$. We find a best fit for $`\lambda _c(0)=35`$ $`\mu `$m and a scaling factor $`\beta =6`$. Assuming a thin groove, this yields $`b500`$ ร
which is reasonable. We also show in Fig. 5 smaller and larger values for $`\lambda _c(0)`$. They allow us to set the uncertainty about our determination of the penetration depth.
As for Eq. (23) (edge defect), we have taken $`\lambda _{ab}(0)=2600`$ ร
. We can also account for the data but only in a very restricted, nevertheless acceptable, range of parameters. The depth of the edge slit should be of the order of $`10\mu `$m, which is still small with respect to $`\lambda _c(0)`$. The key result in this latter case is that it yields the same absolute value for $`\lambda _c(0)`$.
In conclusion, the set of experiments that we have performed suggest very strongly a surface barrier which impedes field penetration, nevertheless partially destroyed according to the calculations developed in the framework of this work. Although we cannot ascertain which specific defects reduce the efficiency of the surface barrier, we obtain a fairly good estimate of the $`c`$-axis penetration depth.
## VI Acknowledgements
This work was supported by the Centre National de la Recherche Scientifique \- Russian Academy of Sciences cooperation program 4985, and by CREST and Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sports and Culture (Japan). The work at ISSP was also supported by the Russian Fund for Basic Research (grant 00-02-17053) and Scientific Council on Superconductivity (project 96060).
## Conformal transformation
The Schwarz-Christoffel conformal transformation of the $`w`$ plane $`(w=u+iv)`$ to the $`\zeta `$ plane $`(\zeta =x+iz)`$ which maps the straight line $`M^{}A^{}B^{}C^{}D^{}N^{}`$ (Fig. 6b) to the surface line $`MABCDN`$ (Fig. 6a) is
$$\zeta (w)=A_0^{w/\mathrm{}}\sqrt{\frac{1t^2}{1k^2t^2}dt},$$
(24)
where the two parameters $`k`$ and $`\mathrm{}`$ are related to the dimensions $`a`$ and $`b`$ of the groove, and the constant $`A`$ is simply
$$A^1=a^1_0^1\sqrt{\frac{1t^2}{1k^2t^2}dt}.$$
(25)
The integrals of the two previous equations can be expressed in terms of incomplete and complete elliptic integrals $`E(z,k),F(z,k),E(k)E(1,k),`$ $`K(k)`$ $`F(1,k)`$ . For this we define two $`G`$ functions, one incomplete and one complete as :
$`G(z,k)=E(z,k)k^{\mathrm{\hspace{0.17em}2}}F(z,k),`$ (26)
$`G(k)=G(1,k)=E\left(k\right)k^{\mathrm{\hspace{0.17em}2}}K\left(k\right),`$ (27)
where $`k^{}=\sqrt{1k^2}.`$ Then the conformal transformation reads
$$\zeta (w)=a\frac{G(w/\mathrm{},k)}{G\left(k\right)}.$$
(28)
The dimensionless parameter $`k`$ $`[0,1]`$ is determined by the following equation,
$$\frac{a}{b}=\frac{G\left(k\right)}{G\left(k^{}\right)}.$$
(29)
The limits $`k0`$ and $`k1`$ correspond to $`a/b0`$ and $`a/b\mathrm{}`$ respectively. The last parameter $`\mathrm{},`$ the dimension of which is a length, is determined by requiring that at a large distance from the defect, the two variables $`\zeta `$ and $`w`$ become equal. Using the asymptotic form of $`G(z,k)`$ for large $`z`$,
$$\left|z\right|1/kG(z,k)kz,$$
(30)
we get
$$\mathrm{}=a\frac{k}{G\left(k\right)}.$$
(31)
When $`k0`$, i.e., $`k^{}1,`$ the following asymptotic forms of the elliptic integrals
$$k0,G\left(k\right)\frac{\pi }{4}k^2,G\left(k^{}\right)1,$$
(32)
may be used to determine the parameters $`k`$ and $`\mathrm{}`$ in the limits $`a/b0`$ or $`a/b\mathrm{}`$
$`a/b`$ $``$ $`0,k{\displaystyle \frac{2}{\sqrt{\pi }}}\sqrt{{\displaystyle \frac{a}{b}}},\mathrm{}{\displaystyle \frac{2}{\sqrt{\pi }}}\sqrt{ab},`$ (33)
$`a/b`$ $``$ $`\mathrm{},k1{\displaystyle \frac{2}{\pi }}{\displaystyle \frac{b}{a}},\mathrm{}a.`$ (34)
Firstly, we suppose that the groove is very narrow $`ab,`$ and we consider the region where $`\zeta wb.`$ Then we have $`\left|w\right|\mathrm{}`$ and the elliptic integrals can be approximed as
$$k0,1\left|z\right|1/kG(z,k)\frac{i}{2}k^2z^2.$$
(35)
The conformal transformation becomes simpler and it can be inverted
$$\zeta (w)=\frac{i}{2}\frac{w^2}{b}w(\zeta )=e^{i\pi /4}\sqrt{2b}w^{1/2}.$$
(36)
Secondly we consider the vicinity of the point $`C`$ in the $`\zeta `$-plane $`(\left|\zeta a\right|a)`$ and of $`C^{}`$ in the $`w`$-plane $`(\left|wl\right|\mathrm{})`$. In this case we have $`\left|w/\mathrm{}1\right|1`$ and the behaviour of the elliptic integrals is
$$\left|\eta \right|1G(1+\eta ,k)G\left(k\right)i\frac{2\sqrt{2}k^2}{3k^{}}\eta ^{3/2}.$$
(37)
As previously the conformal transformation can be easily inverted
$`\zeta (w)a{\displaystyle \frac{i}{\sqrt{a}}}\left({\displaystyle \frac{w\mathrm{}}{\phi (k)}}\right)^{3/2}`$ (38)
$`w(\zeta )\mathrm{}=e^{i\pi /3}\phi (k)a^{1/3}(\zeta a)^{2/3},`$ (39)
where the function $`\phi (k)`$ is defined as
$$\phi (k)=\frac{1}{2}\left[\frac{9k^2}{kG\left(k\right)}\right]^{1/3}.$$
(40)
The asymptotic forms of this function read
$`a/b`$ $``$ $`0,\phi (k){\displaystyle \frac{1}{2}}\left({\displaystyle \frac{9\sqrt{\pi }}{2}}\right)^{1/3}\sqrt{{\displaystyle \frac{b}{a}}},`$ (41)
$`a/b`$ $``$ $`\mathrm{},\phi (k)\left({\displaystyle \frac{9}{2\pi }}\right)^{1/3}\left({\displaystyle \frac{b}{a}}\right).`$ (42)
Note that in this last limit $`ab,`$ we retrieve the case of a single step defect. The second step at the point $`C`$ is not involved.
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# 1 Problem
## 1 Problem
A popular model at science museums (and also a science toy ) that illustrates how curvature can be associated with gravity consists of a surface of revolution $`r=k/z`$ with $`z<0`$ about a vertical axis $`z`$. The curvature of the surface, combined with the vertical force of Earthโs gravity, leads to an inward horizontal acceleration of $`kg/r^2`$ for a particle that slides freely on the surface in a circular, horizontal orbit.
Consider the motion of a particle that slides freely on an arbitrary surface of revolution, $`r=r(z)0`$, defined by a continuous and differentiable function on some interval of $`z`$. The surface may have a nonzero minimum radius $`R`$ at which the slope $`dr/dz`$ is infinite. Discuss the character of oscillations of the particle about circular orbits to deduce a condition that there be a critical radius $`r_{\mathrm{crit}}>R`$, below which the orbits are unstable. That is, the motion of a particle with $`r<r_{\mathrm{crit}}`$ rapidly leads to excursions to the minimum radius $`R`$, after which the particle falls off the surface.
Give one or more examples of analytic functions $`r(z)`$ that exhibit a critical radius as defined above. These examples provide a mechanical analogy as to how departures of gravitational curvature from that associated with a $`1/r^2`$ force can lead to a characteristic radius inside which all motion tends toward a singularity.
## 2 Solution
We work in a cylindrical coordinate system $`(r,\theta ,z)`$ with the $`z`$ axis vertical. It suffices to consider a particle of unit mass.
In the absence of friction, there is no torque on a particle about the $`z`$ axis, so the angular momentum component $`J=r^2\dot{\theta }`$ about that axis is a constant of the motion, where $`\dot{}`$ indicates differentiation with respect to time.
For motion on a surface of revolution $`r=r(z)`$, we have $`\dot{r}=r^{}\dot{z}`$, where indicates differentiation with respect to $`z`$. Hence, the kinetic energy can be written
$$T=\frac{1}{2}(\dot{r}^2+r^2\dot{\theta }^2+\dot{z}^2)=\frac{1}{2}[\dot{z}^2(1+r^{}_{}{}^{}2)+r^2\dot{\theta }^2].$$
(1)
The potential energy is $`V=gz`$. Using Lagrangeโs method, the equation of motion associated with the $`z`$ coordinate is
$$\ddot{z}(1+r^{}_{}{}^{}2)+\dot{z}^2rr^{^{\prime \prime }}=g+\frac{Jr^{}}{r^3}.$$
(2)
For a circular orbit at radius $`r_0`$, we have
$$r_0^3=\frac{J^2r_0^{}}{g}.$$
(3)
We write $`\dot{\theta }_0=\mathrm{\Omega }`$, so that $`J=r_0^2\mathrm{\Omega }`$.
For a perturbation about this orbit of the form
$$z=z_0+ฯต\mathrm{sin}\omega t,$$
(4)
we have, to order $`ฯต`$,
$`r(z)`$ $``$ $`r(z_0)+r^{}(z_0)(zz_0)`$ (5)
$`=`$ $`r_0+ฯตr_0^{}\mathrm{sin}\omega t,`$
$`r^{}`$ $``$ $`r_0^{}+ฯตr_0^{^{\prime \prime }}\mathrm{sin}\omega t,`$ (6)
$`{\displaystyle \frac{1}{r^3}}`$ $``$ $`{\displaystyle \frac{1}{r_0^3}}\left(13ฯต\mathrm{sin}\omega t{\displaystyle \frac{r_0^{}}{r_0}}\right).`$ (7)
Inserting (4-7) into (2) and keeping terms only to order $`ฯต`$, we obtain
$$ฯต\omega ^2\mathrm{sin}\omega t(1+r_0^{}_{}{}^{}2)g+\frac{J^2}{r_0^3}\left(r_0^{}3ฯต\mathrm{sin}\omega t\frac{r_0^{}_{}{}^{}2}{r_0}+ฯต\mathrm{sin}\omega tr_0^{^{\prime \prime }}\right).$$
(8)
From the zeroeth-order terms we recover (3), and from the order-$`ฯต`$ terms we find that
$$\omega ^2=\mathrm{\Omega }^2\frac{3r_0^{}_{}{}^{}2r_0r_0^{^{\prime \prime }}}{1+r_0^{}_{}{}^{}2}.$$
(9)
The orbit is unstable when $`\omega ^2<0`$, i.e., when
$$r_0r_0^{^{\prime \prime }}>3r_0^{}_{}{}^{}2.$$
(10)
This condition has the interesting geometrical interpretation (noted by a referee) that the orbit is unstable wherever
$$(1/r^2)^{\prime \prime }<0,$$
(11)
i.e., where the function $`1/r^2`$ is concave inwards.
For example, if $`r=k/z`$, then $`1/r^2=z^2/k^2`$ is concave outwards, $`\omega ^2=J^2/(k^2+r_0^4)`$, and there is no regime of instability.
We give three examples of surfaces of revolution that satisfy condition (11).
First, the hyperboloid of revolution defined by
$$r^2z^2=R^2,$$
(12)
where $`R`$ is a constant. Here, $`r_0^{}=z_0/r_0`$, $`r_0^{^{\prime \prime }}=R^2/r_0^3`$, and
$$\omega ^2=\mathrm{\Omega }^2\frac{3z_0^2R^2}{2z_0^2+R^2}=\mathrm{\Omega }^2\frac{3r_0^24R^2}{2r_0^2R^2}.$$
(13)
The orbits are unstable for
$$z_0<\sqrt{3}R,$$
(14)
or equivalently, for
$$r_0<\frac{2\sqrt{3}}{3}R=1.1547Rr_{\mathrm{crit}}.$$
(15)
As $`r_0`$ approaches $`R`$, the instability growth time approaches an orbital period.
Another example is the Gaussian surface of revolution,
$$r^2=R^2e^{z^2},$$
(16)
which has a minimum radius $`R`$, and a critical radius $`r_{\mathrm{crit}}=R\sqrt[4]{e}=1.28R`$.
Our final example is the surface
$$r=\frac{k}{z\sqrt{1z^2}},(1<z<0),$$
(17)
which has a minimum radius of $`R=2k`$, approaches the surface $`r=k/z`$ at large $`r`$ (small $`z`$), and has a critical radius of $`r_{\mathrm{crit}}=6k/\sqrt{5}=1.34R`$.
These examples arise in a $`2+1`$ geometry with curved space but flat time. As such, they are not fully analagous to black holes in $`3+1`$ geometry with both curved space and curved time. Still, they provide a glimpse as to how a particle in curved spacetime can undergo considerably more complex motion than in flat spacetime.
## 3 Acknowledgement
The author wishes to thank Ori Ganor and Vipul Periwal for discussions of this problem.
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# Large Extra Dimensions in Rare Decays Work supported in part by TMR, EC-Contract No. ERBFMRX-CT980169 (EURODAPHNE) and TMR, EC-Contract No. FMRX-CT980194 (Quantum Chromodynamics and the Deep Structure of Elementary Particles).
## 1 Introduction
Recently, the possibility was discussed that the compactification-scale of large extra dimensions could lie in the TeV range , which would offer the possibility that their effect might be visible experimentally. For some examples using collider signatures and precision variables see and references therein. The generic class of models has the quarks, leptons and other standard model fields in the usual 4 dimensions while gravity sees the other $`n`$ dimensions as well. The relation between the underlying Planck scale, $`M_S`$ in $`n+4`$ dimensions and the 4-dimensional Planck scale, $`M_P`$ is then generically given in terms of the size of the extra dimension $`R`$ by:
$$R^nM_P^2M_S^{(n+2)}.$$
(1)
The papers mentioned above gave present and future experimental limits on the scale $`M_S`$. In this letter we will discuss what limits can be expected from rare decays using the missing energy signature.
As a generic choice we choose the compactified manifold to be an $`n`$-dimensional torus with radius $`R`$. Only the $`n+4`$ dimensional graviton feels this space. The general formalism needed is discussed in . The lowest order coupling of the 4-dimensional states from the $`n+4`$-dimensional graviton, the 4-dimensional graviton, $`\stackrel{~}{h}_{\mu \mu ^{}}`$, the dilaton, $`\stackrel{~}{\varphi }`$, and their Kaluza-Klein excitations (KK), is model-independent and can be written in terms of the energy-momentum tensor. This approximation is non-renormalizable and the resulting expressions can only be used as an effective theory. Some loop-diagram calculations have been performed as well, e.g. .
Rare decay measurements take place at much lower momenta than the collider limits discussed earlier. The main question is whether the larger precision obtainable in these experiments can compensate for the lower scales involved. Let us first look at a generic decay of a particle with mass $`M_D`$ and check what we could expect on dimensional grounds. Phase space factors are of similar magnitude so we neglect these in this argument. The couplings of gravitons and KK-excitations are all proportional to $`\kappa =\sqrt{16\pi G_N}`$, a decay-width is thus generically suppressed by a factor of $`\kappa ^2M_D^2`$ compared to the usual decays. For scales $`R1/M_D`$ there is an additional enhancement factor due to the total number of KK-excitations that exists. For the simple compactification discussed above this number is :
$$N_{m_{\stackrel{~}{h}}M_D}=_0^{M_D^2}๐m^2\frac{R^nm^{n2}}{(4\pi )^{n/2}\mathrm{\Gamma }(n/2)}.$$
(2)
Therefore a generic branching fraction is of order:
$$R^n\kappa ^2M_D^{n+2}\left(\frac{M_D}{M_S}\right)^{n+2}.$$
(3)
Notice that this argument neglects all other dimensionful factors except phase-space going into the other decays, these can of course only be included for specific decays and we discuss the case of quarkonium in detail below. Eq. (3) indicates that the sensitivity to large extra dimensions is stronger when heavy mesons are probed, thus motivating to study heavy quarkonia like $`J/\mathrm{\Psi }`$ and $`\mathrm{{\rm Y}}`$. In addition their main decay is 3-body and proportional to $`\alpha _S^3`$ while the signal is two-body and proportional to $`\alpha `$, providing an extra enhancement factor for the quarkonia decays. Eq. (3) shows also that the sensitivity decreases the more extra dimensions are โactiveโ.
The impact of large extra dimensions discussed here follows the formalism of throughout. The possible existence of universal torsion-induced interaction from large extra dimensions might lead to four-quark vertices which could enhance the sensitivity of rare meson decays to large extra dimensions significantly.
In the next section we present some arguments mainly based on angular momentum and helicity conservation why we expect, in contrast to heavy quarkonia, Kaon and Pion decays to be less promising candidates. Some of these arguments are also applicable to $`B`$ and $`D`$-decays. In Sect. 3 we discuss quarkonium decays into photon + KK-excitation in detail. We present explicit results for $`J/\mathrm{\Psi }`$ and $`\mathrm{{\rm Y}}`$, including the total branching ratios and the photon energy spectrum.
## 2 Kaon and Pion Decays
### 2.1 Angular Momentum and Helicity
A generic problem with decays to gravitons is that they are spin two. As a consequence for most decays there needs to be a component of angular momentum in the final state as well. This leads to typical additional suppression coming from the matrix elements. This argument is not quite so strong for the dilaton which has spin-0, but since a lot of the options require the other particle to be a photon similar arguments apply.
This is the case for example in $`\pi ^0`$ decays where calculations of $`\pi ^0\gamma \stackrel{~}{\varphi }`$ and $`\pi ^0\gamma \stackrel{~}{h}`$ from triangle diagrams in quark models all give zero to leading order.
### 2.2 $`K`$ to $`\pi `$ KK-excitation
Weak $`K`$ decays are in first approximation well described by chiral Langrangians expressed in terms of point-like meson fields with the generic structure<sup>1</sup><sup>1</sup>1Higher order terms can be brought in a similar form near the mass-shell by using the equations of motion:
$$\underset{ij}{}\left(a_{ij}_\mu M_i^\mu M_jm_{ij}^2M_iM_j+๐ช(M_i^3)\right).$$
(4)
Here $`M_i`$ is a generic particle field. The KK-excitation couplings are then obtained by calculating the energy momentum tensor from Eq. (4).
As we can always diagonalize the quadratic terms in Eq. (4), no $`K\pi `$ transition exists and thus the leading order contribution to $`K\pi \stackrel{~}{\varphi }`$ or $`K\pi \stackrel{~}{h}`$ vanishes as well. Decays with more particles in the final state are of course permitted. A possible nonvanishing source comes from Penguin-like diagrams with external gravitons attached. We can expect the extra loop factors involved in this case to provide extra suppressions.
### 2.3 A naive argument for $`B`$ and $`D`$ decays
The above argument of minimally coupled KK-excitations is also present when we consider them as coming from underlying $`BP`$, with $`P`$ some particle, transitions. On the other hand, since momenta in the final state here are much larger this might not lead to quite so strong suppressions as in the Kaon-Pion case.
Contributions from gravitonic penguins are however subject to the same suppressions as normal Penguins so we can expect them to be at most comparable to the $`bs\gamma `$ transition as a starting point.
## 3 Quarkonium
We now calculate the decays of quarkonium to a photon and a KK-excitation. We restrict ourselves to the lowest $`S`$-wave states and treat the quarks in the static approximation. An overview of this type of calculations can be found in . The precise formalism of helicity projections that we use is that of . In this approximation the quarks are considered to be at rest and thus no extra angular momentum can be produced. The angular momentum and helicity arguments of the previous section thus apply as well and we find consequently that the spin zero states, $`\eta _c`$ and $`\eta _b`$ do not decay to photonโKK-excitation to leading order.
We have chosen decays including a photon since they provide a clean signature and are unambiguously calculable. Hadronic decays require at least two-gluons in addition to the graviton so they will be of relative order $`\alpha _S^2/\alpha `$ with extra color and phase-space factors. We do not expect them to be of a very different order of magnitude than the ones we calculated.
### 3.1 The Calculation
The diagrams contributing to the quarkonium decay into a photon and a KK-excitation are given in Fig. 1. For definiteness, we concentrate here in the calculation on $`J/\mathrm{\Psi }`$ decay. The replacements necessary for the calculation of the $`\mathrm{{\rm Y}}`$ decay are obvious.
The kinematics is the annihilation reaction of the quarkonium state, $`\text{Q}\overline{\text{Q}}`$ into a photon, $`\gamma `$ and a graviton $`\stackrel{~}{h}`$ or dilaton $`\stackrel{~}{\varphi }`$. Basically, this is the reaction $`\text{Q}(q)+\overline{\text{Q}}(\overline{q})\gamma (k_\gamma )+(\stackrel{~}{h},\stackrel{~}{\varphi })(k_{\text{gr}})`$ for quarks at rest projected on the quarkonium state. Using the projection on charmonium states, as described in , and the Feynman rules for the coupling of the KK-gravitons with massive fermions , we get for the spin-2 KK contribution:
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222subscript๐๐subscriptฮจ๐ฟsubscript๐ฟ๐ง๐ชTrdelimited-[]
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subscript๐๐superscript๐พ๐superscript2subscript๐๐2\displaystyle 2i\frac{N_{c}ee_{q}\kappa}{2\sqrt{2}(2m_{c})}\Psi_{LL_{z}}({\bf q})\frac{{\rm Tr}\left[(\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}+m_{c})\parbox[b]{6.00006pt}{$\varepsilon$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}(S_{z})(\bar{\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}}-m_{c})\gamma^{\rho}\right]}{(2m_{c})^{2}} (5)
$`\times \left[Qk_\gamma \eta _{\mu \rho }\eta _{\mu ^{}\nu }\eta _{\mu \nu }Q_\mu ^{}(k_\gamma )_\rho \eta _{\mu \rho }Q_\nu (k_\gamma )_\mu ^{}+\eta _{\rho \nu }Q_\mu (k_\gamma )_\mu ^{}\right].`$
For definiteness we have written the quark mass as $`m_c`$ and used $`2m_c=M_\mathrm{\Psi }`$, with $`\mathrm{\Psi }`$ the quarkonium state. The superscript indicates the orbital and spin $`z`$-component and the subscripts are the indices coupling to the KK-graviton, $`\mu \mu ^{}`$ and to the photon, $`\nu `$. $`Q=q+\overline{q}`$ and $`\mathrm{\Psi }_{LL_z}(๐ช)`$ is the quarkonium wave function with orbital angular momentum $`L`$ and its z-component $`L_z`$. The quark and antiquark momentum are on-shell with spatial component q and $``$q respectively. $`\epsilon (S_z)`$ is the polarization amplitude for the quarkonium state. For $`\eta _c`$ and $`\eta _b`$,
ฮต
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subscript๐๐ง\parbox[b]{6.00006pt}{$\varepsilon$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}(S_{z}) should be replaced by $`\gamma _5`$. For the sum of all four amplitudes we write:
$$\mathrm{\Psi }_{\mu \mu ^{}\nu }^{L_zS_z}(๐ช)=\mathrm{\Psi }_{(a)\mu \mu ^{}\nu }^{L_zS_z}(๐ช)+\mathrm{\Psi }_{(b)\mu \mu ^{}\nu }^{L_zS_z}(๐ช)+\mathrm{\Psi }_{(c)\mu \mu ^{}\nu }^{L_zS_z}(๐ช)+\mathrm{\Psi }_{(d)\mu \mu ^{}\nu }^{L_zS_z}(๐ช).$$
(6)
In the static limit $`๐ช0`$ the amplitudes simplify further and we get, summing over the photon and graviton polarizations, for the squared amplitude of the $`J/\mathrm{\Psi }`$ ($`{}_{}{}^{1}S_{3}^{}`$ state):
$`|M_{\stackrel{~}{h}}^{(J/\mathrm{\Psi })}|^2`$ $`=`$ $`{\displaystyle \frac{d^3๐ช}{(2\pi )^3}\frac{d^3๐ช^{}}{(2\pi )^3}\mathrm{\Psi }_{\mu \mu ^{}\nu }^{Lz=0S_z}(๐ช)\left(\mathrm{\Psi }_{\mu _1\mu _{1}^{}{}_{}{}^{}\nu ^{}}^{L_z=0S_z}(๐ช^{})\right)^{}B^{\mu \mu ^{},\mu _1\mu _{1}^{}{}_{}{}^{}}\left(\eta ^{\nu \nu ^{}}\right)}`$ (9)
$`=`$ $`{\displaystyle \frac{N_c}{4}}\alpha _{\mathrm{em}}\kappa ^2R_0^2e_q^2m_c\{\begin{array}{cc}4\frac{m_๐ง^2}{m_c^2};\hfill & \mathrm{if}S_z=0\hfill \\ \frac{8}{3}+\frac{m_๐ง^4}{m_c^4};\hfill & \mathrm{if}S_z=\pm 1\hfill \end{array}.`$
We have chosen the spin quantization axis parallel to the photon momentum. The polarization tensor of the spin-2 KK states is given by :
$$B_{\mu \nu ,\rho \sigma }^{\stackrel{~}{h}}=\stackrel{~}{\eta }_{\mu \rho }\stackrel{~}{\eta }_{\nu \sigma }+\stackrel{~}{\eta }_{\mu \sigma }\stackrel{~}{\eta }_{\nu \rho }\frac{2}{3}\stackrel{~}{\eta }_{\mu \nu }\stackrel{~}{\eta }_{\rho \sigma },\stackrel{~}{\eta }_{\mu \nu }=\left(\eta _{\mu \nu }\frac{(k_{\mathrm{gr}})_\mu (k_{\mathrm{gr}})_\nu }{m_๐ง^2}\right).$$
(10)
The normalization of the $`J/\mathrm{\Psi }`$ wave function is given by:
$$\frac{d^3๐ช}{(2\pi )^3}\mathrm{\Psi }_{00}(๐ช)=\frac{R_0}{\sqrt{4\pi m_cN_c}}.$$
(11)
The constant $`R_0`$ describes the $`S`$-wave function at the origin. For the spin-0 KK state (dilaton) the amplitudes read:
$`\mathrm{\Psi }_{(a)\nu ij}^{L_zS_z}(๐ช)`$ $`=`$ $`i\delta _{ij}{\displaystyle \frac{N_cee_q\kappa \omega }{\sqrt{2}(2m_c)}}\mathrm{\Psi }_{LL_z}(๐ช)`$
รTr[(
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subscript๐๐subscript๐พ๐superscriptsubscript๐grยฏ๐2superscriptsubscript๐๐2\displaystyle\times\frac{{\rm Tr}\left[(\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}+m_{c})\parbox[b]{6.00006pt}{$\varepsilon$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}(S_{z})(\bar{\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}}-m_{c})\left(-\frac{3}{2}\bar{\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}}+\frac{3}{4}\parbox[b]{6.00006pt}{$k$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}_{\rm gr}-2m_{c}\right)(\parbox[b]{6.00006pt}{$k$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}_{\rm gr}-\bar{\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}}+m_{c})\gamma_{\nu}\right]}{(k_{\rm gr}-\bar{q})^{2}-m_{c}^{2}}
$`\mathrm{\Psi }_{(b)\nu ij}^{L_zS_z}(๐ช)`$ $`=`$ $`i\delta _{ij}{\displaystyle \frac{N_cee_q\kappa \omega }{\sqrt{2}(2m_c)}}\mathrm{\Psi }_{LL_z}(๐ช)`$
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gr2subscript๐๐superscriptsubscript๐gr๐2superscriptsubscript๐๐2\displaystyle\times\frac{{\rm Tr}\left[(\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}+m_{c})\parbox[b]{6.00006pt}{$\varepsilon$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}(S_{z})(\bar{\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}}-m_{c})\gamma_{\nu}(\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}-\parbox[b]{6.00006pt}{$k$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}_{\rm gr}+m_{c})\left(\frac{3}{2}{\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}}-\frac{3}{4}\parbox[b]{6.00006pt}{$k$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}_{\rm gr}-2m_{c}\right)\right]}{(k_{\rm gr}-q)^{2}-m_{c}^{2}}
$`\mathrm{\Psi }_{(c)\nu ij}^{L_zS_z}(๐ช)`$ $`=`$ iฮดij32Nceeqฮบฯ2(2mc)ฮจLLz(๐ช)Tr[(
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subscript๐๐subscript๐พ๐\displaystyle i\delta_{ij}\frac{3}{2}\frac{N_{c}ee_{q}\kappa\omega}{\sqrt{2}(2m_{c})}\Psi_{LL_{z}}({\bf q}){\rm Tr}\left[(\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}+m_{c})\parbox[b]{6.00006pt}{$\varepsilon$}\parbox[b]{5.50003pt}{ \raisebox{-0.86108pt}{$/$}}(S_{z})(\bar{\parbox[b]{5.0pt}{$q$}\parbox[b]{5.50003pt}{ \raisebox{-1.29167pt}{$/$}}}-m_{c})\gamma_{\nu}\right]
$`\mathrm{\Psi }_{(d)\nu ij}^{L_zS_z}(๐ช)`$ $`=`$ $`0.`$ (12)
For the sum of all three nonzero amplitudes we write:
$`\mathrm{\Psi }_{\nu ij}^{L_zS_z}(๐ช)`$ $`=`$ $`\mathrm{\Psi }_{(a)\nu ij}^{L_zS_z}(๐ช)+\mathrm{\Psi }_{(b)\nu ij}^{L_zS_z}(๐ช)+\mathrm{\Psi }_{(c)\nu ij}^{L_zS_z}(๐ช).`$ (13)
Then the amplitude squared for the spin-0 KK state (dilaton) for the the $`J/\mathrm{\Psi }`$ ($`{}_{}{}^{1}S_{3}^{}`$ state) is given by:
$`|M_{\stackrel{~}{\varphi }}|^2`$ $`=`$ $`{\displaystyle \frac{d^3๐ช}{(2\pi )^3}\frac{d^3๐ช^{}}{(2\pi )^3}\mathrm{\Psi }_{\nu ij}^{L_z=0S_z}(๐ช)B_{ij,i^{}j^{}}^{\stackrel{~}{\varphi }}\left(\mathrm{\Psi }_{\nu ^{}i^{}j^{}}^{L_z=0S_z}(๐ช^{})\right)^{}\left(\eta ^{\nu \nu ^{}}\right)}`$ (14)
$`=`$ $`2(n1)N_c\alpha _{\mathrm{em}}\kappa ^2\omega ^2R_0^2e_q^2m_c,`$
for $`S_z=\pm 1`$ and zero for $`S_z=0`$. The expression $`B_{ij,i^{}j^{}}^{\stackrel{~}{\varphi }}`$ comes from the dilaton propagator and has the form:
$$B_{ij,i^{}j^{}}^{\stackrel{~}{\varphi }}=\frac{1}{2}\left(P_{ii^{}}^\stackrel{}{n}P_{jj^{}}^\stackrel{}{n}+P_{ij^{}}^\stackrel{}{n}P_{ji^{}}^\stackrel{}{n}\right).$$
(15)
And the projectors $`P_{ii^{}}^\stackrel{}{n}`$ are defined through:
$$P_{ii^{}}^\stackrel{}{n}=\delta _{ii^{}}\frac{n_in_i^{}}{\stackrel{}{n}^2};P_{ij}^\stackrel{}{n}P_{jk}^\stackrel{}{n}=P_{ik}^\stackrel{}{n};P_{ii}^\stackrel{}{n}=n1.$$
(16)
A simple check is that all amplitudes given above vanish for the $`\eta _c`$. The decay rate for the (unpolarized) $`J/\mathrm{\Psi }`$ is then given averaging over the initial possible polarization and the summation over the KK modes of masses $`m_๐ง`$ as described in and Eq. (2):
$`\mathrm{\Gamma }(J/\mathrm{\Psi }\gamma +gr)_{\stackrel{~}{h},\stackrel{~}{\varphi }}`$ $`=`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \underset{S_z}{}}{\displaystyle \frac{1}{2M_{J/\mathrm{\Psi }}}}{\displaystyle \underset{๐ง}{}}{\displaystyle \frac{d^4k_\gamma }{(2\pi )^3}\frac{d^4k_{gr}}{(2\pi )^3}\delta ^+(k_\gamma ^2)\delta ^+(k_{gr}^2m_{gr}^2)}`$ (17)
$`\times (2\pi )^4\delta (k_{J/\mathrm{\Psi }}(k_\gamma +k_{gr}))|M(m_๐ง^2,S_z)_{\stackrel{~}{h},\stackrel{~}{\varphi }}|^2`$
$`=`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \underset{S_z}{}}{\displaystyle \frac{1}{32\pi m_c^2}}{\displaystyle _0^{(2m_c)^2}}{\displaystyle \frac{dm_๐ง^2R^nm_๐ง^{n2}}{(4\pi )^{n/2}\mathrm{\Gamma }(n/2)}}\left({\displaystyle \frac{(2m_c)^2m_๐ง^2}{4m_c}}\right)`$
$`\times |M(m_๐ง^2,S_z)_{\stackrel{~}{h},\stackrel{~}{\varphi }}|^2.`$
The $`+`$ sign over the delta functions means that the energy must be positive. The decay width becomes finally:
$`\mathrm{\Gamma }(J/\mathrm{\Psi }\gamma +gr)_{\stackrel{~}{\varphi }}`$ $`=`$ $`(n1){\displaystyle \frac{\alpha _{em}\kappa ^2\omega ^2R_0^2N_ce_q^2}{24\pi m_c}}{\displaystyle _0^{(2m_c)^2}}{\displaystyle \frac{dm_๐ง^2R^nm_๐ง^{n2}}{(4\pi )^{n/2}\mathrm{\Gamma }(n/2)}}\left({\displaystyle \frac{(2m_c)^2m_๐ง^2}{4m_c}}\right)`$
$`\mathrm{\Gamma }(J/\mathrm{\Psi }\gamma +gr)_{\stackrel{~}{h}}`$ $`=`$ $`{\displaystyle \frac{\alpha _{em}\kappa ^2R_0^2N_ce_q^2}{192\pi m_c}}{\displaystyle _0^{(2m_c)^2}}{\displaystyle \frac{dm_๐ง^2R^nm_๐ง^{n2}}{(4\pi )^{n/2}\mathrm{\Gamma }(n/2)}}\left({\displaystyle \frac{(2m_c)^2m_๐ง^2}{4m_c}}\right)`$ (18)
$`\times \left[{\displaystyle \frac{8}{3}}+2\left({\displaystyle \frac{m_๐ง}{m_c}}\right)^2+\left({\displaystyle \frac{m_๐ง}{m_c}}\right)^4\right].`$
The photon spectrum can be easily deduced from the formulas given above using the kinematical relation $`m_๐ง^2=M_{J/\mathrm{\Psi }}^22M_{J/\mathrm{\Psi }}E_\gamma =(2m_c)^24m_cE_\gamma `$. The integrals are all polynomials and can be done explicitly.
### 3.2 Numerical Results
For the numerical results we set $`\alpha _{\mathrm{em}}=1/137`$, $`e_q=2/3`$, $`\omega =\sqrt{\frac{2}{3(n+2)}}`$, $`2m_c=M_{J/\mathrm{\Psi }}=3097`$ MeV, $`\kappa =\sqrt{16\pi G_N}`$, and the gravitation constant $`G_N=6.70711\times 10^{45}\mathrm{MeV}^2`$. The value for $`R_0`$ can be obtained in the accuracy of our calculation from the tree level width for the decay $`J/\mathrm{\Psi }e^+e^{}`$ :
$$\mathrm{\Gamma }(J/\mathrm{\Psi }e^+e^{})=\frac{4\alpha _{\mathrm{em}}^2e_q^2N_c}{3M_{J/\mathrm{\Psi }}^2}R_0^2=5.2374\mathrm{keV}.$$
(19)
This relation receives sizable QCD corrections which is the reason for the fact that the value of $`R_0`$ is not precisely known, see e.g. the discussion in . Similar corrections can be expected for the decays into photons and KK-excitations. These corrections will affect the precise values of the numbers discussed below, but not any of the conclusions.
We can now define a critical compactification scale, when the contribution from graviton radiation becomes as big as the precision reached in todayโs experiments looking at rare $`J/\mathrm{\Psi }`$ decays. From the data given in we expect that a Branching ratio of:
$$B(J/\mathrm{\Psi }\gamma +\stackrel{~}{h},\stackrel{~}{\varphi },R_{\mathrm{crit}})=10^5$$
(20)
would be easily measurable. We used $`\mathrm{\Gamma }_{J/\mathrm{\Psi }}=87`$ keV to normalize the branching ratios. The resulting $`R_{\mathrm{crit}}`$, converted into a limit on $`M_S`$ using Eq. (1) with $`M_P=\sqrt{1/G_N}`$ , is shown in Fig. 2 as a function of $`n`$. The limits from $`J/\mathrm{\Psi }\gamma \stackrel{~}{h}`$ and $`J/\mathrm{\Psi }\gamma \stackrel{~}{\varphi }`$ are shown as well as the similar limits from $`\mathrm{{\rm Y}}\gamma \stackrel{~}{h}`$ and $`\mathrm{{\rm Y}}\gamma \stackrel{~}{\varphi }`$. For the latter ones we used $`M_\mathrm{{\rm Y}}=9.460`$ GeV, $`\mathrm{\Gamma }(\mathrm{{\rm Y}}e^+e^{})=1.323`$ keV, $`\mathrm{\Gamma }_\mathrm{{\rm Y}}=52.5`$ keV , $`e_q=1/3`$ and a measurable branching ratio of $`10^4`$. It is seen that in general the limit on $`M_S`$ is larger for the $`\mathrm{{\rm Y}}`$ decay than for the $`J/\mathrm{\Psi }`$ decay and that the spin-2 KK state dominates over the spin-0 KK state (dilaton). In general the critical values for $`M_S`$ lie in the ten GeV range.
The photon spectrum as a function of $`E_\gamma /M_{J/\mathrm{\Psi }}`$ is shown in Fig. 3 for the spin-2, $`\stackrel{~}{h}`$, and spin-0 case $`\stackrel{~}{\varphi }`$. It shows a characteristic shape for $`\stackrel{~}{h}`$ and $`\stackrel{~}{\varphi }`$ depending on $`n`$. Notice that the relative spectrum shown is neither dependent on $`R`$ nor on $`M_{J/\mathrm{\Psi }}`$.
## 4 Summary and Conclusions
We have presented general arguments why looking for large extra dimensions in rare meson decays in cases where the missing energy is carried away by KK-excitations of the graviton in $`4+n`$-dimensions is most promising for heavy quarkonia systems. These included general dimensional arguments, angular momentum conservation and arguments due to the pointlike structure at relevant scales.
As an example, we computed $`J/\mathrm{\Psi }`$ and $`\mathrm{{\rm Y}}`$ decays into a photon and KK-excitations. The limits to be expected from these processes lie in the GeV range. The spectrum of the photon-energy $`E_\gamma `$ in those decays is characteristic for the number $`n`$ of extra large dimensions and different for spin-2 and spin-0 KK states. In general, the spin-2 KK graviton yields larger contributions than the spin-0 dilaton. $`\mathrm{{\rm Y}}`$ decays are more favorable than $`J/\mathrm{\Psi }`$-decays due to the larger mass involved and the possibility of improving the branching limit considerably at the $`B`$-factories.
One can compare the limits on $`M_S`$ in rare decays with the present best limits from $`e^+e^{}`$ colliders given by the DELPHI collaboration, see Tab. 1. (Limits from other present experiments, see for details, are of the same order.) The values from DELPHI are better by one or two orders of magnitude than what can be obtained from rare decays with present limits. However, our rare decays test mainly the couplings to heavy quarks while the high-energy colliders test mainly couplings to gauge bosons and light fermions, so qualitatively there is a difference between what is tested in rare decays and what is tested by lepton or even hadron colliders like the LHC. Moreover one should take into account that through possible improvements at B-Factories the limits on large extra dimensions could be possibly increased by an order of magnitude.
## Acknowledgments
We wish to thank P. Di Vecchia for fruitful discussions. This work was supported in part by TMR, EC-Contract No. ERBFMRX-CT980169 (EURODAPHNE) and TMR, EC-Contract No. FMRX-CT980194 (Quantum Chromodynamics and the Deep Structure of Elementary Particles).
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# Global Cosmological Parameters Determined Using Classical Double Radio Galaxies
## 1 Introduction
The future and ultimate fate of the universe can be predicted given a knowledge of the recent expansion history of the universe (assuming the universe is homogeneous and isotropic on scales greater than the current horizon size). This recent expansion history can be probed by studying the coordinate distance to sources at redshifts of one or two; the coordinate distance is equivalent to the luminosity distance or angular size distance multiplied by factors of $`(1+z)`$. The advantage of determining cosmological parameters using the coordinate distance (luminosity distance or angular size distance) is that this distance depends on global, or average, cosmological parameters. It is independent of the way the matter is distributed spatially, of the power spectrum of density fluctuations, of whether the matter is biased relative to the light, and of the form or nature of the dark matter (assuming that the universe is homogeneous and isotropic on large scales).
It was shown in 1994 that powerful double-lobed radio galaxies provide a modified standard yardstick that can be used to determine global cosmological parameters (Daly 1994, 1995), much like supernovae can be used as modified standard candles. The method was applied and discussed in detail by Guerra & Daly (1996, 1998), Guerra (1997), and Daly, Guerra, & Wan (1998) who found that the data strongly favor a low density universe; a universe with $`\mathrm{\Omega }_m=1`$ was ruled out at 97.5 % confidence.
It was shown by Daly (1994, 1995) that the radio properties of these sources could be used not only to study global cosmological parameters, but also to determine the ambient gas density, beam power, Mach number of lobe advance, and ambient gas temperature of the sources and their environments. The characteristics of the sources and their environments are presented and discussed in a series of papers (Wellman & Daly 1996a,b; Wan, Daly, & Wellman 1996; Daly 1996; Wellman, Daly, & Wan 1997a,b; Wan & Daly 1998a,b; Wan, Daly, & Guerra 2000).
Radio maps of six powerful double-lobed radio galaxies were extracted from the Very Large Array (VLA) archives at the National Radio Astronomy Observatory (NRAO), and analyzed in detail. New results on global cosmological parameters, ambient gas densities, and beam powers are presented here.
The expanded sample is described in ยง2. The new results are presented in ยง3. The implications of the results are discussed in ยง4.
## 2 Expanded Sample
Each powerful extended radio galaxy (also known as a โclassical doubleโ) has a characteristic size, $`D_{}`$, that predicts the lobe-lobe separation at the end of the source lifetime (Daly 1994, 1995; Guerra & Daly 1998). The parameters needed to compute the characteristic size are the lobe propagation velocity, $`v_L`$, the lobe width, $`a_L`$, and the lobe magnetic field strength, $`B_L`$. These three parameters can be determined using radio maps with arc-second resolution at multiple frequencies, such as those produced with the VLA or MERLIN (Multi-Element Radio Linked Interferometer Network). Multiple-frequency data are needed to use the theory of spectral aging to estimate the lobe propagation velocity (e.g., Myers & Spangler 1985). In addition, these maps must have the necessary angular resolution and dynamic range to image sufficient portions of the radio bridges.
Two published data sets, Leahy, Muxlow, & Stephens (1989) and Liu, Pooley, & Riley (1992), have radio maps of powerful extended radio galaxies at multiple frequencies which are sufficient to compute all three parameters used in determining $`D_{}`$. These data were used to compute $`D_{}`$ for 14 radio galaxies (Guerra & Daly 1996, 1998; Guerra 1997; Daly, Guerra, & Wan 1998). Current efforts to expand the data set are underway, and include searches through the VLA archive. The VLA archive search has already yielded the desired data for six radio galaxies, and new results including these six sources are presented here.
Data were selected from observations of powerful extended radio galaxies from the 3CR sample (Bennett 1962) on the basis of the observation frequency and array configuration used. An observation in the VLA archive was a candidate if the lobe-lobe angular size of the source was 10 to 40 times the implied beam size, and four hours separated the first and last scans. These observations should resolve the source sufficiently and have enough $`uv`$-coverage to image the bridges. From candidate observations at both L and C band, we have successfully imaged data from six sources. The VLA archive data sets used here are listed in Table 1.
Radio imaging was performed using the NRAO $`๐๐ซ๐ฎ`$ software package. The $`uv`$ data needed minimal editing, and initial calibration was performed in the standard manner using $`๐๐ซ๐ฎ`$. As diagnostics, initial images were made using the $`๐๐ซ๐ฎ`$ task IMAGR both without and with the CLEAN deconvolution algorithm. The final radio maps were produced with the SCMAP task, which performs self-calibration along with the IMAGR and CLEAN tasks.
Parameters used in $`๐๐ซ๐ฎ`$ for imaging, deconvolution, and calibration are chosen to produce radio maps for a given source that can easily be used for spectral aging analysis. This is particularly important where observations at different frequencies are produced by different observers. Although some of these radio maps exist, different choices of parameters (such as the restoring beam) are often used to produce these radio maps. Thus, reducing the raw $`uv`$ data insures that the data analysis can be performed consistently between radio maps.
### 2.1 Radio Maps from Archive Data and Their Use
Radio intensity maps produced from VLA archive data are presented here (Figures 1-6). The 4.872 GHz map of 3C 244.1 was created with a restoring beam identical to the synthesized beam of the 1.411 GHz map of 3C 244.1, and the 4.885 GHz map of 3C 194 was created with a restoring beam identical to the synthesized beam of the 1.465 GHz map of 3C 194. Thus, radio maps at both frequencies for a particular radio galaxy have similar angular resolutions. Radio maps created with three of these archive data sets have appeared in the literature. A 1.411 GHz map of 3C 244.1 appeared in Leahy & Williams (1994), and 4.88 GHz maps of 3C 244.1 and 3C 325 appeared in Fernini, Burns, & Perley (1997).
The computation of $`a_L`$, $`B_L`$, and $`v_L`$ were performed here in the same manner as Wellman, Daly, & Wan (1997a,b). The deconvolved lobe width, $`a_L`$, is measured $`10h^1`$ kpc from the hot spot toward the host galaxy. The lobe magnetic field strength, $`B_L`$, is computed from the deconvolved surface brightness and bridge width measured $`10h^1`$ kpc from the hot spot toward the host galaxy. The lobe propagation velocity, $`v_L`$, is computed on the basis of spectral aging along the imaged portions of the bridge, and the magnetic field used in spectral aging is computed using values measured $`10h^1`$ kpc and $`25h^1`$ kpc from the hotspot. The errors on each of these quantities are discussed in ยง5 of WDW97b, ยง5.2 of WDW97a, and the appendix of this paper.
All parameters presented here are computed with $`b=0.25`$, which means magnetic fields are computed to be 0.25 times the minimum energy values, and without an $`\alpha z`$ correction which refers to a correction related to the observed correlation between spectral index and redshift (see Wellman 1997; Wellman, Daly, Wan 1997a,b; Guerra 1998; Guerra & Daly 1998 for details). It was found by Guerra & Daly (1998) that constraints on cosmological parameters did not depend on these choices, and very similar results are obtained independent of the value of $`b`$ and of whether an $`\alpha z`$ correction is applied.
### 2.2 Theory
The small dispersion in the average size of 3CR radio galaxies at a given redshift suggests that, at a given redshift, all of the sources have a very similar average size. This size may be estimated by the average size of the full population of powerful extended radio galaxies at that redshift, $`<D>`$, or by the average size of a given source at that redshift, $`D_{}`$. If the total time a source produces powerful jets, with beam power $`L_j`$, that powers the growth and radio emission of the source is $`t_{}`$, then the average source size will be $`D_{}=v_Lt_{}`$, assuming the rate of growth of the source, $`v_L`$, is roughly constant over the source lifetime. The source velocity $`v_L`$, estimated via synchrotron and inverse Compton aging techniques, increases with redshift (Leahy, Muxlow, & Stephens 1989; Liu, Pooley, & Riley 1992; Daly 1994, 1995; WDW97b), and there is no indication that the rate of growth of the sources decreases with redshift. However, the average size of the full population decreases monotonically with redshift for redshifts greater than about 0.5 (see Table 3 in this paper, and Figure 1 in Guerra & Daly 1998).
This means that, for sources of this type, $`t_{}`$ must decrease with redshift. For the sources studied here, it was shown by WDW97a that the radio power of a given source is roughly constant over the lifetime of that source, making it very unlikely that the radio power of a given source decreases with time, causing sources at higher redshift to fall below the radio flux limit of the survey when they are smaller.
Thus, since $`<D>`$ decreases with redshift for $`z_{}^>\mathrm{\hspace{0.33em}0.5}`$, and $`D_{}=v_Lt_{}`$ with $`v_L`$ either increasing with redshift or independent of redshift, the data require that $`t_{}`$ decrease with redshift. The rate of growth of the source, $`v_L`$, depends on one parameter that is intrinsic to the AGN, the beam power $`L_j`$, and on two parameters that are extrinsic to the AGN, the ambient gas density $`n_a`$ and the cross sectional area of the radio lobe $`a_L^2`$: $`v_L(L_jn_a^1a_L^2)^{(1/3)}`$. The total time for which the AGN produces a powerful outflow, $`t_{}`$, must depend on properties intrinsic to the black hole, and the only intrinsic parameter that appears in $`v_L`$ is $`L_j`$. Thus, we write $`t_{}L_j^{\beta /3}`$, which defines the one model parameter $`\beta `$. The other intrinsic property of the black hole that might enter is the total energy available to power the outflow, $`E_{}`$, but since $`E_{}=L_jt_{}`$, any dependence on $`E_{}`$ is absorbed into the relation between $`t_{}`$ and $`L_j`$.
A power law relation between the total time the AGN produces powerful jets and the beam power of the jets is not unexpected. It means that there is a power law relation between the beam power $`L_j`$ and the total energy available initially $`E_{}`$; it is assumed that the beam power is roughly constant over the lifetime of the source, but the value of $`L_j`$ is set by the initial energy available $`E_{}`$. This is reminiscent of the power law relation for main sequence stars between luminosity and lifetime, or between total energy available and luminosity for main sequence stars, and of other power law relations that arise so frequently in astrophysics. For example, for a value of $`\beta `$ of 2, the beam power of the jet is related to the total energy available by the relation $`L_jE_{}^3`$, which is similar to the relation between luminosity and mass for main sequence stars: $`LM^{3.5}`$. Note, that for main sequence stars, the luminosity is determined by the total energy available initially, and remains roughly constant over the lifetime of the main sequence star. For a value of $`\beta `$ of 1.5, the relation between beam power and total energy available is $`L_jE_{}^2`$.
The excellent fits obtained by comparing $`<D>`$ with $`D_{}`$ assuming that $`t_{}L_j^{\beta /3}`$ supports this choice for the parameterization of $`t_{}`$. As shown in Figure 7, if the zero-redshift bin containing Cygnus A is excluded from the analysis, and the best fit value of $`\beta `$ and the constant $`C_{ratio}`$ (defined below) are determined, we can predict the value of $`D_{}`$ for Cygnus A, and it matches the value of $`D_{}`$ for Cygnus A to very high accuracy. This is quite extraordinary if we consider the large drop in $`<D>`$ that occurs from the first redshift bin to the zero-redshift bin, which is mirrored by the large drop in $`D_{}`$ of Cygnus A (see Figures 8 and 9).
The theory requires that $`D_{}`$ track $`<D>`$ with redshift, thus it requires
$$<D>/D_{}=C_{ratio},$$
where $`C_{ratio}`$ is a constant, independent of redshift. We do NOT require that $`<D>/D_{}=1`$, but we require that this ratio is a constant, $`C_{ratio}`$. Thus, the use of this equation for cosmology is independent of any factor that might be used to normalize the quantity $`D_{}`$.
The ratio $`<D>/D_{}`$ depends on cosmological parameters and the model parameter $`\beta .`$ The way that this ratio depends on coordinate distance is given by equation (6) of Guerra & Daly (1998), and the full dependence of $`D_{}`$ on observable parameters is given in Appendix A of this paper.
The confidence with which cosmological parameters and the model parameter can be constrained depends on the uncertainty of the ratio $`<D>/D_{}`$. This is obtained by combining the uncertainty of $`<D>`$ and the uncertainty of $`D_{}`$ in quadrature. The uncertainty of $`<D>`$ is given by the dispersion in radio source size at a given redshift. The errors in $`<D>`$ range from 10 % to 35 % (see Table 3). This dominates the uncertainty of the ratio $`<D>/D_{}`$. The uncertainty of $`D_{}`$ depends on the uncertainty of each of the quantities used to determine $`D_{}`$, and is discussed in detail in Appendix A of this paper.
### 2.3 Application of the Theory
In terms of quantities that can be estimated from radio observations, $`L_jv_LB_L^2a_L^2`$ so $`D_{}v_LL_j^{\beta /3}`$ $`v_L^{(1\beta /3)}(B_La_L)^{2\beta /3}`$ for perfectly symmetric lobes and bridges. The three parameters, $`a_L`$, $`B_L`$, and $`v_L`$ are computed for the bridge on each side of the six radio galaxies obtained from the VLA archive, with the exception of one bridge in 3C 324 which was not imaged along its length sufficiently. The characteristic core-lobe size, $`r_{}`$, was computed for each bridge using using the equation described above and in Guerra & Daly (1998), and Daly (1994, 1995):
$$r_{}\left(\frac{1}{B_La_L}\right)^{2\beta /3}v_L^{1\beta /3}.$$
(1)
The characteristic (lobe-lobe) size, $`D_{}`$, is taken to be the sum of both $`r_{}`$ (or in the case of 3C 324, $`D_{}=2r_{}`$), and is normalized so that $`D_{}`$ of Cygnus A (3C 405), a very low redshift source in our sample, is equal to the average size of the full population of powerful classical double radio galaxies at very low redshift; this does not impact the determination of the model parameter, $`\beta `$, or constraints on cosmological parameters, in any way (see ยง2.2). Constraints on cosmological parameters determined using this method are independent of the normalization of $`D_{}`$, as described in ยง2.2. As discussed in ยง3.1, the best fit value of the one model parameter $`\beta `$ is determined simultaneously with the best fit values for the two cosmological parameters that enter, $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$, the normalized values of the current values of the mean mass density and the cosmological constant (see Guerra & Daly 1998; Daly, Guerra, & Wan 1998).
Table 2 presents the six new $`D_{}`$ values in the last column, assuming the best fit value of $`\beta =1.75`$ (see ยง3.1). Source name and redshift are listed in the first two columns. The third column lists the redshift bin corresponding to the assignments in Guerra & Daly (1998) and Table 3 below. The lobe-lobe angular size of the source is listed in the fourth column, the fifth and sixth columns list the core-lobe characteristic sizes, $`r_{}`$, and the characteristic source size is listed in column seven.
## 3 Updated Results
### 3.1 Constraints on Cosmological Parameters
The subsample of sources with estimates of the characteristic size, $`D_{}`$, has been increased from 14 to 20, as discussed above in ยง2. Only sources with physical sizes, defined as the projected separation between the radio hot spots, greater than $`20h^1`$ kpc can be used to determine a characteristic size. This is because smaller sources are typically not sufficiently resolved so that the radio data are useful, and the radio lobes of smaller sources are interacting with the interstellar medium of the host galaxy rather than the intergalactic/intracluster medium. It was decided that this same criterion should be applied to the larger comparison sample of powerful 3CR radio galaxies. Thus, the sample of radio galaxies used to determine the redshift evolution of the physical size has been reduced from 82 to 70; twelve radio galaxies were cut because the physical separation between their lobes was less than $`20h^1`$ kpc. This has a rather small impact on the actual means and standard deviations of the parent population, as can be seen by comparing Table 3 of this paper with Table 1 of Guerra & Daly (1998). The average lobe-lobe separations as a function of redshift are listed in Table 3 for three example choices of cosmological parameters (matter-dominated, curvature-dominated, and spatially flat with non-zero cosmological constant).
To solve simultaneously for the model parameter $`\beta `$ and the cosmological parameters $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$, the ratio of $`D_{}`$ for each source to $`D`$, the average lobe-lobe size of the parent population in the corresponding redshift bin, is fit to a constant, independent of redshift: $`<D>/D_{}=C_{ratio}`$, where the constant $`C_{ratio}`$ is allowed to float when the best fit parameters are determined. The value of the constant is a free parameter, so the normalization of $`D_{}`$ does not affect the fits in any way.
Figure 7 illustrates the cosmological dependence of $`D/D_{}`$ on the coordinate distance $`(a_or)`$. As described below, the best fit value of $`\beta `$ obtained here is $`\beta =1.75`$; for this value of $`\beta `$, $`D/D_{}`$ is proportional to $`(a_or)^{1.6}`$. Thus $`(D/D_{})(a_or)^{1.6}`$ is independent of cosmological parameters. The data can be compared to several different sets of cosmological parameters on a single figure by plotting $`(D/D_{})(a_or)^{1.6}`$ for each data point and comparing this with $`(a_or)^{1.6}`$ curves obtained for different sets of cosmological parameters, as is shown in Figure 7. Note that, for the fits shown, the lowest redshift bin, which includes Cygnus A, was excluded from the analysis. Even so, the lines all go directly through this point (denoted by a star) indicating the predictive power of this model.
The hypothesis is that, for the correct choice of cosmological parameters, $`D/D_{}=C_{ratio}`$ = constant, so that the values of $`(D/D_{})(a_or)^{1.6}`$ for all 20 radio galaxies should follow a curve that, at each z, tracks the curve $`(a_or)^{1.6}`$ obtained for that particular choice of cosmological parameters. Figure 7, shows $`(D/D_{})(a_or)^{1.6}`$ for the the six new points and 14 original points as a function of z (the six new points are denoted by open squares). Also drawn on this figure are the best-fit curves of $`(a_or)^{1.6}`$ obtained for specified values of cosmological parameters and excluding Cygnus A from the fits. In this figure, all of the curves pass through Cygnus A, though this is not required when we actually solve for best fitting cosmological parameters. Including Cygnus A has a negligible effect on the normalization of these curves and a small effect on cosmological constraints. It is clear that curves obtained for a low density universe describe the data points quite well, and the curve describing a universe with $`\mathrm{\Omega }_m=1`$ does not follow the data points.
For all 20 sources, the chi-squared for fitting the ratio to a constant is computed for relevant values of $`\beta `$, $`\mathrm{\Omega }_m`$, and $`\mathrm{\Omega }_\mathrm{\Lambda }`$. It is found that the best fit value of $`\beta `$ is $`\beta =1.75\pm 0.25`$. This result is insensitive to the choice of $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$, and there appears to be no significant covariance between $`\beta `$ and cosmological parameters (see Figures 10a and 10b).
The confidence contours in the $`\mathrm{\Omega }_m`$ \- $`\mathrm{\Omega }_\mathrm{\Lambda }`$ plane are shown in Figures 11 and 12. The probability associated with a given range of $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ independent of $`\beta `$ is shown in Figure 11 (referred to as two-dimensional confidence intervals). In Figure 12, the projection of a confidence interval onto either axis ($`\mathrm{\Omega }_m`$ or $`\mathrm{\Omega }_\mathrm{\Lambda }`$) indicates the probability associated with a given range of that one parameter, independent of all other parameter choices (referred to as one-dimensional confidence intervals). Both figures illustrate how this method and the data are most consistent with a low density universe; $`\mathrm{\Omega }_m{}_{}{}^{<}\mathrm{\hspace{0.33em}0.15}`$ with 68% confidence, $`\mathrm{\Omega }_m{}_{}{}^{<}\mathrm{\hspace{0.33em}0.5}`$ with 90% confidence, and $`\mathrm{\Omega }_m{}_{}{}^{<}\mathrm{\hspace{0.33em}1.0}`$ with 99% confidence. The constraints on $`\mathrm{\Omega }_\mathrm{\Lambda }`$ are not as strong, and values of $`\mathrm{\Omega }_\mathrm{\Lambda }`$ from zero to unity are consistent with the data.
The best fit value of $`\beta =1.75\pm 0.25`$ is consistent with the previous estimates of $`\beta 1.5\pm 0.5`$ (Daly 1994), and $`\beta 2.1\pm 0.6`$ (Guerra & Daly 1996, 1998), but with significantly reduced uncertainties. Similarly, the constraints on cosmological parameters are consistent with previous estimates, (Daly 1994; Guerra & Daly 1996, 1998; Guerra 1997; Daly, Guerra, & Wan 1998) but with smaller error bars. It is apparent in Figures 11 and 12 that these data and method strongly favor a low density universe; a universe where $`\mathrm{\Omega }_m=1`$ is ruled out with 99.0 % confidence independent of $`\mathrm{\Omega }_\mathrm{\Lambda }`$ and $`\beta `$ . This will be discussed in more detail in ยง4. To further illustrate the insensitivity of cosmological constraints to including Cygnus A, Figures 13 and 14 show the confidence intervals when Cygnus A is excluded from the fits.
Figures 13 and 14 also illustrate that that data are most consistent with a low density universe. Fits excluding Cygnus A rule out an $`\mathrm{\Omega }_m=1`$ universe at 97.5% confidence. These results are quite similar to those obtained when Cygnus A is included. This further illustrates that the method does not rely upon a low-redshift normalization.
### 3.2 Ambient Gas Densities and Beam Powers
Daly (1994, 1995, 2000), following the work of Perley & Taylor (1991), Carilli et. al (1991), and Rawlings & Saunders (1991), showed that the radio properties of a powerful extended radio source could be used to estimate the beam power, $`L_j`$, and density of the gas in the vicinity of the source, $`n_a`$. The method is described in detail by Wellman (1997), Wellman, Daly, & Wan (1997a), Wan (1998), Wan, Daly, & Guerra (1998), and Daly (2000). Values for the ambient gas density and beam power for the 14 sources in the original sample are described in these papers. The basic equations are:
$$L_ja_L^2P_Lv_L,$$
(2)
and
$$n_a\frac{P_L}{v_L^2};$$
(3)
where $`P_L`$ is the lobe pressure (see equation A2), and the normalizations are given in the references listed above. The values obtained for the six new radio galaxies in our sample are listed in Table 4. Also listed in Table 4 are all the input parameters used to compute $`L_j`$, $`n_a`$, and $`D_{}`$.
## 4 Discussion
A parent population of 70 powerful extended classical double radio galaxies with redshifts between zero and two was used to define the evolution of the mean or characteristic size of these sources as a function of redshift; these sources are all Type 1 FRII sources (Leahy & Williams 1984), also referred to as FRIIb sources (Daly 2000). An independent estimate of the mean or characteristic size of a given source was possible for a subset of 20 of these radio galaxies for which extensive multiple frequency radio data was available. Requiring that the two measures of the mean source size have the same redshift behavior allows a simultaneous determination of three parameters: the one model parameter $`\beta `$, and the two cosmological parameters $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$ (assuming that the only significant cosmological parameters today are the mean mass density, a cosmological constant, and space curvature).
The method was applied to this data set, and interesting new constraints are presented. It is found that the model parameter is very tightly constrained to be $`\beta =1.75\pm 0.25`$ (see Figure 10), consistent with previous estimates, and that this model parameter is independent of cosmological parameters. For a value of $`\beta =1.75`$, the characteristic source size is $`D_{}(B_La_L)^{7/6}v_{L}^{}{}_{}{}^{5/12}`$, which indicates that it is necessary to have multiple-frequency radio data in order to estimate $`D_{}`$, owing to its $`v_L`$ dependence.
The data strongly favor a low density universe; a universe with $`\mathrm{\Omega }_m=1`$ is ruled out with 99% confidence, independent of the value of $`\mathrm{\Omega }_\mathrm{\Lambda }`$ or $`\beta `$. Either space curvature or a cosmological constant, or both, are allowed. The main conclusion is that $`\mathrm{\Omega }_m`$ is low, but, at this point, the method and data do not allow a discrimination between whether space curvature or a cosmological constant is important at the present epoch.
It is interesting to note that the lowest reduced chi-squared obtained is 0.96 for $`\mathrm{\Omega }_m0.25`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }0`$. This value is slightly greater and closer to unity than the minimum reduced chi-squared obtained by Guerra & Daly (1998), which indicates that this sample of 20 sources has a reasonable distribution around any model predictions. This convergence to unity with increasing sample size suggests that this method and its statistics are reliable.
The best fit for cosmological parameters in the physically relevant half-plane of $`\mathrm{\Omega }_m{}_{}{}^{>}\mathrm{\hspace{0.33em}0}`$ is $`\mathrm{\Omega }_m=0`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.45`$ with a reduced chi-squared of 0.98 (also close to unity). However, Figures 11 and 12 clearly show that our results are still consistent with $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$.
The radio data also allow a determination of the density of the ambient gas in the vicinity of each radio source, and the beam power of each source; the values of these quantities are presented. The sources lie in high-density gaseous environments like those found in low-redshift clusters of galaxies. Typical beam powers for the sources are $`10^{45}\text{ erg s}^1`$.
Special thanks go to Rick Perley and Miller Goss for their aid in extracting data from the VLA archive. The National Radio Astronomy Observatory is a facility of the National Science Foundation operated under cooperative agreement by Associated Universities, Inc. The authors would also like to thank Katherine Blundell, Chris Carilli, Paddy Leahy, Wil van Breugel, and Dave Wilkinson for helpful discussions. Special thanks are extended to the referee for providing valuable feedback and suggestions that led to significant improvement of the paper. This work was supported in part by the U.S. National Science Foundation and the College of Liberal Arts and Sciences at Rowan University.
## Appendix A Error Analysis
Errors on $`D_{}`$ and errors on $`<D>`$ both contribute to the confidence contours relevant for the cosmological parameters determined here. The errors on $`<D>`$ are purely statistical, and arise from the dispersion in source size of the parent population, and at the present time dominate the total uncertainty of the quantity $`<D>/D_{}`$. The errors on $`D_{}`$ depend on the uncertainties of quantities used to determine $`D_{}`$; the way that the error on $`D_{}`$ is computed is presented here.
The quantity
$$r_{}=v_Lt_{}v_LL_j^{\beta /3}v_L\left(P_Lv_La_L^2\right)^{\beta /3}v_L^{1\beta /3}a_L^{2\beta /3}P_L^{\beta /3}.$$
(A1)
The lobe pressure
$$P_L\left(\frac{4}{3}b^{1.5}+b^2\right)B_{min}^2,$$
(A2)
where $`B_{min}`$ is the minimum energy magnetic field, $`B_{min}S_\nu ^{2/7}a_L^{2/7}`$, and is determined using parameters obtained 10 $`h^1`$ kpc behind the hotspot: the radio surface brightness at this location is $`S_{\nu ,10}`$ and the lobe half-width at this location is $`a_{L,10}`$. The radio surface brightness and lobe half-width 25 $`h^1`$ kpc behind the hotspot are denoted $`S_{\nu ,25}`$ and $`a_{L,25}`$ respectively. The lobe propagation velocity $`v_L`$ is estimated using a standard synchrotron and inverse Compton aging model in which the time, $`t`$, required for the source to grow a size $`\mathrm{\Delta }x`$, is used to estimate the lobe propagating velocity $`v_L=\mathrm{\Delta }x/t`$. The time
$$t\frac{B_{av}^{1/2}}{\nu _T^{1/2}\left(B_{av}^2+B_{MB}^2\right)}$$
(A3)
(see, for example, Wan & Daly 1998, ยง3) where $`\nu _T`$ is the break frequency, $`B_{av}`$ is the average magnetic field in the radio bridge, taken to be $`B_{av}=\sqrt{B_{10}B_{25}}`$ (WDW97b), $`B_{10}`$ is the magnetic field strength 10 $`h^1`$ kpc behind the hotspot, $`B_{25}`$ is the magnetic field strength 25 $`h^1`$ kpc behind the hotspot, and $`B_{MB}`$ is the term that describes inverse Compton cooling of relativistic electrons by scattering with microwave background photons, and is obtained by equating the energy density of the microwave background at a given redshift with $`B_{MB}^2/(8\pi )`$.
In terms of these parameters,
$`r_{}`$ $``$ $`\left({\displaystyle \frac{4}{3}}b^{1.5}+b^2\right)^{\beta /3}B_{10}^{2\beta /3}a_L^{2\beta /3}\mathrm{\Delta }x^{(1\beta /3)}\nu _T^{\frac{1}{2}(1\beta /3)}`$
$`\times \left(B_{av}^2+B_{MB}^2\right)^{1\beta /3}B_{10}^{\frac{1}{4}(1\beta /3)}B_{25}^{\frac{1}{4}(1\beta /3)}.`$
Given that the magnetic field strength is parameterized by $`B=bB_{min}`$ at any given location, we obtain the following expression for $`r_{}`$, which is relevant for a determination of the error:
$`r_{}`$ $``$ $`\left({\displaystyle \frac{4}{3}}b^{1.5}+b^2\right)^{\beta /3}b^{\frac{1}{2}(1+\beta )}\mathrm{\Delta }x^{(1\beta /3)}\nu _{T}^{}{}_{}{}^{\frac{1}{2}(1\beta /3)}B_{25}^{}{}_{}{}^{\frac{1}{4}(\beta /31)}a_{L,10}^{}{}_{}{}^{\frac{1}{2}(\beta 1/7)}`$
$`\times S_{\nu ,10}^{}{}_{}{}^{(\beta /6+1/14)}\left(b^2S_{\nu ,10}^{}{}_{}{}^{2/7}S_{\nu ,25}^{}{}_{}{}^{2/7}a_{L,10}^{}{}_{}{}^{2/7}a_{L,25}^{}{}_{}{}^{2/7}+B_{MB}^{}{}_{}{}^{2}\right)^{(1\beta /3)}.`$
The total error on $`\delta r_{}/r_{}`$ is found by taking the partial derivative of $`r_{}`$ with respect to a given variable, for each variable, adding these terms in quadrature, and taking the square-root. We obtain
$$\left(\frac{\delta r_{}}{r_{}}\right)_{\nu _T}=\frac{1}{2}(1\beta /3)\left(\frac{\delta \nu _T}{\nu _T}\right)$$
(A6)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{\mathrm{\Delta }x}=(1\beta /3)\left(\frac{\delta \mathrm{\Delta }x}{\mathrm{\Delta }x}\right)$$
(A7)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{B_{25}}=\left[\frac{1}{4}(1\beta /3)+(1\beta /3)\left(\frac{B_{10}B_{25}}{B_{10}B_{25}+B_{MB}^{}{}_{}{}^{2}}\right)\right]\left(\frac{\delta B_{25}}{B_{25}}\right)$$
(A8)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{a_{L,10}}=\left[\frac{1}{2}(1/7\beta )\frac{2}{7}(1\beta /3)\left(\frac{B_{10}B_{25}}{B_{10}B_{25}+B_{MB}^{}{}_{}{}^{2}}\right)\right]\left(\frac{\delta a_{L,10}}{a_{L,10}}\right)$$
(A9)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{S_{\nu ,10}}=\left[(\beta /6+1/14)+\frac{2}{7}(1\beta /3)\left(\frac{B_{10}B_{25}}{B_{10}B_{25}+B_{MB}^{}{}_{}{}^{2}}\right)\right]\left(\frac{\delta S_{\nu ,10}}{S_{\nu ,10}}\right)$$
(A10)
$$\left(\frac{\delta r_{}}{r_{}}\right)_b=\left[\frac{2\beta }{3}\left(\frac{1b^{3.5}}{4/3+b^{3.5}}\right)\frac{1}{2}(1+\beta )+(1\beta /3)\left(\frac{2B_{10}B_{25}}{B_{10}B_{25}+B_{MB}^{}{}_{}{}^{2}}\right)\right]\left(\frac{\delta b}{b}\right)$$
(A11)
The final uncertainty of $`r_{}`$ divided by $`r_{}`$, $`\delta r_{}/r_{}`$ is obtained by adding each of the terms listed above in quadrature, and taking the square root. As mentioned above, this is typically much less than the uncertainty of $`<D>`$, so the confidence level with which cosmological parameters are determined is primarily controlled by the uncertainty in $`<D>`$ (see Table 3).
The uncertainties on each of the quantities listed above are described in section 5 of WDW97b, and section 5.2 of WDW97a. The uncertainty in $`\nu _T`$ is typically (10 to 20) %. The uncertainty on $`\mathrm{\Delta }x`$ is typically (6 to 20) %. The uncertainty on $`B_{25}`$ is typically 6 %. The uncertainty on $`a_{L,10}`$ is typically (6 to 20)%; this term (et. A9) is generally the largest contribution to the error in $`r_{}`$. The uncertainty on $`S_{\nu ,10}`$ is typically 20 %, and the uncertainty on b is about 15 % for b = 0.25, and is about 10 % for b = 1 (see Wellman, Daly,& Wan 1997b, section 7.4).
For a given value of $`\beta `$, equations A6 through A11 may be written as a number times the fractional error on the relevant quantity. Some of the equations involve the fraction $`f=\left(\frac{B_{10}B_{25}}{B_{10}B_{25}+B_{MB}^{}{}_{}{}^{2}}\right)`$, which is always less than or equal to one. To get a sense of which terms contribute to the total error in $`r_{}`$, equations A6 through A11 are rewritten assuming a value of $`\beta `$ of 1.75.
$$\left(\frac{\delta r_{}}{r_{}}\right)_{\nu _T}0.21\left(\frac{\delta \nu _T}{\nu _T}\right)$$
(A12)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{\mathrm{\Delta }x}0.42\left(\frac{\delta \mathrm{\Delta }x}{\mathrm{\Delta }x}\right)$$
(A13)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{B_{25}}=(0.10+0.42f)\left(\frac{\delta B_{25}}{B_{25}}\right)$$
(A14)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{a_{L,10}}=(0.800.12f)\left(\frac{\delta a_{L,10}}{a_{L,10}}\right)$$
(A15)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{S_{\nu ,10}}=(0.36+0.12f)\left(\frac{\delta S_{\nu ,10}}{S_{\nu ,10}}\right)$$
(A16)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{b=1}=(1.375+0.83f)\left(\frac{\delta b}{b}\right)$$
(A17)
$$\left(\frac{\delta r_{}}{r_{}}\right)_{b=0.25}=(0.51+0.83f)\left(\frac{\delta b}{b}\right)$$
(A18)
The largest contribution to the uncertainty in $`r_{}`$ is usually due to the uncertainty in the bridge width $`a_{L,10}`$.
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# Polariton Local States in Periodic Bragg Multiple Quantum Well Structures
## Abstract
We analytically study optical properties of several types of defects in Bragg multiple quantum well structures. We show that a single defect leads to two local polariton modes in the photonic band gap. These modes lead to peculiarities in reflection and transmission spectra. Detailed recommendations for experimental observation of the studied effects are given.
It has been demonstrated recently that long multiple quantum well (MQW) systems can form optical lattices, in which different quantum wells (QWs) are coherently coupled due to interaction with a retarded electromagnetic field. Light-matter interaction in such systems depends upon their structure and can be significantly and controllably modified. Polariton formalism provides an adequate self-consistent way to describe strong interaction of the QW excitons and the light in MQW systems. These systems have become a subject of very active research in the past few years (see, for instance, Refs. and references therein). Special attention has been paid to so called Bragg structures, where the interwell spacing, $`a`$, is exactly equal to the half-wavelength of light at the frequency of excitonic resonance, $`\lambda _0/2=a`$. Pecularities of the Bragg structures follow from the fact that a photonic band gap in the vicinity of the exciton frequency is degenerate. In other words, it is formed by two adjacent gaps with coinciding boundaries. Detuning the structure from the exact Bragg condition shifts those boundaries away from each other, giving rise to a conduction band between them.
Should the periodicity in the arrangement of MQWs be locally altered, one could expect the appearence of defect local modes inside the photonic bandgaps. This phenomenon provides additional possibilities to control optical properties of MQWs, and, therefore, is of considerable interest. This idea was put forward in Ref. , where a dispersion equation for frequencies of the local modes with different polarizations was derived. In the case of T-polarized excitations, the equation describing MQWs is essentially equivalent to a model of one-dimensional chain of dipoles used in our previous works to discuss local polariton states in polar crystals. In the context of MQWs, the local polariton states considered in Refs. correspond to a mode localized in the growth direction of the MQW structure, but extended in the in-plane directions.
In this letter we study local defect polariton states in Bragg MQW structures, and defect induced changes in transmission and reflection spectra. Defect layers can differ from the host layers in three different ways: in the exciton-light coupling strength ($`\mathrm{\Gamma }`$-defect), in the exciton resonance frequency ($`\mathrm{\Omega }`$-defect), and in interwell spacing ($`a`$-defect). We shall show below that each of these types play distinctly different roles in the optical properties of the system. This fact justifies consideration of these three situations separately, even though it may be difficult experimentally to create a defect layer with a different exciton resonance frequency but the same coupling strength. At the same time the $`a`$-defect can obviously be realised in its pure form. We obtain closed analytical expressions for respective local frequencies, as well as for reflection and transmission coefficients. On the basis of the results obtained, we give practical recommendation for experimental observation of the studied effects in samples used in Refs..
Optical properties of QWs are usually described with the use of non-local susceptibility determined by energies and wave functions of a QW exciton. In the case of very thin QWs, a simplified approach is possible, in which the polarization density of the QW is presented in the form $`P(๐ซ,z)=P_n(๐ซ)\delta (zz_n)`$, where $`๐ซ`$ is an in-plane position vector, $`z_n`$ represents a coordinate of the $`n`$th well, and $`P_n`$ is a surface polarization density of the respective well. When light is incident in the direction of growth $`z`$ of MQWs, $`k_{||}=0`$ and there exist two independent degenerate transversal polarizations, $`T`$ and $`L`$, which are not coupled to the longitudinal $`Z`$ mode. In this case, the dynamics of transverse modes can be descibed by equations
$$\left(\mathrm{\Omega }_n^2\omega ^2\right)P_n=(c/\pi )\mathrm{\Gamma }_nE(z_n),$$
(1)
$$\frac{\omega ^2}{c^2}E\left(z\right)+\frac{d^2E\left(z\right)}{dz^2}=4\pi \frac{\omega ^2}{c^2}\underset{n}{}P_n\delta \left(zz_n\right),$$
(2)
which coincide with equations used in Refs. to describe one-dimensional chains of atoms. Here $`\mathrm{\Omega }_n`$ and $`\mathrm{\Gamma }_n`$ are the excitonic frequency and exciton-light coupling of the $`n`$th QW, respectively. In an infinite pure system all $`\mathrm{\Gamma }_n=\mathrm{\Gamma }_0,\mathrm{\Omega }_n=\mathrm{\Omega }_0`$, and $`z_n=na=n\lambda _0/2`$. The spectrum of ideal MQWs has been studied in many papers. In the specific case of Bragg structures, the exciton resonance frequency is at the center of the bandgap determined by the inequality $`\omega _l=\mathrm{\Omega }_0(1\sqrt{2\mathrm{\Gamma }_0/\pi \mathrm{\Omega }_0})<\omega <\mathrm{\Omega }_0(1+\sqrt{2\mathrm{\Gamma }_0/\pi \mathrm{\Omega }_0})=\omega _u.`$ This bandgap is the frequency region where we will look for new local states associated with defects in MQWs.
$`\mathrm{\Omega }`$\- and $`\mathrm{\Gamma }`$-defects introduce perturbations in the equation of motion that are localized at one site (diagonal disorder). Therefore, they can be studied by the usual Greenโs function technique (see, for instance, Ref.). The resulting dispersion equations have the form
$$G_{_{\mathrm{\Omega },\mathrm{\Gamma }}}=\beta /2\sqrt{D},$$
(3)
where $`\beta =4\mathrm{\Gamma }_0\omega /\left(\omega ^2\mathrm{\Omega }_0^2\right)`$ and $`D=1+\beta ^2/4+\beta \mathrm{cot}(\omega a/c)`$. For the $`\mathrm{\Omega }`$-defect the function $`G__\mathrm{\Omega }=\left(\mathrm{\Omega }_1^2\omega ^2\right)/\left(\mathrm{\Omega }_1^2\mathrm{\Omega }_0^2\right)`$ and for the $`\mathrm{\Gamma }`$-defect the respective function is $`G__\mathrm{\Gamma }=\mathrm{\Gamma }_0/\left(\mathrm{\Gamma }_1\mathrm{\Gamma }_0\right)`$. $`\mathrm{\Omega }_1`$ and $`\mathrm{\Gamma }_1`$ denote respective parameters of the defect layer. A similar equation for the $`\mathrm{\Omega }`$-defect has been studied in Ref. in the longwave approximation. It was found that the equation has one real value solution for any $`\mathrm{\Omega }_1>\mathrm{\Omega }_0`$. In the case of Bragg structures there are always two solutions for both types of the defects, one below $`\mathrm{\Omega }_1`$ and one above. This is a manifestation of the degenerate nature of the bandgap in Bragg structures. The above equations can be solved approximately using the fact that $`\mathrm{\Gamma }_0\mathrm{\Omega }_0`$ in most cases. For the $`\mathrm{\Omega }`$-defect, one solution demonstrates a radiative shift from the defect frequency $`\mathrm{\Omega }_1`$
$$\omega _{def}^{(1)}=\mathrm{\Omega }_1\mathrm{\Gamma }_0(\mathrm{\Omega }_1\mathrm{\Omega }_0)/\sqrt{\left(\omega _u\mathrm{\Omega }_1\right)\left(\mathrm{\Omega }_1\omega _l\right)},$$
(4)
while the second solution splits off the upper or lower boundary depending upon the sign of $`\mathrm{\Omega }_1\mathrm{\Omega }_0`$:
$$\omega _{def}^{(2)}=\omega _{u,l}\pm \pi ^2(\omega _u\omega _l)\left(\mathrm{\Omega }_1\mathrm{\Omega }_0\right)^2/4\mathrm{\Omega }_0^2,$$
(5)
where one chooses $`\omega _u`$ and โ$``$โ for $`\mathrm{\Omega }_1>\mathrm{\Omega }_0`$, and $`\omega _l`$ and โ$`+`$โ in the opposite case. In the case of the $`\mathrm{\Gamma }`$-defect, both solutions appear in the vicinity of the gap boundaries $`\omega _{def}^{(1,2)}=\omega _{u,l}\pm 2\left(\mathrm{\Gamma }_1\mathrm{\Gamma }_0\right)^2\left(\omega _u\omega _l\right)`$. These solutions exist only for $`0<\mathrm{\Gamma }_1<\mathrm{\Gamma }_0`$ and are very close to the gap boundaries. One could expect, therefore, that the states at these frequencies are vulnerable to even a weak dissipation, and would not significantly affect optical spectra of the system.
The $`a`$-defect significantly differs from the two other types. An increase in the interwell distance between any two wells automatically changes the coordinates of an infinite number of wells: $`z_n=na`$ for $`nn_d`$ and $`z_n=(ba)+na`$ for $`n_d<n`$, where $`b`$ is the distance between the $`n_d`$th and $`(n_d+1)`$th wells. Therefore, this defect is non-local and cannot be treated using the same methods as in two previous cases. The best approach to this situation is to match solutions of semi-infinite chains for $`n<n_d`$ and $`n>n_d+1`$ with a solution for $`na<z<na+(ba)`$. Solutions for semi-infinite chains can be constructed using the transfer matrix approach, in which the state of the system is described by a two-dimensional vector $`v_n`$ with components $`E(z_n)`$ and $`(c/\omega )dE(z_n)/dz`$. Propagation of this vector through the system is described by the transfer matrix $`\widehat{\tau }_n`$:
$$\widehat{\tau _n}=\left(\begin{array}{cc}\mathrm{cos}(\frac{\omega }{c}a_n)+\beta \mathrm{sin}(\frac{\omega }{c}a_n)& \mathrm{sin}(\frac{\omega }{c}a_n)\\ \mathrm{sin}(\frac{\omega }{c}a_n)+\beta \mathrm{cos}(\frac{\omega }{c}a_n)& \mathrm{cos}(\frac{\omega }{c}a_n)\end{array}\right),$$
(6)
where $`a_n=z_{n+1}z_n`$. As a result, one obtains the dispersion equation for the defect mode in terms of elements of the total transfer matrix $`\widehat{T}`$, equal to the product of all site matrices $`\widehat{\tau }`$:
$$\left(T_{11}+T_{22}\right)i\left(T_{12}T_{21}\right)=0.$$
(7)
In the limit of an infinitely long system, the imaginary part of this equation vanishes, and one has a real valued dispersion equation for the frequency of a stationary local mode. Using Eq. (6) one can present Eq. (7) for an infinite MQW system as
$$\mathrm{cot}(\frac{\omega }{c}b)=\left[\mathrm{sin}(\frac{\omega }{c}a)\beta \lambda _{}/2\right]/\left[\mathrm{cos}(\frac{\omega }{c}a)\lambda _{}\right],$$
(8)
where $`\lambda _{}=\left[\mathrm{cot}(\omega a/c)+\beta /2\sqrt{D}\right]\mathrm{sin}(\omega a/c)`$ is one of the eigenvalues of the transfer matrix Eq. (6). This equation also has two solutions - above and below $`\mathrm{\Omega }_0`$. Assuming that $`\sqrt{\mathrm{\Gamma }_0}b/\mathrm{\Omega }_0a1`$ one of these solutions can be expressed as
$$\omega _{def}^{(1)}=\mathrm{\Omega }_0\frac{\omega _u\omega _l}{2}\frac{(1)^{\left[\frac{\xi +1}{2}\right]}\mathrm{sin}\frac{\pi }{2}\xi }{1+\frac{\omega _u\omega _l}{2\mathrm{\Omega }_0}\frac{b}{a}(1)^{\left[\frac{\xi +1}{2}\right]}\mathrm{cos}\frac{\pi }{2}\xi },$$
(9)
where $`\xi =b/a`$, and $`[\mathrm{}]`$ denotes an integer part. The second solution can be obtained from Eq. (9) by replacing $`\xi `$ by $`\xi +1`$. Therefore, for $`\mathrm{\Gamma }_0\mathrm{\Omega }_0`$ and not very large $`\xi `$, both solutions are almost periodic fuctions of $`b/a`$ with the period of $`1`$.
The expression on the left hand side of Eq. (7) coincides with the denominator of the transmission and reflection coefficients in a system of finite length, and with the appropriate choice of transfer matrices, $`\tau `$, equation $`T_{11}+T_{22}=0`$ produces dispersion equations for local states of all three types of defects. In the absence of homogeneous broadening of the exciton resonance, the defects would cause a resonance increase in transmission at the local mode frequency. The resonance occurs when the defect is placed at the center of the system. Then the maximum transmission becomes independent of the systemโs length, and in the case of $`\mathrm{\Omega }`$\- and $`\mathrm{\Gamma }`$-defects it can be presented as
$$|t_{\mathrm{max}}|^2=14\left[\left(\frac{\omega _{def}\mathrm{\Omega }_0}{\omega _u\mathrm{\Omega }_0}\right)^2\frac{1}{2}\right]^2.$$
(10)
In the absence of absorption, transmission reaches unity if the frequency of the local state is $`\omega _{def}=\mathrm{\Omega }_0\pm \left(\omega _u\mathrm{\Omega }_0\right)/\sqrt{2}`$. This cannot happen for the $`\mathrm{\Gamma }`$-defect, because frequencies of the respective local states always lie close to the band edge, but for the $`\mathrm{\Omega }`$-defect it is quite possible to create the state with the required frequency.
For the third type of defect, the resonance transmission also takes place when the defect is in the center of the stack. $`t_{\mathrm{max}}`$, in this case, can be expressed as
$$|t_{\mathrm{max}}|^2=8\left[\frac{\omega _{def}\mathrm{\Omega }_0}{\omega _u\mathrm{\Omega }_0}\left(1\left(\frac{\omega _{def}\mathrm{\Omega }_0}{\omega _u\mathrm{\Omega }_0}\right)^2\right)\right]^2.$$
(11)
It becomes unity for two symmetric with respect to the center of the gap frequencies: $`\omega _{def}^{(1,2)}=\mathrm{\Omega }_0\pm \left(\omega _u\mathrm{\Omega }_0\right)/\sqrt{2}`$. As one can see from Eq. (9), these conditions can be satisfied for both defect frequencies at the same time when $`b(integer+1/2)a`$.
In a real system, enhancement of the transmission coefficient is usually limited by homogeneous broadening. Two cases are possible when exciton damping is taken into account. It can suppress the resonance transmission, and the presence of the local states will only be observed as an enhancement of absorption at the local frequency. This can be called a weak coupling regime for the local state, when incident radiation is resonantly absorbed by a local exciton state. The opposite case, when the resonance transmission persists in the presence of damping, can be called a strong coupling regime. In this case, there is a coherent coupling between excitons and the electromagnetic field, so that the local state can be suitably called a local polariton. Among three considered types of defect, the $`\mathrm{\Gamma }`$-defect is less likely to survive absorption because of the proximity of the respective frequencies to bandgap edges. For the $`\mathrm{\Omega }`$-defect one of the local frequencies appears far enough from the boundaries, and can be less sensitive to absorption. However, the width of the respective transmission resonance is determined by its radiative shift from $`\mathrm{\Omega }_1`$, where transmission goes to zero. This shift is rather small and small absorption can still suppress the resonance transmission. Therefore, the best candidate to produce a local polariton state in the strong coupling regime is the $`a`$-defect.
To account for homogeneous broadening quantitatevly, we add an imaginary part to the exciton polarizability, $`\beta =4\mathrm{\Gamma }_0\omega /\left(\omega ^2\mathrm{\Omega }_0^2+2i\gamma \omega \right)`$. For numerical calculations we use parameters from Ref. . The localization length at the center of the forbidden band gap is in this case $`80a`$, while the length of the samples used reached $`100a`$. Fig. 1 presents plots of reflection and transmission for a MQW system with an $`a`$-defect, for which the resonance transmission is the most pronounced. We can conclude that the interwell spacing defect gives rise to local polariton states in regular MQW $`InGaAs/GaAs`$ MQWs. These states manifest themselves in strong resonant tunneling of light through a MQW system with $`100`$ or more wells and can be observed in transmission experiments. This type of defect can be implemented experimentally and present additional opportunities for controlling light-matter interaction with a potential for practical applications.
We are indebted to S. Schwarz for reading and commenting on the manuscript. This work was partially supported by NATO Linkage Grant N974573 and PSC-CUNY Research Award.
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# Strict detector-efficiency bounds for ๐-site Clauser-Horne inequalities
## Acknowledgements
J.S. would like to thank Craig Savage for useful discussions on the $`n=3`$ case.
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# Spontaneous plaquette formation in the SU(4) Spin-Orbital ladder
## Abstract
The low-energy properties of the SU(4) spin-orbital model on a two-leg ladder are studied by a variety of analytical and numerical techniques. Like in the case of SU(2) models, there is a singlet-multiplet gap in the spectrum, but the ground-state is two-fold degenerate. An interpretation in terms of SU(4)-singlet plaquettes is proposed. The implications for general two-dimensional lattices are outlined.
The properties of Mott insulators with orbital degeneracy is attracting a lot of attention with the increasing evidence that this degeneracy can have many other consequences apart from the standard cooperative Jahn-Teller effect. One of the possibilities that seems to be realized in LiNiO<sub>2</sub> is that the additional orbital degree of freedom prevents the system from ordering in both the orbital and spin channels. It was suggested in a recent paper by Li et al. that this might occur if spin and orbital degrees of freedom play a very symmetric role, like in the SU(4) symmetric version of the Kugelโ-Khomskiฤญ model defined by the Hamiltonian:
$$H=\underset{ij}{}J_{ij}(2\stackrel{}{s}_i.\stackrel{}{s}_j+\frac{1}{2})(2\stackrel{}{\tau }_i.\stackrel{}{\tau }_j+\frac{1}{2})$$
(1)
Such a Hamiltonian is indeed a good starting point for LiNiO<sub>2</sub> due to the local symmetry and the strong Hundโs rule coupling, but its properties are only beginning to be understood. The fundamental difference with SU(2) models stems from the fact that it takes at least 4 sites to make an SU(4) singlet. For the 1D version of the model, which is fairly well understood both at zero and finite temperature, this shows up as a four-site periodicity of the correlation function. In 2D lattices, it was argued by Li et al. that the system might prefer to form local SU(4) singlet plaquettes in the ground state rather than developing long-range order. While exact diagonalizations (ED) of the model on a square lattice indeed support this conjecture, the lack of analytical results in any limit prevents one from drawing definite conclusions.
In this Letter, we have adopted another strategy and decided to study the simplest lattice in which plaquettes might form, namely the two-leg ladder (Fig. 1). As we shall see, exact diagonalizations suggest that the ground state is a two-fold degenerate plaquette solid with gapped multiplet excitations. The important step forward though is that analytical results can be obtained in both the weak and strong rung limits finally putting this plaquette picture on very firm grounds.
The SU(4) spin-orbital model on a ladder is defined by the Hamiltonian
$`H=`$ $`J_{}{\displaystyle \underset{i,\alpha }{}}(2\stackrel{}{s}_{i,\alpha }.\stackrel{}{s}_{i+1,\alpha }+{\displaystyle \frac{1}{2}})(2\stackrel{}{\tau }_{i,\alpha }.\stackrel{}{\tau }_{i+1,\alpha }+{\displaystyle \frac{1}{2}})`$ (2)
$`+`$ $`J_{}{\displaystyle \underset{i}{}}(2\stackrel{}{s}_{i,1}.\stackrel{}{s}_{i,2}+{\displaystyle \frac{1}{2}})(2\stackrel{}{\tau }_{i,1}.\stackrel{}{\tau }_{i,2}+{\displaystyle \frac{1}{2}}),`$ (3)
where a site on the two-leg ladder is described by its rung number $`i`$ and its chain index $`\alpha =1,2`$, $`\stackrel{}{s}_{i,\alpha }`$ is a spin one-half operator at site $`(i,\alpha )`$ and $`\stackrel{}{\tau }_{i,\alpha }`$ is an isospin one-half corresponding to the orbital degree of freedom on the same site (see Fig. 1).
Isotropic ladder โ We start by considering the case that is closer to 2D, namely the isotropic limit $`J_{}=J_{}=J`$. Taking advantage of all symmetries (translation, rung-parity and SU(4) quantum numbers $`s_{\mathrm{tot}}^z`$, $`\tau _{\mathrm{tot}}^z`$ and $`s\tau _{\mathrm{tot}}^z=_is_i^z\tau _i^z`$), we have obtained the low-energy spectrum on clusters with 8, 12 and 16 sites with Lanczos ED using periodic boundary conditions in the chain direction. The results can be summarized as follows. For all clusters, the ground state is an SU(4) singlet, and the first multiplet excitation is at relatively high energy. Besides, a plot of this energy gap $`\mathrm{\Delta }_{\mathrm{sm}}`$ as a function of $`1/N`$ (see Fig. 2) strongly suggests that this gap remains in the thermodynamic limit. In addition to this multiplet excitation there is always one low-lying singlet inside this gap (2 in the special case of N=8). The splitting between this excited singlet and the ground state $`\mathrm{\Delta }_{\mathrm{ss}}`$ is plotted in Fig. 2 as a function of $`1/N`$. Although it is difficult to draw definite conclusions with only 3 sizes, these results strongly suggest that this gap vanishes, and that the ground state is two-fold degenerate in the thermodynamic limit.
Fig. 3 shows the dispersion of the low-lying states for 16 sites. Two important facts are to be noticed here. First, the ground state and the next singlet lie in the $`k=0`$ and $`k=\pi `$ sectors respectively. Second, the dispersion has a local minimum at $`k=\pi /2`$, which announces the soft mode at $`k=\pi /2`$ found in the chain limit where $`J_{}=0`$.
All these results can be qualitatively interpretated in terms of plaquette coverings of the ladder . The plaquette is the ground state of the four-site SU(4) spin-orbital system. It is the smallest SU(4) singlet one can build with a system of degrees of freedom in the fundamental ($`d=4`$) representation of SU(4). It undergoes extremely strong fluctuations which minimize the energy by link to $`E_0/N=J`$. It is thus a very stable object and can be used to describe the physics of many realizations of this model. For a larger system with $`N=4p,p`$ , one can build tensor-product states as coverings by such plaquettes in which the system is โtetramerizedโ.
In the case of the two-chain ladder, the number of such plaquette coverings is two, as shown in Fig. 4a. These two coverings differ by a translation by one lattice spacing along the direction of the ladder. They are rung-symmetric, thus having a $`+`$ rung-parity. A symmetric and an antisymmetric linear combination of these states can be built, giving one $`k=0`$ and one $`k=\pi `$, $`+`$ rung-parity SU(4) singlet state. These quantum numbers agree with our ED results. In the special case of the $`N=8`$ ladder, which has the same topology as a cube, there is an extra covering, corresponding to the third pair of cube faces that can be occupied by each of the two plaquettes (see Fig. 4b). So the plaquette picture predicts 3 low-lying states in this special case, again in agreement with our ED results. Besides, if the ground state is a product of singlet plaquettes, multiplet excitations require the breaking of a plaquette, with a finite energy cost equal to $`2J`$ minus a correction due to the delocalization of this defect, again in agreement with our ED results.
So all the basic features of our numerical results are qualitatively reproduced by this simple plaquette picture. The following strong coupling approach provides more elements to support this tetramerization picture.
Strong coupling โ We now turn to the strong rung limit $`J_{}J_{}`$. When $`J_{}=0`$, the ground state is obtained by putting each rung in one of its 6 ground states. The ground state of a rung can be thought of as the 6-dimensional irreducible representation of SU(4), or as the set of states (spin singlet $`\times `$ orbital triplet) and (spin triplet $`\times `$ orbital singlet). To perform strong coupling analysis, we thus have to determine the effective Hamiltonian that will lift the degeneracy in this $`6^{N_{\mathrm{rung}}}`$-fold degenerate subspace.
To first order in $`J_{}`$, we need only to consider the coupling between two adjacent rungs. Denoting by (12) and (34) the sites of two adjacent rungs, we can actually couple them in two equivalent ways: 1 to 3 and 2 to 4 ($`H_1`$) or 1 to 4 and 2 to 3 ($`H_2`$). To first order, the effective Hamiltonians corresponding to $`H_1`$ and $`H_2`$ can be formally written:
$$H_{1,2}^{\mathrm{eff}}=\underset{i,j}{}|iV_{ij}^{1,2}j|$$
(4)
where the sum over $`i,j`$ runs over the 36 states of the $`J_{}=0`$ limit. Now, to go from $`H_1^{\mathrm{eff}}`$ to $`H_2^{\mathrm{eff}}`$, we just have to exchange sites 3 and 4. But this transforms any ket $`|i`$ (respectively bra $`j|`$) in the sum of Eq. (4) into $`|i`$ (respectively $`j|`$) since this permutation just changes the sign of the singlet and leaves the triplet invariant. Given the form of the effective Hamiltonian, we thus have $`H_1^{\mathrm{eff}}=H_2^{\mathrm{eff}}`$.
Now the sum of these Hamiltonians $`H_0=H_1+H_2`$ is a very simple operator because each site is coupled to both sites of the opposite rung. In terms of the 15-dimensional vector $`\stackrel{}{A}`$ of each rung, whose components are the generators of SU(4), it can be written
$$H_0=\frac{J_{}}{4}[\stackrel{}{A}_{12}.\stackrel{}{A}_{34}]+J_{}$$
(5)
with $`\stackrel{}{A}_{12}=\stackrel{}{A}_1+\stackrel{}{A}_2`$ and $`\stackrel{}{A}_{34}=\stackrel{}{A}_3+\stackrel{}{A}_4`$. As shown in Ref. , this Hamiltonian can be rewritten in terms of Casimir operators as:
$$H_0=4J_{}C_{1234}4J_{}(C_{12}+C_{34})+J_{}$$
(6)
So the spectrum obtained when coupling two irreducible representations of dimension 6 consists of three levels with degeneracy 1, 15, 20 and with energy $`4(J_{}+J_{})`$, $`4J_{}`$ and $`4(J_{}J_{})`$ respectively. The spectrum of $`H_0`$ is thus linear in $`J_{}`$. So $`H_0^{\mathrm{eff}}=H_0`$, and since $`H_1^{\mathrm{eff}}=H_2^{\mathrm{eff}}`$ and $`H_1+H_2=H_0`$, we reach the conclusion that $`H_1^{\mathrm{eff}}=\frac{1}{2}H_0`$.
A more pedestrian way to reach this conclusion consists in calculating the spectrum of $`H_1`$. For small $`J_{}`$, the levels are linear in $`J_{}`$, and we have checked numerically that the splittings and degeneracies of $`H_1`$ correspond to $`H_0/2`$ when $`J_{}`$ is small. Back to the ladder, the first-order Hamiltonian thus writes up to a constant
$$H^{\mathrm{eff}}=\frac{J_{}}{8}\underset{i,j}{}\stackrel{}{A}_{i,\mathrm{tot}}\stackrel{}{A}_{j,\mathrm{tot}}$$
(7)
where $`\stackrel{}{A}_{i,\mathrm{tot}}=\stackrel{}{A}_{i1}+\stackrel{}{A}_{i2}`$. $`H_0`$ is thus nothing but the SU(4) Hamiltonian for the $`\stackrel{}{A}_{i,\mathrm{tot}}`$ rung degree of freedom. In other words, the effective Hamiltonian is the 1D SU(4) model in the antisymmetric 6-dimensional representation (see Fig. 5). This situtation is analogous to going from the $`S=1/2`$ SU(2) spin ladder with ferromagnetic rungs to the $`S=1`$ SU(2) spin chain.
This simple form of the effective Hamiltonian has very interesting consequences. The $`d=6`$ representation of SU(4) is a self-conjugate and antisymmetric representation of an SU(N) group with $`N`$ even. It thus falls in the cases where the Lieb-Schulz-Mattis-Affleck theorem states that the SU(4) Hamiltonian should either have a non-degenerate ground-state followed by gapless excitations or have a degenerate ground-state. Affleck, Arovas, Marston and Rabson have shown that the ground-state is a two-fold degenerate singlet, and breaks translation invariance. More precisely, the two ground-states are spontaneously dimerized, nearest-neighboring sites forming $`SU(4)`$ singlets either between neighbors $`(2n,2n+1)`$ or between neighbors $`(2n+1,2n+2)`$. Above these ground states there is a gap to magnon-like or soliton-like excitations. DMRG calculations confirmed this picture of dimer order with short-range spin-spin correlations ($`\stackrel{}{A}`$-spin correlation length of the order of the lattice spacing).
This strong-coupling regime is very similar to the physics we have characterized numerically in the intermediate coupling regime and strongly supports our plaquette interpretation. First of all, the spectrum has the same properties in both cases: The two plaquette-states break translation symmetry, have a short correlation length, and the first excitation has to be built breaking one plaquette, thus leading to a gap. Besides, a tetramerization of a ladder is equivalent to a dimerization in terms of rungs. We now come to the weak-coupling regime to show how the situation sets in when two SU(4) gapless chains are coupled to form a ladder.
Weak coupling โ The weak coupling approach proceeds in an analogous way as in the SU(2) ladder. In the absence of interchain coupling ($`J_{}=0`$) the Hamiltonian (1) describes two decoupled SU(4) spin chains and is exactly solvable by the Bethe ansatz. The system is gapless and the low energy physics is described by six (three for each chain) massless bosons and is controlled by the fixed point Hamiltonians of two decoupled Wess-Zumino-Novikov-Witten (WZNW) SU(4)<sub>1</sub> models with central charge $`c=3+3=6`$. As in the SU(2) ladder, the strategy to tackle with the weak coupling regime is to look at the stability of the infrared fixed point with respect to the interchain coupling. To this end one needs the low energy expressions for the SU(4) spin densities in terms of the WZNW fields which has been obtained in Refs.
$$๐ฎ_a^A๐ฅ_{aR}^A+๐ฅ_{aL}^A+[e^{i\pi x/2a_0}๐ฉ_a^A+H.c.]+(1)^{x/a_0}n_a^A$$
(8)
where $`๐ฎ_a^A`$ are the 15 SU(4) spin densities of chain index $`a=1,2`$ with components $`๐ฅ_{aR,L}^A`$ at $`k=0`$, $`๐ฉ_a^A`$ at $`2k_F=\pi /2a_0`$, and $`n_a^A`$ at $`4k_F=\pi /a_0`$. The uniform part of the spin density is the SU(4) spin current with scaling dimension $`d_0=1`$. The other oscillating parts, $`๐ฉ_a^A`$ and $`n_a^A`$ are WZNW primary fields with scaling dimensions $`d_{2k_F}=3/4`$ and $`d_{4k_F}=1`$ and transform respectively into the fundamental and the antisymmetric two-rank tensorial representations of SU(4). With these results, one can obtain the low energy effective Hamiltonian of the weakly coupled SU(4) spin ladder
$`_{eff}={\displaystyle \frac{2\pi v}{5}}{\displaystyle \underset{a=1}{\overset{2}{}}}\left(๐ฅ_{aR}^A๐ฅ_{aR}^A+(RL)\right)`$ (9)
$`+J_{}\left(๐ฅ_{1R}^A๐ฅ_{2L}^A+๐ฅ_{2R}^A๐ฅ_{1L}^A+n_1^An_2^A\right)`$ (10)
$`+J_{}\left(๐ฉ_1^A๐ฉ_2^A+๐ฉ_2^A๐ฉ_1^A\right),`$ (11)
where we have dropped as usual the marginally irrelevant current-current in-chain interactions as well as the interaction between the current of the two chains with the same chirality that renormalizes the spin velocity. The interacting part of Eq. (11) has two contributions. One comes from the uniform and $`4k_F`$ parts of the spin densities (8). It is marginal with scaling dimension $`2`$. The other contribution, which stems from the $`2k_F`$ spin densities, is a strongly relevant perturbation with scaling dimension $`3/2`$ and thus governs the low energy behavior of the model. As an immediate consequence we conclude that a gap $`\mathrm{\Delta }J_{}^2`$ opens in the spectrum. The delicate point however is whether or not some gapless modes survives in the infrared. This issue can be investigated by means of the Abelian bosonization of the SU(4) spin densities (8). Using the results of Ref. we have expressed the effective Hamiltonian (11) in terms of the six bosonic fields that describe the ultraviolet fixed point. The resulting bosonized Hamiltonian is too lengthly to be reproduced here but it can be shown that all degrees of freedom are massive.
At this point, the physically relevant question is whether the โplaquetteโ picture drawn from the strong coupling analysis survives at weak coupling, and in particular whether the nature of the low lying excitations at strong coupling changes as the interchain coupling is reduced. In the SU(2) ladder, the nature of the low energy spectrum is the same in both limits and is captured by the weak coupling approach. In this case it has been shown in Ref. that the effective Hamiltonian separates into two decoupled free field theories (free massive real fermions) that describe both singlet and triplet sectors. In contrast in the SU(4) model an analogous decomposition does not hold. Indeed, the leading part of the bosonized Hamiltonian does not split into two parts that account for the six-dimensional (antisymmetric) and tenth-dimensional (symmetric) SU(4) irreducible representation: All degrees of freedom strongly interact. In the simplest hypothesis, we expect that no phase transition occurs between weak and strong couplings but rather a smooth cross-over to the plaquette picture described above.
Conclusion โ In summary, coming back to the issue raised in the introduction, we now have definite evidence that the presence of an SU(4) symmetry can indeed have very dramatic consequences for lattices in which plaquettes can form. In the case of the two-leg ladder we have shown that there is a spontaneous plaquette formation that leads to a degenerate singlet ground state in an otherwise gapped spectrum. This leads naturally to the conjecture that, for more general lattices, there will be low lying singlets, and that such plaquette coverings provide a good variational basis to describe them. Work is in progress along these lines.
We acknowledge very useful discussions with Karlo Penc and Fu-Chun Zhang. The numerical computations were performed on the Cray supercomputers of the IDRIS (Orsay, France).
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# Kaluza-Klein Method in Theory of Rotating Quantum Fields
## 1 Introduction
It is very well known that computations of quantum effects are simplified on static space-times where some general results such as high-temperature asymptotics can be established. Sometimes explicit computations can be done in case of rigidly rotating fields if the background is static and axially-symmetric. Recent results of this kind are high-temperature asymptotics of rotating CFTโs on Einstein manifolds studied in . Other similar computations can be found in . However, methods used for rotating fields on static space-times cannot be applied to other important situations, to the Kerr geometry, for example. The aim of this paper is to suggest an approach how to deal with quantum effects on stationary geometries and to get with its help some new results.
The basic idea of our approach was formulated in and it is to reduce the problem on a stationary background $``$ to an equivalent but more simple problem on a fiducial static space-time $`\stackrel{~}{}`$. This can be done as follows. Consider a Killing frame of reference on $``$, i.e., a frame related to observers with velocities $`u^\mu `$ parallel to the time-like Killing field $`\xi ^\mu `$. The space-time metric in this frame can be represented as $`ds^2=dl^2B(u_\mu dx^\mu )^2`$, where $`B=\xi ^2`$ and $`dl^2=h_{\mu \nu }dx^\mu dx^\nu `$ is the proper distance between the points $`x^\mu `$ and $`x^\mu +dx^\mu `$. It can be shown that wave equations of fields on $``$ are reduced to equations on a fiducial static space-time $`\stackrel{~}{}`$ with metric $`d\stackrel{~}{s}^2=dl^2Bdt^2`$. As a result of rotation of the frame the covariant derivative on $`\stackrel{~}{}`$ takes the form $`\stackrel{~}{}_\mu a_\mu _t`$, where $`a_\mu dx^\mu =u_idx^i/\sqrt{B}`$. For a solution $`\varphi _\omega (t,x^i)=e^{i\omega t}\varphi _\omega (x^i)`$ with a certain frequency $`\omega `$ the vector $`a_\mu `$ is just a gauge potential while $`\omega `$ is a charge. Appearance of $`a_\mu `$ in our case is analogous to appearance of the gauge potential in Kaluza-Klein theories and for this reason we call this method the Kaluza-Klein (KK) method. One can consider now a related static problem for a fiducial charged field $`\varphi ^{(\lambda )}`$ living on $`\stackrel{~}{}`$ and interacting with the gauge field $`a_\mu `$. The charge of the field is $`\lambda `$, a real parameter. If solutions $`\varphi ^{(\lambda )}`$ of field equations on $`\stackrel{~}{}`$ are known for different $`\lambda `$ one can identify the single-particle excitation of the physical field carrying energy $`\omega `$ with the fiducial field having the same energy and charge $`\lambda =\omega `$, i.e., to put $`\varphi _\omega =\varphi _\omega ^{(\omega )}`$.
In some cases the fiducial problem can be used and has certain advantages. For instance, for fields near a rotating black hole the spectrum of $`\omega `$ is continuous and is specified by the density of levels $`dn/d\omega `$. In this and other similar problems $`dn/d\omega `$ plays an important role in computing physical quantities, however, direct derivation of $`dn/d\omega `$ by using eigen modes is quite complicated. On the other hand, for fiducial fields there are methods developed for static backgrounds which do not require knowing eigen modes explicitly. In this paper we establish relation between $`dn/d\omega `$ and the heat kernel of the operator $`H^2(\lambda )`$, where $`H(\lambda )`$ is the one-particle Hamiltonian of $`\varphi ^{(\lambda )}`$. We, thus, find a way how to compute $`dn/d\omega `$ by using powerful heat kernel techniques. This enables us to get a number of new results. In particular, we compute the free of a rotating quantum field at high temperatures
$$F(T)=d^3x\sqrt{g}\left[aT^4+T^2(\mathrm{\Phi }+b\mathrm{\Omega }^2)+O(\mathrm{ln}T)\right].$$
(1.1)
Here $`a`$, $`b`$ are numerical coefficients determined by the spin of fields, $`T`$ is the local Tolman temperature measured by the Killing observer. The term $`\mathrm{\Phi }=\mathrm{\Phi }(m,R,w)`$ depends on the mass $`m`$ of the field, scalar curvature $`R`$ and acceleration $`w^\mu `$ of the frame. This term and the coefficient $`a`$ are the same as for static spaces , . The rotation results in the new term which depends on the angular velocity $`\mathrm{\Omega }`$ of the Killing frame measured with respect to a local Lorentz frame. In principle, our method also enables one to find explicitly other terms in temperature expansion (1.1) and, in particular, $`\mathrm{ln}T`$ term in (1.1) which we present later in the text.
The rest of the paper is organized as follows. The Kaluza-Klein method is discussed in Section 2. We introduce the Killing frame of reference, and show how to formulate the fiducial problem for scalar and spinor fields. The systems with continuous spectrum are discussed in Section 3. We introduce the density of levels $`dn/d\omega `$ and find out its relation to the heat kernel of $`H^2(\lambda )`$. Applications of our method are discussed in the second part of the paper. By using the heat kernel technique we obtain high-frequency asymptotics of $`dn/d\omega `$ (Section 4) and with its help high-temperature behaviour of the free energy (Section 5). In Section 5 we also briefly discuss quantum theory near rotating black holes. Further comments and a discussion of our results can be found in Section 6. Some geometrical relations in the Killing frame are presented in Appendix A. Appendix B clarifies some technical issues which appear in Sections 3.
## 2 The method
### 2.1 Killing reference frame
Let us consider a field $`\varphi `$ on a domain $``$ of a $`D`$-dimensional space-time where there is a time-like Killing vector field $`\xi ^\mu `$ ($`\xi ^2<0`$). $``$ may be a complete manifold if $`\xi ^\mu `$ is everywhere time-like. In most other cases $`\xi ^\mu `$ is time-like only in some region. We will study solutions of field equations in the frame of reference related to Killing observers whose velocity $`u^\mu `$ is parallel to $`\xi ^\mu `$
$$u^\mu =B^{1/2}\xi ^\mu ,B=\xi ^2.$$
(2.1)
For a Killing observer a solution $`\varphi _\omega `$ carrying the energy $`\omega `$ is defined as
$$i_\xi \varphi _\omega =\omega \varphi _\omega $$
(2.2)
where $`_\xi `$ is the Lie derivative along $`\xi ^\mu `$. The background metric $`g_{\mu \nu }`$ can be represented as
$$g_{\mu \nu }=h_{\mu \nu }u_\mu u_\nu ,$$
(2.3)
where $`h_{\mu \nu }`$ is the projector on the directions orthogonal to $`u_\mu `$. Because sheer and expansion of the family of Killing trajectories vanish identically the trajectories are characterized in each point only by their acceleration $`w_\mu `$ and the rotation $`A_{\mu \nu }`$ with respect to a local Lorentz frame
$$w_\mu =u_{\mu ;\lambda }u^\lambda ,$$
(2.4)
$$A_{\mu \nu }=\frac{1}{2}h_\mu ^\lambda h_\nu ^\rho (u_{\lambda ;\rho }u_{\rho ;\lambda }).$$
(2.5)
To proceed it is convenient to choose coordinates $`x^\mu =(t,x^i)`$, $`i=1,D1`$, where $`\xi =/t`$ and, consequently, $`h_{0\mu }=0`$. According with (2.1), (2.3), the interval on $``$ can be written as
$$ds^2=Bd\tau ^2+dl^2,$$
(2.6)
$$d\tau =\frac{1}{\sqrt{B}}(u_\mu dx^\mu )=dt+a_idx^i,a_i=\frac{u_i}{\sqrt{B}}$$
(2.7)
$$dl^2=h_{\mu \nu }dx^\mu dx^\nu =h_{ij}dx^idx^j.$$
(2.8)
The vector $`a_i`$ can be used to synchronize the clocks in points with coordinates $`x^i`$ and $`x^i+dx^i`$. The metric $`dl^2`$ serves to measure the proper distance between these points. In the coordinates $`(t,x^i)`$ the only non-zero components of acceleration (2.4) and rotation (2.5) are
$$w_i=\frac{1}{2}(\mathrm{ln}B)_{,i},A_{ij}=\frac{1}{2}\sqrt{B}(a_{i,j}a_{j,i}).$$
(2.9)
In four-dimensional space-time one can define a vector of local angular velocity
$$\mathrm{\Omega }_i=\frac{1}{2}ฯต_{ijk}A^{jk},$$
(2.10)
where $`ฯต_{ijk}`$ is a totally antisymmetric tensor. The absolute value of the angular velocity is
$$\mathrm{\Omega }=(\mathrm{\Omega }_i\mathrm{\Omega }^i)^{1/2}=\left(\frac{1}{2}A^{\mu \nu }A_{\mu \nu }\right)^{1/2}.$$
(2.11)
The form of the metric in the Killing frame, equations (2.6), (2.7), is preserved under arbitrary change of coordinates $`x^i`$ provided $`h_{ij}`$ and $`a_i`$ transform as a $`D1`$ dimensional tensor and vector. There is also another group of transformations, which preserves (2.6), (2.7), namely, $`t=t^{}+f(x)`$, $`a_i=a_i^{}_if(x)`$, where $`f`$ is an arbitrary function of $`x^i`$. Under these transformations $`a_i`$ changes as an Abelian gauge vector field. By considering single-particle excitations with the fixed energy $`\omega `$
$$\varphi _\omega (t,x^i)=e^{i\omega t}\varphi _\omega (x^i),$$
(2.12)
one can realize this group of transformations as a local $`U(1)`$,
$$\varphi _\omega (t,x^i)=\varphi _\omega ^{}(t^{},x^i)=e^{i\omega t^{}}\varphi _\omega ^{}(x^i),$$
$$\varphi _\omega (x^i)=e^{i\omega f(x)}\varphi _\omega ^{}(x^i).$$
(2.13)
In this picture, $`\omega `$ coincides with an โelementary chargeโ. To quantize in the Killing frame one needs a full set of modes $`\varphi _\omega (x)`$. As follows from the above arguments, the equations which determine $`\varphi _\omega (x)`$ have a form of $`D1`$ dimensional equations for charged fields in external gauge field $`a_i`$ on a space with the metric $`h_{ij}`$. It is important that covariant properties of the theory in $`D`$ dimensions guarantee diffeo and gauge-covariant form of the $`D1`$ dimensional problem. Such a reduction from $`D`$ to $`D1`$ is analogous to the Kaluza-Klein procedure which yields the Einstein-Maxwell theory from higher dimensional gravity. The difference between the two reductions is that in the standard Kaluza-Klein approach the โextraโ dimensions are compact and the charges are quantized.
Let $``$ denote a space with metric $`dl^2`$, see (2.8). If the Killing trajectories do not rotate, $`a_i=0`$, $``$ can be embedded in $``$ as a constant-time hypersurface with the unit normal vector $`u^\mu `$. If $`\mathrm{\Omega }`$ is not vanishing $``$ cannot be embedded in $``$ because $`u_\mu `$ cannot be a gradient. Consider now a point $`p`$ on $``$ with coordinates $`x^i`$ and a vector $`V_i`$ from the tangent space at $`p`$. On $``$, $`p`$ corresponds to a trajectory of a Killing observer with the same coordinates $`x^i`$. At any point of the trajectory one can define a vector $`V_\mu `$ orthogonal to $`u^\mu `$ such as $`V_i=h_i^\mu V_\mu `$. Suppose that connection $`\stackrel{~}{}_i`$ on $``$ is determined by $`h_{ij}`$. Then the covariant derivative with respect to this connection can be written as
$$\stackrel{~}{}_jV_i=h_i^\lambda h_j^\rho V_{\lambda ;\rho },$$
(2.14)
where $`V_{\mu ;\nu }`$ is the covariant derivative on $``$ with respect to the connection defined by $`g_{\mu \nu }`$. (One can easily check that $`\stackrel{~}{}_kh_{ij}=0`$.) Relation (2.14) can be generalized to an arbitrary field on $``$. For instance, for a scalar field
$$h_j^\mu _\mu \varphi =(_ja_j_t)\varphi D_i\varphi ,$$
(2.15)
for a vector orthogonal to $`u^\mu `$
$$h_i^\lambda h_j^\rho V_{\lambda ;\rho }=(\stackrel{~}{}_ja_j_t)V_iD_jV_i,$$
(2.16)
where $`V_i=h_i^\mu V_\mu `$. The time derivative in (2.15), (2.16) appears in general because fields on $``$ change along the Killing trajectory. If $`\varphi `$ and $`V_\mu `$ are solutions with certain frequency, see (2.12), then $`D_i`$ become covariant derivatives on $``$ in external gauge field $`a_i`$. This demonstrates explicitly diffeo and gauge-covariance of the theory which are left after the reduction.
### 2.2 Scalar fields
To illustrate the KK method we consider first a real scalar field $`\varphi `$ which satisfies the equation
$$(^\mu _\mu +V)\varphi =0,$$
(2.17)
where $`V`$ is a potential. In the Killing frame (2.3) the wave operator can be represented as
$$^\mu _\mu =\frac{1}{B}(\xi ^\mu _\mu )^2+\frac{1}{2B}B^{,\nu }_\nu +h^{\mu \nu }_\mu _\nu =\frac{1}{B}_t^2\frac{1}{2B}B_{,i}h^{ij}D_j+h^{ij}D_iD_j,$$
(2.18)
where $`D_i`$ is defined by (2.15), (2.16). It is easy to see that (2.18) can be written in a $`D`$โdimensional form
$$^\mu _\mu =\stackrel{~}{g}^{\mu \nu }D_\mu D_\nu ,$$
(2.19)
$$D_\mu =\stackrel{~}{}_\mu a_\mu _t,$$
(2.20)
where $`a_\mu dx^\mu =a_idx^i`$. The connections $`\stackrel{~}{}_\mu `$ are determined on some space $`\stackrel{~}{}`$ with the metric
$$d\stackrel{~}{s}^2=\stackrel{~}{g}_{\mu \nu }dx^\mu dx^\nu =Bdt^2+dl^2.$$
(2.21)
Relation between $`\stackrel{~}{}`$ and $``$ becomes transparent when comparing (2.21) with (2.6). We will call $`\stackrel{~}{}`$ and $`a_\mu `$ the fiducial space-time and the fiducial gauge potential, respectively. Let us consider now a scalar field $`\varphi ^{(\lambda )}`$ on $`\stackrel{~}{}`$ which obeys the equation
$$(\stackrel{~}{g}^{\mu \nu }(\stackrel{~}{}_\mu +i\lambda a_\mu )(\stackrel{~}{}_\nu +i\lambda a_\nu )+V)\varphi ^{(\lambda )}=0.$$
(2.22)
If $`\varphi _\omega ^{(\lambda )}(t,x^i)=e^{i\omega t}\varphi _\omega ^{(\lambda )}(x^i)`$ is a solution to (2.22) then, as follows from (2.19)โ(2.22) $`\varphi _\omega ^{(\omega )}(t,x^i)`$ is a solution to (2.17). Therefore, for a scalar filed the relativistic eigen-energy problem in the stationary space-time can be reduced to an analogous problem on a fiducial static background $`\stackrel{~}{}`$. Equation (2.22) can be further rewritten in the form
$$H^2(\lambda )\varphi _\omega ^{(\lambda )}(x^i)=\omega ^2\varphi _\omega ^{(\lambda )}(x^i),$$
(2.23)
where $`H(\lambda )`$ has the meaning of a relativistic single-particle Hamiltonian for the field $`\varphi _\omega ^{(\lambda )}(x^i)`$ on $``$. For definition and discussion of single-particle Hamiltonians see .
### 2.3 Spinor fields
In the same way one can treat a free spin $`1/2`$ field $`\psi `$ described by the Dirac equation
$$(\gamma ^\mu _\mu +m)\psi =0.$$
(2.24)
To this aim one has to represent the Dirac operator as
$$\gamma ^\mu _\mu =\stackrel{~}{\gamma }^t\xi ^\mu _\mu +\stackrel{~}{\gamma }^iD_i,$$
(2.25)
where $`\gamma _\mu `$ and $`\stackrel{~}{\gamma }_\mu `$ are two sets of gamma-matrices on $``$ and $`\stackrel{~}{}`$, respectively,
$$\{\gamma _\mu ,\gamma _\nu \}=2g_{\mu \nu },\{\stackrel{~}{\gamma }_\mu ,\stackrel{~}{\gamma }_\nu \}=2\stackrel{~}{g}_{\mu \nu }.$$
(2.26)
$$\stackrel{~}{\gamma }_t=\xi ^\mu \gamma _\mu ,\stackrel{~}{\gamma }_i=h_i^\mu \gamma _\mu ,$$
(2.27)
The spinor covariant derivatives are $`_\mu =_\mu +\mathrm{\Gamma }_\mu `$ where $`\mathrm{\Gamma }_\mu `$ are the connections. By choosing the appropriate basis of one-forms (such that $`u_\mu dx^\mu `$ is one of the elements of this basis) it is not difficult to show that
$$\xi ^\mu \mathrm{\Gamma }_\mu =\frac{1}{4}\stackrel{~}{\gamma }^t\stackrel{~}{\gamma }^iB_{,i}=\stackrel{~}{\mathrm{\Gamma }}_t,$$
(2.28)
where $`\stackrel{~}{\mathrm{\Gamma }}_t`$ is the time-component of the spinor connection on $`\stackrel{~}{}`$. The Dirac operator takes the form
$$\gamma ^\mu _\mu =\stackrel{~}{\gamma }^\mu (\stackrel{~}{}_\mu a_\mu _t)=\stackrel{~}{\gamma }^\mu D_\mu ,$$
(2.29)
where $`\stackrel{~}{}_\mu =_\mu +\stackrel{~}{\mathrm{\Gamma }}_\mu `$ are the spinor covariant derivatives on $`\stackrel{~}{}`$. The corresponding equation and single-particle Hamiltonian for fiducial spin 1/2 fields are
$$(\stackrel{~}{\gamma }^\mu (\stackrel{~}{}_\mu +i\lambda a_\mu )+m)\psi ^{(\lambda )}=0,$$
(2.30)
$$H(\lambda )=i\stackrel{~}{\gamma }_t(\stackrel{~}{\gamma }^i(\stackrel{~}{}_i+i\lambda a_i)+m).$$
(2.31)
The solution to (2.30) of the form $`\psi _\omega ^{(\lambda )}(t,x^i)=e^{i\omega t}\psi _\omega ^{(\lambda )}(x^i)`$ solves (2.24) at $`\lambda =\omega `$. We see, therefore, that the KK method is universal for scalar and spinor fields in a sense that it does not depend on field equations. The fiducial background $`\stackrel{~}{}`$ and the gauge field $`a_\mu `$ are determined only by the Killing vector and by geometry of $``$.
### 2.4 Conformal transformation to zero acceleration space-time
For practical purposes it is convenient to change representation of the single-particle Hamiltonians as ,
$$\overline{H}(\lambda )=e^{\frac{Dk}{2}\sigma }H(\lambda )e^{\frac{Dk}{2}\sigma },$$
(2.32)
$$e^{2\sigma }=\xi ^2=B,$$
(2.33)
where $`k=2`$ for scalars and $`k=1`$ for spinors. $`\overline{H}^2(\lambda )`$ are second order differential operators of the standard form
$$\overline{H}^2(\lambda )=\overline{h}^{ij}(\overline{}_i+i\lambda a_i)(\overline{}_j+i\lambda a_j)+\overline{V}(\lambda ).$$
(2.34)
Connections $`\overline{}_i`$ correspond to fields on a $`D1`$ space $`\overline{}`$ conformally related to $``$
$$d\overline{l}^2=\overline{h}_{ij}dx^idx^j=e^{2\sigma }dl^2.$$
(2.35)
For a scalar field described by (2.17) the โpotential termโ in (2.34) is
$$\overline{V}(\lambda )=\overline{V}=B\left[V+\frac{D2}{2}(^\mu w_\mu \frac{D2}{2}w^\mu w_\mu )\right],$$
(2.36)
where $`w_\mu `$ is acceleration (2.4). For spinors
$$\overline{V}(\lambda )=\frac{1}{4}\overline{R}+B(m^2+m\gamma ^\mu w_\mu )i\sqrt{B}\lambda \gamma ^\mu \gamma ^\nu A_{\mu \nu },$$
(2.37)
where $`m`$ is the mass of the field, $`\overline{R}`$ is the scalar curvature of $`\overline{}`$ and $`A_{\mu \nu }`$ is the rotation tensor (2.5). The relation between $`\overline{R}`$ and the scalar curvature $`R`$ of the physical space-time $``$ is (see Appendix A)
$$\overline{R}=B[R+(D1)(2^\mu w_\mu (D2)w^\mu w_\mu )A^{\mu \nu }A_{\mu \nu }].$$
(2.38)
It is worth pointing out that one can derive (2.34) by a conformal transformation in the initial equations on the physical space-time. The physical metric $`g_{\mu \nu }`$ changes to $`\overline{g}_{\mu \nu }=g_{\mu \nu }/B`$ and the Killing vector on the rescaled space has the unit norm, $`\xi ^2=1`$. Thus, Killing observers in space-time $`\overline{g}_{\mu \nu }`$ have a non-vanishing angular velocity but zero acceleration.
## 3 The density of energy levels
### 3.1 Definition
In what follows we will be dealing with problems where spectrum of energies is continuous and show how the KK method can be used in this case. Such problems appear in a number of important physical situations like quantum theory around rotating black holes. It also turns out that computations in case of continuous spectrum are simplified. A continuous spectrum is characterized by the density of levels which in non-relativistic quantum mechanics is defined as
$$\frac{dn(E)}{dE}=d^3x\underset{l}{}j_0(\mathrm{\Psi }_{E,l}).$$
(3.1)
Here $`\mathrm{\Psi }_{E,l}`$ is a complete set of eigen-functions of the energy operator with the same eigen-value $`E`$. In (3.1), $`_lj_0(\mathrm{\Psi }_{E,l})`$ is the spectral density of states or the total spectral measure and $`j_0`$ is the time component of the โcurrentโ
$$j_0(\mathrm{\Psi })=\mathrm{\Psi }^{}\mathrm{\Psi },j_i(\mathrm{\Psi })=\frac{i}{2m}\left(\mathrm{\Psi }^{}_i\mathrm{\Psi }_i\mathrm{\Psi }^{}\mathrm{\Psi }\right),$$
(3.2)
where $`m`$ is the mass of the particle. The set of $`\mathrm{\Psi }_{E,l}`$ is normalized by using the delta-function $`\delta (EE^{})`$ and, strictly speaking, the integral in r.h.s. of (3.1) is divergent. To avoid the divergence one has to work with a regularized density obtained by restricting the integration in (3.1) to some compact region.
Similarly, in a relativistic quantum field theory one considers a regularized density of energy levels of single-particle excitations $`\mathrm{\Psi }_{\omega ,l}`$. This quantity is defined by covariant generalization of (3.1) as
$$\frac{dn(\omega )}{d\omega }=_\mathrm{\Sigma }๐\mathrm{\Sigma }^\mu \underset{l}{}j_\mu (\mathrm{\Psi }_{\omega ,l}),$$
(3.3)
where $`\mathrm{\Sigma }`$ is a space-like Cauchy hypersurface and $`d\mathrm{\Sigma }^\mu `$ is its volume element. The regularization means that $`\mathrm{\Sigma }`$ is restricted by a region where integral (3.3) converges. The current $`j_\mu `$ is determined by field equations and is divergence free, $`^\mu j_\mu =0`$. This property guarantees independence of (3.3) on the choice on $`\mathrm{\Sigma }`$. For free scalar and spinor fields ($`\mathrm{\Psi }=\varphi `$ or $`\psi `$)
$$j_\mu (\varphi _1,\varphi _2)=i(\varphi _1^{}_\mu \varphi _2_\mu \varphi _1^{}\varphi _2),$$
(3.4)
$$j_\mu (\psi _1,\psi _2)=\overline{\psi }_1\gamma _\mu \psi _2,$$
(3.5)
where $`\overline{\psi }=\psi ^+\stackrel{~}{\gamma }_t/\sqrt{B}`$ is the Dirac conjugate spinor. The divergence of $`j_\mu `$ is zero if $`\varphi `$ and $`\psi `$ obey equations (2.17) and (2.24), respectively . The density (3.3) is obtained from (3.4), (3.5) when one takes $`\varphi _1=\varphi _2=\varphi _{\omega ,l}`$ and $`\psi _1=\psi _2=\psi _{\omega ,l}`$. The eigen modes are assumed to be normalized with respect to the products
$$<\mathrm{\Psi }_1,\mathrm{\Psi }_2>_\mathrm{\Sigma }d\mathrm{\Sigma }^\mu j_\mu (\mathrm{\Psi }_1,\mathrm{\Psi }_2).$$
(3.6)
In case of scalar fields (3.6) is the standard Klein-Gordon product.
In the KK method the single-particle modes are obtained as solutions to a fiducial problem. The fiducial fields obey equations (2.22) and (2.30) which dictate a different form of the corresponding vector currents and products, namely,
$$\stackrel{~}{j}_\mu (\varphi _1,\varphi _2)=i(\varphi _1^{}(_\mu +i\lambda a_\mu )\varphi _2(_\mu i\lambda a_\mu )\varphi _1^{}\varphi _2),$$
(3.7)
$$\stackrel{~}{j}_\mu (\psi _1,\psi _2)=\overline{\psi }_1\stackrel{~}{\gamma }_\mu \psi _2,$$
(3.8)
$$(\mathrm{\Psi }_1,\mathrm{\Psi }_2)_{\stackrel{~}{\mathrm{\Sigma }}}๐\stackrel{~}{\mathrm{\Sigma }}^\mu \stackrel{~}{j}_\mu (\mathrm{\Psi }_1,\mathrm{\Psi }_2).$$
(3.9)
In general, (3.6) and (3.9) are not equivalent and relation between physical and fiducial modes requires an additional study.
### 3.2 Scalar fields
To find out this relation we assume that the Killing frame has zero acceleration and put $`\xi ^2=1`$. This simplifies computations without loss of generality. One can always reduce a general problem to this case by a conformal rescaling, see Section 2.4. Thus, on a constant-time hypersurface $`\mathrm{\Sigma }`$ one has for (3.6), (3.9)
$$<\varphi _\omega ,\varphi _\sigma >=_\mathrm{\Sigma }\sqrt{h}d^{D1}x\left[(\omega +\sigma )\varphi _\omega ^{}\varphi _\sigma +i\varphi _\omega ^{}a^i(_i+i\sigma a_i)\varphi _\sigma i(_ii\omega a_i)\varphi _\omega ^{}a^i\varphi _\sigma \right],$$
(3.10)
$$(\varphi _\omega ^{(\lambda )},\varphi _\sigma ^{(\lambda )})=_\mathrm{\Sigma }\sqrt{h}d^{D1}x(\omega +\sigma )(\varphi _\omega ^{(\lambda )})^{}\varphi _\sigma ^\lambda ,$$
(3.11)
where $`h=deth_{ij}`$, and $`h_{ij}`$ is the metric induced on $`\mathrm{\Sigma }`$. (Indexes $`i,j`$ are raised with the help of $`h^{ij}`$.) In problems with a continuous spectrum $`\mathrm{\Sigma }`$ has an infinite volume and (3.10), (3.11) are to be interpreted in the sense of distributions. We denote $`C_{\mathrm{}}`$ the โasymptotic infinityโ of $`\mathrm{\Sigma }`$ where integrals (3.10), (3.11) may diverge. $`C_{\mathrm{}}`$ may be a true infinity of the space-time, as in case of fields around a rotating star. However, in general, it is a region where the coordinate system associated with the given reference frame is singular. For instance, $`C_{\mathrm{}}`$ may be a black hole horizon, or a surface where rotation of the Killing frame approaches the speed of light.
The behaviour of fields at $`C_{\mathrm{}}`$ can be used for normalization. This standard procedure is based on the fact that inner products are reduced to surface integrals over $`C_{\mathrm{}}`$. Let $`C_r`$ be a boundary of some finite region $`\mathrm{\Sigma }_r`$ inside $`\mathrm{\Sigma }`$ such that at $`r\mathrm{}`$ $`\mathrm{\Sigma }_r`$ expands to $`\mathrm{\Sigma }`$ and $`C_r`$ coincides with $`C_{\mathrm{}}`$. Then, as is shown in Appendix B, at $`\omega \sigma `$
$$(\varphi _\omega ^{(\lambda )},\varphi _\sigma ^{(\lambda )})=\frac{1}{(\omega \sigma )}\underset{r\mathrm{}}{lim}_{C_r}d\sigma ^i(_i(\varphi _\omega ^{(\lambda )})^{}\varphi _\sigma ^{(\lambda )}(\varphi _\omega ^{(\lambda )})^{}_i\varphi _\sigma ^{(\lambda )}2i\lambda a_i(\varphi _\omega ^{(\lambda )})^{}\varphi _\sigma ^{(\lambda )}),$$
(3.12)
$$<\varphi _\omega ,\varphi _\sigma >=\frac{1}{(\omega \sigma )}\underset{r\mathrm{}}{lim}_{C_r}๐\sigma ^i\left(_i\varphi _\omega ^{}\varphi _\sigma \varphi _\omega ^{}_i\varphi _\sigma i(\omega +\sigma )a_i\varphi _\omega ^{}\varphi _\sigma \right).$$
(3.13)
Equations (3.12) and (3.13) are to be interpreted in the sense of distributions. Suppose now that $`\varphi _\omega ^{(\lambda )}`$ admit the following normalization
$$(\varphi _{\omega ,k}^{(\lambda )},\varphi _{\sigma ,l}^{(\lambda )})=\delta _{lk}\delta (\omega \sigma ),$$
(3.14)
where indexes $`l,k`$ correspond to additional degeneracy of the wave-functions. It is clear that if (3.14) holds, the modes $`\varphi _\omega =\varphi _\omega ^{(\omega )}`$ have correct normalization with respect to the Klein-Gordon product,
$$<\varphi _{\omega ,k},\varphi _{\sigma ,l}>=\delta _{lk}\delta (\omega \sigma ).$$
(3.15)
This follows from the fact that at $`\lambda =\omega `$ (3.13) is obtained from (3.12) in the limit $`\sigma \omega `$. It is for this reason identification $`\varphi _\omega `$ with $`\varphi _\omega ^{(\omega )}`$ is justified.
Let us consider now the regularized density of levels (3.3) of single-particle states and show how it is related to the heat kernel of the operator $`H^2(\lambda )`$. Consider two integrals in the region $`\mathrm{\Sigma }_r`$
$$\frac{dn(\omega )}{d\omega }=_{\mathrm{\Sigma }_r}\sqrt{h}d^{D1}x\underset{k}{}\left[2\omega |\varphi _{\omega ,k}|^2+i\varphi _{\omega ,k}^{}a^i(_i+i\omega a_i)\varphi _{\omega ,k}i(_ii\omega a_i)\varphi _{\omega ,k}^{}a^i\varphi _{\omega ,k}\right],$$
(3.16)
$$\frac{dn^{(\lambda )}(\omega )}{d\omega }=_{\mathrm{\Sigma }_r}๐\mathrm{\Sigma }^\mu \underset{k}{}\stackrel{~}{j}_\mu (\varphi _{\omega ,k}^{(\lambda )})=_{\mathrm{\Sigma }_r}\sqrt{h}d^{D1}x\underset{k}{}2\omega |\varphi _{\omega ,k}^{(\lambda )}|^2.$$
(3.17)
Quantity (3.17) is the regularized spectral density of $`H^2(\lambda )`$. Let us define also an auxiliary quantity
$$\frac{d\stackrel{~}{n}^{(\lambda )}(\omega )}{d\omega }=\frac{dn^{(\lambda )}(\omega )}{d\omega }\frac{1}{4\lambda }\underset{k}{}\left[(\varphi _{\omega ,k}^{(\lambda )},_\lambda H^2(\lambda )\varphi _{\omega ,k}^{(\lambda )})+(\varphi _{\omega ,k}^{(\lambda )},_\lambda H^2(\lambda )\varphi _{\omega ,k}^{(\lambda )})^{}\right],$$
(3.18)
where according with (2.34), (2.36),
$$_\lambda H^2(\lambda )=2ia^i(_i+i\lambda a_i)_ia^i.$$
(3.19)
As follows from (3.16), (3.19),
$$\frac{dn(\omega )}{d\omega }=\frac{d\stackrel{~}{n}^{(\omega )}(\omega )}{d\omega }.$$
(3.20)
Consider now the spectral representation for the heat kernel of $`H^2(\lambda )`$
$$\text{Tr}e^{tH^2(\lambda )}=_\mu ^{\mathrm{}}\frac{dn^{(\lambda )}(\omega )}{d\omega }e^{t\omega ^2}๐\omega ,$$
(3.21)
where integration in the trace is restricted by $`\mathrm{\Sigma }_r`$ . The parameter $`\mu `$ ($`\mu >0`$) is the mass gap of $`H^2(\lambda )`$ and we assume that there are no bound states in the spectrum. We also assume that $`\mu `$ does not depend on $`\lambda `$, which is true in a number of physical problems. The spectral density can be written symbolically as
$$\frac{dn^{(\lambda )}(\omega )}{d\omega }=2\omega \text{Tr}[\delta (H^2(\lambda )\omega ^2)].$$
(3.22)
One can also define the integral
$$_\mu ^{\mathrm{}}\frac{d\stackrel{~}{n}^{(\lambda )}(\omega )}{d\omega }e^{t\omega ^2}๐\omega =\text{Tr}\left[\left(1\frac{1}{2\lambda }_\lambda H^2(\lambda )\right)e^{tH^2(\lambda )}\right],$$
(3.23)
where the right hand side is the consequence of (3.18). Because the trace does not depend on the choice of the basis and, hence, on $`\lambda `$ one can write (3.23) as
$$_\mu ^{\mathrm{}}\frac{d\stackrel{~}{n}^{(\lambda )}(\omega )}{d\omega }e^{t\omega ^2}๐\omega =\left(1+\frac{1}{2\lambda t}_\lambda \right)\text{Tr}e^{tH^2(\lambda )}.$$
(3.24)
This formula is our key relation which together with (3.20) enables us to compute the physical density of levels $`dn/d\omega `$ by using powerful heat kernel techniques. From (3.23) one can also derive a formal expression for $`dn/d\omega `$
$$\frac{dn(\omega )}{d\omega }=2\omega \text{Tr}\left[\left(1\frac{1}{2\lambda }_\lambda H^2(\lambda )\right)\delta (H^2(\lambda )\omega ^2)\right]_{\lambda =\omega }$$
$$=2\omega \text{Tr}\left[\delta (H^2(\lambda )\omega ^2)\frac{1}{2\lambda }_\lambda \theta (H^2(\lambda )\omega ^2)\right]_{\lambda =\omega },$$
(3.25)
where $`\theta (x)`$ is the step function, and $`\theta ^{}(x)=\delta (x)`$. The above results concern systems with continuous spectra. Some similar relations for discrete spectra are discussed in Appendix B.
### 3.3 Spinor fields
All results established for scalars can be extended to spin 1/2 fields. We again work on a zero-acceleration space-time. Then, according to (3.5), (3.8) the products of spinor functions are
$$<\psi _1,\psi _2>=_\mathrm{\Sigma }\sqrt{h}๐x^{D1}\overline{\psi }_1\gamma ^t\psi _2,(\psi _1,\psi _2)=_\mathrm{\Sigma }\sqrt{h}๐x^{D1}\overline{\psi }_1\stackrel{~}{\gamma }^t\psi _2.$$
(3.26)
These expressions are different because $`\gamma ^t=\stackrel{~}{\gamma }^ta^i\stackrel{~}{\gamma }_i`$. They are reduced to the surface integrals (see Appendix B)
$$(\psi _\omega ^{(\lambda )},\psi _\sigma ^{(\lambda )})=\frac{i}{(\omega \sigma )}\underset{r\mathrm{}}{lim}_{C_r}๐\sigma ^i(\psi _\omega ^{(\lambda )})^+\stackrel{~}{\gamma }_i\psi _\sigma ^{(\lambda )},$$
(3.27)
$$<\psi _\omega ,\psi _\sigma >=\frac{i}{(\omega \sigma )}\underset{r\mathrm{}}{lim}_{C_r}๐\sigma ^i\psi _\omega ^+\stackrel{~}{\gamma }_i\psi _\sigma .$$
(3.28)
Suppose that $`\psi _\omega ^{(\lambda )}`$ are a set of modes properly normalized in the sense of distributions, see (3.14). Then by comparing (3.27), (3.28) and using the same arguments as for scalar fields we conclude that modes $`\psi _\omega =\psi _\omega ^{(\omega )}`$ are normalized by (3.15). Let us introduce
$$\frac{d\stackrel{~}{n}^{(\lambda )}}{d\omega }=\frac{dn^{(\lambda )}}{d\omega }\frac{\omega }{\lambda }\underset{k}{}(\psi _{\omega ,k}^{(\lambda )},_\lambda H(\lambda )\psi _{\omega ,k}^{(\lambda )}),$$
(3.29)
$$_\lambda H(\lambda )=\stackrel{~}{\gamma }_ta^i\stackrel{~}{\gamma }_i$$
(3.30)
where $`H(\lambda )`$ is the spinor Hamiltonian (2.31) and
$$\frac{dn^{(\lambda )}}{d\omega }=\underset{k}{}(\psi _{\omega ,k}^{(\lambda )},\psi _{\omega ,k}^{(\lambda )})$$
(3.31)
is the spectral density of $`H(\lambda )`$. Then, as follows from (3.26), (3.29)โ(3.31), the density of levels of physical states is
$$\frac{dn}{d\omega }=\underset{k}{}<\psi _{\omega ,k},\psi _{\omega ,k}>=\frac{d\stackrel{~}{n}^{(\lambda )}}{d\omega }|_{\lambda =\omega }.$$
(3.32)
Finally, from (3.29), (3.32) one gets for spinor density $`dn/d\omega `$ formula (3.24).
## 4 High-frequency asymptotics
Formula (3.24) makes it possible to use heat kernel techniques in stationary backgrounds and find $`dn/d\omega `$ is one important limit, namely, in the limit of high frequencies $`\omega `$. The integral in (3.24) is determined by $`\omega t^1`$ and this limit corresponds to the asymptotic form of the heat kernel at small values of $`t`$
$$\text{Tr}e^{t\overline{H}^2(\lambda )}\frac{1}{(4\pi t)^{(D1)/2}}\underset{n=0}{\overset{\mathrm{}}{}}\left[a_n(\lambda )t^n+b_n(\lambda )t^{n+\frac{1}{2}}\right],$$
(4.1)
where $`a_n`$ and $`b_n`$ are the standard heat kernel coefficients, $`n=0,1,2,\mathrm{}`$. On manifolds without boundaries $`b_n=0`$. Coefficients $`a_n(\lambda )`$ and $`b_n(\lambda )`$ are even functions of $`\lambda `$ because the fiducial theory is $`U(1)`$ invariant and the heat coefficients are even functions of charges. The gauge invariance also guarantees that the coefficients are polynomials in powers of the Maxwell stress tensor and its derivatives. In our case the role of the gauge field is played by the vector $`a_idx^i`$, and hence the corresponding Maxwell tensor is related to the rotation. In general,
$$a_n(\lambda )=\underset{m=0}{\overset{[n/2]}{}}\lambda ^{2m}a_{2m,n},b_n(\lambda )=\underset{m=0}{\overset{[n/2]}{}}\lambda ^{2m}b_{2m,n},$$
(4.2)
where $`a_{2m,n}`$ do not depend on $`\lambda `$. The highest power of $`\lambda `$ in (4.2) can be determined by analyzing dimensionalities. Coefficients $`a_0`$ and $`a_1`$ in (4.1) do not depend on $`\lambda `$.
The density of levels at high frequencies can be found from (4.1) by using (3.24). In what follows, we assume that the mass gap of the operator can be neglected. In this case one can use the inverse Laplace transform in (3.24) and simplify computations. It should be noted, however, that for operators with zero gap one has to take into account the presence of infrared singularities which come out in (3.24) at small $`\omega `$. One of the possibilities to avoid this problem is to use the dimensional regularization and formally consider $`D`$ as a complex parameter. It is instructive first to obtain the asymptotics for the fiducial spectral density
$$\frac{dn^{(\lambda )}}{d\omega }\frac{2\omega ^{D2}}{(4\pi )^{(D1)/2}}\underset{n=0}{\overset{\mathrm{}}{}}\left[\frac{a_n(\lambda )}{\mathrm{\Gamma }\left(\frac{D1}{2}n\right)}\omega ^{2n}+\frac{b_n(\lambda )}{\mathrm{\Gamma }\left(\frac{D2}{2}n\right)}\omega ^{(2n+1)}\right].$$
(4.3)
One can easily verify that for complex $`D`$ substitution of (4.3) in (3.21) results in (4.1). For $`d\stackrel{~}{n}/d\omega `$ relation (3.24) results in expansion of the same form
$$\frac{d\stackrel{~}{n}^{(\lambda )}}{d\omega }\frac{2\omega ^{D2}}{(4\pi )^{(D1)/2}}\underset{n=0}{\overset{\mathrm{}}{}}\left[\frac{\stackrel{~}{a}_n(\lambda )}{\mathrm{\Gamma }\left(\frac{D1}{2}n\right)}\omega ^{2n}+\frac{\stackrel{~}{b}_n(\lambda )}{\mathrm{\Gamma }\left(\frac{D2}{2}n\right)}\omega ^{(2n+1)}\right],$$
(4.4)
$$\stackrel{~}{a}_n(\lambda )=a_n(\lambda )+\frac{1}{2\lambda }_\lambda a_{n+1}(\lambda ),\stackrel{~}{b}_n(\lambda )=b_n(\lambda )+\frac{1}{2\lambda }_\lambda b_{n+1}(\lambda ).$$
(4.5)
Finally, by taking into account (3.20), (4.2), (4.4), (4.5) one finds the asymptotics of the physical density
$$\frac{dn(\omega )}{d\omega }\frac{2\omega ^{D2}}{(4\pi )^{(D1)/2}}\underset{n=0}{\overset{\mathrm{}}{}}\left[\frac{c_n}{\mathrm{\Gamma }\left(\frac{D1}{2}n\right)}\omega ^{2n}+\frac{d_n}{\mathrm{\Gamma }\left(\frac{D2}{2}n\right)}\omega ^{(2n+1)}\right],$$
(4.6)
$$c_n=\underset{m=n}{\overset{2n}{}}\frac{\mathrm{\Gamma }\left(\frac{D1}{2}n\right)}{\mathrm{\Gamma }\left(\frac{D1}{2}m\right)}\left(a_{2(mn),m}+(mn+1)a_{2(mn)+2,m+1}\right),$$
(4.7)
$$d_n=\underset{m=n}{\overset{2n}{}}\frac{\mathrm{\Gamma }\left(\frac{D1}{2}n\right)}{\mathrm{\Gamma }\left(\frac{D1}{2}m\right)}\left(b_{2(mn),m}+(mn+1)b_{2(mn)+2,m+1}\right),$$
(4.8)
where $`\mathrm{\Gamma }(x)`$ is the gamma function. It is remarkable that (4.6) is a local functional expressed in terms of the heat-kernel coefficients of some differential operators.
Some comments about (4.6) are in order.
First, if there are no boundaries ($`b_n(\lambda )=0`$) one gets from (4.6) a finite result for even dimensions, although for odd $`D`$ the result is formally zero. As we will see in the next Section, the proper way of dealing with the infrared problem is to keep in (4.6) $`D`$ complex till the last stage of computations. Then both for even and odd $`D`$ the physical quantities determined with the help of $`dn/d\omega `$ are finite except, possibly, a number of standard poles. As for $`c_n`$ and $`d_n`$, they remain finite for all $`D`$.
Second, it is interesting to note that when expansion in (4.6) is approximated by first two terms determined by $`c_0`$ and $`c_1`$ the physical and fiducial densities coincide, $`dn/d\omega dn^{(\omega )}/d\omega `$. This property can be helpful in computations, see .
In general, the coefficients in the leading terms in (4.6) can be immediately computed by using (4.7), (4.8). The first coefficient is trivial, $`c_0=a_0`$. According to (4.7),
$$c_1=a_1+\left(\frac{D1}{2}1\right)a_{2,2},$$
(4.9)
$$c_2=a_2+\left(\frac{D1}{2}2\right)a_{2,3}+\left(\frac{D1}{2}2\right)\left(\frac{D1}{2}3\right)a_{4,4},$$
(4.10)
where $`a_n=a_{0,n}`$. Hence, in four-dimensional space-time
$$c_1=a_1+\frac{1}{2}a_{2,2},$$
(4.11)
$$c_2=a_2\frac{1}{2}a_{2,3}+\frac{3}{4}a_{4,4}.$$
(4.12)
Term $`a_{2,2}`$ is determined by the gauge part of $`a_2(\lambda )`$, see (4.2), and in four dimensions
$$a_{2,2}=\alpha _{\mathrm{\Sigma }_r}\overline{h}^{1/2}d^3x\overline{F}^{ij}\overline{F}_{ij}.$$
(4.13)
where $`\alpha =1/12`$ for scalars and $`\alpha =r/6`$ for spinors, $`r`$ is the dimensionality of the spinor representation. Expression (4.13) can be rewritten in terms of local angular velocity (2.11) if we note that $`\overline{F}_{ij}=F_{ij}=2A_{ik}/\sqrt{B}`$ and $`\overline{F}_{ij}\overline{F}^{ij}=8B\mathrm{\Omega }^2`$.
In order to compute $`c_2`$ one needs to know contribution of gauge fields in $`a_3(\lambda )`$ and $`a_4(\lambda )`$. These terms for any spin can be obtained from results of ,. For spin zero fields
$$a_{2,3}=\frac{1}{3!}_{\mathrm{\Sigma }_r}\overline{h}^{1/2}d^3x[\frac{1}{2}(\overline{V}\frac{1}{6}\overline{R})\overline{F}^{ij}\overline{F}_{ij}+\frac{1}{10}\overline{}^i\overline{F}_{ji}\overline{}_k\overline{F}^{jk}$$
$$\frac{1}{15}\overline{R}^{ij}\overline{F}_{ik}\overline{F}_j{}_{}{}^{k}\frac{1}{30}\overline{R}^{ijkl}\overline{F}_{ij}\overline{F}_{kl}],$$
(4.14)
$$a_{4,4}=\frac{1}{4!}_{\mathrm{\Sigma }_r}\overline{h}^{1/2}d^3x\left[\frac{1}{12}(\overline{F}^{ij}\overline{F}_{ij})^2+\frac{4}{15}\overline{F}_{ij}\overline{F}_{pk}\overline{F}^{ik}\overline{F}^{pj}\right],$$
(4.15)
where $`\overline{V}`$ is โpotential termโ (2.36) of the scalar operator $`\overline{H}^2(\lambda )`$, Eq. (2.34). For spinor fields
$$a_{2,3}=ra_{2,3}^{\text{scal}}\frac{r}{3!}_{\mathrm{\Sigma }_r}\overline{h}^{1/2}d^3x\left[\frac{1}{12}(\overline{R}+12Bm^2)\overline{F}^{ij}\overline{F}_{ij}\frac{1}{4}\overline{F}_{ij}\overline{}^2\overline{F}^{ij}\right],$$
(4.16)
$$a_{4,4}=ra_{4,4}^{\text{scal}}+\frac{1}{4!}_{\mathrm{\Sigma }_r}\overline{h}^{1/2}d^3x\left[\frac{1}{16}\text{Tr}(\overline{\gamma }^i\overline{\gamma }^j\overline{F}_{ij})^4\frac{r}{2}(\overline{F}^{ij}\overline{F}_{ij})^2\right],$$
(4.17)
where $`a_{2,3}^{\text{scal}}`$ is given by (4.14) with $`\overline{V}=\frac{1}{4}\overline{R}+Bm^2`$ and $`a_{4,4}^{\text{scal}}`$ coincides with (4.15).
Note that (4.13)โ(4.17) are expressed in terms of geometrical quantities of the rescaled three-dimensional space with metric (2.35). All quantities can be also rewritten in terms of the geometry of the physical space-time, acceleration and rotation of the chosen Killing reference frame. For instance, by using (4.11), (4.13), and (A.9) one finds that for scalar fields in $`D=4`$
$$c_1=_{\mathrm{\Sigma }_r}\sqrt{g}d^3x\frac{1}{B}\left[\frac{1}{6}RV\frac{2}{3}\mathrm{\Omega }^2\right],$$
(4.18)
where $`R`$ is the scalar curvature of the physical space-time and $`V`$ is the scalar potential. For spinor fields
$$c_1=r_{\mathrm{\Sigma }_r}\sqrt{g}d^3x\frac{1}{B}\left[\frac{1}{12}R\frac{1}{2}(ww^2)+\frac{5}{6}\mathrm{\Omega }^2m^2\right],$$
(4.19)
where $`\mathrm{\Omega }`$ is given in (2.11). Thus, rotation changes coefficients starting with $`c_1`$.
## 5 Some applications
### 5.1 Vacuum energy
Asymptotics (4.6) can be used in a number of applications. As a first example, consider computation of vacuum energy $`E`$ of a free quantum field on a stationary background
$$E=๐\mathrm{\Sigma }_\mu \xi _\nu \widehat{T}^{\mu \nu }_0.$$
(5.1)
Here $`\widehat{T}^{\mu \nu }`$ is the stress-energy tensor of the field, $`\xi `$ is a time-like Killing vector, and the integration goes over a space-like (Cauchy) hypersurface $`\mathrm{\Sigma }`$. It is convenient to choose $`\mathrm{\Sigma }`$ as a constant time hypersurface. The quantum state is defined as a vacuum for single-particle excitations $`\widehat{\varphi }_\omega `$ with a certain energy, $`_\xi \widehat{\varphi }_\omega =i\omega \widehat{\varphi }_\omega `$. For a free field which obeys equation (2.17) the straightforward calculation gives the following formal expression
$$E=_\mu ^{\mathrm{}}๐\omega \frac{1}{2}\omega \frac{dn}{d\omega }.$$
(5.2)
At large $`\omega `$ the integral is divergent and one can use (4.6) to study the form of the divergence. In dimensional regularization the divergent part of (5.2) in four-dimensional theory is
$$E_{\text{div}}=\frac{\mu ^{D4}}{(4\pi )^{D/2}}c_2\frac{1}{D4},$$
(5.3)
where $`c_2`$ is determined by (4.12), (4.13)โ(4.15). It would be interesting to investigate relation of (5.3) and corresponding divergence of the vacuum energy computed by standard covariant methods.
### 5.2 High-temperature asymptotics
Let us consider a quantum state of fields on $``$ which is viewed by a Killing observer as a thermal state at the temperature $`T=(\beta \sqrt{B})^1`$, where $`B=\xi ^2`$ and $`\beta `$ is a positive constant. Certainly, to ensure the thermal equilibrium there must exist necessary physical conditions. We assume that in systems we study these conditions are satisfied. In this case one can describe the system by a canonical ensemble and introduce the free energy
$$F[\beta ]=\eta \beta ^1_\mu ^{\mathrm{}}๐\omega \frac{dn(\omega )}{d\omega }\mathrm{ln}(1\eta e^{\beta \omega }),$$
(5.4)
where $`\eta =+1`$ for bosons and $`\eta =1`$ for fermions. At high temperatures the parameter $`\beta `$ is small and the dominant contribution in (5.4) comes out from large frequencies $`\omega \beta ^1`$ where one can use the high-frequency asymptotics. By using (4.6) for $`dn/d\omega `$ in (5.4) and by neglecting the gap one finds
$$F(D,\beta )=F_1(D,\beta )+F_2(D,\beta ),$$
(5.5)
$$F_1(D,\beta )=\frac{1}{\pi ^{D/2}\beta ^D}\underset{n=0}{}\gamma _{D,n}\mathrm{\Gamma }\left(\frac{D2n}{2}\right)\zeta (D2n)c_n\left(\frac{\beta }{2}\right)^{2n},$$
(5.6)
$$F_2(D,\beta )=\frac{1}{\pi ^{D/2}\beta ^D}\underset{n=0}{}\gamma _{D1,n}\mathrm{\Gamma }\left(\frac{D2n1}{2}\right)\zeta (D2n1)d_n\left(\frac{\beta }{2}\right)^{2n+1}.$$
(5.7)
Here $`\zeta (x)`$ is the Riemann zeta-function. The coefficient $`\gamma _D=1`$ for bosons, and $`\gamma _D=12^{2n+1D}`$ for fermions. It should be noted that in case of Bose fields (5.5) includes also an additional contribution $`\frac{1}{\beta }๐\omega \mathrm{ln}(\beta \omega )๐n/๐\omega `$ which appears at small $`\omega `$. Function $`F_2`$ is a pure boundary part of the free energy. It follows from (5.6) and (5.7) that $`F_2`$ is related to $`F_1`$
$$F_2(D,\beta )=\frac{1}{\sqrt{4\pi }}F_1(D1,\beta )|_{c_nd_n}$$
(5.8)
and it is sufficient to investigate $`F_1`$ only.
First, we remind that (5.6) is obtained in dimensional regularization. When parameter $`D`$ coincides with the physical dimensionality one of the terms in (5.6) has a simple pole. This pole corresponds to an infrared singularity of the theory with zero mass gap. The pole in $`F_1`$ appears at $`n=D/2`$, for $`D`$ even and at $`n=(D1)/2`$ for $`D`$ odd. By taking this into account one finds for (5.6) in three dimensions
$$F_1(D=3,\beta )\gamma _{3,0}\frac{\zeta (3)}{2\pi }\frac{c_0}{\beta ^3}\gamma _{3,1}\frac{c_1}{4\pi \beta }\left(\frac{1}{D3}\mathrm{ln}(\beta \rho )\right)$$
$$\frac{1}{\pi ^{3/2}}\underset{n=2}{}\gamma _{3,n}\mathrm{\Gamma }\left(\frac{3}{2}n\right)\zeta (32n)c_n\left(\frac{\beta }{2}\right)^{2n3},$$
(5.9)
where $`\rho `$ is a dimensional parameter related to the regularization. As we pointed out above, the free energy is not trivial, although density of levels (4.6) used for its computations vanishes if one goes to $`D=3`$. To get from (5.6) the result in four dimensions we use the identity
$$\mathrm{\Gamma }(z/2)\zeta (z)=\pi ^{z1/2}\mathrm{\Gamma }((1z)/2)\zeta (1z).$$
It gives
$$F_1(D=4,\beta )\gamma _{4,0}\frac{\pi ^2}{90}\frac{c_0}{\beta ^4}\gamma _{4,1}\frac{1}{24}\frac{c_1}{\beta ^2}+\gamma _{4,2}\frac{1}{16\pi ^2}\left(\frac{1}{D4}\mathrm{ln}(\beta \rho )\right)c_2$$
$$\frac{1}{16\pi ^{5/2}}\underset{n=3}{}\gamma _{4,n}\mathrm{\Gamma }\left(n\frac{3}{2}\right)\zeta (2n3)c_n\left(\frac{\beta }{2\pi }\right)^{2n4},$$
(5.10)
When the frame does not rotates (5.10) coincides with well known high temperature expansion . Special interest is leading terms in (5.10). For scalar fields
$$F_1(\beta )d^3x\sqrt{g}\left[\frac{\pi ^2}{90}T^4+\frac{1}{24}T^2\left(\frac{1}{6}RV\frac{2}{3}\mathrm{\Omega }^2\right)+O(\mathrm{ln}T)\right]$$
(5.11)
where $`T`$ is the local temperature. For spinor fields
$$F_1(\beta )rd^3x\sqrt{g}[\frac{7\pi ^2}{720}T^4$$
$$\frac{1}{48}T^2(\frac{1}{12}R+\frac{1}{2}(_\mu w^\mu w_\mu w^\mu )\frac{5}{6}\mathrm{\Omega }^2+m^2)+O(\mathrm{ln}T)].$$
(5.12)
In the both cases rotation results in a new term $`T^2\mathrm{\Omega }^2`$. In principle, our results enable one to compute next terms in high-temperature expansion. In particular, the logarithmic correction ($`\mathrm{ln}T`$) to (5.11) can be found explicitly with the help of (4.14)โ(4.17).
### 5.3 Quantum fields around rotating black holes
One of the applications where asymptotics (5.11) and (5.12) can be used is studying a quantum state of fields around a rotating black hole when fields are in thermal equilibrium and rigidly rotate with black hole with the same angular velocity $`\mathrm{\Omega }_H`$. This state is analogous to the Hartle-Hawking vacuum known for Schwarzschild black holes. It was studied in and recently discussed in ,. To ensure thermal equilibrium between the black hole and fields one has to surround the black hole by a reflecting mirror which has to rotate with the velocity $`\mathrm{\Omega }_H`$.
Consider a Kerr-Newman black hole with the mass $`M`$, the charge $`Q`$, and the angular momentum $`J=aM`$. The metric in Boyer-Lindquist coordinates is
$$ds^2=\left(1\frac{2MrQ^2}{\mathrm{\Sigma }}\right)dt^22\frac{(2MrQ^2)a\mathrm{sin}^2\theta }{\mathrm{\Sigma }}dtd\phi $$
$$+\frac{\mathrm{\Sigma }}{\mathrm{\Delta }}dr^2+\mathrm{\Sigma }d\theta ^2+\frac{A\mathrm{sin}^2\theta }{\mathrm{\Sigma }}d\phi ^2,$$
(5.13)
$$\mathrm{\Delta }=r^22Mr+a^2+Q^2,\mathrm{\Sigma }=r^2+a^2\mathrm{cos}^2\theta ,$$
(5.14)
$$A=(r^2+a^2)^2\mathrm{\Delta }a^2\mathrm{sin}^2\theta .$$
(5.15)
The horizon is located at
$$r=r_+=M+\sqrt{M^2Q^2a^2}.$$
(5.16)
The surface gravity $`\kappa `$ and the angular velocity $`\mathrm{\Omega }_H`$ for the Kerr-Newman black hole are
$$\kappa =\frac{r_+M}{r_+^2+a^2},\mathrm{\Omega }_H=\frac{a}{r_+^2+a^2}.$$
(5.17)
Fields in thermal equilibrium with the black hole are described by a canonical ensemble in the Killing frame with the Killing vector $`\xi =_t+\mathrm{\Omega }_H_\phi `$. The local temperature is $`T=\kappa /(2\pi \sqrt{B})`$ where $`B=g_{tt}2\mathrm{\Omega }_Hg_{t\phi }\mathrm{\Omega }_H^2g_{\phi \phi }`$ and $`g_{\mu \nu }`$ are defined in (5.13). On the horizon $`B=0`$. Thus, near the horizon the local temperature is large and asymptotics (5.11), (5.12) are very good approximation for the free energy. The result can be easily found by using formula $`w_\mu =_\mu \mathrm{ln}B/2`$ for acceleration and formula (2.11) for angular velocity. The fiducial gauge potential which determines $`\mathrm{\Omega }`$ has only one non-zero component $`a_\phi =(g_{t\phi }+\mathrm{\Omega }_Hg_{\phi \phi })/B`$.
In principle, because (5.11) and (5.12) are functionals of an arbitrary metric these expressions can be used to extract more information about the quantum state. If the free-energy is considered as a thermal part of quantum effective action then (5.11) and (5.12) can be used to derive the stress energy tensor. Note that (5.11), (5.12) admit stationary variations $`\delta g_{\mu \nu }`$ of the metric ($`_\xi \delta g_{\mu \nu }=0`$) when components $`\xi ^\mu `$ of the Killing vector are held fixed. By considering such a variation of the first leading term in (5.11) one finds for scalar fields
$$<T^{\mu \nu }>_T=\frac{2}{\sqrt{g}}\frac{\delta F_1}{\delta g_{\mu \nu }}=\frac{\pi ^2}{90}T^4\left(g^{\mu \nu }4\frac{\xi ^\mu \xi ^\nu }{\xi ^2}\right).$$
(5.18)
Tensor $`<T^{\mu \nu }>_T`$ is divergence free and traceless and it corresponds to the stress tensor of thermal radiation around a black hole. It diverges on the black hole horizon where $`T`$ is infinite. It also diverges at the surface where the Killing frame rotates with the velocity of light in agreement with arguments of . However in this case our results cannot be much trusted. By using (5.11) and similar variational procedure one can find corrections to (5.18) due to curvature, acceleration and rotation. We are planing to study $`<T^{\mu \nu }>_T`$ in a separate publication.
## 6 Summary and comments
The aim of our paper was to develop a computation method applicable to rotating quantum fields and to get with its help new general results. We have shown, in particular, that asymptotic form of free energy at high temperatures can be found in terms of the heat kernel coefficients of some differential operators. These operators are interpreted as one-particle Hamiltonians of a fiducial problem in external Abelian gauge field on a static background. We hope that in some cases where computations are quite involved, like rotating black holes, our method will be the helpful and effective tool. It would be an interesting problem to compare our method with covariant Euclidean formulation of finite-temperature theory.
We considered here scalar and spinor fields. Spin 1 fields require additional study to resolve a technical difficulty connected with constraints.
Our analysis was restricted by systems with continuous spectrum. An advantage of a continuous spectrum is that it is specified by the density of levels and we are able to relate the latter to the heat kernel of fiducial Hamiltonians. The disadvantage is that one has to work with regularized quantities. In high-temperature asymptotics of rotating fields were obtained on Einstein manifolds where the space is $`S^3`$. In this case operators have discrete spectra, which can be found explicitly for conformal fields. A naive calculation of our asymptotics (5.11), (5.12) on the Einstein manifold coincides with in the leading term proportional to $`T^4`$. However, the next, $`T^2\mathrm{\Omega }^2`$ term, does not reproduce the result of , and the discrepancy is not in numerical coefficients. Thus, it is an open question how (5.11), (5.12) are modified by finite-size effects.
Acknowledgements: I am grateful to V.P. Frolov and D.V. Vassilevich for helpful discussions. This work is supported in part by the RFBR grant N 99-02-18146 and NATO Collaborative Linkage Grant, CLG.976417.
## Appendix A Geometry in the Killing frame
We consider the metric $`g_{\mu \nu }=h_{\mu \nu }u_\mu u_\nu `$ in the Killing frame characterized by the four-velocity $`u_\mu `$. In coordinates where $`u^\mu =(1/\sqrt{B},0,0,0)`$ the metric can be written in the form
$$ds^2=B(dt+a_idx^i)^2+h_{ij}dx^idx^j,$$
(A.1)
where $`a_i=u_i/\sqrt{B}`$. Metric tensor has the following components
$$g_{\mu \nu }=\left(\begin{array}{cc}h_{ij}Ba_ia_j& Ba_i\\ Ba_j& B\end{array}\right),g^{\mu \nu }=\left(\begin{array}{cc}h^{ij}& a^i\\ a^j& a^2B^1\end{array}\right),$$
(A.2)
where $`h^{ij}h_{jk}=\delta _k^i`$, $`a^i=h^{ij}a_j`$, $`a^2=a^ia_i`$. As follows from (A.2), $`detg_{\mu \nu }=Bdeth_{ij}`$. Relation (2.14) enables one to connect the Rieman tensors on $``$ and $``$
$$R_{\mu \nu \rho }^\lambda [h]=R_{\alpha \beta \sigma }^\gamma [g]h_\mu ^\alpha h_\nu ^\beta h_\rho ^\sigma h_\gamma ^\lambda A_\nu ^\lambda A_{\mu \rho }+A_\rho ^\lambda A_{\mu \nu }2A_\mu ^\lambda A_{\nu \rho },$$
(A.3)
where $`A_{\mu \nu }`$ is the rotation tensor (2.5). Our conventions are $`R_{\mu \nu \lambda }^\sigma =\mathrm{\Gamma }_{\mu \lambda ,\nu }^\sigma \mathrm{}`$. Formula (A.3) is similar to embedding formula for the Riemann tensor of a hypersurface, see . The relation between the scalar curvatures of $``$ and $``$, which follows from (A.3) is
$$R[h]=R[g]+2R_{\mu \nu }[g]u^\mu u^\nu 3A^{\mu \nu }A_{\mu \nu }.$$
(A.4)
By taking into account that for the Killing field $`\xi _\mu `$
$$^2\xi _\mu =R_\mu ^\lambda [g]\xi _\lambda ,$$
(A.5)
we find with the help of (2.4), (2.5)
$$R_{\mu \nu }[g]u^\mu u^\nu =_\mu w^\mu +A^{\mu \nu }A_{\mu \nu },$$
(A.6)
where $`w_\mu `$ is the acceleration of the frame. Therefore,
$$R[h]=R[g]+2_\mu w^\mu A^{\mu \nu }A_{\mu \nu }.$$
(A.7)
In this paper we also introduced the space $`\overline{}`$ which is conformally related to $``$
$$d\overline{l}^2=\overline{h}_{ij}dx^idx^j=B^1h_{ij}dx^idx^j.$$
(A.8)
By using (A.3) one can express geometrical quantities on $`\overline{}`$ in terms of quantities on $``$. In particular, in four dimensions $`D=4`$, one has
$$R[\overline{h}]=B\left(R[h]+4\stackrel{~}{}_iw^i2w^iw_i\right)$$
$$=B\left(R+6_\mu w^\mu 6w_\mu w^\mu A^{\mu \nu }A_{\mu \nu }\right),$$
(A.9)
where $`\stackrel{~}{}_i`$ is the connection on $``$. Finally, one can find relation between $``$ and fiducial space $`\stackrel{~}{}`$ with metric
$$d\stackrel{~}{s}^2=Bdt^2+h_{ij}dx^idx^j.$$
(A.10)
To this aim one should note that $``$ can be embedded in $`\stackrel{~}{}`$ as a constant time hypersurface and find embedding relation analogous to (A.3) between $`R_{\mu \nu \rho }^\lambda [h]`$ and $`R_{\mu \nu \rho }^\lambda [\stackrel{~}{g}]`$. By acting in this way we easily get
$$R[\stackrel{~}{g}]=R[g]A^{\mu \nu }A_{\mu \nu },$$
(A.11)
and other similar identities.
## Appendix B The inner products
Here we derive relations (3.12), (3.13), (3.27), and (3.28) for inner products. For scalar functions one has
$$(\omega ^2\sigma ^2)(\varphi _\omega ^{(\lambda )},\varphi _\sigma ^{(\lambda )})=(\varphi _\sigma ^{(\lambda )},H^2(\lambda )\varphi _\omega ^{(\lambda )})^{}(\varphi _\omega ^{(\lambda )},H^2(\lambda )\varphi _\sigma ^{(\lambda )})=$$
$$(\omega +\sigma )\underset{r\mathrm{}}{lim}_{C_r}d\sigma ^i(_i(\varphi _\omega ^{(\lambda )})^{}\varphi _\sigma ^{(\lambda )}(\varphi _\omega ^{(\lambda )})^{}_i\varphi _\sigma ^{(\lambda )}2i\lambda a_i(\varphi _\omega ^{(\lambda )})^{}\varphi _\sigma ^{(\lambda )}).$$
(B.1)
This gives (3.12). Note that (B.1) also holds when $`\mathrm{\Sigma }`$ has additional boundaries other than $`C_{\mathrm{}}`$ provided if fields obey Dirichlet conditions at these boundaries. To find (3.13) we begin with relation
$$<\varphi _\omega ,\varphi _\sigma >=(\varphi _\omega ,\varphi _\sigma )+_{\mathrm{\Sigma }_r}\sqrt{h}d^{D1}\left(i\varphi _\omega ^{}a^i(_i+i\sigma a_i)\varphi _\sigma ia^i(_ii\omega a_i)\varphi _\omega ^{}\varphi _\sigma \right)$$
(B.2)
and use the identity
$$H^2(\omega )H^2(\sigma )=(\omega \sigma )(2ia^i_ii_ia^i+(\omega +\sigma )a^ia_i).$$
(B.3)
This enables one to rewrite (B.2) as
$$<\varphi _\omega ,\varphi _\sigma >=(\varphi _\omega ,\varphi _\sigma )$$
$$+\frac{1}{2(\sigma ^2\omega ^2)}\left[(\varphi _\sigma ,(H^2(\omega )H^2(\sigma ))\varphi _\omega )^{}+(\varphi _\omega ,(H^2(\omega )H^2(\sigma ))\varphi _\sigma )\right].$$
(B.4)
The right hand side of (B.4) is a pure surface term over $`C_r`$ which coincides with the right hand side of equation (3.13).
To prove (3.27) for spinor modes it is sufficient to see that
$$(\psi _\omega ^{(\lambda )},\psi _\sigma ^{(\lambda )})=\frac{1}{(\omega \sigma )}\left[(\psi _\sigma ^{(\lambda )},H(\lambda )\psi _\omega ^{(\lambda )})^{}(\psi _\omega ^{(\lambda )},H(\lambda )\psi _\sigma ^{(\lambda )})\right]$$
(B.5)
and use the fact that $`\overline{\psi }=\psi ^+\stackrel{~}{\gamma }_t`$ on zero-acceleration space-time, see Section 2.4. To prove (3.28) we first note that for spinor Hamiltonians
$$H(\omega )H(\lambda )=(\sigma \omega )\stackrel{~}{\gamma }^t\stackrel{~}{\gamma }^ia_i,$$
(B.6)
hence
$$<\psi _\omega ,\psi _\sigma >=(\psi _\omega ,\psi _\sigma )+\frac{1}{(\sigma \omega )}_{\mathrm{\Sigma }_r}\sqrt{h}d^{D1}x\psi _\omega ^+(H(\omega )H(\sigma ))\psi _\sigma .$$
(B.7)
The right hand side of this equation coincides with the surface term in the right hand side of (3.28).
In this Appendix we also comment on some properties of operators with discrete spectrum. Consider scalar operator $`H^2(\lambda )`$ which has a discrete spectrum $`\omega ^2(\lambda )`$
$$H^2(\lambda )\varphi _\omega ^{(\lambda )}=\omega ^2(\lambda )\varphi _\omega ^{(\lambda )}.$$
(B.8)
By differentiating the both sides of (B.8) over $`\lambda `$ one finds
$$_\lambda H^2(\lambda )\varphi _\omega ^{(\lambda )}+H^2(\lambda )_\lambda \varphi _\omega ^{(\lambda )}=_\lambda \omega ^2(\lambda )\varphi _\omega ^{(\lambda )}+\omega ^2(\lambda )_\lambda \varphi _\omega ^{(\lambda )},$$
(B.9)
$$_\lambda H^2(\lambda )=2ia^i(_i+i\lambda a_i)^ia_i.$$
(B.10)
The fiducial modes $`\varphi _\omega ^{(\lambda )}`$ now have a finite norm $`(\varphi _\omega ^{(\lambda )},\varphi _\omega ^{(\lambda )})`$ which we denote as $`N^2(\lambda ,\omega )`$. Let $`N^2(\omega )`$ be the norm of physical functions $`<\varphi _\omega ,\varphi _\omega >`$ . The relation between the two norms follows from definitions (3.10), (3.11)
$$N^2(\omega )=N^2(\omega ,\omega )+_\mathrm{\Sigma }\sqrt{h}d^{D1}xi\varphi _\omega ^{()}\left[2a^i(_i+i\omega a_i)+^ia_i\right]\varphi _\omega =$$
$$=\left(1\frac{1}{2\lambda }_\lambda \omega ^2(\lambda )\right)N^2(\omega ,\lambda )|_{\lambda =\omega },$$
(B.11)
where to get the last line we used (B.9) and assumed that possible surface terms which appear under integration by parts vanish due to boundary conditions. Equation (B.11) is an analog of equation (3.18) obtained for continuous spectra.
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# A cloud model of active galactic nuclei: the iron K๐ถ line diagnostics
## 1 Introduction
An ever-increasing accuracy of the determination of the observed shape of the iron K$`\alpha `$ line in the Seyfert 1 galaxy MCGโ6-30-15, and the evidence of the broad and skewed profile (Tanaka et al. 1995; Iwasawa et al. 1996) have led to wide acceptance of the model with an accreting black hole in the nucleus, and it offered an unprecedented opportunity to explore directly the pattern of the accretion flow onto the central hole in active galactic nuclei (AGN; for recent and detailed expositions of the subject, see Peterson 1997; Krolik 1999). The iron reflection features and remarkable variability patterns have been reported in many other AGN, galactic black-hole candidates, and similar objects.
It is the main aim of the present paper to examine relationship between the form of motion of the gaseous material in a galactic nucleus and the resulting profile of the spectral features. We concentrate ourselves on the question whether current observational evidence can be explained in terms of individual clouds with spherical or almost spherical (rather than disc-type) orbital motion around the centre, or if strongly flattened distribution of the clouds is preferred resembling a disc or a ring (different models of the line formation in AGN were reviewed by Netzer 1990). This topic has far-reaching consequences for the unification scheme of AGN (Antonucci 1993). Although the assumptions of the disc geometry and of strictly planar bulk motion of the gaseous material are relaxed in the present paper, the presence of a compact supermassive accreting nucleus remains crucial for explaining the observed spectral features.
Broad iron features were expected in X-ray spectra on the basis of the model in which the iron line is formed on the surface of a geometrically thin, optically thick and relatively cold medium after irradiation by a primary source (Fabian et al. 1989). Subsequent detailed fits to observational data confirmed that the line profile is in agreement with the predictions of the accretion disc model in which the intrinsically narrow line, emitted at energy 6.4 keV, is gravitationally shifted and Doppler broadened/boosted due to the disc orbital motion. Comparisons of the model with the data allow one to constrain the disc inclination angle, the range of disc radii contributing to the emission, and the radial dependence of the incident X-ray flux, although there are various uncertainties if astrophysically more realistic models of accretion flows are introduced, and if the lack of resolution and the noise in available data are taken into account; cf. Fabian et al. (1989); Tanaka et al. (1995); Weaver & Reynolds (1998) for the case of iron line diagnostics, and Rokaki & Boisson (1999) for application to UV continuum and H$`\beta `$ emission line.
The expected amplitude of the line profiles and the characteristic form of continuum from X-ray illuminated accretion flows were examined, taking into account combination of effects due to high orbital velocities and strong gravity near the nucleus (George & Fabian 1991; Matt, Perola & Stella 1993). It has been argued with various levels of refinement that parameters of the central black hole (especially its angular momentum) can be inferred from disc-line spectra, assuming that they are sensitive to the radius of the innermost stable orbit whose imprint is visible in radiation of the accretion flow (Laor 1991; Iwasawa et al. 1996; Dabrowski et al. 1997; Pariev & Bromley 1998).
Reynolds & Begelman (1997) pointed out, however, that the model is not that sensitive to the value of the spin of the hole if the contribution to the line is allowed also from matter inspiralling below the marginally stable orbit, $`r_{\mathrm{ms}}`$. Such a possibility appears as perfectly consistent with high efficiency of X-ray radiation if the adopted geometrical depth of the stream is small, in agreement with actual computations of the flow properties below $`r_{\mathrm{ms}}`$ (Muchotrzeb & Paczyลski 1982).
In the case of accretion-disc geometry, and with different assumptions about the X-ray illumination and reprocessing, the predicted spectra (line plus continuum) have been calculated by several authors (recently Young, Ross & Fabian 1998; Martocchia, Karas & Matt 2000; see further references therein). The same scheme, coupling the shape and the amplitude of the line with the shape and the amplitude of the Compton reflection component, was successfully applied to galactic black-hole candidates (ลปycki, Done & Smith 1998; Done & ลปycki 1999).
The line fits are consistent with the line emitted at intrinsic energy 6.4 keV (so it comes from weakly ionized iron) while the broad shape of the spectral feature indicates that it is formed near the innermost part of the disc, following intense irradiation. This might be related to the specific slope of the hard X-ray emission (Rรณลผaลska et al. 2000; Nayakshin, Kazanas & Kallman 1999). The blue wing of the line is in all sources linked with the broad feature around 6.4 keV, requiring somewhat special interplay between model parameters. Namely, strong constraints are imposed on the inclination angle of the disc \[see Guainazzi et al. (1999) for the case of MCGโ6-30-15; Wang, Zhou & Wang (1999) for NGC 4151; Nandra et al. (1999) for NGC 3516\] although contribution to the total light from various components helps to ease this constraint to some extent.
Sulentic et al. (1998b) raised the problem of disagreement between the inclination angle derived by two independent approaches: from the iron-line model, and from H$`\beta `$ and H$`\alpha `$ measurements. In a large sample of objects, the position of the line centroid at 6.4 keV is not consistent with the random orientation of the disc with respect to the observer (Sulentic, Marziani & Calvani 1998a) although this problem is weakened by the fact that the Balmer lines do not necessarily have to come from the outer parts of the disc, as assumed in the paper. In particular, the mean inclination derived for a sample of Seyfert 2 galaxies does not differ from the mean inclination angle of Seyfert 1 galaxies (Turner et al. 1998), which disagrees with the widely preferred unification scheme (however, see Weaver & Reynolds 1998). Also, the outer disc radius comes out lowish, of the order of ten Schwarzschild radii ($`r__\mathrm{S}\dot{=}2.95\times 10^5M/M_{}`$ cm in terms of the central black-hole mass $`M`$). The problem of this apparent disagreement in inclination angles can be weakened by the fact that the Balmer lines do not necessarily have to come from the outer parts of the disc, as assumed in the paper, and there is also a contribution from the narrow unresolved component (expected to arise in the dusty/molecular torus; Krolik, Madau & ลปycki 1994) which has not been properly acounted.
Certain doubts concerning the disc model for the iron-line production revived the interest in the alternative explanation of the line profile (Czerny, Zbyszewska & Raine 1991). Misra & Sutaria (1999) assume that the line is produced by Compton scattering of the line photons in warm, Thomson thick material. They show that such a model fits the data equally well as the disc model, but the approach may look rather ad hoc because the origin and location of the Comptonizing medium have not been addressed in their paper, neither the source of the X/UV incident continuum that is a necessary ingredient of this model. A better motivated approach was adopted by Abrassart (2000a; see further references cited therein) who explored spectral properties within the frame of the clouds model of accretion onto a black hole where both the line formation and Comptonization occur in the same medium. However, his results did not incorporate the global effects (gravitational redshift, clouds motion, etc). Hereafter we will argue that these effects cannot be ignored.
In the present paper we discuss the possibility of explaining the Fe K$`\alpha `$ line within the frame of the model in which the innermost part of the disc is disrupted due to disc instabilities. Part of the disc material forms optically thick cold clouds, while another fraction heats up to high temperatures acting as a source of X-rays. The clouds are not confined to the disc equatorial plane, and they form a layer covering a significant portion of the sky from the point of view of the central X-ray source (Collin-Souffrin et al. 1996). In this model the line profiles are determined by two concurrent effects: they arise partially from the Comptonization within the material significantly ionized at the surface of the clouds (the intrinsic line profile), and partially from kinematics of the clouds distribution and from strength of the gravitational field where the clouds persist (smearing of the profile). In the next section we formulate a simplified model which captures the essence of the clouds scenario and can be further developed to a more realistic form. We show the predicted line profiles as a function of model parameters (specified by the clouds distribution) and the observer view angle. The intrinsic shape of the spectral feature has been taken either as a narrow delta-type line, or a numerically computed broad feature (corresponding to high ionization parameter $`\xi `$). Then we briefly discuss how various complications (obscuration of the clouds, non-Keplerian orbital motion) are reflected in resulting profiles (Sec. 3). We conclude the paper by comparison with the ASCA data for MCGโ6-30-15, and we discuss overall advantages and the problems of this picture.
## 2 The model
We assume that the iron K$`\alpha `$ line is produced by irradiated surfaces of the clouds. The clouds could be formed from the inner accretion disc which is eroded at a distance of a few or a few tens of Schwarzschild radii. The basic principles of the model were outlined by Collin-Souffrin et al. (1996), and the broad-band spectra following from this model were studied by Czerny & Dumont (1998). The expected shape of K$`\alpha `$ line was calculated with careful consideration of X-ray reprocessing (Abrassart 2000b) but without taking into account any kinematical and gravitational effects which must influence the observed spectral features substantially if the clouds are to be located so close to the central black hole. Resulting width and centroid energy of the line were thus entirely due to the Comptonization. In those papers, the clouds distribution was assumed to be spherical and positions of all the clouds were fixed at a given distance from the black hole.
Here, we relax the assumption of stationary clouds forming a spherical layer with strictly uniform distribution. Instead, the clouds follow planar orbits departing from the equatorial plane of the disc (Figure 1). One of the appealing advantages of this scheme is the naturally modeled variability of X-ray sources due to obscuration events (Abrassart & Czerny 2000). In the present paper it is assumed that excursions of the clouds from equatorial plane are limited by the maximum angle of deflection, say $`\theta _\mathrm{m}`$. This angle, and radius of the clouds belt, $`r`$, stand as two free parameters in the simplest version of the model. The assumed distribution accommodates both the case developed by Collin-Souffrin et al. (1996), and the case of a narrow ring (Gerbal & Pelat 1981) in the limiting values of $`\theta _\mathrm{m}`$. In principle, our model can accomodate a system of clouds on both prograde and retrograde orbits with respect to the disc, but an intermediate value of the clouds departure from the equatorial plane appears as most favourable, corresponding to quasi-spherical or somewhat flattened system of the clouds following more or less corotating trajectories. This case allows for quite high covering factor (necessary in the model which relies on multiple scattering of radiation among the clouds) while reducing the rate of collisions (which otherwise tend to destroy the the clouds).
The present model does not require all the individual clouds to preserve their identity for many orbital periods or even indefinitely. Although it may appear easier in this scheme to think of the clouds as separate entities, the predicted spectrum will not change if the clouds have a finite and very limited lifetime, assuming they are continously replaced by newly created ones. Each of the clouds can be removed from the system after, say, one revolution, either due to collisional destruction with other clouds or by heating up to the state when it does not contribute to the line spectrum and possibly evaporates. In the other words, the spectral features would be expected more pronounced during the initial phase of the cloudโs history before reaching the equilibrium.
Radiation of the clouds surface is characterized by intrinsic emissivity which is assumed constant and isotropical in the local comoving (rest) frame of each cloud. Since the distribution is not spherically symmetric in general, the observed spectrum depends on inclination angle of the observer. We neglect the contribution to the line coming possibly from the outer, fairly smooth part of the disc. The intrinsic line profiles of the clouds come out somewhat different from those which are usually adopted in the disc-line model (cf. Sec. 3), and the random motion of the clouds must be also taken into account in calculations of predicted spectra.
### 2.1 Kinematical and gravitational effects
The basic observational properties relevant for this paper, i.e. the observed profiles of spectral features (their centroid energies and widths in particular), can be roughly predicted by a simplified model in which the clouds distribution is specified by a small number of phenomenological parameters. Notice, however, that one still needs to solve for the radiation reprocessing in order to obtain the intrinsic line profiles.
In the simplest version of the model, the observer is located at inclination $`\theta _0`$ far from the source ($`0\theta _0\pi /2`$), while all the clouds are distributed at the same radial distance and they move with the corresponding Keplerian orbital velocity, $`v_\mathrm{k}(r)`$. Gravitational field of the central body is spherically symmetric and described by the Newton law. We introduce Schwarzschild radius $`r__\mathrm{S}=2GM/c^2`$ as a convenient length-scale and we use geometrized units with $`G=c=1`$ hereafter.
The clouds are distributed randomly within a band of spherical latitudes: $`\pi /2\theta _\mathrm{m}\theta \pi /2+\theta _\mathrm{m}`$ (Figure 2). Spherical coordinates $`r`$, $`\theta `$, $`\varphi `$ are employed with the disc plane at $`\theta =\pi /2`$. Parameter $`\theta _\mathrm{m}`$ reflects the dynamics of the process of clouds formation and of their interaction with surrounding environment. If the disc disruption proceeds rapidly, and if the newly formed clouds are efficiently captured by some outflowing plasma and/or accelerated by the radiation pressure, then the clouds distribution can be approximately characterized by $`r=\mathrm{const}`$ with relatively large $`\theta _\mathrm{m}`$. On the other hand, if the clouds acceleration is only moderate in the direction perpendicular to the disc plane, and if their subsequent evaporation is fast in comparison with the timescale of latitudinal motion, then the distribution is again well characterized by constant radius but rather small $`\theta _\mathrm{m}`$.
Velocity of the clouds points along $`r=\mathrm{const}`$ surface and its direction defines the angle $`\alpha `$:
$$๐=v_\mathrm{k}(\mathrm{cos}\alpha ๐_\mathit{\varphi }\mathrm{sin}\alpha ๐_๐ฝ).$$
(1)
The range of possible values of $`\alpha `$ is determined by the angular width $`\theta _\mathrm{m}`$ of the clouds distribution. Straightforward trigonometry gives relation for the maximum $`\alpha `$ of the clouds velocities,
$`\mathrm{sin}\alpha `$ $`=`$ $`\pm \left(\mathrm{cos}\theta \mathrm{cot}\theta \mathrm{cot}\theta _\mathrm{m}\mathrm{cos}\theta _\mathrm{m}\mathrm{sin}\theta \mathrm{sin}\theta _\mathrm{m}\right)`$ (2)
$`\times \left(1\mathrm{cos}^2\theta \mathrm{sin}^2\theta _\mathrm{m}\right)^{1/2}`$
$`\mathrm{cos}^2\theta \mathrm{sin}^1\theta _\mathrm{m}\left(1\mathrm{cot}^2\theta \mathrm{cot}^2\theta _\mathrm{m}\right)^{1/2}.`$
This relation is shown in Figure 3 where $`\theta _\mathrm{m}`$ stands as parameter of the curves $`\alpha (\theta ;\theta _\mathrm{m})`$. For example: one can read in the graph that latitudinal motion of the clouds has turning points at $`\alpha (\pi /2\theta _\mathrm{m};\theta _\mathrm{m})=0`$ where trajectories are parallel to the disc plane (i.e. $`๐๐_\mathit{\varphi }`$). The upper/lower signs in eq. (2) correspond to the descending/ascending parts of the trajectory, respectively. We recall that for $`\theta _\mathrm{m}0`$ the clouds remain in the equatorial plane (ring-like distribution), while for $`\theta _\mathrm{m}=\pi /2`$ the clouds are spread uniformly over the whole sphere (with random distribution).
The observed radiation of a cloud is determined by special-relativity effects which influence photon energy $`E`$ and intensity $`I(E)`$ in usual manner (Cunningham & Bardeen 1973): $`I(E)=I_\mathrm{e}(E/g)g^3`$ where $`I_\mathrm{e}`$ is the emitted intensity, and $`g`$ is the redshift factor defining the change of energy. We adopt standard notation, similar to Ohna et al. (1995) who studied a related problem with application to fast winds. In our case, however, it is the inner part of the clouds surfaces which is hot enough to emit the X-rays. The remote part of the clouds (with respect to the central source) is not subject to primary irradiation, and it emits almost no X-rays at all. As a consequence of self-obscuration, X-rays are visible only from the clouds with appropriate orientation, and their radiating area is further reduced on the rim of the image by projection effect. In addition, mutual eclipses of the clouds must be considered. The resulting obscuration is enhanced in the case of clouds which substantially overlap each other; we will characterize this effect by another free parameter \[$`\omega `$; cf. eq. (4) below\].
#### 2.1.1 The case of negligible obscuration
First we ignore entirely the obscuration of the clouds by other clouds. We assume that the clouds radiate isotropically in their local comoving frame, and they are of spherical shape with an infinitesimally small radius (i.e. much less than $`r__\mathrm{S}`$). In this case all the clouds from the whole hemisphere contribute to observed X-rays.
The redshift factor $`g`$ depends on the angle between velocity of the cloud and the unit vector $`๐`$ towards the observer,
$$g=L^1\gamma (1๐\mathbf{.}๐).$$
(3)
Here, $`\gamma =1/\sqrt{1v^2}`$ is the Lorentz factor, and $`๐\mathbf{.}๐=v_\mathrm{k}\mathrm{cos}\theta _0\mathrm{sin}\alpha \mathrm{sin}\theta v_\mathrm{k}\mathrm{sin}\theta _0(\mathrm{cos}\alpha \mathrm{sin}\varphi +\mathrm{sin}\alpha \mathrm{cos}\theta \mathrm{cos}\varphi )`$. Integration of light over the clouds distribution yields the total observed radiation flux. Effects of general relativity are accounted by the gravitational redshift term $`L=\sqrt{1r__\mathrm{S}/r}`$, but gravitational lensing has been ignored here for simplification (this might have some effect on the light from clouds at the upper conjunction).
Since we deal with the clouds that are irradiated by the central source, one expects the local emissivity to be depending on the angle between the direction towards center and the normal to the cloudโs surface. In such a case, by a simple geometrical argument, the observed line profile of the whole axisymmetric collection of the clouds is the same as for the case of clouds radiating truly isotropically. This conclusion does not hold, however, if partial and non-axisymmetric self-obscuration of the clouds is involved.
#### 2.1.2 Partial obscuration of the clouds
The presence of a large number of clouds (typically $`N10^3`$) enhances the chance of mutual obscuration among them. This effect cannot be ignored in this model because the observer receives X-rays only from those parts of the clouds which are on the inner side of the $`r=\mathrm{const}`$ surface, and not too close to the edge of the image (as projected onto the observer image plane). It can be included in the model by introducing another parameter, say $`\omega `$, characterizing the maximum angle between the line of sight and the edge of the clouds distribution: $`๐\mathbf{.}๐_๐=\mathrm{cos}(\pi \omega )`$. In other words, outgoing rays must pass from interior hot surfaces of the clouds through empty holes in between them before they can finally escape towards the observer. This is impossible near the projected rim of the sphere. Therefore in calculations of the observed radiation, only those clouds are considered which, in addition to the conditions described in the previous paragraph, satisfy also relation (Figure 4)
$$\mathrm{sin}\theta _0\mathrm{sin}\theta \mathrm{cos}\varphi +\mathrm{cos}\theta _0\mathrm{cos}\theta >\mathrm{cos}\omega .$$
(4)
Let us remark that the angle $`\omega `$ can be related to the covering factor $`f_\mathrm{c}`$ (defined as the fractional area of the sky subtended by the clouds as viewed from the centre of the source). The covering factor $`f_\mathrm{c}`$ can be expressed in terms of the clouds typical diameter $`d`$, typical distance $`l`$ between the clouds, and their number $`N`$: $`f_\mathrm{c}=N(d/r)^2`$, with the obscuration constraint $`dl\mathrm{cos}\omega `$ for spherical clouds filling the whole $`r=\mathrm{const}`$ surface ($`f_\mathrm{c}`$ obviously decreases with $`\theta _\mathrm{m}`$ decreasing). The exact description of obscuration would require a specification of the clouds shapes, and it can be carried out only numerically by generating random clouds distributions with the constraints imposed by the visibility conditions, checking the line of sight in each case. Furthermore, $`d`$ and $`l`$ are linked to each other via $`N`$, but parameter $`\omega `$ has direct geometrical meaning in our model, and it appears thus convenient for the present discussion. In principle, the same value of the phenomenological parameter $`\omega `$ can correspond to different physical models of the clouds origin, their geometrical configuration and other details.
### 2.2 The intrinsic line profile
The intrinsic shape of the iron line has been computed using a Monte Carlo code noar (Abrassart 2000b), coupled with the code titan (Dumont, Abrassart & Collin 2000) computing the ionization state of the gas for the assumed value of ionization parameter $`\xi F__\mathrm{X}/n`$ ($`F__\mathrm{X}`$ denotes the incident X-ray flux, $`n`$ is average number density of a cloud). The code titan serves to compute the radiative transfer in the Compton thick medium in a broad-band frequency range, and it includes the computations of opacity and temperature structure. It also gives local emissivity of the gas in various components of the K$`\alpha `$ line. The noar code uses the resulting opacity, it computes, in more detail, the transfer of hard X-ray photons, and provides better description of the details of hard X-ray spectra including Comptonization of the line within the hot surface layers of the clouds. It also describes the energy deposit by hard X-ray Compton heating for titan. The two codes are thus coupled and they both together offer the most accurate description of the iron line emission from the irradiated medium, assuming it is optically thick for electron scattering.
The computations were performed for a plane parallel slab corresponding to a sphere with large radius, so that multiple reflections between the clouds were neglected (they can effectively change only the value of the ionization parameter). The line profiles used in our computations of the cloud model are shown in Figure 5. The pattern obtained for $`\xi =10^2`$ is centered at 6.4 keV, and it is so narrow that the line comes out almost unresolved, and any smaller degree of ionization would result in even narrower line. The line for $`\xi =10^3`$ shows the peak shifted to 6.7 keV, and a broad red wing. The line for $`\xi =10^4`$ contains a strong contribution of 6.9 keV component arising from hydrogen-like atoms; its red wing is extremely broad for such a high value of ionization.
Since the numerical computations of intrinsic profiles are exceedingly time consuming, we detach the line from its underlying reflected continuum and discuss the line spectrum separately. Such a simplification is possible because the line is not very sensitive to the slope of the incident X-ray radiation, while the reflected continuum depends on the slope considerably and would require computations of a set of different incident continuum slopes.
Figure 6 shows how the intrinsic centroid energy of the line is moved towards lower energy by factor $`L(r)\gamma ^1(v_\mathrm{k}(r))`$ in eq. (3). This term is function of radius only. Therefore the graph shows roughly the mean energy of the expected observed line peaks from Fig. 5 depending on the radius of the clouds sphere.
In the next section we calculate the expected profiles for different parameters of the model. In particular, we further discuss the effect of broadening of the line, which arises from $`\varphi `$-dependent term $`๐\mathbf{.}๐`$ in eq. (3) and results in large equivalent widths and double-horn profiles in some cases.
## 3 Results
### 3.1 A narrow intrinsic line
The computations performed with the codes titan and noar gave the Fe K$`\alpha `$ line strong but practically unresolved for the case of ionization parameter $`\xi =100`$ under the adopted energy grid: $`\mathrm{\Delta }E0.07`$ keV, and $`\mathrm{\Delta }E/E0.01`$. A faint red wing is barely visible and it contains less than a few per cent of the line flux. Therefore, in order to study the case of a neutral iron line we could neglect the intrinsic width of the line and we performed computations assuming that all photons were emitted with energy 6.4 keV (delta-type line with no continuum background). The observed line profile is thus determined exclusively by radius of the clouds distribution $`r`$, the level of departure of the clouds from the equatorial plane $`\theta _\mathrm{m}`$, observerโs angle $`\theta _0`$, and the obscuration parameter $`\omega `$ which is further related to the covering factor.
We show the predicted profiles for three different radii $`r`$ of the clouds distributions (Figures 79). If the clouds occupy a very narrow belt on the sphere ($`\theta _\mathrm{m}5^\mathrm{o}`$), the resulting profiles are reduced to those obtained for a single ring within the frame of the disc model of the line formation (Gerbal & Pelat 1981; Laor 1991). The corresponding values of $`r`$ and $`\theta _\mathrm{m}`$ are given on top of each figure. Two horns of the line are clearly seen with unequal heights due to the Doppler effect. The dependence of the profiles on $`\theta _0`$ gets gradually diminished with increasing sphericity of the clouds distribution, as can be checked by comparing four panels with different $`\theta _\mathrm{m}`$. The profiles are normalized to the maximum flux.
Figs. 79 correspond to zero obscuration of the clouds ($`\omega =90^\mathrm{o}`$); the clouds do not shield each other and they all are seen by the observer. We remark that the resulting profiles are not completely smooth in these graphs because they are produced by individual sources of light. Naturally, the curves would appear very wiggly if the number of clouds and the corresponding covering factor were small, but our simulations indicate quite large covering factors.
The resulting line profiles come out substantially different from the previous case of zero obscuration if $`\omega \pi /2`$: the profiles get narrower, and they loose, partly or even completely, their double-horn shapes, so characteristic for ring-type sources (Figures 1011). Considered jointly with the underlying continuum, there is less power in the line, so that equivalent width is diminished. The dependence on observerโs inclination is further reduced by obscuration. One can easily deduce that the profiles do not depend on $`\theta _0`$ if $`\omega `$ is small enough: $`\omega \theta _0+\theta _\mathrm{m}\pi /2`$. Also, notice that the constraints on the clouds visibility are not satisfied in case of very small $`\theta _0`$, $`\omega `$ and $`\theta _\mathrm{m}`$, so that the curves are shown only for appropriate combinations of these parameters.
What remains for the next section is to complete the above discussion by computing the expected profiles of more complicated intrinsic emissivities.
### 3.2 A broad intrinsic line
Now we examine the spectral features with intrinsically broad profiles and high ionization parameter ($`\xi 10^3`$; Abrassart 2000b). In each case the continuum had been fitted by a power-law outside the feature (4โ9 keV), and then the result was subtracted from the predicted spectrum. In this way the expected spectral features have been obtained (Figures 1213). We recall that the full (line and continuum) intrinsic spectra are the result of radiation transfer around 6.4 keV with multiple scattering among the clouds; they differ substantially from those corresponding to simple delta-line profiles. Here we present narrow band spectra; the actual energy range is shown on abscissae. The two figures differ by obscuration parameter $`\omega `$: obscuration was ignored in the former, while it was assumed to be very large in the latter case.
Let us note that the values of $`f_\mathrm{c}`$ inferred from spectra fitting procedures (and corresponding parameter $`\omega `$ of the model) represent limiting boundary estimates of these quantities. One of the reasons of uncertainty is the clouds velocity which until now has been assumed fixed and equal to $`v_\mathrm{k}(r)`$ while, in case of strong radiation pressure, the clouds motion may be non-Keplerian. The layer of clouds can be partially supported by intercepted radiation flux coming mainly from the center, so that steady-state motion of the clouds becomes sub-Keplerian. Therefore, given the observed line width, the actual covering factor will be less than that required on the basis of clouds free orbital motion. In the case of quasi-spherical distribution, the effect of radiation pressure is maximal for Eddington-type equilibrium condition, $`GMm_\mathrm{p}=\lambda `$, where $`m_\mathrm{p}`$ is the proton mass, and
$$\lambda =\frac{L\sigma __\mathrm{T}}{4\pi (1f_\mathrm{c})c}$$
(5)
is the outward-directed radiation support due to total luminosity $`L`$ corrected for partial obscuration. For large covering factor the total luminosity is small ($`f_\mathrm{c}1`$, $`L0`$) and the ratio on the right-hand side of eq. (5) remains finite. Centroid energy of the line from such a static system of the clouds is determined by the intrinsic spectrum and gravitational redshift only, and the observed line width is reduced to the intrinsic one.
### 3.3 The case of MCGโ6-30-15
The Seyfert 1 galaxy MCGโ6-30-15 is a notable example in which the extensive observational material has been collected. It shows the primary spectral slope of $`\mathrm{\Gamma }2.00\pm 0.05`$, as determined on the basis of joint ASCA/RXTE observations lasting $`400`$ ksec with the cutoff energy at $`100`$ keV (Lee et al. 1999). The disc-line scheme has been rather successful also for this object (Tanaka et al. 1995) and the conclusions drawn from the ASCA data are in agreement with the analysis based on BeppoSAX observations (Guainazzi et al. 1999). As a consequence, strong limits can be imposed on alternative models (Fabian et al. 1995; Reynolds & Wilms 2000). However, in view of the complexity of the problem, it still seems somewhat premature to condemn other models as nonviable. We also remark that this object is probably somewhat exceptional case, though it is the best studied one at present.
We tested our model of the line profile predicted by the clouds model by fitting it to the ASCA data from July 1994 (Tanaka, Inoue & Holt 1994; Fabian et al. 1994; Tanaka et al. 1995; Ebisawa et al. 1996). In order to avoid problems with modelling of the reflected component, the contribution from the warm absorber (Otani et al. 1996), and the cold absorption along the line of sight, we restrict our discussion to the SIS data in 3โ10 keV band where the continuum can be represented roughly by a single power law. Since the detailed fitting is beyond the focus of the present work, we do not consider various luminosity states separately (instead, we follow the initial approach of Tanaka et al. 1995).
In order to have a reference for the results from our model we started by fitting the ASCA spectrum with a power law and a disc-line component (Fabian et al. 1989) from xspec (Arnaud 1996); see Table 1 for the results of $`\chi ^2`$ statistics. We assumed the line energy at 6.4 keV, consistently with the previous results. The X-ray incident flux was allowed to vary with the distance as $`r^\beta `$ with inner and outer disc radii fixed at $`6GM/c^2`$ and $`10^3GM/c^2`$ respectively. Then we compared those results with the fits to our model in two different parameter ranges.
#### 3.3.1 The spherical configuration
First we consider the case of spherically symmetric arrangement of the clouds. The clouds cover the entire sphere ($`\theta _\mathrm{m}=90^\mathrm{o}`$), so that the inclination angle is of no importance. Fitted parameters are: the photon index of the power law $`\mathrm{\Gamma }`$, radius of the clouds distribution $`r`$, and the visibility factor $`\varpi `$ defined as
$$\varpi =\frac{\omega }{\pi /2}.$$
(6)
Different versions of the model cloudfe were examined using xspec supplemented by three local model subroutines. They differ by corresponding values of ionization parameter:
an intrinsically narrow line in the rest frame of the clouds; this case refers to low ionization of the clouds surfaces where X-rays are reprocessed, $`\xi 10^2`$;
a broad line with $`\xi =10^3`$ of the local emission;
a broad line with $`\xi =10^4`$ of the local emission.
The first of our models, with an intrinsically narrow line, does not provide adequate representation of the data. Strong residuals remain (as in the case of the Gaussian model), and the red wing cannot be reproduced successfully. However, for intrinsically broad line (with $`10^3\xi 10^4`$) the red wing is formed locally as the result of Comptonization, and it has roughly the required shape. This model results in $`\chi ^2`$ comparable to the diskline profile (Tab. 1). The larger value of the ionization parameter gives marginally better fit than the lower one. Results of the fitting procedure with SIS0 and SIS1 detectors are shown in Figure 14. The line is reproduced with better resolution in Figure 15 (here we show only SIS0 data for clarity).
Our calculation imposes limits both on radius of the clouds distribution and on their covering factor. The former is constrained by requirement of appropriate location of the peak of the line; the gravitational shift has to balance somewhat increased energy of the line emission in this model (Fig. 6). The latter dependence reflects the fact that small radius of the clouds distribution goes in hand with dramatically strong smearing of the line, unless the effect of self-obscuration prevents us from having a direct view of the clouds with the highest velocities along the line of sight. We recall that the above discussion assumes Keplerian motion of the clouds; numerical values given in the column $`\varpi `$ of Tab. 1 must be increased (less obscuration) if sub-Keplerian motion of the clouds is taken into account, as discussed in previous section.
#### 3.3.2 The ring-type configuration
In order to see whether we can detract the strong requirements on the clouds obscuration at the expense of introducing partially flattened, ring-type geometry, we fitted the model assuming $`\varpi =0.5`$ and varying $`\theta _\mathrm{m}`$. To illustrate the procedure, let us fix inclination angle at $`\theta _0=30^\mathrm{o}`$, and consider two values of the ionization parameter, $`\xi =10^3`$ and $`\xi =10^4`$. The results are referred as ring-type models cloudfe in Tab. 1. The quality of the fits is comparable to those obtained for spherically symmetric case, however, the configuration comes out very flat, almost a ring indeed. We could not fit the data assuming $`\varpi 1`$ (the case of negligible obscuration) because such a flat distribution of the clouds clearly requires a substantial range of radii contributing to the spectrum (rather than a narrow ring). This conclusion is valid independently from the intrinsic broadening of the line due to internal Comptonization.
On the basis of several other attempts to find acceptable fits with different obscuration, we reached the conclusion that the currently available data is still not good enough to distinguish definitively in this model between a flat geometry and a spherically symmetric geometry of the accretion flow.
## 4 Discussion
The effect of obscuration between the clouds plays an important role in the model: it restricts line-of-sight velocities of the clouds and suppresses the dependence of observed line profiles on inclination in comparison with the standard formulation of the disc-line model. Another interesting attribute of the clouds model is the requirement of high ionization of the material which is responsible for the iron-line emission: $`\xi 10^3`$. Such a high ionization has two consequences which we can briefly outline.
### 4.1 The role of high ionization
Since the red wing of the line is mostly due to Comptonization within the clouds surface layers (instead of kinematics of the accretion disc), the observed variability of the line profile must be also linked with the changes of the physical state of the clouds surfaces (Ebisawa et al. 1996; Lee et al. 1999). Self-consistent calculations of the resulting spectra present a difficult task because the thermal stability of the gas irradiated by hard X-ray photons depends on many factors at temperatures $`10^5`$$`10^6`$ K (Krolik 1999; Rรณลผaลska 1999, and references therein). Even a minor change in the incident radiation may cause a dramatic response of the temperature and, consequently, the density of the irradiated gas through its expansion/contraction under constant pressure. Such fluctuations mean a significant change of the ionization parameter and of the intrinsic shape of the emitted line, without major alteration of the total luminosity of the source or the total flux in the iron line.
The demand of high ionization of the medium responsible for the line emission makes a difference from almost neutral environment of illuminated disc-type accretion flows, and there is hope to find its imprint also in the continuum. However, the limited spectral range of ASCA does not allow us to exploit such a possibility and to differentiate between the disc and the clouds models.
Also, we cannot presently distinguish the spherical configuration with strong self-obscuration of the clouds from the case of much flatter geometry and less obscuration. A better spectral resolution is needed in order to make the X-ray spectroscopy really a powerful tool and to determine the form of the accretion flow. Further work on the models is also needed to demonstrate true differences between the models.
### 4.2 The role of hydrostatic equilibrium
The calculations of local emissivity (Sect. 2.2) have been carried out under constant density approximation. If the clouds have enough time to achieve the hydrostatic equilibrium, the radiative transfer should be performed assuming constant pressure instead of constant density within the reprocessing medium. Computations under the constant pressure assumption or, more generally, under the assumption of hydrostatic equilibrium show a specific temperature profile due to the radiative thermal instability at the intermediate temperatures (see e.g. Krolik, McKee & Tarter 1981; Rรณลผaลska & Czerny 1996; Rรณลผaลska 1999; Nayakshin et al. 1999). The irradiated medium is at the inverse-Compton temperature in the upper layers while being cold inside, with rather sharp transition determined by the effect of heat conduction (Rรณลผaลska 1999). Nayakshin et al. (1999) argue that the intermediate stable branch at the temperature about $`10^6`$ K has a negligible influence on the formation of spectral features, while preliminary results of Monte Carlo simulations (ลปycki et al., in preparation) indicate that a possible enhancement of the iron abundance (crucial for the development of this branch; Lee et al. 1999) by a factor of $`2`$ may change this conclusion.
The problem remains unsettled for the moment, however, if the inverse-Compton temperature itself is low enough to allow for the formation of the K$`\alpha `$ line, then the line forms in a broad zone and the results of the computations do not depend crucially on the assumed density profile. This is quite possibly the case for the source MCGโ6-30-15.
### 4.3 The role of inverse-Compton temperature
The spectral shape in the hard X-ray band was well determined for this object from the SAX data (Guainazzi et al. 1999). The best fit model gave the photon index $`\mathrm{\Gamma }=2.04`$ and the high-energy cut-off at 130 keV. The inverse-Compton temperature corresponding to such a spectrum is equal to $`2.02\times 10^7`$ K, however, the soft photons emitted by the clouds and observed as the Big Blue Bump component reduce this value further.
The object is highly reddened in the optical/UV band. The extinction estimate based on the Balmer line indicates the $`E`$(B$``$V) value in the range of 0.61โ1.09 (Reynolds et al. 1997). Assuming a minimum value for the extinction these authors determine $`L`$(NIR$``$UV)$`=0.3L`$(X). Somewhat larger values are favoured because too low bolometric luminosity of the internal source makes a large far-IR luminosity of this object difficult to explain. The upper limit on the extinction rises the flux at $`\mathrm{log}(\nu )=15`$ by a factor of 12 in comparison with the lower limit. This fact together with an unconstraint high-frequency extension of the Big Blue Bump introduce significant uncertainty in the shape of the broad-band spectrum. Therefore, we can assume a standard shape of the spectrum, as in Abrassart & Czerny (2000), i.e. $`L`$(NIR$``$UV)$`=3L`$(X). The observed ratio is slightly different from the intrinsic spectrum seen by the clouds (Abrassart & Czerny 2000; see their Eq. (12)). The correcting factor to this ratio is typically equal to 1.05โ1.11. Assuming the value of 1.1 we finally obtain the Compton temperature of $`4.7\times 10^6`$K as a characteristic value for MCGโ6-30-15.
The derived value falls just within the temperature range which resulted from our computations. The upper layer of the clouds, down to $`\tau _{\mathrm{es}}=1`$, has the temperature of $`6.5\times 10^6`$K assuming the parameter $`\xi =10^4`$, and $`1.8\times 10^6`$K for $`\xi =10^3`$. Therefore, in the case of the presented computations, the presence or the absence of hydrostatic equilibrium does not seem to pose a crucial question. This is quite fortunate because, under our present insufficient understanding of the clouds evolution, it is by no means clear which of the two approximations is more appropriate to the clouds that we consider โ whether it is constant density or rather constant pressure assumption. Notice that for other Seyfert galaxies than MCGโ6-30-15 most probably their inverse-Compton temperatures will tend to be higher because their spectra are harder.
## 5 Conclusions
We presented a simple cloud model of AGN in which self-consistent computations of the intrinsic X-ray emission are supplemented by the phenomenological description of the clouds distribution. We demonstrated that satisfactory fits to the iron K$`\alpha `$ line feature can be obtained, and the model should be thus considered as viable and developed further, so that the phenomenological parameters are derived from the physical model of the clouds origin. We envisage the origin of the clouds due to erosion of the inner accretion disc. Detailed physics of the clouds formation remains beyond the scope of this paper but the adopted parameters ($`r`$, $`\theta _0`$, $`\theta _\mathrm{m}`$, $`\omega `$) should reflect this scheme in a natural manner.
We remark that the scheme described in the present model is not restricted by recent considerations of Reynolds & Wilms (2000) because our model falls into that category of models in which the X-ray source is not viewed through the Comptonizing medium, and the clouds experience somewhat different continuum than the observer (Abrassart & Czerny 2000).
Observed profiles must be influenced by several other effects which were neglected in this paper due to our ignorance of the detailed model of the clouds properties. One can however anticipate the expected implications of a more refined model.
First, we ignored gravitational lensing for which one can expect a similar conclusion like for partial obscuration and sub-Keplerian motion of the clouds: the lensing effect enhances radiation coming from the clouds near the line of sight and on the remote side of the sphere. If included, the effect decreases the covering factor derived here by fitting the line profiles.
Second, we did not consider radial distribution of the clouds. This could be introduced in a straightforward manner but the assumption of almost constant radius provides a very good approximation in the current model. Hot parts of the clouds surfaces are those which lie innermost, where they are subject to strong primary irradiation by X-rays. The impact of the radial distribution can be absorbed in parameter $`\omega `$ (enhanced obscuration).
We conclude by emphasizing the fact that the present model differs from the disc-line model in the mechanism how the intrinsic spectrum is produced. There are however also common aspects of the two schemes. Indeed, a ring-like distribution of the clouds can be treated as a special case (small $`\theta _\mathrm{m}`$) resulting in profiles comparable to the disc-line model with appropriate emissivity. Notice, however, that here we obtained reasonable fits under the assumption of spherical or almost spherical clouds distribution. Certain degree of the flattening (characterized here by $`\theta _\mathrm{m}`$) is natural to this model where the clouds origin is in continuous erosion of the inner disc, but, on the other hand, $`\theta _\mathrm{m}`$ cannot be too small because substantial Componization requires large covering factor. Finally, we remark that successful fits require strong gravitational field of the central body which shifts the line centroid towards lower energy.
## Acknowledgements
The authors benefited from numerous discussions with Suzy Collin and Anne-Marie Dumont. They are grateful also to Piotr ลปycki for help with the ASCA data, to Giorgio Matt for useful remarks about fitting the iron line, and to the referee for pointing out the question of hydrostatic equilibrium of the clouds and several other comments which helped us to improve our discussion. This research has made use of the TARTARUS database which is supported by Jane Turner and Kirpal Nandra under NASA grants NAG5-7385 and NAG5-7067. Part of this work was supported by the grant 2P03D01816 of the Polish State Committee for Scientific Research, and by Jumelage/CNRS No. 16 โAstronomie France/Pologneโ. V K acknowledges hospitality of the Observatoire de Paris-Meudon, and partial support from the grants GAUK 63/98, GACR 202/98/0522 and 205/00/1685 in the Czech Republic.
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# Topological effects at short antiferromagnetic Heisenberg chains
\[
## Abstract
The manifestations of topological effects in finite antiferromagnetic Heisenberg chains is examined by density matrix renormalization group technique in this paper. We find that difference between integer and half-integer spin chains shows up in ground state energy per site when length of spin chain is longer than $`\xi `$, where $`\xi \mathrm{exp}(\pi S)`$ is a spin-spin correlation length, for spin magnitude S up to $`5/2`$. For open chains with spin magnitudes $`S=5/2`$ to $`S=5`$, we verify that end states with fractional spin quantum numbers $`S^{}`$ exist and are visible even when the chain length is much smaller than the correlation length $`\xi `$. The end states manifest themselves in the structure of the low energy excitation spectrum.
\]
The importance of topological term in antiferromagnetic spin chains was first pointed out by Haldane by mapping the Heisenberg model onto nonlinear $`\sigma `$-model (NL$`\sigma `$M). As a direct manifestation of the topological effect, Haldane pointed out that (infinite) integer spin chains have a gap in their excitation spectrum, whereas half-integer spin chains are gapless. The gap $`\mathrm{\Delta }`$ in integer spin chains scale as $`\mathrm{\Delta }Je^{\pi S}`$, where $`J`$ is the exchange coupling, and $`S`$ the spin magnitude. Topological effect is expected to manifest itself also at properties not directly related to excitation spectrum, for example, oscillation in ground state energies as $`S`$ changes from half-integer to integer. More recently Ng pointed out that end states appear as lowest energy excitations in long open spin chains due to the same topological term, and the structure of end states spectrum is determined by the spin magnitude $`S`$ of the spin chain. In this paper we shall study numerically the manifestation of topological effect in finite spin chains with short lengths.
Naively, we expect that difference between integer and half-integer spin chains becomes unobservable when $`L\xi e^{\pi S}`$, when the Haldane gap energy is comparable with the lowest spinwave excitation energy of the finite spin chain and becomes unobservable. If this is the case, then we expect that the topological effect will be hard to observe for spin chains with large value of spin magnitude $`S`$, where the correlation lengths are very long. However, the derivation of the NL$`\sigma `$M assumes only that the length scale is much larger than lattice spacing and the topological term exists as long $`L>>1`$, independent of the correlation length $`\xi `$. Therefore, we expect that topological effect may manifest itself in some properties of spin chain even when chain length $`L`$ is less than $`\xi `$, as long as $`L>>1`$. In this paper, we shall study two properties of finite spin chains: the ground state energy and the end states. We find that oscillation in ground state energies between integer and half-integer spin chains is indeed observed numerically when chain length $`L\xi `$. However the topological end states are much more robust and appear in finite spin chains even when $`L<<\xi `$.
We use the DMRG method to calculate the ground state energy per site for antiferromagnetic Heisenberg open chains with Hamiltonian
$$H=\underset{j=1}{\overset{L1}{}}๐_j๐_{j+1},$$
(1)
where the chain length is $`L`$ and $`๐`$ is spin operator. First we consider the large $`L`$ limit. In this limit the ground energy $`e_0(S)`$ can be obtained accurately as half of the difference of the energies for length $`L`$ and $`L+2`$ chain in DMRG method. We keep $`m=500`$ states in DMRG, and the biggest truncation error is $`10^6`$. We obtain the following converging results for thermodynamic limit from data of $`L`$ up to several thousands:
| | $`S`$ | $`e_0(S)`$ | $`S`$ | $`e_0(S)`$ |
| --- | --- | --- | --- | --- |
| |
| | 0.5 | -0.4431471 | 1.0 | -1.4014841 |
| | 1.5 | -2.8283304 | 2.0 | -4.76124365 |
| | 2.5 | -7.1922313 | 3.0 | -10.1237525 |
| | 3.5 | -13.5553061 | 4.0 | -17.486892 |
| | 4.5 | -21.918498 | 5.0 | -26.850118 |
The ground state energy for $`S=1/2`$ chain is exactly known, with $`e_0(0.5)=1/4\mathrm{ln}(2)0.4431471`$. The energy for $`S=1`$ chain has also been obtained to very high accuracy, where $`e_0(1)=1.401484038971`$. In a paper demonstrating the $`k=1`$ $`SU(2)`$ WZW low energy behavior of $`S=3/2`$ chain, the ground state for it has been accurately obtained, with $`e_0(1.5)=2.82833`$. The energy for $`S=2`$ chain was obtained in another paper demonstrating its massive relativistic low energy property, $`e_0(2)=4.761244`$. Our calculation is in agreement with these earlier studies.
The energies can be compared with a $`1/S`$ expansion:
$$e_0(S)=S^2+(2/\pi 1)S+a_0+a_1/S+\mathrm{},$$
(2)
where the first two terms were obtained from spin-wave theory. In Fig. 1 we plot $`S^2(12/\pi )Se_0(S)`$ as a function of $`1/S`$. Our numerical result shows clearly the oscillatory nature of $`e_0(S)`$ between integer and half integer spin chains and $`e_0(S)`$ cannot be fitted by a single monotonic function of $`1/S`$. Assuming that the oscillatory behaviour is coming from topological terms in $`NL\sigma M`$ we expect that the oscillatory part of the ground state energy scales as $`exp(\pi S)`$ and is nonanalytic in a $`1/S`$ expansion. This is indeed consistent with our numerical result as can be seen from the fitting in Fig. 1.
As is shown in Fig. 1, for $`S3`$, the energy differences between integer and half integer spin chains due to topological effect are very weak. To examine the chain length dependence of ground state energy we plot in Fig. 2 the the length dependence of the finite length correction of the ground state energy $`L[e_0LE0(L)]/\sqrt{S(S+1)}`$ versus the inverse of renormalized length $`(L/\xi )^1`$ for various value of spin magnitude $`S`$ up to $`S=5/2`$. The correlation lengths are estimated independently through various fittings and the scaling behaviour is insensitive to fluctuations in values of $`\xi `$ within $`10`$ percent. $`E0(L)`$ is computed using DMRG method for chains with periodic boundary condition (PBC). It is clear from the figure that the ground state energies of integer and half-integer spin chains behave differently in finite size scaling, and the difference vanishes as $`L\xi `$, in agreement with naive expectation based on Haldane gap argument.
It was pointed out in Ref. \[\] that topological effect also leads to appearance of end states in open spin chains. For integer spin chains with length $`L>>\xi `$ end spins with magnitude $`S/2`$ appear at each end of spin chain and are coupled to each other with effective Hamiltonian
$$H_{eff}=J(L)๐_{}^{}{}_{1}{}^{}๐_{}^{}{}_{L}{}^{},$$
(3)
where $`๐_{}^{}{}_{1}{}^{}`$ and $`๐_{}^{}{}_{L}{}^{}`$ are the two end spins on the ends of the open chain. $`J(L)Je^{L/\xi }`$ is positive for even $`L`$ and negative for odd $`L`$. For half-integer spin chains end spins with magnitude $`(S1/2)/2`$ appear and are coupled to each other with same effective Hamiltonian (3) except that $`J(L)\frac{J}{L\mathrm{ln}(L)}`$ for large $`L`$. Notice that bulk spinwave excitations have energies scale as $`1/L`$ for large $`L`$ and the lowest spin excitations of both integer and half-integer open spin chains are end-spin excitations when $`L`$ is large enough. Note that end states for $`S=1`$ and $`S=3/2,2`$ open chains have been observed numerically in long chains $`L>>\xi `$ with properties in agreement with end state theory. The question of interests here is whether these end states remain robust as spin value $`S`$ increases, with length of spin chains reduce to $`L<\xi `$. We expect that the end states may stay robust because in general energy level crossings have to occur if end states are moved out of the low energy excitation spectrum. We shall show in the following that end states are observed as lowest energy excitations in open spin chains for large spin magnitude $`S`$ up to 5 with chain lengths much smaller than $`\xi `$.
We consider spin chains with spin magnitudes $`5/2S5`$ and with even number of sites with chain lengths from $`L=4`$ to $`30`$. Notice that by restricting ourselves to chains with large value of $`S`$ and short lengths $`30`$ we are always in the limit $`L\xi `$ in our numerical study. By keeping $`m=450`$ states in DMRG. We calculate the lowest energy states in sectors with $`S_z^{tot}=0,1,\mathrm{},S+1`$. The biggest truncation error is $`10^4`$ for $`S=5`$. According to end state theory, the lowest $`2S^{}+1`$ states in the excitation spectrum should have $`S^{tot}=0`$, $`1`$, โฆ, $`2S^{}`$ in increasing order of energy, where $`S^{}=S/2`$ for integer spin chains and $`S^{}=(S1/2)/2`$ for half-integer chains, the bulk spinwave spectrum appears only above these states.
We show the low energy excitation spectrum for open integer spin chains in Fig. 3. Starting from the ground state energy $`E0`$, we label the $`i^{th}`$ excited statesโ energy as $`Ei`$. For integer spin chains, we find indeed that the lowest $`S+1`$ energy levels are ordered in sequence with $`S^{tot}=0,1,\mathrm{},S`$ from ground state to the $`S^{th}`$ excited states. Above this series of states, spinwave excitations appear, starting with total spin $`S^{tot}=1`$. The corresponding low energy spectrum for open half integer spin chains is shown in Fig. 4, and the same structure is observed- the lowest $`S+1/2`$ energy levels are ordered in sequence with $`S^{tot}=0,1,\mathrm{},S1/2`$ from ground state to the $`(S1/2)^{th}`$ excited states. Above these series of states, spinwave excitations appear. These are exactly the spectra predicted by the end state theory.
To examine the nature of these low lying states further we investigate the validity of Eq. (3) in describing the energies of these states. It is easy to show that Eq. (3) predicts that the number series $`y(i)=(EiE0)/(E1E0)`$ for the end states is given by the simple mathematical expression $`y(i)=i(i+1)/2`$, independent of chain lengths $`L`$ and spin magnitude $`S`$.
In Fig. 5 and Fig. 6, we plot respectively, $`y(i)`$ for the $`2S^{}`$ lowest energy levels given by DMRG versus $`1/\mathrm{ln}L`$ for integer spin chain and half integer spin chains. It is clear that Eq. (3) describes quite well the qualitative behaviour of the lowest $`2S^{}`$ states of the excitation spectra for all chains with different spin values and lengths under investigation, despite that we are already in the $`L<\xi `$ limit.
Summarizing, we study in this paper using DMRG method several manifestions of topological effect in finite Heisenberg spin chains. We confirm the oscillation of ground state energies between integer and half-integer spin chains. The magnitude of the oscillatory part of ground state energies goes down very rapidly as $`S`$ increases and is consistent with an $`e^{\pi S}`$ behaviour. The oscillation becomes unobservable when chain length $`L`$ decreases to less than $`\xi `$, in agreement with argument based on Haldane gap. We have also study open spin chains where topological effect also manifest itself as end states. Surprisingly, we find strong numerical evidence that end states stay robust as chain length $`L`$โs decrease and are observable even when $`L<<\xi `$. Our result confirms the theoretical expectation that the topological effect is a robust property of quantum spin chains and exists as long as chain length $`L>>1`$, independent of the appearance of Haldane gap in the excitation spectrum.
This work is partially supported by Chinese Natural Science Foundation, HKUGC under RGC grant HKUST6143/97P. T.K. Ng acknowledge the hospitality of the Issac Newton Institute for Mathematical Sciences at which this paper is partly written.
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# References
International Journal of Modern Physics A,
c World Scientific Publishing Company
Resolution of the Strong CP Problem
TAEKOON LEE<sup>*</sup><sup>*</sup>*tlee@muon.kaist.ac.kr
Physics Department, KAIST, Daejon 305-701, Korea
It is shown that the quark mass aligns QCD $`\theta `$ vacuum in such a way that the strong CP is conserved, resolving the strong CP problem.
Quantum chromodynamics (QCD) is well established as the fundamental theory for the strong interactions. However, there has been a persistent puzzle with QCD, namely the smallness of the strong CP violation. The most general QCD Lagrangian is given in the form:
$$=_0+_{\theta _0}+_m,$$
(1)
where
$`_0`$ $`=`$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }^aF^{a\mu \nu }`$
$`+i{\displaystyle \underset{i}{}}\left[\overline{\psi }_{L,i}(\overline{)}+ig\overline{)}A^aT^a)\psi _{L,i}+(LR)\right],`$
$`_{\theta _0}`$ $`=`$ $`{\displaystyle \frac{\theta _0}{32\pi ^2}}F_{\mu \nu }^a\stackrel{~}{F}^{a\mu \nu },`$
$`_m`$ $`=`$ $`{\displaystyle \underset{ij}{}}m_{ij}\overline{\psi }_{L,i}\psi _{R,j}+\mathrm{H}.c.`$ (2)
As usual $`F_{\mu \nu }^a`$ denotes the field strength tensor for the gluons $`A_\mu ^a`$, $`g`$ and $`\theta _0`$ are coupling constants, and $`\psi _{L(R),i}=\frac{1}{2}(1\gamma _5)\psi _i,i=1,\mathrm{},\mathrm{N}_f`$, denote the $`\mathrm{N}_f`$ quark flavors. The quark mass $`m_{ij}`$ can be an arbitrary complex matrix, but using the $`\mathrm{S}U(\mathrm{N}_f)_L\times \mathrm{S}U(\mathrm{N}_f)_R`$ chiral symmetry of $`_0`$ can be written without loss of generality as
$$m_{ij}=m_i\delta _{ij}e^{i\delta },$$
(3)
where $`m_i`$ are real and positive, and $`\delta `$ is a constant phase. As well known, the axial $`\mathrm{U}(1)`$ anomaly allows one to shift the phase $`\delta `$ into $`_{\theta _0}`$ and vice versa <sup>?</sup>. This property can be used to remove $`_{\theta _0}`$, and write the QCD Lagrangian (1) as
$$\stackrel{~}{}=_0+_{}^{}{}_{m}{}^{},$$
(4)
where
$$_{}^{}{}_{m}{}^{}=\underset{i}{}m_i(e^{i\overline{\delta }}\overline{\psi }_{L,i}\psi _{R,i}+\mathrm{H}.c.)$$
(5)
with $`\overline{\delta }=\delta +\theta _0/\mathrm{N}_f`$. The two theories (1) and (4) are completely equivalent.
Apparently, with nonzero $`\overline{\delta }`$ the theory (4) appears to break CP. The experimental bound on neutron electric dipole moment suggests $`\overline{\delta }`$ be extremely small: $`\overline{\delta }<10^9`$ <sup>?,?</sup>. Why is $`\overline{\delta }`$ so small? This is the strong CP problem (for review see <sup>?</sup>).
A small number, unless protected by symmetry, demands for its smallness a natural explanation that does not require fine tuning. Among the various solutions proposed for the problem, the most popular is the Peccei-Quinn mechanism <sup>?</sup>. It predicts a very light and weakly interacting particle, the axion <sup>?,?</sup>. Axion, however, has not been observed, and the current window for its mass is quite narrow, ranging from $`10^6\mathrm{e}V`$ to $`10^3\mathrm{e}V`$ <sup>?</sup>.
In this Letter we show that there is a mechanism within QCD that renders the strong CP conservation automatic. The mechanism we propose relies on the QCD $`\theta `$ vacua and the isospin singlet, pseudoscalar meson $`\eta ^{}`$.
Let us assume for the moment that $`_{}^{}{}_{m}{}^{}=0`$, i.e., quarks are massless (massless QCD). Then the axial U(1) is broken only by the Adler-Bell-Jackiw anomaly <sup>?</sup>
$$_\mu J_5^\mu =\frac{g^2\mathrm{N}_f}{16\pi ^2}F_{\mu \nu }^a\stackrel{~}{F}^{a\mu \nu }=_\mu K^\mu ,$$
(6)
where
$$J_5^\mu =\underset{i}{}\overline{\psi }_i\gamma ^\mu \gamma _5\psi _i$$
(7)
is the axial current, and
$$K^\mu =\frac{g^2\mathrm{N}_f}{16\pi ^2}ฯต^{\mu \alpha \beta \gamma }A_\alpha ^a(F_{\beta \gamma }^a\frac{1}{3}ฯต^{abc}A_\beta ^bA_\gamma ^c)$$
(8)
is the gauge-dependent topological current. This anomaly equation gives rise to a gauge-dependent conserved charge $`\stackrel{~}{Q}_5`$:
$$\stackrel{~}{Q}_5=(J_5^0+K^0)(\stackrel{}{x},t)d^3\stackrel{}{x}.$$
(9)
The symmetry of the massless QCD under the rotation
$$U_5(\theta )=e^{i\theta \stackrel{~}{Q}_5}$$
(10)
can be used to construct a continuum of equivalent vacua. Let $`|\mathrm{\Omega }_0`$ be a vacuum of the massless QCD. Since at low energies the chiral symmetry $`\mathrm{S}U(\mathrm{N}_f)_L\times \mathrm{S}U(\mathrm{N}_f)_R`$ is spontaneously broken to $`\mathrm{S}U(\mathrm{N}_f)_{L+R}`$, $`|\mathrm{\Omega }_0`$ must belong to the chiral vacua $`[\mathrm{S}U(\mathrm{N}_f)_L\times \mathrm{S}U(\mathrm{N}_f)_R]/\mathrm{S}U(\mathrm{N}_f)_{L+R}`$. Now, the state $`|\theta `$ defined by
$$|\theta =U_5(\theta )|\mathrm{\Omega }_0$$
(11)
can also be a vacuum, equivalent to $`|\mathrm{\Omega }_0`$, since $`\stackrel{~}{Q}_5`$ commutes with the Hamiltonian of the massless QCD. Note that $`|\theta `$ does not belong to the physical Hilbert space built on the vacuum $`|\mathrm{\Omega }_0`$ because $`\stackrel{~}{Q}_5`$ is not gauge invariant. Therefore, there is a continuum of vacua, the $`\theta `$ vacua <sup>?,?</sup>. Hence, the continuum of the vacua for the massless QCD is given as the product of the $`\theta `$ vacua and the chiral vacua. Any point in the continuum can be taken as the vacuum, and the physics is oblivious of the particular choice.
Let us now consider the transformation of $`\eta ^{}`$ under the $`U_5(\theta )`$. Since $`\eta ^{}`$ couples to the axial current $`J_5^\mu `$, $`\mathrm{exp}(i\eta ^{}/f_\eta ^{})`$ transforms as $`_i\overline{\psi }_{L,i}\psi _{R,i}`$ under $`U_5(\theta )`$. This gives
$$U_5(\theta )^{}\eta ^{}U_5(\theta )=\eta ^{}+2f_\eta ^{}\theta $$
(12)
because
$$U_5(\theta )^{}\underset{i}{}\overline{\psi }_{L,i}\psi _{R,i}U_5(\theta )=e^{2i\theta }\underset{i}{}\overline{\psi }_{L,i}\psi _{R,i}.$$
(13)
The $`\eta ^{}`$ decay constant $`f_\eta ^{}`$ is a constant of dimension one. Using Eq. (12) we obtain
$`\theta +\delta \theta |\eta ^{}|\theta +\delta \theta `$ $`=`$ $`\theta |U_5(\delta \theta )^{}\eta ^{}U_5(\delta \theta )|\theta `$ (14)
$`=`$ $`\theta |\eta ^{}|\theta +2f_\eta ^{}\delta \theta .`$
And using Eq. (13) we can also write the quark condensates in the vacuum $`|\theta `$ This vacuum should really be regarded as a point in the continuum of the vacua for the massless QCD; for notational convenience, only the $`\theta `$ component is made explicit whereas the chiral component is suppressed. as
$$\theta |\overline{\psi }_{L,i}\psi _{R,j}|\theta =|\mathrm{\Delta }|\mathrm{\Sigma }_{ij}^{(0)}e^{i\mathrm{\Phi }_0},$$
(15)
where $`\mathrm{\Phi }_0=2\theta +\varphi _0`$, with $`\varphi _0`$ being a constant phase, and $`\mathrm{\Delta }`$ is a constant of dimension three while $`\mathrm{\Sigma }^{(0)}\mathrm{S}U(\mathrm{N}_f)`$. Thus the phase of the quark condensates tells which $`\theta `$ vacuum the system is in.
We now have all the tools to present our mechanism. For our purpose we can ignore heavy quarks and keep only the first three flavors ($`\mathrm{N}_f=3`$). Let us now turn on a small quark mass, so that $`_{}^{}{}_{m}{}^{}`$ can be regarded as a perturbation to $`_0`$. Let $`|\mathrm{\Omega }_m`$ be the vacuum of the theory (4). Since the isospin breaking by the quark mass is small we can write the quark condensates in leading order as
$$\mathrm{\Omega }_m|\overline{\psi }_{L,i}\psi _{R,j}|\mathrm{\Omega }_m=|\mathrm{\Delta }|\mathrm{\Sigma }_{ij}^{(m)}e^{i\mathrm{\Phi }_m},$$
(16)
where $`\mathrm{\Sigma }^{(m)}\mathrm{S}U(3)`$ and $`\mathrm{\Phi }_m`$ is a constant phase.
Our crucial observation is that the phase $`\mathrm{\Phi }_m`$ as well as $`\mathrm{\Sigma }^{(m)}`$ must be determined dynamically, and consequently that they will depend on the quark mass ($`m_i`$ as well as the phase $`\overline{\delta }`$). It is not surprising to expect this, since the vacuum $`|\mathrm{\Omega }_m`$ would in general depend on the parameters of the theory. It is, in fact, well known that $`\mathrm{\Sigma }^{(m)}`$ is determined dynamically through the Dashenโs theorem <sup>?</sup>, and is dependent on the quark mass. This mechanism is called chiral vacuum alignment. We shall show that $`\mathrm{\Phi }_m`$ is also determined dynamically.
Note that because the phase of the quark condensates before the perturbation $`_m^{}`$ is turned on is dependent on the $`\theta `$ vacuum chosen (Eq. (15)), the dynamical determination of the phase $`\mathrm{\Phi }_m`$ implies dynamical selection of the $`\theta `$ vacuum by the quark massโ$`\theta `$ vacuum alignmentโexactly in the manner the quark mass selects the chiral vacuum.
Before we show that the quark mass actually aligns the $`\theta `$ vacuum, we observe that with no $`\theta `$ vacuum alignment the theory (4) is inherently ambiguous, in that the physics cannot be determined completely in terms of the parameters of the theory. To see this, we shall assume that there is no $`\theta `$ vacuum alignment, and that $`|\theta `$ with the quark condensates (15) was the vacuum of the massless QCD before the quark mass was turned on. To correctly describe the quark mass effects one must first find the true chiral vacuum of the theory <sup>?,?</sup>. Dashenโs theorem requires the potential, which lifts the degeneracy of the chiral vacua,
$`V(\mathrm{\Sigma }^{(0)})`$ $`=`$ $`\theta |\delta |\theta `$ (17)
$`=`$ $`\theta |_m^{}|\theta `$
$`=`$ $`2|\mathrm{\Delta }|\mathrm{R}e\left[e^{i(\overline{\delta }+\mathrm{\Phi }_0)}{\displaystyle \underset{i}{}}m_i\mathrm{\Sigma }_{ii}^{(0)}\right],`$
where $`\delta `$ is the perturbation to the Hamiltonian density, be minimized over the variable $`\mathrm{\Sigma }^{(0)}`$. In general the true chiral vacuum that minimizes $`V(\mathrm{\Sigma }^{(0)})`$, will depend on the phase $`\overline{\delta }+\mathrm{\Phi }_0`$, and consequently the physics, in particular CP violation, that depends on $`\overline{\delta }`$ will arise only through the combined phase $`\overline{\delta }+\mathrm{\Phi }_0`$. Since $`\mathrm{\Phi }_0`$ is not a parameter that appears in the Lagrangian (4), and depends entirely on our choice of the $`\theta `$ vacuum, the physics is ambiguous.It is worthwhile to note that the generally accepted, CP violating effective Lagrangian by Baluni <sup>?</sup> is in fact ambiguous. In his derivation of the effective Lagrangian he erroneously put $`\mathrm{\Phi }_0=0,\pi `$ and $`\mathrm{\Sigma }_{ij}^{(0)}=\delta _{ij}`$ by requiring that the quark condensates (15) be real so that the vacuum is CP even. However, we note that there is no reason to require the vacuum be CP symmetric, and furthermore the apparent CP violation by complex quark condensates in massless QCD is a fictitious one because the physics is independent on the choice of a particular $`\theta `$ vacuum. Therefore, the Baluniโs effective Lagrangian must depend on the arbitrary phase $`\mathrm{\Phi }_0`$. Note that even if one accepts his argument there is still an ambiguity of choosing $`\mathrm{\Phi }_0`$ between the two values, 0 and $`\pi `$.
This ambiguity can also be demonstrated in the two dimensional Schwinger model <sup>?</sup>:
$``$ $`=`$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+i\left[\overline{\psi }_L(\overline{)}+ie\overline{)}A)\psi _L+(LR)\right]`$ (18)
$`+m(e^{i\delta }\overline{\psi }_L\psi _R+\mathrm{H}.c.),`$
where $`A_\mu `$ is the U(1) gauge field, $`m`$ is the fermion mass, and $`\delta `$ is a constant phase. In this model the axial U(1) is anomalous, and therefore a continuum of $`\theta `$ vacua can be constructed in a similar manner as in the massless QCD <sup>?</sup>. Like $`_{\theta _0}`$ in QCD, a topological term $`ฯต_{\mu \nu }F^{\mu \nu }`$, where $`ฯต_{\mu \nu }`$ is a constant antisymmetric tensor, may be added to the Lagrangian (18), but as before it can be removed by a proper axial U(1) rotation of the fermion field. The phase $`\delta `$ then plays the role of $`\overline{\delta }`$ in $`_m^{}`$ of QCD.
The easiest way to see the ambiguity is by bosonization of the Lagrangian (18) using the standard rule <sup>?</sup>
$`\overline{\psi }i\overline{)}\psi ={\displaystyle \frac{1}{2}}(_\mu \sigma )^2`$
$`\overline{\psi }\gamma ^\mu \psi ={\displaystyle \frac{1}{\sqrt{\pi }}}ฯต^{\mu \nu }_\nu \sigma `$
$`\overline{\psi }_L\psi _R={\displaystyle \frac{e}{2}}\mathrm{exp}(i\sqrt{4\pi }\sigma ).`$ (19)
Note that this bosonization has an inherent ambiguity: the freedom to shift $`\sigma \sigma +\sigma _0`$, where $`\sigma _0`$ is an arbitrary constant. Because this ambiguity affects only the last equation in (19), and consequently the fermion condensate, it is easy to see that the ambiguity corresponds to a particular selection of the $`\theta `$ vacuum. With this freedom taken into account, the bosonized Lagrangian is given as:
$``$ $`=`$ $`{\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+{\displaystyle \frac{1}{2}}(_\mu \sigma )^2{\displaystyle \frac{e}{\sqrt{\pi }}}\sigma ฯต^{\mu \nu }_\mu A_\nu `$ (20)
$`+m\mathrm{cos}[\delta +\sqrt{4\pi }(\sigma +\sigma _0)],`$
which clearly shows that the $`\delta `$ dependence occurs through $`\delta +\sqrt{4\pi }\sigma _0`$, and so ambiguous because it depends on an arbitrary parameter. Now, what is the implication of this ambiguity? It implies that $`\sigma _0`$, and accordingly the $`\theta `$ vacuum, must be determined dynamically because the theory (18) cannot be ambiguous. It will be shown shortly that the $`\theta `$ vacuum alignment determines $`\sigma _0`$ dynamically and removes this ambiguity.
We now show that the quark mass in fact induces $`\theta `$ vacuum alignment. As before let us assume that $`|\theta `$ was the vacuum of the massless QCD before the quark mass was turned on, and that the quark condensates were given by (15).
The $`\eta ^{}`$ in the vacuum $`|\theta `$ can be described by an effective Lagrangian:
$$_\eta ^{}=\frac{1}{2}(_\mu \eta ^{})^2\frac{1}{2}m_\eta ^{}^2\eta ^2+\mathrm{i}nteractions,$$
(21)
where the ignored terms involve cubic or higher powers of the fields, and $`m_\eta ^{}`$ is the $`\eta ^{}`$ mass in massless QCD induced by the nonvanishing topological susceptibility <sup>?</sup>. With this Lagrangian, the $`\eta ^{}`$ satisfies
$$\theta |\eta ^{}|\theta =0.$$
(22)
Upon turning on the quark mass, $`_{}^{}{}_{m}{}^{}`$ induces the following interaction to $`_\eta ^{}`$:
$`{\displaystyle \underset{i}{}}m_i|\mathrm{\Delta }|\mathrm{\Sigma }_{ii}^{(0)}e^{i(\overline{\delta }+\mathrm{\Phi }_0)}e^{i\eta ^{}/f_\eta ^{}}+\mathrm{H}.c.`$
$`=\mathrm{c}onst.2|M\mathrm{\Delta }|[\mathrm{sin}(\overline{\delta }+\mathrm{\Phi }_0+\varphi _{\mathrm{\Sigma }^{(0)}})(\eta ^{}/f_\eta ^{})`$
$`+{\displaystyle \frac{1}{2}}\mathrm{cos}(\overline{\delta }+\mathrm{\Phi }_0+\varphi _{\mathrm{\Sigma }^{(0)}})(\eta ^{}/f_\eta ^{})^2]+O(\eta ^3),`$ (23)
where $`|M|`$ and $`\varphi _{\mathrm{\Sigma }^{(0)}}`$ are defined through
$$\underset{i}{}m_i\mathrm{\Sigma }_{ii}^{(0)}=|M|e^{i\varphi _{\mathrm{\Sigma }^{(0)}}}.$$
(24)
The effective Lagrangian (21) is thus modified by the quark mass as
$`\stackrel{~}{}_\eta ^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(_\mu \eta ^{})^2{\displaystyle \frac{1}{2}}\stackrel{~}{m}_\eta ^{}^2\eta ^2`$ (25)
$`2|M\mathrm{\Delta }|\mathrm{sin}(\overline{\delta }+\mathrm{\Phi }_0+\varphi _{\mathrm{\Sigma }^{(0)}})(\eta ^{}/f_\eta ^{})`$
$`+\mathrm{i}nteractions,`$
where
$$\stackrel{~}{m}_\eta ^{}^2=m_\eta ^{}^2+2|M\mathrm{\Delta }|\mathrm{cos}(\overline{\delta }+\mathrm{\Phi }_0+\varphi _{\mathrm{\Sigma }^{(0)}})/f_\eta ^{}^2.$$
(26)
With the presence of a term linear in $`\eta ^{}`$ (for $`\theta `$ satisfying $`\mathrm{sin}(\overline{\delta }+\mathrm{\Phi }_0+\varphi _{\mathrm{\Sigma }^{(0)}})0`$) this equation shows that the quark mass exerts a force on $`\eta ^{}`$ and pushes it away from its stable position at $`\eta ^{}=0`$; and, therefore, the equation (22) no longer holds. With the help of Eq. (14) we can then see that this shift in the vacuum expectation value of $`\eta ^{}`$ implies a realignment of the QCD system to a new $`\theta `$ vacuum. For instance, when the vacuum expectation value of $`\eta ^{}`$ shifts from zero to a nonzero value, say $`\delta v`$, the system rotates by $`\delta \theta =\delta v/2f_\eta ^{}`$. The $`\theta `$ vacuum thus becomes unstable in presence of the quark mass, and realigns successively to a new $`\theta `$ vacuum, through the interaction of $`\eta ^{}`$ to the quark mass, until the linear term in (25) vanishes. Note that this phenomenon is not much different from the realignment of a ferromagnetic system at the introduction of an external magnetic field.
An important aspect of the Lagrangian (25) is that it should be regarded as valid only for an infinitesimal $`\eta ^{}`$ except when the vacuum $`|\theta `$ is the stable one. Given a Lagrangian, one would usually minimize the potential of the Lagrangian to find the vacuum and do perturbation around it to read off particle spectrum and interactions. However, with the Lagrangian (25) this would give wrong physics. For instance, a straightforward minimization of the potential in (25) would suggest the $`\theta `$ vacuum rotate only by an amount $`\delta \theta |M\mathrm{\Delta }|/(\stackrel{~}{m}_\eta ^{}^2f_\eta ^{}^2)\mathrm{sin}(\overline{\delta }+\mathrm{\Phi }_0+\varphi _{\mathrm{\Sigma }^{(0)}})`$ whereas according to our argument above the system actually should rotate until $`\mathrm{sin}(\overline{\delta }+\mathrm{\Phi }_0+\varphi _{\mathrm{\Sigma }^{(0)}})=0`$ is satisfied; And also it would give the $`\eta ^{}`$-mass by the unacceptable formula (26) which is ambiguous. The reason that the usual procedure fails with the Lagrangian (25) is that the quark mass induced term (23) is linked to the condition (22); As soon as the system aligns to a new $`\theta `$ vacuum, the Eq. (22) no longer holds, and accordingly the quark mass induced term should be modified through the shift in the phase $`\mathrm{\Phi }_0`$. This makes the effective Lagrangian for $`\eta ^{}`$ dependent on the $`\theta `$ vacuum. As an example, when the system rotates from $`|\theta `$ to $`|\theta +\delta \theta `$, the Lagrangian for $`\eta ^{}`$ in the new vacuum $`|\theta +\delta \theta `$ is given by (25), but now with $`\mathrm{\Phi }_0=2(\theta +\delta \theta )+\varphi _0`$. In the usual, spontaneously broken case, this shift in the phase can be absorbed by making a shift in the the associated Nambu-Goldstone boson field, leaving the Lagrangian invariant; consequently, the vacuum alignment in this case is equivalent to the familiar picture of the rolling of the Nambu-Goldstone boson field from an unstable vacuum to the stable one. However, in the case of $`\eta ^{}`$, the rotation of the QCD system cannot be interpreted as the rolling of $`\eta ^{}`$ because the nonzero $`\eta ^{}`$ mass in the massless QCD does not allow one to absorb $`\delta \mathrm{\Phi }_0`$ by making a shift in the $`\eta ^{}`$ field. Therefore, physical quantities like the $`\eta ^{}`$ mass can be read off correctly only from the effective Lagrangian written after the system settled down on the stable $`\theta `$ vacuum.
One may recall at this moment the general belief that the $`\theta `$ vacuum is stable against perturbation. The essential point of the argument for the $`\theta `$ vacuum stability <sup>?</sup> is that there is no Nambu-Goldstone boson associated with the symmetry $`U_5(\theta )`$. In the usual, spontaneously broken case the symmetry breaking term lifts the degeneracy of the vacua and also couples to the associated Nambu-Goldstone bosons. An unstable vacuum thus decays to the stable one by emitting the Nambu-Goldstone bosons. Of course, an identical process cannot happen in the $`\theta `$ vacua because there is no associated Nambu-Goldstone boson. However, we must realize that the absence of the Nambu-Goldstone boson does not prevent the $`\theta `$ vacuum from decaying. As we can see in (23), the quark mass term, which breaks the $`U_5(\theta )`$ symmetry, couples to $`\eta ^{}`$, and thus an unstable $`\theta `$ vacuum can decay through the emission of $`\eta ^{}`$s. In this case, however, the decay rate of the unstable vacuum would be slower than the usual case because of the large $`\eta ^{}`$ mass.
Now, because the $`\theta `$ vacuum becomes dynamical in presence of the quark mass the true QCD vacuum $`|\mathrm{\Omega }_m`$ in (16) can be picked up from the continuum of the vacua of the massless QCD ($`\theta `$ vacua times chiral vacua) by minimizing the potential
$`V(\mathrm{\Phi },\mathrm{\Sigma })`$ $`=`$ $`\mathrm{\Omega }|_m^{}|\mathrm{\Omega }`$ (27)
$`=`$ $`2|\mathrm{\Delta }|\mathrm{R}e[e^{i(\overline{\delta }+\mathrm{\Phi })}{\displaystyle \underset{i}{}}m_i\mathrm{\Sigma }_{ii},]`$
over the variables $`\mathrm{\Phi }`$ and $`\mathrm{\Sigma }\mathrm{S}U(3)`$. Here $`|\mathrm{\Omega }`$ denotes a point in the continuum of the vacua of the massless QCD, and the quark condensates in $`|\mathrm{\Omega }`$ are given by
$$\mathrm{\Omega }|\overline{\psi }_{L,i}\psi _{R,j}|\mathrm{\Omega }=|\mathrm{\Delta }|\mathrm{\Sigma }_{ij}e^{i\mathrm{\Phi }}.$$
(28)
Since by definition $`m_i`$ are positive, it is trivial to see that the potential has a minimum at $`\mathrm{\Phi }=\mathrm{\Phi }_m`$, $`\mathrm{\Sigma }=\mathrm{\Sigma }^{(m)}`$, where
$$\mathrm{\Phi }_m=\overline{\delta },\mathrm{\Sigma }^{(m)}=I.$$
(29)
This is the quark-mass dependence of the quark condensates (16) in the true vacuum. Note that the phase of the quark condensates cancels exactly the CP violating phase $`\overline{\delta }`$ in the QCD Lagrangian. Since the low energy CP violation occurs only through the combined phase of the quark condensates and the QCD Lagrangian this shows no CP violation at low energies.
For low energy QCD Lagrangian, we notice
$$\mathrm{\Omega }_m|_m^{}|\mathrm{\Omega }_m=2\underset{i}{}m_i|\mathrm{\Delta }|$$
(30)
from Eqs. (16) and (29), and hence, as far as low energy physics is concerned, the quark mass term $`_m^{}`$ takes the following form in the true vacuum $`|\mathrm{\Omega }_m`$:
$$_m^{\prime \prime }=\underset{i}{}m_i\overline{\psi }_i\psi _i$$
(31)
where the quark fields $`\psi _i`$ are normalized as
$$\mathrm{\Omega }_m|\overline{\psi }_{L,i}\psi _{R,j}|\mathrm{\Omega }_m=|\mathrm{\Delta }|\delta _{ij}.$$
(32)
Therefore, the QCD Lagrangian for low energy physics can be written as
$$_{\mathrm{Q}CD}=_0+_m^{\prime \prime },$$
(33)
which evidently shows that the physics is independent of $`\overline{\delta }`$ and CP is conserved. This resolves the strong CP problem.
Now, what would be the $`\delta `$ dependence of the Schwinger model? For the essentially same reason given for the dynamical alignment of QCD $`\theta `$ vacuum, the $`\theta `$ vacuum alignment by fermion mass term should occur in the Schwinger model too. It is then easy to see the $`\theta `$ vacuum alignment requires $`\sigma _0=\delta /\sqrt{4\pi }`$ in (20), and so $`\delta `$ disappears from the theory. The physics is thus independent of $`\delta `$.
Finally, we briefly comment on the physical significance of the CP violating phase $`\overline{\delta }`$ in (5) at high energies. Although this phase become irrelevant at low energies, in chirally symmetric phase where no quark condensation occurs there would be no $`\theta `$ vacuum alignment, and so the CP violation by $`\overline{\delta }`$ would become observable. This then could be a potential source of CP violation that might become important in physics involving CP violation, for example, such as electroweak baryogenesis.
Acknowledgements
This work was supported by BK21 Core Project.
References
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# PROMPT PHOTON PRODUCTION IN POLARIZED HADRON COLLISIONS
## Acknowledgments
I am grateful to S. Frixione and G. Sterman for fruitful collaborations.
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# DESY 00-089 hep-ph/0006215 INSTANTONS IN DEEP-INELASTIC SCATTERINGaafootnote aTalk presented at the 8th International Workshop on Deep Inelastic Scattering (DIS 2000), Liverpool/UK, April 25-30, 2000; to be published in the Proceedings.
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# Untitled Document
/ 27 June 2000
Perturbation expansions for the spiked harmonic oscillator
and related series involving the gamma function
Richard L. Hall and Nasser Saad
Department of Mathematics and Statistics, Concordia University,
1455 de Maisonneuve Boulevard West, Montrรฉal,
Quรฉbec, Canada H3G 1M8.
Abstract
We study weak-coupling perturbation expansions for the ground-state energy of the Hamiltonian with the generalized spiked harmonic oscillator potential $`V(x)=Bx^2+\frac{A}{x^2}+\frac{\lambda }{x^\alpha }`$, and also for the bottoms of the angular momentum subspaces labelled by $`l=0,1,\mathrm{},`$ in $`N`$-dimensions corresponding to the spiked harmonic oscillator potential $`V(x)=x^2+\frac{\lambda }{x^\alpha },`$ where $`\alpha `$ is a real positive parameter. A method of Znojil is then applied to obtain closed form expressions for the sums of some infinite series whose terms involve ratios and products of gamma functions.
PACS 03.65.Ge
I. IntroductionThe spiked harmonic oscillator Hamiltonian defined by
$$H=\frac{d^2}{dx^2}+x^2+\frac{\lambda }{x^\alpha },\alpha <5/2,x[0,\mathrm{})$$
$`\left(1.1\right)`$
where the positive parameter $`\lambda `$ measures the strength of the singular term, has been the subject of intensive study \[1-3\]. Aguilera-Navarro and Guardiola , employed a resummation technique to obtain a weak coupling perturbation expansions for the ground state energy of the Hamiltonian (1.1), using standard perturbation theory up to second order. The Hamiltonian (1.1) is first written $`H=H_0+\lambda V;`$ then, using the odd-parity solutions of the one-dimensional harmonic oscillator $`\psi _n\left(x\right)=|n>`$ satisfying the Dirichlet boundary condition $`\psi \left(0\right)=0,`$ and the unperturbed energies $`E_n=3+4n,n=0,1,2,\mathrm{}`$, they found that the weak-coupling expansion for the ground state of $`H`$ to the second order in $`V`$ becomes
$$E=E_0+\lambda <0\left|x^\alpha \right|0>+\lambda ^2\underset{n1}{}\frac{\left|<0\left|x^\alpha \right|n>\right|^2}{E_0E_n}+\mathrm{},\alpha <5/2,$$
$`\left(1.2\right)`$
where $`<0\left|x^\alpha \right|n>`$ given by
$$<0\left|x^\alpha \right|n>=\frac{\left(2\right)^n}{\sqrt{\left(2n+1\right)!}}\frac{\mathrm{\Gamma }\left(\frac{3\alpha }{2}\right)\mathrm{\Gamma }\left(\frac{\alpha }{2}+n\right)}{\mathrm{\Gamma }\left(\frac{3}{2}\right)\mathrm{\Gamma }\left(\frac{\alpha }{2}\right)}n=0,1,\mathrm{}.$$
$`\left(1.3\right)`$
In their pertubation treatment, Aguilera-Navarro and Guardiola construct a function $`F`$, expressed in terms of a particular form of the Gauss hypergeometric series; the function $`F`$ was found to be useful for obtaining analytic approximations for the ground state energy of the for the โnon-supersingularโ cases: $`\alpha =\frac{1}{2}`$,$`\alpha =1`$, and $`\alpha =\frac{3}{2}`$. They also provided a weak coupling expression valid for the case $`\alpha =2.`$ Estรฉvez-Bretรฒn et al derived an exact analytical result, by using the function $`F,`$ valid for the special case $`\alpha =2`$. Later Znojil derived the same result by an elegant and economical method. It is perhaps worth noting here that in all these works, although the conclusions and the results were correct, there remained an error in the $`F`$ formula, Eq.(14) in Ref., deduced by Aguilera-Navarro and Guardiola, which should read
$$F=\frac{1}{8\left(\frac{\alpha }{2}1\right)^2}\left[{}_{2}{}^{}F_{1}^{}(\frac{\alpha }{2}1,\frac{\alpha }{2}1;\frac{1}{2};1)12\left(\frac{\alpha }{2}1\right)^2\right].$$
In Sec. II of the present paper we generalize the weak coupling expansion (1.2) to study the generalized spiked harmonic oscillator Hamiltonian
$$HH_0+\lambda V=\frac{d^2}{dx^2}+Bx^2+\frac{A}{x^2}+\frac{\lambda }{x^\alpha },\alpha <5/2,x[0,\mathrm{}).$$
$`\left(1.4\right)`$
where $`\lambda `$ and $`\alpha `$ are positive parameters. We show that the weak coupling expansion, in this case, is given by
$$E=2\sqrt{B}\gamma +B^{\frac{\alpha }{4}}\frac{\mathrm{\Gamma }\left(\gamma \frac{\alpha }{2}\right)}{\mathrm{\Gamma }\left(\gamma \right)}\lambda \lambda ^2\frac{B^{\frac{\alpha 1}{2}}\alpha ^2}{16\gamma }\frac{\mathrm{\Gamma }^2\left(\gamma \frac{\alpha }{2}\right)}{\mathrm{\Gamma }^2\left(\gamma \right)}{}_{4}{}^{}F_{3}^{}(1,1,\frac{\alpha }{2}+1,\frac{\alpha }{2}+1;\gamma +1,2,2;1)+\mathrm{},$$
where $`\gamma =1+\frac{1}{2}\sqrt{1+4A}`$. This expression is valid for all values of $`\alpha <\gamma +1,`$ including $`\alpha =2`$. This formula allows us to obtain perturbation expansions for (1.1) and (1.4) valid for the bottoms of the angular momentum subspaces labeled by $`l=0,1,\mathrm{}`$ in $`N`$-dimensions. In Sec.III, we adopt the constructive approach of Aguilera-Navarro and Guardiola to generalized the function $`F`$ which we then use to obtain a sum for the infinite series
$$\underset{n1}{}\frac{\left(\frac{\alpha }{2}\right)_n^2}{4n\left(n+1\right)\left(\gamma \right)_nn!}$$
In Sec.IV, by employing Znojilโs technique , our generalization turns out to be useful for obtaining closed-form sums for other interesting infinite series whose terms involve ratios and products of gamma functions. II. Weak coupling expansions Recently, we have obtained expressions for the singular-potential integrals $`<m\left|x^\alpha \right|n>`$ of the Hamiltonian (1.4) using the Golโdman and Krivchenkov eigenfunctions
$$\{\begin{array}{cc}& \psi _n\left(x\right)|n>=C_nx^{\frac{1}{2}\left(1+\sqrt{1+4A}\right)}e^{\frac{1}{2}\sqrt{B}x^2}{}_{1}{}^{}F_{1}^{}(n,1+\frac{1}{2}\sqrt{1+4A};\sqrt{B}x^2);\hfill \\ & C_n^2=\frac{2B^{\frac{1}{2}+\frac{1}{4}\sqrt{1+4A}}\mathrm{\Gamma }\left(n+1+\frac{1}{2}\sqrt{1+4A}\right)}{n!\left[\mathrm{\Gamma }\left(1+\frac{1}{2}\sqrt{1+4A}\right)\right]^2},n=0,1,2,\mathrm{},\hfill \end{array}$$
$`\left(2.1\right)`$
where $`{}_{1}{}^{}F_{1}^{}`$ is the confluent hypergeometric function
$${}_{1}{}^{}F_{1}^{}(a,b;z)=\underset{k}{}\frac{\left(a\right)_kz^k}{\left(b\right)_kk!},\left(a\right)_k=a\left(a+1\right)\mathrm{}\left(a+k1\right)=\frac{\mathrm{\Gamma }\left(a+k\right)}{\mathrm{\Gamma }\left(a\right)}.$$
$`\left(2.2\right)`$
and the exact eigenenergies $`E_n=\sqrt{B}\left(4n+2+\sqrt{1+4A}\right),n=0,1,2,\mathrm{},`$ for the singular Hamiltonian
$$H_0=\frac{d^2}{dx^2}+Bx^2+\frac{A}{x^2},B>0,A0,x[0,\mathrm{}).$$
$`\left(2.3\right)`$
Hall et al found , for $`\alpha <2\gamma `$, that the matrix elements $`<m\left|x^\alpha \right|n>`$ are given by
$$\begin{array}{cc}\hfill <m\left|x^\alpha \right|n>& =\left(1\right)^{n+m}B^{\alpha /4}\sqrt{\frac{\mathrm{\Gamma }\left(\gamma +m\right)}{n!m!\mathrm{\Gamma }\left(\gamma +n\right)}}\hfill \\ & \times \underset{k=0}{\overset{m}{}}(1)^k\left(\genfrac{}{}{0pt}{}{m}{k}\right)\frac{\mathrm{\Gamma }\left(k+\gamma \frac{\alpha }{2}\right)\mathrm{\Gamma }\left(\frac{\alpha }{2}k+n\right)}{\mathrm{\Gamma }\left(k+\gamma \right)\mathrm{\Gamma }\left(\frac{\alpha }{2}k\right)},\gamma =1+\frac{1}{2}\sqrt{1+4A},\hfill \end{array}$$
$`\left(2.4\right)`$
in which each element has a factor which is a polynomial of degree $`m+n`$ in $`\alpha `$. The relevant matrix elements $`<0\left|x^\alpha \right|n>`$ are given by
$$<0\left|x^\alpha \right|n>=\left(1\right)^nB^{\alpha /4}\sqrt{\frac{\mathrm{\Gamma }\left(\gamma \right)}{n!\mathrm{\Gamma }\left(\gamma +n\right)}}\frac{\mathrm{\Gamma }\left(\gamma \frac{\alpha }{2}\right)\mathrm{\Gamma }\left(\frac{\alpha }{2}+n\right)}{\mathrm{\Gamma }\left(\gamma \right)\mathrm{\Gamma }\left(\frac{\alpha }{2}\right)},n=0,1,2,\mathrm{},$$
$`\left(2.5\right)`$
Thus, writing (1.4) as $`H=H_0+\lambda V`$ and using the standard perturbation theory to the second order, we find that the weak coupling expansion (1.2) now reads
$$E=2\sqrt{B}\gamma +B^{\frac{\alpha }{4}}\frac{\mathrm{\Gamma }\left(\gamma \frac{\alpha }{2}\right)}{\mathrm{\Gamma }\left(\gamma \right)}\lambda \lambda ^2B^{\frac{\alpha 1}{2}}\frac{\mathrm{\Gamma }^2\left(\gamma \frac{\alpha }{2}\right)}{\mathrm{\Gamma }^2\left(\gamma \right)}\underset{n1}{}\frac{\left(\frac{\alpha }{2}\right)_n^2}{4n\left(\gamma \right)_nn!}+\mathrm{},\alpha <\gamma +1$$
$`\left(2.6\right)`$
where $`\gamma =1+\frac{1}{2}\sqrt{1+4A}`$. We observe that the ratio of the $`n`$th and $`\left(n+1\right)`$th terms of the sum in the coefficient of $`\lambda ^2`$ in (2.6) is
$$\frac{<0\left|x^\alpha \right|n>^2/\left(E_nE_0\right)}{<0\left|x^\alpha \right|n+1>^2/\left(E_{n+1}E_0\right)}=1+\frac{\gamma +2\alpha }{n}+o\left(\frac{1}{n^2}\right),\mathrm{๐๐ }n\mathrm{},$$
so that, by Raabeโs test , this sum is convergent for $`\alpha <\gamma +1`$. The expressions (1.2) and (2.6) are accurate for $`\lambda `$ small compared to unity. It is interesting that the sum of the infinite series in the $`\lambda ^2`$ coefficient can be computed exactly for arbitrary values of $`\alpha `$ and $`\gamma `$ satisfying $`\alpha <\gamma +1`$. We express the sum in terms of the generalized hypergeometric functions $`{}_{p}{}^{}F_{q}^{}`$ defined by
$${}_{p}{}^{}F_{q}^{}(\alpha _1,\alpha _2,\mathrm{},\alpha _p;\beta _1,\beta _2,\mathrm{},\beta _q;z)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{\left(\alpha _1\right)_n\left(\alpha _2\right)_n\mathrm{}\left(\alpha _p\right)_n}{\left(\beta _1\right)_n\left(\beta _2\right)\mathrm{}\left(\beta _q\right)_n}\frac{z^n}{n!}.$$
$`\left(2.7\right)`$
Indeed, the sum in the $`\lambda ^2`$ coefficient implies
$$\begin{array}{cc}\hfill \underset{n1}{}\frac{\left(\frac{\alpha }{2}\right)_n^2}{4n\left(\gamma \right)_nn!}& =\underset{n1}{}\frac{\left(n1\right)!\left(\frac{\alpha }{2}\right)_n^2}{4\left(\gamma \right)_n\left(n!\right)^2}\hfill \\ & =\frac{1}{4}\underset{n=0}{}\frac{\left(n!\right)^2\left(\frac{\alpha }{2}\right)_{n+1}^2}{\left(\left(n+1\right)!\right)^2\left(\gamma \right)_{n+1}n!}\hfill \\ & =\frac{\alpha ^2}{16\gamma }\underset{n=0}{}\frac{\left(1\right)_n^2\left(\frac{\alpha }{2}+1\right)_n^2}{\left(2\right)_n^2\left(\gamma +1\right)_nn!}\hfill \\ & =\frac{\alpha ^2}{16\gamma }{}_{4}{}^{}F_{3}^{}(1,1,\frac{\alpha }{2}+1,\frac{\alpha }{2}+1;\gamma +1,2,2;1)\hfill \end{array}$$
$`\left(2.8\right)`$
where we have used the Pochhammer identities $`\left(z\right)_{n+1}=z\left(z+1\right)_n`$ and $`n!=\left(1\right)_n`$. This expression can easily computed for arbitrary values of $`\alpha <\gamma +1`$ by the use, for example, of Mathematica. The weak coupling expansion (2.6) now reads
$$E=2\sqrt{B}\gamma +B^{\frac{\alpha }{4}}\frac{\mathrm{\Gamma }\left(\gamma \frac{\alpha }{2}\right)}{\mathrm{\Gamma }\left(\gamma \right)}\lambda \lambda ^2\frac{B^{\frac{\alpha 1}{2}}\alpha ^2}{16\gamma }\frac{\mathrm{\Gamma }^2\left(\gamma \frac{\alpha }{2}\right)}{\mathrm{\Gamma }^2\left(\gamma \right)}{}_{4}{}^{}F_{3}^{}(1,1,\frac{\alpha }{2}+1,\frac{\alpha }{2}+1;\gamma +1,2,2;1)+\mathrm{}.$$
$`\left(2.9\right)`$
The results of Aguilera-Navarro and Guardiola for the special case $`B=1`$, $`A=0`$ or $`\gamma =3/2`$, and for the values of $`\alpha =\frac{1}{2}`$,$`\alpha =1`$,$`\alpha =\frac{3}{2}`$, and $`\alpha =2`$ follow immediately without the necessity of special treatment for the case of $`\alpha =2`$ as suggested before by many workers in the field \[1-3\]. The expression (2.9) can be further generalized to apply to the ground state eigenenergy at the bottom of each angular momentum subspace labeled by $`l=0,1,2,\mathrm{}`$ in $`N`$-dimensions: we just need to replace $`A`$ with $`AA+\left(l+1/2\left(N1\right)\right)\left(l+1/2\left(N3\right)\right).`$ For the spiked harmonic oscillator potential (1.1), we set $`A=0`$ or we replace $`\gamma `$ with $`l+\frac{N}{2}`$ to obtain a weak-coupling expansion valid for the bottoms of the angular-momentum subspaces in $`N`$-dimensions. III. The $`F`$ function Although, our results in section (II) cover all the cases for $`\alpha <5/2`$ for the Hamiltonians (1.1) and (1.4) the constructive approach of Aguilera-Navarro and Guardiola allows us to obtain more sums of infinite series involving gamma functions. We first generalized the function $`F`$ as introduced in Ref. (we also point out the error in the $`F`$ formula there). If we denote the sum in the $`\lambda ^2`$ coefficient, of Eq.(2.6), by
$$G=\underset{n1}{}\frac{\left(\frac{\alpha }{2}\right)_n^2}{4n\left(\gamma \right)_nn!},$$
$`\left(3.1\right)`$
and compare this with the sum
$$F=\underset{n1}{}\frac{\left(\frac{\alpha }{2}\right)_n^2}{4\left(n+1\right)\left(\gamma \right)_nn!}.$$
$`\left(3.2\right)`$
We see that $`G`$ and $`F`$ are related by the expression
$$G=F+\underset{n1}{}\frac{\left(\frac{\alpha }{2}\right)_n^2}{4n\left(n+1\right)\left(\gamma \right)_nn!}.$$
$`\left(3.3\right)`$
The new expression for the sum thus obtained will be easier to approximate since fewer terms will be required for a given accuracy. Moreover, using the Pochhammer identity $`\left(z\right)_{n+1}=z\left(z+1\right)_n`$, we note that $`F`$ can be written in terms of a special form of the Gauss hypergeometric function
$${}_{2}{}^{}F_{1}^{}(a,b;c;z)=\underset{n=0}{}\frac{\left(a\right)_n\left(b\right)_n}{\left(c\right)_n}\frac{z^n}{n!}$$
$`\left(3.4\right)`$
(with a circle of convergence $`\left|z\right|=1`$) as
$$F=\frac{\left(\gamma 1\right)}{4\left(\frac{\alpha }{2}1\right)^2}\left[{}_{2}{}^{}F_{1}^{}(\frac{\alpha }{2}1,\frac{\alpha }{2}1;\gamma 1;1)1\frac{\left(\frac{\alpha }{2}1\right)^2}{\left(\gamma 1\right)}\right].$$
$`\left(3.5\right)`$
This generalizes the weak coupling expansion derived by Aguilera-Navarro and Guardiola to study Eq.(1.4) for $`\alpha <\gamma +1`$. However, we should note here the correct form of function $`F`$ of the case $`\gamma =3/2`$ or $`A=0`$ that is
$$F=\frac{1}{8\left(\frac{\alpha }{2}1\right)^2}\left[{}_{2}{}^{}F_{1}^{}(\frac{\alpha }{2}1,\frac{\alpha }{2}1;\frac{1}{2};1)12\left(\frac{\alpha }{2}1\right)^2\right],$$
$`\left(3.6\right)`$
not as quoted in \[1-3\]. Eq.(2.8) and (3.5) can be used now to obtain a sum for the infinite series
$$\begin{array}{cc}\hfill \underset{n1}{}\frac{\left(\frac{\alpha }{2}\right)_n^2}{4n\left(n+1\right)\left(\gamma \right)_nn!}=\frac{\alpha ^2}{16\gamma }& {}_{4}{}^{}F_{3}^{}(1,1,\frac{\alpha }{2}+1,\frac{\alpha }{2}+1;\gamma +1,2,2;1)\hfill \\ & \frac{\left(\gamma 1\right)}{4\left(\frac{\alpha }{2}1\right)^2}\left[{}_{2}{}^{}F_{1}^{}(\frac{\alpha }{2}1,\frac{\alpha }{2}1;\gamma 1;1)1\frac{\left(\frac{\alpha }{2}1\right)^2}{\left(\gamma 1\right)}\right]\hfill \end{array}$$
$`\left(3.7\right)`$
valid for $`\alpha 2`$. For the special limit $`\alpha =2`$, the expression (3.5) has no meaning. However, the sum in the $`\lambda ^2`$ coefficient of (2.6) converges and follows from (2.8) by setting $`\alpha =2`$. Indeed, in this case, the sum in (2.6) becomes
$$\underset{n1}{}\frac{\left(1\right)_n^2}{4n\left(\gamma \right)_nn!}=\underset{n1}{}\frac{\left(n1\right)!}{4\left(\gamma \right)_n}=\underset{n=0}{}\frac{\left(1\right)_n^2}{4\left(\gamma \right)_{n+1}n!}=\frac{1}{4\gamma }{}_{2}{}^{}F_{1}^{}(1,1;\gamma +1;1),$$
$`\left(3.8\right)`$
which follows immediately from (2.8). The Gauss hypergeometric function $`{}_{2}{}^{}F_{1}^{}(1,1;\gamma +1;1)`$ can be evaluated using the identity
$${}_{2}{}^{}F_{1}^{}(a,b,c;1)=\frac{\mathrm{\Gamma }\left(c\right)\mathrm{\Gamma }\left(cab\right)}{\mathrm{\Gamma }\left(ca\right)\mathrm{\Gamma }\left(cb\right)},cab>0,c>b>0$$
$`\left(3.9\right)`$
to obtain
$$\underset{n1}{}\frac{\left(1\right)_n^2}{4n\left(\gamma \right)_nn!}=\frac{1}{4\left(\gamma 1\right)},\gamma >1.$$
$`\left(3.10\right)`$
Thus, for the case $`\alpha =2`$, the weak coupling expansion (2.9) becomes
$$E\left(\alpha =2\right)=2\sqrt{B}\gamma +\frac{\sqrt{B}}{\left(\gamma 1\right)}\lambda \frac{\sqrt{B}}{4\left(\gamma 1\right)^3}\lambda ^2+\mathrm{},\gamma >1$$
$`\left(3.11\right)`$
and finally, for $`B=1`$, $`A=0`$ or $`\gamma =3/2`$, we get
$$E\left(\alpha =2\right)=3+2\lambda 2\lambda ^2+\mathrm{},$$
$`\left(3.12\right)`$
as we expect. IV. More closed-form sums of infinite series For the special limiting case $`\alpha 2`$, we introduce a parameter $`ฯต=\frac{\alpha }{2}1`$ which will be chosen to approach zero. The function $`F`$, as given by (3.5), becomes in this limit
$$\underset{ฯต0}{lim}F=\frac{\left(\gamma 1\right)}{4}\underset{ฯต0}{lim}ฯต^2\left[{}_{2}{}^{}F_{1}^{}(ฯต,ฯต,\gamma 1,1)1\right]\frac{1}{4}.$$
$`\left(4.1\right)`$
Using the series expansion of the Gauss hypergeometric function (3.4), Eq.(4.1) can be written, using $`\mathrm{\Gamma }\left(z+1\right)=z\mathrm{\Gamma }\left(z\right)`$, as
$$\underset{ฯต0}{lim}F=\frac{1}{4}\underset{n=0}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }\left(n\right)\mathrm{\Gamma }\left(\gamma \right)}{n\mathrm{\Gamma }\left(n+\gamma 1\right)}\frac{1}{4}.$$
$`\left(4.2\right)`$
Some results similar to Eq.(4.1) and (4.2), were first published, without detailed proofs, by Mitchell . Now, using the identity (3.9), Eq. (4.1) can now be rewritten as
$$\underset{ฯต0}{lim}F=\frac{\left(\gamma 1\right)}{4}\underset{ฯต0}{lim}ฯต^2\left[\frac{\mathrm{\Gamma }\left(\gamma 1\right)\mathrm{\Gamma }\left(\gamma 12ฯต\right)}{\mathrm{\Gamma }^2\left(\gamma 1ฯต\right)}1\right]\frac{1}{4}.$$
$`\left(4.3\right)`$
Now employing Znojilโs method , we can obtain closed form sums for other infinite series involving Gamma functions. Indeed, the Maclaurinโs expansion of the gamma function
$$\mathrm{\Gamma }\left(c+x\right)=\mathrm{\Gamma }\left(c\right)\left\{1+x\psi \left(c\right)+\frac{1}{2}\left[\psi ^2+\psi ^{\left(1\right)}\left(c\right)\right]+\mathrm{}\right\}$$
$`\left(4.4\right)`$
where $`\psi \left(c\right)`$ and $`\psi ^{\left(n\right)}\left(c\right)`$,$`n1`$, are the digamma and the polygamma functions , respectively. We can show, after expanding the gamma functions in (4.3) and employing multiplication and division of polynomials, that Eq.(4.4) can be written as
$$\underset{ฯต0}{lim}F=\frac{\left(\gamma 1\right)}{4}\psi ^{\left(1\right)}\left(\gamma 1\right)\frac{1}{4}$$
$`\left(4.5\right)`$
where $`\psi ^{\left(n\right)}\left(z\right)`$ are the polygamma functions. Comparing (4.2) and (4.5), we have
$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }\left(n\right)\mathrm{\Gamma }\left(\gamma 1\right)}{n\mathrm{\Gamma }\left(n+\gamma 1\right)}=\psi ^{\left(1\right)}\left(\gamma 1\right),\gamma >1,$$
$`\left(4.6\right)`$
where $`\psi ^{\left(1\right)}\left(z\right)`$ is the trigamma function . For the purpose principally of verification we now note some special cases. For $`\gamma =2`$
$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n^2}=\frac{\pi ^2}{6},$$
$`\left(4.7\right)`$
and for $`\gamma 1=m2`$ positive integer, we find
$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }\left(n\right)\mathrm{\Gamma }\left(m\right)}{n\mathrm{\Gamma }\left(n+m\right)}=\frac{\pi ^2}{6}\underset{k=2}{\overset{m}{}}\frac{1}{\left(k1\right)^2},$$
$`\left(4.8\right)`$
by using the recurrence relation
$$\psi ^{\left(n\right)}\left(z+1\right)=\psi ^{\left(n\right)}\left(z\right)+\left(1\right)^nn!z^{n1}.$$
Further, for $`\gamma =3/2`$
$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }\left(n\right)\mathrm{\Gamma }\left(1/2\right)}{n\mathrm{\Gamma }\left(n+1/2\right)}=\frac{\pi ^2}{2}.$$
$`\left(4.9\right)`$
and
$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }\left(n\right)\mathrm{\Gamma }\left(mz\right)}{n\mathrm{\Gamma }\left(n+mz\right)}=\frac{1}{m^2}\underset{k=0}{\overset{m1}{}}\psi ^{\left(1\right)}\left(z+\frac{k}{m}\right).$$
$`\left(4.10\right)`$
Finally, we can now have a finite sum for the infinite series (3.7) for the case $`\alpha =2`$ and $`\gamma >1`$,
$$\underset{n1}{}\frac{\left(1\right)_n^2}{4n\left(n+1\right)\left(\gamma \right)_nn!}=\frac{1}{4\gamma }{}_{2}{}^{}F_{1}^{}(1,1;\gamma +1;1)\frac{\gamma 1}{4}\psi ^{\left(1\right)}\left(\gamma 1\right)+\frac{1}{4}.$$
$`\left(4.11\right)`$
V. Conclusion We have obtained a compact weak-coupling expansion (2.9) for eigenvalues of the spiked harmonic oscillator Hamiltonian. Our expansion extends the earlier work of Aguilera-Navarro and Guardiola for $`\gamma 3/2,`$ and it allows for arbitrary spatial dimension $`N`$ and also, for $`N2,`$ arbitrary orbital angular momentum $`\mathrm{}.`$ Moreover, with the closed-form expressions we have been able to provide for the coefficient of the $`\lambda ^2`$ term, the new expansion is easier to handle and calculate with, even at or near to the special value $`\alpha =2`$. These analytic expressions describe approximately how the eigenvalues depend on all the parameters in the Hamiltonian. Such formulas are complementary to data obtained with the aid of a computer; moreover, they are useful in guiding a procedure that searches for very accurate numerical eigenvalues. As a byproduct of this work, we have been led to some simple closed-forms for a variety of interesting infinite series involving sums and ratios of gamma functions.AcknowledgmentsPartial financial support of this work under Grant No. GP3438 from the Natural Sciences and Engineering Research Council of Canada is gratefully acknowledged by one of us (RLH). We should also like to thank Professors V. C. Aguilera-Navarro and G.A. Estรฉvez-Bretรณn for discussion through a private communication .
References
V. C. Aguilera-Navarro and R. Guardiola, J. Math. Phys. 32, 2135 (1991).
E. S. Estรฉvez-Bretรณn and G. A. Estรฉvez-Bretรณn, J. Math. Phys. 34, 437 (1993).
M. Znojil, J. Math. Phys. 34, 4914 (1993).
R. Hall, N. Saad and A. von Keviczky, J. Math. Phys. 39, 6345-51 (1998).
I. I. Golโdman and D. V. Krivchenkov, Problems in Quantum mechanics (Pergamon, London, 1961).
J. M. Hyslop, Infinite Series (Interscience Publishers, New York, 1959).
I.S. Gradshteyn and I.M. Ryzhik, Table of Integrals, Series, and Product, $`5^{th}`$ Edition (Academic Press, New York, 1994).
R. Hall and N. Saad, J. Phys. A , In Press.
L. J. Slater, Confluent Hypergeometric Functions (University Press, Cambridge, 1960).
M. Abramowitz and I. A. Stegun, Handbook of Mathematical Functions (Dover, New York, 1970).
K. Mitchell, Phil. Mag. 40, 351 (1949).
V. C. Aguilera-Navarro and E. S. Estรฉvez-Bretรณn, Sums of infinite series involving gamma functions (Private communication).
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# Multipartite generalisation of the Schmidt decomposition
## 1 Introduction
Recently considerable attention has been devoted to the problem of describing the equivalence classes of states of a composite quantum system, where two states are regarded as equivalent if they are related by a unitary transformation which factorises into separate transformations on the component parts (a *local* unitary transformation). One approach to this problem is to specify a canonical form for states under local unitary transformations. For pure states of two-part systems, such a canonical form is given by the Schmidt decomposition
$$|\mathrm{\Psi }=\underset{i}{}\alpha _i|\varphi _i|\psi _i$$
(1.1)
where the $`|\varphi _i`$ are a set of orthogonal states of the first subsystem, the $`|\psi _i`$ are a set of orthogonal states of the second subsystem, and the $`\alpha _i`$ are positive real numbers. The state $`|\mathrm{\Psi }`$ is thus expanded in terms of a factorisable basis of two-part states so that the number of non-zero coefficients is minimal. Acรญn et al have shown that there is an expansion of states of three qubits which has a similar property. In this note we will demonstrate such a decomposition for pure states of an $`n`$-part system, where the dimensions of the individual state spaces are finite but otherwise arbitrary. Then we use this to find the dimension of the generic local equivalence class. We will also comment on the relation of this decomposition to other proposed canonical forms.
## 2 The generalised Schmidt decomposition
We first state and prove the generalisation of the Schmidt decomposition for a multipartite state in which all the individual state spaces have the same dimension, since this is considerably simpler than the general case:
###### Theorem 1.
Let $`|\mathrm{\Psi }`$ be a state vector in an $`n`$-fold tensor product space $`๐ฎ_1\mathrm{}๐ฎ_n`$ where $`dim๐ฎ_1=\mathrm{}=dim๐ฎ_n=d2`$ and $`n3`$. Then for $`r=1,\mathrm{},n`$ there is a basis $`\{|\psi _i^{(r)}:i=1,\mathrm{},d\}`$ of $`๐ฎ_r`$ such that in the expansion
$$|\mathrm{\Psi }=\underset{i_1\mathrm{}i_n}{}c_{i_1\mathrm{}i_n}|\psi _{i_1}^{(1)}\mathrm{}|\psi _{i_n}^{(n)}$$
(2.1)
the coefficients $`c_{i_1\mathrm{}i_n}`$ have the following properties:
1. $`c_{jii\mathrm{}i}=c_{iji\mathrm{}i}=\mathrm{}=c_{ii\mathrm{}ij}=0`$ if $`1i<jd`$;
2. $`c_{i_1\mathrm{}i_n}`$ is real and non-negative if at most one of the $`i_r`$ differs from $`d`$;
3. $`|c_{ii\mathrm{}i}||c_{j_1\mathrm{}j_n}|`$ if $`ij_r`$, $`r=1,\mathrm{},n.`$
###### Proof.
Consider the real-valued function $`\left|\mathrm{\Psi }|\left(|\varphi ^{(1)}\mathrm{}|\varphi ^{(n)}\right)\right|^2`$ defined for unit vectors $`|\varphi ^{(r)}`$ lying in the unit sphere $`S^{2d1}`$ in $`_r.`$ As $`(|\varphi ^{(1)},\mathrm{},|\varphi ^{(n)})`$ varies over the compact space $`S^{2d1}\times \mathrm{}\times S^{2d1},`$ this function attains a maximum at some point $`(|\psi _1^{(1)},\mathrm{},|\psi _1^{(n)}).`$ Let $`\left\{|\psi _i^{(r)}:i=1,\mathrm{},d\right\}`$ be any orthonormal basis of $`_r`$ containing $`|\psi _1^{(r)},`$ and expand $`|\mathrm{\Psi }`$ as in the statement of the theorem. Since $`\left|\mathrm{\Psi }|\left(|\psi _1^{(1)}\mathrm{}|\varphi ^{(r)}\mathrm{}|\psi _1^{(n)}\right)\right|^2`$ is stationary at $`|\varphi ^{(r)}=|\psi _1^{(r)}`$ for variations of $`|\varphi ^{(r)}`$ on the unit sphere,
$$c_{1\mathrm{}1j1\mathrm{}1}=\mathrm{\Psi }|\left(|\psi _1^{(1)}\mathrm{}|\psi _1^{(r1)}|\psi _j^{(r)}|\psi _1^{(r+1)}\mathrm{}|\psi _1^{(n)}\right)=0\text{for}j>1.$$
(2.2)
Next, find the maximum of $`\left|\mathrm{\Psi }|\left(|\varphi ^{(1)}\mathrm{}|\varphi ^{(n)}\right)\right|^2`$ as $`|\varphi ^{(1)},\mathrm{},|\varphi ^{(n)}`$ vary over unit vectors orthogonal to $`|\psi _1^{(1)},\mathrm{},|\psi _1^{(n)}`$ respectively. Suppose the maximum occurs at $`(|\psi _2^{(1)},\mathrm{},|\psi _2^{(n)}).`$ Then, as before, in any expansion of $`|\mathrm{\Psi }`$ in terms of orthonormal bases of the $`_r`$ containing $`|\psi _1^{(r)}`$ and $`|\psi _2^{(r)},(r=1,\mathrm{},n),`$ the coefficients will satisfy
$$c_{2\mathrm{}2j2\mathrm{}2}=0\text{for}j>2.$$
(2.3)
Continuing in this way, we define the basis vectors $`|\psi _i^{(1)},\mathrm{},|\psi _i^{(n)}`$ for $`i=1,\mathrm{},d1.`$ Then the last basis vector $`|\psi _d^{(1)}`$ of $`_1`$ is determined up to phase.
The reality conditions can be imposed as follows. Choose the phase of the basis element $`|\psi _i^{(r)},i=1,\mathrm{},d1`$ so that
$$\mathrm{arg}(c_{d\mathrm{}did\mathrm{}d})=0$$
(2.4)
where the index $`i`$ occurs in the $`r`$th place, and then fix $`c_{d\mathrm{}d}`$ by choosing the phase of $`|\psi _d^{(1)}.`$
The general form of the theorem is rather more complicated than the above; to state it, we need to define the following sets of $`n`$-tuples.
Let $`(I_1,\mathrm{},I_N)`$ be the set of $`(n1)`$-tuples $`(i_1,\mathrm{},i_{n1})`$ with $`1i_rd_r`$, excluding those of the form $`(i,\mathrm{},i)`$ with $`1i<d_1`$ and those of the form $`(d_1,\mathrm{},d_r,i,\mathrm{},i)`$ with $`d_ri<d_{r+1}`$ and $`1rn2`$. We order these $`(n1)`$-tuples in lexicographical order, so that $`I_N=(d_1,\mathrm{},d_{n1})`$. Let $`D=d_1\mathrm{}d_{n1}`$, so that $`N=Dd_{n1}+1`$. We define $`A`$ to be the set of $`n`$-tuples $`(i_1,\mathrm{},i_n)`$ with $`(i_1,\mathrm{},i_{n1})=I_k`$ and $`i_n=d_{n1}+l`$ where $`1k\text{min}(N,d_nd_{n1})`$ and $`kld_nd_{n1}`$.
We also define the following sets of $`n`$-tuples:
$`B_1=`$ $`\{(d_1,\mathrm{},d_{r1},j,d_{r+1},\mathrm{},d_{n1},d_{n1}):\mathrm{\hspace{0.17em}1}j<d_r,1rn2\},`$
$`B_2=`$ $`\{(d_1,\mathrm{},d_{n2},j,d_{n1}):\mathrm{\hspace{0.17em}1}j<d_{n2}\},`$
$`B_3=`$ $`\{(d_1,\mathrm{},d_{n2},j,1):d_{n2}jd_{n1}\},`$
$`B_4=`$ $`\{(i,i,\mathrm{},i):\mathrm{\hspace{0.17em}2}id_1\}`$
$`\{(d_1,\mathrm{},d_r,i,\mathrm{},i):\mathrm{\hspace{0.17em}1}r<n1,d_r<id_{r+1}\}`$
$`\{(d_1,\mathrm{},d_{n1},i):d_{n1}<i\text{min}(D,d_n)\}.`$
Then $`A,B_1,\mathrm{},B_4`$ are all disjoint. In terms of these sets, the general Schmidt decomposition can be stated as follows:
###### Theorem 2.
Let $`|\mathrm{\Psi }`$ be a state vector in an $`n`$-fold tensor product space $`๐ฎ_1\mathrm{}๐ฎ_n`$ where dim$`๐ฎ_r=d_r`$, with $`2d_1\mathrm{}d_n`$, and $`n3`$. Then for $`r=1,\mathrm{},n`$ there is a basis $`\{|\psi _i^{(r)}:i=1,\mathrm{},d_r\}`$ of $`๐ฎ_r`$ such that in the expansion
$$|\mathrm{\Psi }=\underset{i_1\mathrm{}i_n}{}c_{i_1\mathrm{}i_n}|\psi _{i_1}^{(1)}\mathrm{}|\psi _{i_n}^{(n)}$$
(2.5)
the coefficients $`c_{i_1\mathrm{}i_n}`$ have the following properties:
1. $`c_{ii\mathrm{}ijii\mathrm{}i}=0`$ if $`1i<d_1`$ and $`i<j`$.
2. $`c_{d_1\mathrm{}d_rii\mathrm{}ijii\mathrm{}i}=0`$ if $`d_ri<d_{r+1}`$ and $`i<j`$, $`1rn2`$.
3. $`c_I=0`$ for every $`n`$-tuple index $`I`$ in the set $`A`$.
4. The coefficients with indices in the sets $`B_i`$ $`(i=1,\mathrm{},4)`$ are real and non-negative.
5. For $`i=1,\mathrm{},d_{n1}`$, define
$$R_i=|c_{d_1\mathrm{}d_ri\mathrm{}i}|$$
where $`r`$ is such that $`d_r<id_{r+1}`$. Then
$$R_1\mathrm{}R_{d_{n1}}.$$
###### Proof.
Consider the real-valued function $`\left|\mathrm{\Psi }|\left(|\varphi ^{(1)}\mathrm{}|\varphi ^{(n)}\right)\right|^2`$ defined for unit vectors $`|\varphi ^{(r)}`$ lying in the unit sphere $`S^{2d_r1}`$ in $`๐ฎ_r`$. As $`(|\varphi ^{(1)},\mathrm{},|\varphi ^{(n)})`$ varies over the compact space $`S^{2d_11}\times \mathrm{}\times S^{2d_n1}`$, this function attains a maximum at some point $`(|\psi _1^{(1)},\mathrm{},|\psi _1^{(n)})`$. Let $`\{|\psi _i^{(r)}:i=1,\mathrm{},d_r\}`$ be any orthonormal basis of $`๐ฎ_r`$ containing $`|\psi _1^{(r)}`$, and expand $`|\mathrm{\Psi }`$ as in the statement of the theorem. Since $`\left|\mathrm{\Psi }|\left(|\psi _1^{(1)}\mathrm{}|\varphi ^{(r)}\mathrm{}|\psi _1^{(n)}\right)\right|^2`$ is stationary at $`|\varphi ^{(r)}=|\psi _1^{(r)}`$ for variations of $`|\varphi ^{(r)}`$ on the unit sphere,
$$c_{1\mathrm{}1j1\mathrm{}1}=\mathrm{\Psi }|\left(|\psi _1^{(1)}\mathrm{}|\psi _1^{(r1)}|\psi _j^{(r)}|\psi _1^{(r+1)}\mathrm{}|\psi _1^{(n)}\right)=0\text{ for }j>1.$$
(2.6)
Next, find the maximum of $`\left|\mathrm{\Psi }|\left(|\varphi ^{(1)}\mathrm{}|\varphi ^{(n)}\right)\right|^2`$ as $`|\varphi ^{(1)},\mathrm{},|\varphi ^{(n)}`$ vary over unit vectors orthogonal to $`|\psi _1^{(1)},\mathrm{},|\psi _1^{(n)}`$ respectively. Suppose the maximum occurs at $`(|\psi _2^{(1)},\mathrm{},|\psi _2^{(n)})`$. Then, as before, in any expansion of $`|\mathrm{\Psi }`$ in terms of orthonormal bases of the $`๐ฎ_r`$ containing $`|\psi _1^{(r)}`$ and $`|\psi _2^{(r)}`$ $`(r=1,\mathrm{},n)`$, the coefficients will satisfy
$$c_{2\mathrm{}2j2\mathrm{}2}=0\text{for}j>2.$$
(2.7)
Continuing in this way, we define the basis vectors $`|\psi _i^{(1)},\mathrm{},|\psi _i^{(n)}`$ for $`i=1,\mathrm{},d_11`$. Then the last basis vector $`|\psi _{d_1}^{(1)}`$ of $`๐ฎ_1`$ is determined up to phase. Next, if the dimensions $`d_i`$ are not all equal, we maximise $`\left|\mathrm{\Psi }|\left(|\psi _{d_1}^{(1)}|\varphi ^{(2)}\mathrm{}|\varphi ^{(n)}\right)\right|^2`$ as $`|\varphi ^{(2)},\mathrm{},|\varphi ^{(n)}`$ vary orthogonally to the basis vectors already determined, to find basis vectors $`|\psi _{d_1}^{(2)},\mathrm{},|\psi _{d_1}^{(n)}`$; then we find $`|\psi _i^{(2)},\mathrm{},|\psi _i^{(n)}`$ for $`i=d_1+1,\mathrm{},d_21`$, and hence $`|\psi _{d_2}^{(2)}`$; then $`|\psi _i^{(3)},\mathrm{},|\psi _i^{(n)}`$ for $`i=d_2,\mathrm{},d_31`$; and so on until we have $`|\psi _i^{(n1)},|\psi _i^{(n)}`$ for $`i=d_{n2},\mathrm{},d_{n1}1`$. The maximisation at each step implies that the coefficients satisfy (2).
Now, to fix the last $`d_nd_{n1}+1`$ basis elements of $`๐ฎ_n`$, we choose a set $`I_1=(i_1,\mathrm{},i_{n1})`$ of $`n1`$ indices which is not of the form $`(i,\mathrm{},i)`$ with $`1i<d_1`$ or $`(d_1,d_2,\mathrm{},d_r,i,i,\mathrm{},i)`$ with $`d_ri<d_{r+1}`$ (so that $`c_{i_1\mathrm{}i_{n1}j}`$ has not yet been set to zero for any $`j`$), and maximise $`\left|\mathrm{\Psi }|\left(|\psi _{i_1}^{(1)}\mathrm{}|\psi _{i_{n1}}^{(n1)}|\varphi ^{(n)}\right)\right|^2`$ with respect to vectors $`|\varphi ^{(n)}`$ orthogonal to $`|\psi _1^{(n)},\mathrm{},|\psi _{d_{n1}1}^{(n)}`$, thus finding $`|\psi _{d_{n1}}^{(n)}`$; then, choosing a different index set $`I_2=(j_1,\mathrm{},j_{n1})`$, maximise $`\left|\mathrm{\Psi }|\left(|\psi _{j_1}^{(1)}\mathrm{}|\psi _{j_{n1}}^{(n1)}|\varphi ^{(n)}\right)\right|^2`$ with respect to vectors $`|\varphi ^{(n)}`$ orthogonal to $`|\psi _1^{(n)},\mathrm{},|\psi _{d_{n1}}^{(n)}`$; and so on until we have either exhausted the possible index sets $`I_1,I_2,\mathrm{},I_N`$ or run out of space in which to vary the vector $`|\varphi ^{(n)}`$. The coefficients will then satisfy (3).
The reality conditions (4) can be imposed as follows. (By *using* a basis vector $`|\psi `$ to *fix* a coefficient $`c`$ we mean changing the phase of $`|\psi `$ to make $`c`$ real and non-negative.) First use $`|\psi _1^{(n)}`$ to fix $`c_{d_1\mathrm{}d_{n1}\mathrm{\hspace{0.17em}1}}`$; then use $`|\psi _{d_{n1}}^{(n)}`$ to fix $`c_{d_1d_2\mathrm{}d_{n1}d_{n1}}`$; then use $`|\psi _j^{(r)}`$ $`(r=1,\mathrm{},n2;j=1,\mathrm{},d_r1)`$ to fix the coefficients in the set $`B_1`$; then use $`|\psi _j^{(n1)}`$ $`(j=1,\mathrm{},d_{n1}1)`$ to fix the coefficients in $`B_2`$ and $`B_3`$; and finally use $`|\psi _j^{(n)}`$ $`(j=2,\mathrm{},\text{min}(d_n,D)`$ excluding $`j=d_{n1}`$) to fix the remaining coefficients in $`B_4`$. โ
This result can be expressed in terms of active transformations, with respect to fixed orthonormal bases $`\{|\theta _i^{(r)}\}`$ of the state spaces $`๐ฎ_r`$, as follows. Two states $`|\mathrm{\Psi }_1,|\mathrm{\Psi }_2`$ in $`๐ฎ_1\mathrm{}๐ฎ_n`$ are said to be *locally equivalent* if
$$|\mathrm{\Psi }_1=(U_1\mathrm{}U_n)|\mathrm{\Psi }_2$$
where $`U_r`$ is a unitary transformation acting on $`๐ฎ_r`$. Then we have
###### Theorem 3.
For $`n3`$, any state $`|\mathrm{\Psi }๐ฎ_1\mathrm{}๐ฎ_n`$ is locally equivalent to a state $`c_{i_1\mathrm{}i_n}|\theta _{i_1}^{(1)}\mathrm{}|\theta _{i_n}^{(n)}`$ where the coefficients $`c_{i_1\mathrm{}i_n}`$ have the properties 1โ5 stated in Theorem 2.
As an example, we note the canonical form for a state of three qubits,
$$a|000+b|011+c|101+d|110+e|111$$
(2.8)
with $`b,c,d,e`$ real. Acรญn et al have investigated tripartite states using different canonical forms which, like the canonical form proposed here, have five non-zero coefficients of which four are real.
We note that for a state expressed in terms of a fixed orthonormal basis $`\{|\theta _i^{(r)}\}`$ as
$$|\mathrm{\Psi }=t_{i_1\mathrm{}i_n}|\theta _{i_1}^{(1)}\mathrm{}|\theta _{i_n}^{(n)},$$
the coefficients of the basis elements $`|\psi _1^{(r)}=u_{i_r}^{(r)}|\theta _{i_r}^{(r)}`$ defined in the first step of the above proof are the solutions of the generalised (nonlinear) โsingular valueโ equations
$$\underset{i_1\mathrm{}i_{r1},i_{r+1}\mathrm{}i_n}{}\overline{t_{i_1\mathrm{}i_n}}u_{i_1}^{(1)}\mathrm{}u_{i_{r1}}^{(r1)}u_{i_{r+1}}^{(r+1)}\mathrm{}u_{i_n}^{(n)}=\lambda \overline{u_{i_r}^{(r)}}$$
(2.9)
where the Lagrange multiplier $`\lambda `$ is such that $`|\lambda |^2`$ is the maximal value of $`|\mathrm{\Psi }|\left(|\varphi ^{(1)}\mathrm{}|\varphi ^{(n)}\right)|^2`$.
Let us now examine the dimension of the set of canonical forms and deduce the dimension of the generic local equivalence class. First consider the case where all the individual state spaces have equal dimension $`d`$. The number of zero coefficients in the canonical form, determined by condition 1 of Theorem 1, is $`\frac{1}{2}nd(d1)`$ (one for each pair $`(i,j)`$ with $`i<j`$ and for each position of $`j`$). The number of phases removed by condition 2 is $`n(d1)+1`$. Hence the number of real parameters in the canonical form of Theorem 1 is
$$2d^nnd(d1)n(d1)1=2d^nn(d^21)1.$$
We have not proved that states with different canonical forms are not locally equivalent; it is conceivable that the number of parameters could be reduced still further by local transformations. However, the difference between the number of parameters in the final canonical form and the dimension of the pure state space must be the dimension of the generic equivalence class, which is therefore at least $`n(d^21)+1`$. But this is the dimension of the group of local unitary transformations, which can be identified with $`SU(d)^n\times U(1)`$ if we collect together multiples of the identity in the final $`U(1)`$. Since the local equivalence classes are orbits of this group, their dimension cannot be greater than the dimension of the group. Thus we have
###### Corollary 1.
If $`n3`$, the generic local equivalence class for a system of $`n`$ $`d`$-state particles has dimension $`n(d^21)+1`$.
Since a generic orbit has the same dimension as the group, the stabiliser of any state in the orbit has dimension zero. This gives
###### Corollary 2.
The generic pure state of a system of more than two equal-spin particles has a discrete stabiliser under the action of local unitary transformations.
The stabilisers of states of three qubits ($`d_1=d_2=d_3=2)`$ were studied in . The second corollary generalises Theorem 1 of that paper. This treatment, however, gives no indication of which exceptional states have enlarged stabilisers. This question is being investigated in an alternative approach by one of us (HAC).
For the general situation we must distinguish between the cases $`d_nD`$ and $`d_n>D`$ where $`D=d_1\mathrm{}d_{n1}`$. In both cases, the number of zero coefficients imposed by conditions 1โ2 of Theorem 2 is
$`{\displaystyle \underset{i=1}{\overset{d_11}{}}}{\displaystyle \underset{s=1}{\overset{n}{}}}(d_si)+{\displaystyle \underset{r=1}{\overset{n2}{}}}{\displaystyle \underset{i=d_r}{\overset{d_{r+1}1}{}}}{\displaystyle \underset{s=r+1}{\overset{n}{}}}(d_si)`$
$`=`$ $`(d_11){\displaystyle \underset{s=1}{\overset{n}{}}}d_s+{\displaystyle \underset{r=1}{\overset{n2}{}}}(d_{r+1}d_r){\displaystyle \underset{s=r+1}{\overset{n}{}}}d_snS_1{\displaystyle \underset{r=1}{\overset{n2}{}}}(nr)(S_{r+1}S_r)`$
$`\text{ where }S_r=\frac{1}{2}d_r(d_r1)`$
$`=`$ $`{\displaystyle \underset{s=1}{\overset{n}{}}}d_s+{\displaystyle \underset{r=1}{\overset{n1}{}}}d_r^2{\displaystyle \underset{r=1}{\overset{n1}{}}}S_rS_{n1}+d_nd_{n1}`$
$`=`$ $`\frac{1}{2}{\displaystyle \underset{r=1}{\overset{n}{}}}d_r(d_r1)\frac{1}{2}\delta (\delta +1)\text{where }\delta =d_nd_{n1}.`$
If $`d_nD`$, the number of zero coefficients imposed by condition 3 is $`\frac{1}{2}\delta (\delta +1)`$, while the number of phases removed by condition 4 is
$$\underset{r=1}{\overset{n}{}}(d_r1)+1.$$
Hence the number of real parameters in the above canonical form is
$$2\underset{r=1}{\overset{n}{}}d_r\left(\underset{r=1}{\overset{n}{}}(d_r^21)+1\right),$$
which is the difference between the dimension of the state space and the dimension of the group $`G`$ of local transformations. Thus in this case the dimension of the generic local equivalence class is the same as the dimension of $`G`$, as in Corollary 1.
If $`d_n>D`$, the number of zero coefficients imposed by condition 3 is
$$\underset{k=1}{\overset{N}{}}(\delta k+1)=N(\delta +1)\frac{1}{2}N(N+1)$$
giving a total number of zero coefficients determined by conditions 1โ3 as
$`\frac{1}{2}{\displaystyle \underset{r=1}{\overset{n}{}}}d_r(d_r1)\frac{1}{2}\delta (\delta +1)+\frac{1}{2}N(2\delta N+1)`$
$`=`$ $`\frac{1}{2}{\displaystyle \underset{r=1}{\overset{n}{}}}d_r(d_r1)\frac{1}{2}\mathrm{\Delta }(\mathrm{\Delta }1)`$
where $`\mathrm{\Delta }=\delta N+1=d_nD`$. In this case there are no non-zero coefficients $`c_{i_1\mathrm{}i_n}`$ with $`i_n>D`$, so the number of phases removed by condition 4 is reduced by $`\mathrm{\Delta }`$. Hence the total number of parameters removed, i.e. the dimension of the orbit, is at least
$$\underset{r=1}{\overset{n}{}}(d_r^21)+1\mathrm{\Delta }^2=dimG\mathrm{\Delta }^2$$
where $`G=SU(d_1)\times \mathrm{}\times SU(d_n)\times U(1)`$.
The fact that there are no non-zero coefficients $`c_{i_1\mathrm{}i_n}`$ with $`i_n>D`$ means that the state is unaffected by unitary transformations of the $`n`$th particle which fix the first $`D`$ basis vectors. Thus the stability group of the state contains at least this $`U(\mathrm{\Delta })`$ subgroup, and the dimension of the orbit cannot be greater than dim$`G\mathrm{\Delta }^2`$. It follows that the dimension of the orbit is exactly this, and the Lie algebra of the stability group is exactly that of $`U(\mathrm{\Delta })`$.
Thus the general versions of Corollaries 1 and 2 are
###### Corollary 3.
In the general $`n`$-party system of Theorem 2, where $`n3`$, the generic orbit has dimension
$`{\displaystyle \underset{r=1}{\overset{n}{}}}(d_r^21)+1`$ $`\text{if}d_nD,`$
$`{\displaystyle \underset{r=1}{\overset{n}{}}}(d_r^21)+1(d_nD)^2`$ $`\text{if}d_n>D,`$
where $`D=d_1\mathrm{}d_{n1}`$.
###### Corollary 4.
In the $`n`$-party system of Theorem 2, a generic point has discrete stabiliser in the group of local unitary transformations if $`d_nD`$; otherwise the stabiliser is locally isomorphic to the unitary group $`U(d_nD)`$.
## 3 Alternative generalisations of the Schmidt decomposition
The canonical form of the previous section is noteworthy for the simplicity of the conditions on the coefficients in the expansion of the state vector in terms of a factorisable orthonormal basis: certain coefficients are zero, certain others are real. This is likely to make it most useful in practice. However, it is perhaps less theoretically appealing than some other generalisations of the Schmidt decomposition that have been proposed recently. For the sake of completeness, we review these alternatives here.
For each constituent of the multipartite system, a basis of its individual state space is determined by its marginal density matrix: this is the basis defined by the conventional Schmidt decomposition of the state vector when the multipartite state space is regarded as a bipartite tensor product, one factor being the state space of the constituent being considered, the other being the tensor product of all the other state spaces. One of us and Brun and Cohen have proposed that the tensor products of these one-particle states provide a natural basis for multipartite states. The resulting coefficients $`c_{i_1\mathrm{}i_n}`$ satisfy
$$\underset{i_1\mathrm{}i_{r1},i_{r+1}\mathrm{}i_n}{}c_{i_1\mathrm{}i_r\mathrm{}i_n}\overline{c_{i_1\mathrm{}i_{r1}j_ri_{r+1}\mathrm{}i_n}}=0\text{if}i_rj_r$$
for each $`r`$.
Spekkens and Sipe have suggested that a canonical state in each equivalence class could be taken to be that which minimises the Ingarden-Urbanik entropy
$$S_{\text{IU}}=\underset{i_1\mathrm{}i_n}{}|c_{i_1\mathrm{}i_n}|^2\mathrm{log}|c_{i_1\mathrm{}i_n}|^2.$$
They justify this as a generalisation of the Schmidt decomposition by showing that the IU entropy is minimised by the Schmidt normal form for bipartite states. For more than two constituent parts, however, little is known about these minima.
To show that all three of these canonical forms are distinct, consider the tripartite state
$$|\mathrm{\Psi }=\frac{1}{2\sqrt{3}}\left(3|000+|011+\sqrt{2}|111\right)$$
where each constituent system is a qubit (a two-state system) and, as usual, we label the basis states by the digits 0 and 1 and abbreviate the product basis states as $`|abc=|\psi _a^{(1)}|\psi _b^{(2)}|\psi _c^{(3)}`$. This state is presented in the canonical form of section 2; not only does it satisfy the conditions of Theorem 1, but it can be shown (see Appendix) that it is obtained by the procedure of that theorem, i.e. the coefficient of $`|000`$ is maximal among states locally equivalent to $`|\mathrm{\Psi }`$. (We note that there is a locally equivalent state with the coefficient of $`|000`$ equal to $`\frac{1}{2}`$; this satisfies conditions 1 and 2 of Theorem 1, but not condition 3.) By means of a transformation of the first qubit with matrix $`\frac{1}{\sqrt{6}}\left(\begin{array}{cc}\sqrt{2}+1& 1\sqrt{2}\\ \sqrt{2}1& \sqrt{2}+1\end{array}\right)`$), the state $`|\mathrm{\Psi }`$ is locally equivalent to
$$|\mathrm{\Phi }=\frac{1}{2\sqrt{2}}\left((\sqrt{2}+1)|000(\sqrt{2}1)|100+|011+|111\right)$$
which is in the canonical form of and . Neither of these states minimises the IU entropy within their local equivalence class: under the infinitesimal local transformation in which the basis states of the first qubit transform by $`|0|0+ฯต|1,|1|1ฯต|0`$ and the states of the second and third qubits are kept fixed, the entropies of $`|\mathrm{\Psi }`$ and $`|\mathrm{\Phi }`$ change by
$$\delta S_{\text{IU}}(\mathrm{\Psi })=\frac{1}{3\sqrt{2}}ฯต\mathrm{log}2,\delta S_{\text{IU}}(\mathrm{\Phi })=ฯต\mathrm{log}(\sqrt{2}+1).$$
By minimising the IU entropy numerically we find in general that a few of the coefficients $`c_{ijk}`$ become much smaller than the others without vanishing exactly.
## Acknowledgement
We are grateful to Bob Gingrich for pointing out an error in an earlier version of this paper.
## Appendix
We will show that for a state
$$|\mathrm{\Psi }=a|000+b|011+c|111$$
with $`|a|>\frac{1}{\sqrt{2}}`$, $`a`$ is the maximal value of the coefficient of $`|000`$ among states locally equivalent to $`|\mathrm{\Psi }`$.
###### Proof.
The equations (2.9) for a stationary value of $`\left|\mathrm{\Psi }|\left(|\varphi ^{(1)}|\varphi ^{(2)}|\varphi ^{(3)}\right)\right|^2`$ become
$`\overline{a}v_0w_0+\overline{b}v_1w_1`$ $`=\lambda \overline{u_0}`$ (3.1)
$`\overline{c}v_1w_1`$ $`=\lambda \overline{u_1}`$ (3.2)
$`\overline{a}u_0w_0`$ $`=\lambda \overline{v_0}`$ (3.3)
$`\overline{b}u_0w_1+\overline{c}u_1w_1`$ $`=\lambda \overline{v_1}`$ (3.4)
$`\overline{a}u_0v_0`$ $`=\lambda \overline{w_0}`$ (3.5)
$`\overline{b}u_0v_1+\overline{c}u_1v_1`$ $`=\lambda \overline{w_1}`$ (3.6)
where $`|\varphi ^{(1)}=u_0|0+u_1|1`$, $`|\varphi ^{(2)}=v_0|0+v_1|1`$ and $`|\varphi ^{(3)}=w_0|0+w_1|1`$. Clearly there is a solution $`\lambda =\overline{a},u=v=w=(1,0)`$. We have to show that any other solution has $`|\lambda |^2<|a|^2`$. Using (3.5) and (3.6) to eliminate $`w_0`$ and $`w_1`$, eqs. (3.1) and (3.2) become
$`\left(|a|^2|v_0|^2+|b|^2|v_1|^2|\lambda |^2\right)u_0+b\overline{c}|v_1|^2u_1`$ $`=0,`$
$`\overline{b}c|v_1|^2u_0+\left(|c|^2|v_1|^2|\lambda |^2\right)u_1`$ $`=0.`$
For $`(u_o,u_1)(0,0)`$, it follows that
$$F(|\lambda |^2)=|\lambda |^4|\lambda |^2\left(|a|^2+(12|a|^2)|v_1|^2\right)+|a|^2|c|^2|v_0|^2|v_1|^2=0$$
since $`|a|^2+|b|^2+|c|^2=|v_0|^2+|v_1|^2=1`$. Now
$$F(|a|^2)=|a|^2|v_1|^2\left(2|a|^21+|c|^2|v_0|^2\right).$$
which is positive if $`|a|>\frac{1}{\sqrt{2}}`$ (unless $`v_1=0`$), and the gradient of the quadratic $`F`$ at $`|\lambda |^2=|a|^2`$ is also positive. It follows that the zeros of $`F`$, and therefore any stationary values of $`\left|\mathrm{\Psi }|\left(|\varphi ^{(1)}|\varphi ^{(2)}|\varphi ^{(3)}\right)\right|^2`$ other than $`|a|^2`$, are less than $`|a|^2`$. โ
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# Semiempirical Shell Model Masses with Magic Number Z = 126 for Superheavy Elements
## Abstract
A semiempirical shell model mass equation applicable to superheavy elements up to Z = 126 is presented and shown to have a high predictive power. The equation is applied to the recently discovered superheavy nuclei $`{}_{}{}^{293}118`$ and $`{}_{}{}^{289}114`$ and their decay products.
PACS numbers: 21.10.Dr, 21.60.Cs, 27.90.+b
Recently an $`\alpha `$-decay chain consistent with the formation of $`{}_{}{}^{293}118`$ and its sequential decay to $`{}_{}{}^{289}116,{}_{}{}^{285}114,{}_{}{}^{281}112,{}_{}{}^{277}110,{}_{}{}^{273}\mathrm{Hs}`$ and $`{}_{}{}^{269}\mathrm{Sg}`$ has been observed. The $`\alpha `$-decay energies vary rather smoothly along the chain. If the above assignments are confirmed, and the decaying nuclei are formed in or near their ground states (g.s.) , then the smooth variation seems to preclude the traditional macroscopic-microscopic Z = 114 as a magic proton number in these nuclei.
Recent phenomenological studies of BE(2) systematics and of the persistence of the Wigner term in masses of heavy nuclei indicate Z = 126 as the next spherical proton magic number after lead, and this is consistent with considerations based on nuclear diffuseness . Recent self-consistent and relativistic mean field calculations variously predict proton magicities for Z = 114, 120, 124 and 126.
These new developments are contrary to the assumption made in the semiempirical shell-model mass equation (SSME) (see also ref. ) that Z = 114 is the next proton magic number beyond lead. The equation stops at Z = 114, and it is unsuitable for extrapolation already earlier, beyond Hs (Z = 108), as shown by its increasing deviations from the data beyond that (like in fig. 4 of ref. ). One has to find an appropriate substitute for the equation in the neighbourhood of Z = 114 and beyond.
During the early stages of the SSME , when it was adjusted separately in individual shell regions in the N $``$ Z plane, both Z = 114 and Z = 126, which were at the time considered possible candidates for the post-lead proton magic number, were tried as a shell region boundary in each of the two heaviest regions with Z $``$ 82 and respective N boundaries 82 $``$ N $``$ 126 (called here region A) and 126 $``$ N $``$184 (called region B). The agreement with the data was about the same for both choices, and considering the prevailing view in the mid nineteen seventies Z = 114 was chosen for the SSME mass table. In this Letter we consider the possibility of substituting the SSME in region B with the early results obtained with Z = 126. In particular we study the predictive power or extrapolatability of these results by using the newer data accumulated after the adjustments were made, like in refs. . Then we apply the equation to the results of two recent superheavy elements (SHE) experiments . Region A will be considered elsewhere.
In the SSME the total nuclear energy E is written as a sum of pairing, deformation and Coulomb energies:
$$E(N,Z)=E_{pair}(N,Z)+E_{def}(N,Z)+E_{Coul}(N,Z).$$
(1)
The form of $`E_{Coul}`$ is the same in all shell regions:
$$E_{Coul}(N,Z)=\left(\frac{2Z_0}{A}\right)^{1/3}[\alpha ^C+\beta ^C\left(ZZ_0\right)+\gamma ^C\left(ZZ_0\right)^2],$$
(2)
and that of $`E_{pair}`$ is the same separately in all diagonal shell regions, where the major valence shells are the same for neutrons and protons, and in all non-diagonal regions, where the neutron and proton valence shells are different. In a non-diagonal region like B it is
$`E_{pair}(N,Z)=\left({\displaystyle \frac{A_0}{A}}\right)`$ $`[\alpha +\beta _1(NN_0)+\beta _2(ZZ_0)+`$ (5)
$`\gamma _1(NN_0)^2+\gamma _2(ZZ_0)^2+\gamma _3(NN_0)(ZZ_0)+`$
$`{\displaystyle \frac{1(1)^N}{2}}\mathrm{\Theta }_1+{\displaystyle \frac{1(1)^Z}{2}}\mathrm{\Theta }_2+{\displaystyle \frac{1(1)^{NZ}}{2}}\mu ].`$
The part $`E_{def}`$ for region B with Z = 126 as upper proton boundary is
$$E_{def}(N,Z)=\left(\frac{A_0}{A}\right)\left[\phi _{21}\mathrm{\Phi }_{21}(N,Z)+\phi _{31}\mathrm{\Phi }_{31}(N,Z)+\chi _{12}X_{12}(N,Z)\right],$$
(6)
with
$$\mathrm{\Phi }_{21}(N,Z)=(N126)^2(184N)^2(Z82)(126Z)$$
(7)
$$\mathrm{\Phi }_{31}(N,Z)=(N126)^3(184N)^3(Z82)(126Z)$$
(8)
$$X_{12}(N,Z)=(N126)(184N)(N155)(Z82)^2(126Z)^2(Z104).$$
(9)
The respective values of $`N_0,Z_0`$ and $`A_0`$ are 126, 82 and 208. The coefficients multiplying the functions of N and Z are adjustable parameters which were determined by a least-squares adjustment to the data . Their numerical values are given in table I. The mass excesses $`\mathrm{\Delta }M(N,Z)`$ are obtained by adding to eq. (1) the sum of nucleon mass excesses $`N\mathrm{\Delta }M_n+Z\mathrm{\Delta }M_H`$.
The experimental data used in the adjustments included 211 masses. (Ref. augmented by data from the literature up to Spring 1973.) Presently there are 267 known experimental masses in region B. (Ref. (excluding values denoted โsystematicsโ (#)) augmented by data from the literature.) They include 56 new masses that were not used in the adjustments.
Unlike the SSME , when the corresponding 56 deviations of the predictions of eq. (1) (with the definitions (2)-(6)) from the data are plotted as function of Z they do not increase when Z increases towards 114. On the other hand, there are conspicuously large deviations of <sup>218,219</sup>U and also <sup>217,219</sup>Pa, with respective neutron numbers 126, 127, 126 and 128.
Fig. 1 shows the deviations as function of the distance from the line of $`\beta `$-stability, denoted โneutrons from stabilityโ (NFS) and defined by NFS = $`NZ\frac{0.4A^2}{A+200}`$ . Empty circles denote the deviations of the $`N=126128`$ nuclei <sup>216</sup>Ac, <sup>218</sup>Pa, <sup>216</sup>Th, <sup>217</sup>Pa, <sup>219</sup>Pa, <sup>219</sup>U and <sup>218</sup>U, which increase in this order. These deviations indicate increasing underbinding of extrapolated $`N126`$ nuclei when Z increases. They are related to the increasing discontinuity of the extrapolated mass surface along the common boundary N = 126 of regions A and B away from the data, when the two regions are adjusted separately . (Such deviations can be avoided by adjusting the data in the two regions simultaneously, with continuity requirements along the boundary imposed as additional constraints .)
The deviations of the remaining 49 nuclei with $`N129`$, which do not follow the $`N=126`$ boundary but extend into the interior of the shell region, are marked by full circles. They are about equally positive and negative, have similar magnitudes, and do not seem to be correlated with NFS.
Table II, patterned after similar more elaborate ones , shows $`\delta _{av}`$ and $`\delta _{rms}`$, the respective average and rms deviations of eq. (1) from the data, for $`\mathrm{\Delta }M,S_n,S_p,Q_\beta ^{}`$ and $`Q_\alpha `$. The deviations are shown separately for the older data that were used in the adjustments and for the newer data. The last column shows the error ratios $`\delta _{rms}^{new}:\delta _{rms}^{old}`$.
For the old data the magnitudes of the $`\delta _{av}`$ are single keVs, and for the $`\delta _{rms}`$ they are in the range 110$``$170 keV. For the new data they are larger, with respective highest values of 53 and 236 keV for $`\mathrm{\Delta }M`$ and smaller values for $`S_n,S_p,Q_\beta ^{}`$ and $`Q_\alpha `$.
The table shows as well in brackets the corresponding deviations for the 49 $`N129`$ nuclei extending into the interior of the shell region, where SHE are presently searched for. Except for $`Q_\alpha `$ they are smaller than the unbracketed deviations.
The deviations shown in table II are about one half of the corresponding deviations for several recent mass models . The main reason for these smaller deviations is presumably the inclusion in eq. (1) of the particle-hole-symmetric configuration interaction terms $`E_{def}`$ (eq. (6)). (Without these terms the rms deviation from the original data of the part $`E_{pair}+E_{Coul}`$ (eqs. (5) and (2) alone) is 1076 keV , as compared to the rms deviation of 126 keV from the original $`\mathrm{\Delta }M`$ data in table II for the complete eq. (1). See also ref. .)
Until a new SSME adjustment to the data in both regions A and B is undertaken we propose the use of eq. (1) with the coefficients of table I instead of the SSME as an appropriate predictive tool in SHE research in the interior of region B. It is important to emphasize, though, that the above rather suggestive results are not a proof of superior magicity of Z = 126 as compared to other recently proposed predictions , because no comparative mass studies of this kind were made. These are beyond the scope of the present work.
We now apply the equation to the results obtained in . Panel a of fig. 2 shows the chain of $`\alpha `$-decay energies measured in , and the values predicted for them by eq. (1) when the data are interpreted as g.s. transitions of the nuclei assigned in . (In ref. some alternative possibilities of transitions between low-lying Nilsson levels are considered.) The figure shows as well the predictions which motivated the search undertaken in . The respective average and rms deviations of the predicted values from the data are $`197`$ and 308 keV for eq. (1) and $`154`$ and 357 keV for ref. . The rms deviation of eq. (1) is consistent with table II, but the average deviation is too negative.
The variation of the predicted values of eq. (1) along the chain is smoother than that of the data. The kinks in the data at Z = 112 and 116 are not reproduced. Such kinks are usually interpreted as submagic number effects, and in the SSME these are assumed to have been obliterated by configuration interaction between subshells, described by the terms $`E_{def}`$, eq. (6). The inadequacy of the SSME to describe abrupt local changes associated with subshell structure is detailed in figs. 2a-c of ref. .
On the other hand, the microscopic energies calculated in ref. are basically sums of (bunched minus unbunched) single nucleon energies, and as such have (magic and) submagic gap effects built in. The corresponding predicted line in fig. 2 has kinks at Z = 110 and 116, corresponding to the predicted submagic numbers Z = 108 and 116 indicated by increasing vertical distances between isotopic $`Q_\alpha `$ lines in fig. 4 of .
Most of the smoothing effect of configuration interaction is missing in macroscopic-microscopic Strutinsky type and in self-consistent mean field calculations. The included $`T=1,J=0`$ pairing correlations seem not to be enough. This might result in calculated submagic gaps and associated kinks which are too large compared to the data. Panel b of fig. 2 shows large kinks at respective proton numbers Z = 112, 114 and 116, predicted by refs. , and . The kinks at Z = 114 and 116 were observed before .
Finally we mention the $`\alpha `$-decay chain observed in ref. , which is considered a good candidate for originating from <sup>289</sup>114 and its sequential decay to <sup>285</sup>112 and <sup>281</sup>110. The respective average and rms deviations of the predictions of eq. (1) from the measured energies are 847 and 905 keV, which considerably exceed the deviations expected from table II for g.s. transitions. If the above assignments are confirmed, the large deviations might indicate that the decay chain does not go through levels in the vicinity of the g.s.
It might also be worthwhile mentioning that for the conceivable parents <sup>288</sup>112 or <sup>291</sup>113 which can be obtained from the compound nucleus <sup>292</sup>114 by respective $`1\alpha `$ or $`1p`$ evaporation, the corresponding average and rms deviations of eq. (1) from the measured energies are $`181`$ and 366 keV and $`242`$ and 417 keV, which are more than twice smaller than for the parent <sup>289</sup>114.
We thank Stelian Gelberg and Dietmar Kolb for help with the calculations.
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# Single-Pulse Preparation of the Uniform Superpositional State used in Quantum Algorithms
## Acknowledgments
The work of GPB and VIT was supported by the Department of Energy (DOE) under contract W-7405-ENG-36, by the National Security Agency (NSA) and Advanced Research and Development Activity (ARDA). FB acknowledges financial support from INFN and INFM.
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# 1 Introduction
## 1 Introduction
Since Hawking discovered that black holes decay by emission of thermal radiation , a lot of work has been done on quantum aspects of black holes aiming to improve our understanding of the quantization of the gravitational field. Hawkingโs result provided a physical meaning to the formal analogy between the classical laws of black hole dynamics and those of thermodynamics. But, in turn, it has been the origin of some intriguing puzzles. Indeed, it was Hawking himself the first who pointed out that the information can be lost as a pure quantum state collapses gravitationally into a black hole which then evaporates into a mixed state . An opposite scheme has been suggested by โt Hooft to maintain quantum coherence. Since then, several alternatives have been proposed (see the reviews ) in order to avoid the information loss although the problem is still unsolved. A final answer requires a complete and consistent theory of quantum gravity. Despite the recent achievements of String Theory to explain the Bekenstein-Hawking formula for extremal and near-extremal black holes , this theory is still far to describe the evaporation process of a black hole. However, restricting the situation to the scattering of low-energy particles with zero angular momentum off extremal black holes one can get a more tractable problem. This was the main reason to analyse dilatonic black holes . The problem can be reduced then to study a two-dimensional effective theory which turns out to be solvable . However, the dilatonic black holes have very special properties which make it hard to extrapolate the physical picture of their evaporation process. Near extremality they have a constant temperature, so the decay of near-extremal black holes is governed by a Hawking radiation with a mass independent temperature. Although this makes the mathematical treatment of the non-locality of the effective action easier, the general situation is more involved. In fact, for near-extremal Reissner-Nordstrรถm (RN) black holes, the temperature depends on the mass and this makes elusive an exact analytical framework. The aim of this paper is to show that one can get exact quantum results of the dynamical evolution of near-extremal RN black holes in a region very close to the horizon.
The paper is organised as follows. In section 2 we shall show that near-extremal RN black holes, in the S-wave approximation and near the horizon, can be described by the Jackiw-Teitelboim (JT) model . In section 3 we shall consider the formation of a near-extremal black hole by throwing a low-energy neutral particle into an extremal one and, in section 4, we shall describe the Hawking radiation within the near-horizon scheme. In section 5 we shall analyse the back reaction effects obtained when the classical equations are modified with terms proportional to $`\mathrm{}`$ coming from the effective Liouville-Polyakov action. We find that a near-extremal black hole evaporates within a finite proper time and after the end-point, the evaporating solution exactly and smoothly matches with the extremal black hole geometry. Therefore one could expect that extremal RN black holes are really stable end-points of Hawking evaporation. However a further quantum correction changes this picture and suggests that only an exact treatment of back reaction can produce a reliable result. In section 6 we shall provide the exact results, outlined in , coming from equations admitting a series expansion in powers of $`\mathrm{}`$. We find that the evaporation process requires an infinite amount of time, in agreement with previous results based on the adiabatic approximation . Finally, in section 7, we shall state our conclusions and comment on the implications of our results for the information loss problem.
## 2 Reissner-Nordstrรถm black holes near extremality and Jackiw-Teitelboim theory
The RN black hole has been widely studied in literature. Recently, its interest has increased as an example of AdS<sub>2</sub> arising as a near-horizon geometry. In this section we shall review some of these features and show the close connection with Jackiw-Teitelboim (JT) theory. The RN metric is given by
$$d\overline{s}^2=U(r)dt^2+\frac{dr^2}{U(r)}+r^2d\mathrm{\Omega }^2,$$
(2.1)
where
$$U(r)=\frac{(rr_+)(rr_{})}{r^2}=1\frac{2l^2m}{r}+\frac{l^2q^2}{r^2},$$
(2.2)
$`l^2`$ is Newtonโs constant and
$$r_\pm =l^2m\pm l\sqrt{l^2m^2q^2},$$
(2.3)
are the two roots of $`U(r)`$. Taking into account (2.3), there are three cases to consider: for $`lm<|q|`$ there is no horizon and the singularity at $`r=0`$ is naked<sup>1</sup><sup>1</sup>1This case is similar to the one $`m<0`$ of the Schwarzschild black hole.. For $`lm>|q|`$, $`r_\pm `$ are the respective inner ($`r_{}`$) and outer ($`r_+`$) horizons and the thermodynamical variables, entropy and temperature, associated to the outer horizon are given by
$$S=\frac{\pi r_+^2}{l^2},T_H=\frac{\kappa _+}{2\pi },$$
(2.4)
where
$$\kappa _+=\frac{r_+r_{}}{2r_+^2},$$
(2.5)
is the surface gravity on the outer (event) horizon. Finally, for the critical value of the mass $`m=m_0=l^1|q|`$, both inner and outer horizons merge to $`r_0=l^2m_0=l|q|`$. This is the extremal black hole with a vanishing temperature.
Now we consider small perturbations near extremality $`m=m_0+\mathrm{\Delta }m`$, keeping the charge $`q`$ unchanged. The inner and outer horizons (2.3), to leading order in $`\sqrt{\mathrm{\Delta }m}`$ read
$$r_\pm =lq\pm l\sqrt{2ql\mathrm{\Delta }m},$$
(2.6)
where from now on we assume $`q=|q|`$. The extremal black hole is recovered for $`\mathrm{\Delta }m=0`$. Near extremality the entropy deviation $`\mathrm{\Delta }S=S_HS_0`$ and temperature are given by
$`\mathrm{\Delta }S`$ $`=`$ $`4\pi \sqrt{{\displaystyle \frac{lq^3\mathrm{\Delta }m}{2}}},`$ (2.7)
$`T_H`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}\sqrt{{\displaystyle \frac{2\mathrm{\Delta }m}{lq^3}}}.`$ (2.8)
The RN metric (2.1) comes from the Einstein-Maxwell action
$$I=\frac{1}{16\pi l^2}d^4x\sqrt{\overline{g}^{(4)}}(\overline{R}^{(4)}l^2(\overline{F}^{(4)})^2).$$
(2.9)
Assuming spherical symmetry, dimensional reduction leads to the following effective two-dimensional theory
$$I=d^2x\sqrt{g}(R\varphi +l^2V(\varphi )).$$
(2.10)
To get the above expression we have performed a conformal reparametrization of the metric
$$ds^2=\sqrt{\varphi }d\overline{s}^2,$$
(2.11)
where
$$\varphi =\frac{r^2}{4l^2},$$
(2.12)
and
$$V(\varphi )=(4\varphi )^{\frac{1}{2}}q^2(4\varphi )^{\frac{3}{2}}.$$
(2.13)
The extremal configuration is recovered for the zero of the potential $`V(\varphi _0)=0`$. Moreover expanding (2.10) around $`\varphi _0=\frac{q^2}{4}`$
$`\varphi =\varphi _0+\stackrel{~}{\varphi },`$ (2.14)
$`m=m_0+\mathrm{\Delta }m,`$ (2.15)
we get
$$I=d^2x\sqrt{g}(R\stackrel{~}{\varphi }+l^2\stackrel{~}{V}(\stackrel{~}{\varphi }))+๐ช(\stackrel{~}{\varphi }^2),$$
(2.16)
where $`\stackrel{~}{V}(\stackrel{~}{\varphi })`$ is given by
$$\stackrel{~}{V}(\stackrel{~}{\varphi })=V^{}(\varphi _0)\stackrel{~}{\varphi }=\frac{4}{q^3}\stackrel{~}{\varphi },$$
(2.17)
and the leading order term is just the JT theory. We can also get this result studying the behavior of the metric (2.11) near extremality. The general solution of (2.10) is
$`ds^2`$ $`=`$ $`(J(\varphi )lm)dt^2+(J(\varphi )lm)^1dx^2,`$ (2.18)
$`\stackrel{~}{\varphi }`$ $`=`$ $`{\displaystyle \frac{x}{l}},`$ (2.19)
where $`J(\varphi )=^\varphi ๐\overline{\varphi }V(\overline{\varphi })`$. The thermodynamical variables, in terms of the two-dimensional effective theory, read
$`S`$ $`=`$ $`4\pi \varphi _+,`$ (2.20)
$`T_H`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}\left|{\displaystyle \frac{dU(r)}{dr}}\right|_{r_+}={\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{V(\varphi _+)}{2l}},`$ (2.21)
where $`J(\varphi _\pm )l\mathrm{\Delta }m=0`$ and we take into account that
$$\sqrt{\varphi }U(r(\varphi ))=J(\varphi )lm.$$
(2.22)
Expanding (2.18), (2.19) around $`\varphi _0`$ we get<sup>2</sup><sup>2</sup>2A slightly different near-horizon approach, in which the expansion is taken around the outer horizon $`r_+`$, has been considered in
$`ds^2`$ $`=`$ $`(\stackrel{~}{J}(\stackrel{~}{\varphi })l\mathrm{\Delta }m)dt^2+(\stackrel{~}{J}(\stackrel{~}{\varphi })l\mathrm{\Delta }m)^1d\stackrel{~}{x}^2+๐ช(\stackrel{~}{\varphi }^3),`$ (2.23)
$`\stackrel{~}{\varphi }`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{x}}{l}},`$ (2.24)
where
$$\stackrel{~}{J}(\stackrel{~}{\varphi })=\frac{2}{q^3}\stackrel{~}{\varphi }^2.$$
(2.25)
The leading order terms in the above expansion are AdS<sub>2</sub> geometries, which are the solutions of the JT theory. Moreover, the mass deviation $`\mathrm{\Delta }m`$ is just the conserved parameter of JT theory
$$l\mathrm{\Delta }m=\stackrel{~}{J}(\stackrel{~}{\varphi })l^2|\stackrel{~}{\varphi }|^2.$$
(2.26)
Therefore the JT theory describes both extremal ($`\mathrm{\Delta }m=0`$) and near-extremal RN black holes.
Let us now see how the deviations from extremality of the thermodynamical variables are given in terms of JT magnitudes. After the near-horizon approximation (2.14), (2.15), we get
$`\mathrm{\Delta }S`$ $`=`$ $`4\pi \stackrel{~}{\varphi }_+,`$ (2.27)
$`T_H`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \frac{\stackrel{~}{V}(\stackrel{~}{\varphi })}{2l}},`$ (2.28)
where $`\stackrel{~}{\varphi }_+`$ is the positive root of $`J(\stackrel{~}{\varphi })l\mathrm{\Delta }m=0`$
$$\stackrel{~}{\varphi }_+=\sqrt{\frac{ql\mathrm{\Delta }m}{2}},$$
(2.29)
and for the above value, (2.27), (2.28) coincide with the near-extremal values (2.7), (2.8). This is nothing but JT thermodynamics<sup>3</sup><sup>3</sup>3A realisation of the AdS<sub>2</sub>/CFT<sub>1</sub> correspondence in the JT theory accounts for the deviation from extremality of the Bekenstein-Hawking entropy of RN black holes . All these features can be resumed in the following table
| Near-extremal black hole | Jackiw-Teitelboim theory |
| --- | --- |
| radius deviation $`rr_0`$ | $`\frac{2l}{q}\stackrel{~}{\varphi }`$ |
| mass deviation $`\mathrm{\Delta }m`$ | JT mass $`\stackrel{~}{m}`$ |
| inner and outer horizons | AdS<sub>2</sub> horizons |
| entropy deviation $`\mathrm{\Delta }S`$ | $`S_{JT}`$ |
| $`T_H`$ | $`T_{JT}`$ |
To finish this section we review some aspects of the matter-coupled theory given by the action
$$d^2x\sqrt{g}\left(R\stackrel{~}{\varphi }+4\lambda ^2\stackrel{~}{\varphi }\frac{1}{2}|f|^2\right),$$
(2.30)
where the field $`f`$ models the matter degrees of freedom. Note that the field $`f`$ propagates freely as it happens in the original 4d theory in a region very close to the horizon. In conformal gauge $`ds^2=e^{2\rho }dx^+dx^{}`$, the equations of motion derived from the above action are
$`2_+_{}\rho +\lambda ^2e^{2\rho }`$ $`=`$ $`0,`$ (2.31)
$`_+_{}\stackrel{~}{\varphi }+\lambda ^2\stackrel{~}{\varphi }e^{2\rho }`$ $`=`$ $`0,`$ (2.32)
$`_+_{}f`$ $`=`$ $`0,`$ (2.33)
$`2_\pm ^2\stackrel{~}{\varphi }+4_\pm \rho _\pm \stackrel{~}{\varphi }T_{\pm \pm }^f`$ $`=`$ $`0,`$ (2.34)
where $`T_{\pm \pm }^f=(_\pm f)^2`$ is the stress tensor of matter fields. The general solution can be written in terms of four chiral functions $`A_\pm (x^\pm )`$, $`a_\pm (x^\pm )`$
$`ds^2`$ $`=`$ $`{\displaystyle \frac{_+A_+_{}A_{}}{(1+\frac{\lambda ^2}{2}A_+A_{})^2}}dx^+dx^{},`$ (2.35)
$`\stackrel{~}{\varphi }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{_+a_+}{_+A_+}}+{\displaystyle \frac{_{}a_{}}{_{}A_{}}}\right)+{\displaystyle \frac{\lambda ^2}{2}}{\displaystyle \frac{A_+a_{}+A_{}a_+}{1+\frac{\lambda ^2}{2}A_+A_{}}},`$ (2.36)
obeying the constrain equations
$$_\pm ^2\left(\frac{_\pm a_\pm }{_\pm A_\pm }\right)\frac{_\pm ^2A_\pm }{_\pm A_\pm }_\pm \left(\frac{_\pm a_\pm }{_\pm A_\pm }\right)=T_{\pm \pm }^f.$$
(2.37)
In the absence of matter fields, these solutions are parametrized by a diffeomorphism invariant quantity, related with the mass, which for this case reads (see (2.26))
$$\stackrel{~}{m}=\frac{2}{lq^3}\stackrel{~}{\varphi }^2l^2|\stackrel{~}{\varphi }|^2.$$
(2.38)
When $`T_{}^f=0`$, $`\stackrel{~}{m}`$ is a chiral function ($`_{}\stackrel{~}{m}`$=0) having the physical meaning of local mass
$$\stackrel{~}{m}(x^+)=\stackrel{~}{m}_02l^2๐x^+e^{2\rho }_{}\stackrel{~}{\varphi }T_{++}^f,$$
(2.39)
where $`\stackrel{~}{m}_0`$ is the primordial mass of the black hole in the absence of matter fields.
Finally, we would like to stress the fact that the four chiral functions $`A_\pm (x^\pm )`$, $`a_\pm (x^\pm )`$ define two free fields with a quadratic stress-tensor equals to the left hand side of (2.37) . Moreover the transformation from the gravity variables to the free fields is a canonical transformation which makes the underlying conformal symmetry of the theory more transparent.
## 3 Making a near-extremal black hole
In this section we shall study the process which makes a black hole leave extremality due to infalling null neutral matter. This can be done analytically by means of a Vaidya-type metric
$$d\overline{s}^2=\left(1\frac{2l^2m(v)}{r}+\frac{l^2q^2}{r^2}\right)dv^2+2drdv+r^2d\mathrm{\Omega }^2,$$
(3.1)
generated by the following stress tensor for the infalling matter
$$\overline{T}_{vv}^{(4)}=\frac{_vm(v)}{4\pi r^2}.$$
(3.2)
It is possible to match an extremal black hole solution with a near-extremal one by means of a shock wave along the line $`v=v_0`$. The corresponding mass function is given by
$$m(v)=l^1q+\mathrm{\Delta }m\mathrm{\Theta }(vv_0),$$
(3.3)
where $`\mathrm{\Theta }`$ is the step function and the stress tensor is
$$\overline{T}_{vv}^{(4)}=\frac{\mathrm{\Delta }m}{4\pi r^2}\delta (vv_0).$$
(3.4)
In terms of the two-dimensional effective theory (2.16), where $`\lambda ^2=l^2q^3`$, the stress tensor of matter fields read
$$T_{\mu \nu }^f=4\pi r^2\overline{T}_{\mu \nu }^{(4)},$$
(3.5)
and the shock wave turns into
$$T_{vv}^f=\mathrm{\Delta }m\delta (vv_0).$$
(3.6)
Now we go back to the metric (3.1) and make use of the near-horizon approximation considered in previous section. After the conformal reparametrization (2.11) and performing the expansion (2.14), (2.15), the metric (3.1) becomes
$$ds^2=\left(\frac{2\stackrel{~}{x}^2}{l^2q^3}l\mathrm{\Delta }m\mathrm{\Theta }(vv_0)\right)dv^2+2d\stackrel{~}{x}dv,$$
(3.7)
where $`\stackrel{~}{x}=l\stackrel{~}{\varphi }`$. The Penrose diagram of this process is represented in Fig.1
Fig.1. Penrose diagram corresponding to the creation of a near-extremal RN black hole from the extremal one. Dashed lines are the black hole horizons and the shaded strip is the near-horizon AdS<sub>2</sub> geometry. The arrow line represents the infalling shock wave. The shaded region between the AdS<sub>2</sub> boundaries is described by Kruskal coordinates in Fig.3.
In terms of the coordinates $`x^\pm `$ defined by
$`x^+`$ $`=`$ $`v,`$ (3.8)
$`x^{}`$ $`=`$ $`v+{\displaystyle \frac{l^2q^3}{\stackrel{~}{x}}},`$ (3.9)
for $`v<v_0`$, and
$`v`$ $`=`$ $`x_0^++\sqrt{{\displaystyle \frac{2lq^3}{\mathrm{\Delta }m}}}\mathrm{a}rctanh\sqrt{{\displaystyle \frac{\mathrm{\Delta }m}{2lq^3}}}(x^+x_0^+),`$ (3.10)
$`\stackrel{~}{x}`$ $`=`$ $`lq^3{\displaystyle \frac{1\frac{\mathrm{\Delta }m}{2lq^3}(x^+x_0^+)(x^{}x_0^+)}{x^{}x^+}},`$ (3.11)
for $`v>v_0`$ (where $`x_0^+=v_0`$) the metric (3.7) turns out
$$ds^2=\frac{2l^2q^3dx^+dx^{}}{(x^{}x^+)^2},$$
(3.12)
which corresponds to the solution (2.35) of JT theory with the following gauge fixing
$`A_+`$ $`=`$ $`x^+,`$ (3.13)
$`A_{}`$ $`=`$ $`{\displaystyle \frac{2}{\lambda ^2x^{}}},`$ (3.14)
where $`\lambda ^2=l^2q^3`$. The corresponding dilaton functions are
$`\stackrel{~}{\varphi }`$ $`=`$ $`{\displaystyle \frac{lq^3}{x^{}x^+}},v<v_0,`$ (3.15)
$`\stackrel{~}{\varphi }`$ $`=`$ $`lq^3{\displaystyle \frac{1\frac{\mathrm{\Delta }m}{2lq^3}(x^+x_0^+)(x^{}x_0^+)}{x^{}x^+}},v>v_0,`$ (3.16)
which are respectively recovered from (2.36) when
$$a_+=lq^3,a_{}=0,$$
(3.17)
for $`v<v_0`$ and
$$a_+=\frac{1}{2}x_0^+\mathrm{\Delta }m(x^++\mathrm{\Delta }^+),a_{}=\frac{1}{2}x_0^+\mathrm{\Delta }m(\frac{2}{\lambda ^2x^{}}+\mathrm{\Delta }^{}),$$
(3.18)
for $`v>v_0`$, where
$`\mathrm{\Delta }^+`$ $`=`$ $`x_0^++{\displaystyle \frac{2}{l\mathrm{\Delta }m\lambda ^2x_0^+}},`$ (3.19)
$`\mathrm{\Delta }^{}`$ $`=`$ $`{\displaystyle \frac{2}{\lambda ^2x_0^+}}.`$ (3.20)
We see explicitly how the JT theory describes both extremal and near-extremal geometries, being the horizon structure described by the dilatonic function $`\stackrel{~}{\varphi }`$. It is worth to remark that the near-extremal configuration (3.16) leads to the extremal one (3.15) in the limit $`\mathrm{\Delta }m=0`$ and that both dilatonic functions match continuously along $`x^+=x_0^+`$. So matching the discontinuity of $`2_+^2\stackrel{~}{\varphi }+4_+\rho _+\stackrel{~}{\varphi }`$ along $`x_0^+`$, we recover the shock wave (3.6).
Finally, let us consider the description of the near-extremal black hole in the near-horizon approximation. The outer and inner horizons $`r_\pm `$ are given in $`x^\pm `$ coordinates by the curves
$$\stackrel{~}{\varphi }=\stackrel{~}{\varphi }_\pm =\pm \sqrt{\frac{q^3l\mathrm{\Delta }m}{2}},$$
(3.21)
which is equivalent to the standard condition $`_+\stackrel{~}{\varphi }=0`$ of two-dimensional dilaton gravity. We get
$$x^{}=x_0^+\pm a,$$
(3.22)
where
$$a=\sqrt{\frac{2lq^3}{\mathrm{\Delta }m}}.$$
(3.23)
Fig.2. Kruskal diagram of near-extremal RN black hole. The two timelike boundaries of near-horizon geometry AdS<sub>2</sub> are represented by the vertical line $`x^{}=x^+`$. The infalling shock wave emerges from one boundary (left side of $`x^{}=x^+`$ line) and, crossing the outer and inner horizons, reaches the other boundary (right side of $`x^{}=x^+`$ line).
Moreover we are also interested on the curve $`r=r_0`$ (the old horizon of the extremal black hole which is no longer a horizon) when the near-extremal black hole is created. In $`x^\pm `$ coordinates, this curve is given by $`\stackrel{~}{\varphi }=0`$ (see (2.14))
$$(x^+x_0^+)(x^{}x_0^+)=a^2.$$
(3.24)
The corresponding Kruskal diagram is given in Fig.2. As illustrated in this figure, the two timelike boundaries of AdS<sub>2</sub> are representated in coordinates $`x^\pm `$ by the same curve $`x^{}=x^+`$.
## 4 Hawking radiation
We shall focus now on the presence of Hawkingโs radiation in this model. To obtain the Hawking radiation we start writing the metric (3.1) in light-cone coordinates $`(v,u)`$
$$d\overline{s}^2=U(r)dudv+r^2d\mathrm{\Omega }^2,$$
(4.1)
where $`U(r)`$ is given by (2.2) and
$`{\displaystyle \frac{v+u}{2}}`$ $`=`$ $`t,`$ (4.2)
$`{\displaystyle \frac{vu}{2}}`$ $`=`$ $`r^{},`$ (4.3)
where $`r^{}`$ is the tortoise coordinate
$$r^{}=\frac{dr}{U(r)}=r+\frac{1}{2\kappa _+}\mathrm{ln}|rr_+|\frac{1}{2\kappa _{}}\mathrm{ln}|rr_{}|.$$
(4.4)
After the conformal reparametrization (2.11) we get
$$ds^2=(J(\varphi )lm)dudv,$$
(4.5)
where now
$$u=v2l\frac{d\varphi }{J(\varphi )lm}.$$
(4.6)
Performing the โnear-horizonโ approximation (2.14), (2.15), the above expression turns out
$$u=v2\frac{d\stackrel{~}{x}}{2\lambda ^2\stackrel{~}{x}^2l\mathrm{\Delta }m\mathrm{\Theta }(vv_0)}.$$
(4.7)
The extremal black hole before the shock wave ($`v<v_0`$) is given by
$$ds^2=2\lambda ^2\stackrel{~}{x}^2dudv,$$
(4.8)
and the near-extremal black hole created after the shock wave ($`v>v_0`$)
$$ds^2=(2\lambda ^2\stackrel{~}{x}^2l\mathrm{\Delta }m)d\overline{u}dv.$$
(4.9)
Integrating (4.7) for both cases we get the following relations for the coordinate $`u`$ before and after the shock wave
$`u`$ $`=`$ $`v+{\displaystyle \frac{1}{\lambda ^2\stackrel{~}{x}}},`$ (4.10)
$`\overline{u}`$ $`=`$ $`v+\sqrt{{\displaystyle \frac{2}{l\mathrm{\Delta }m\lambda ^2}}}\mathrm{a}rctanh\sqrt{{\displaystyle \frac{2\lambda ^2}{l\mathrm{\Delta }m}}}\stackrel{~}{x}.`$ (4.11)
Imposing the continuity of solutions (4.8) and (4.9) along $`v=v_0`$ (and taking also into account $`\stackrel{~}{x}(v_0,u)=\stackrel{~}{x}(v_0,\overline{u})`$) we obtain the relation between the coordinate $`u`$ before and after the shock wave
$$u=v_0+a\mathrm{c}otanh\frac{\overline{u}v_0}{a}.$$
(4.12)
From this relation we can work out immediately the outgoing energy flux measured by an observer near the horizon in terms of the Schwarzian derivative between the coordinates $`u`$ and $`\overline{u}`$
$$T_{\overline{u}\overline{u}}^f=\frac{\mathrm{}}{24\pi }\{u,\overline{u}\}=\frac{\mathrm{}}{12\pi a^2}.$$
(4.13)
We observe that this flux is constant and coincides with thermal value of Hawking flux for near-extremal RN black holes
$$T_{\overline{u}\overline{u}}^f=\frac{\pi }{12}T_H^2=\frac{\mathrm{}\mathrm{\Delta }m}{24\pi lq^3},$$
(4.14)
where $`T_H`$ is Hawkingโs temperature (2.8). This fact can be understood easily since the AdS$`{}_{2}{}^{}\times `$S<sup>2</sup> geometries associated to (4.8) and (4.9) represent indeed the near-horizon geometry of the RN geometries (3.1) due to the shock wave (3.6). So the constant thermal flux for every value of $`\overline{u}`$ corresponds to the flux measured by an inertial observer at future null infinity approaching the event horizon of the RN black hole.
## 5 Back reaction to leading order in $`\mathrm{}`$
In this section we shall start our analysis of the back reaction of near-extremal black holes in the near-horizon effective theory. The starting point must be the matter-coupled classical action (2.16) corrected with the Polyakov-Liouville term
$`\stackrel{~}{I}_{\mathrm{e}ff}`$ $`=`$ $`{\displaystyle d^2x\sqrt{g}\left(R\stackrel{~}{\varphi }+4\lambda ^2\stackrel{~}{\varphi }\frac{1}{2}\underset{i=1}{\overset{N}{}}|f_i|^2\right)}{\displaystyle \frac{N\mathrm{}}{96\pi }}{\displaystyle \sqrt{g}R\mathrm{}^1R}`$ (5.1)
$`+`$ $`\xi {\displaystyle \frac{N\mathrm{}}{12\pi }}{\displaystyle d^2x\sqrt{g}\lambda ^2},`$
where we have considered the presence of $`N`$ scalar fields $`f_i`$ in order to define the semiclassical theory in the large $`N`$ limit. Nevertheless we have to point out the important fact that, for the JT theory, the exact quantum effective action is locally equivalent to the one-loop corrected theory and, therefore, we could maintain $`N=1`$.
The Polyakov-Liouville action in (5.1) has a cosmological term and we shall fix it in such a way that the extremal black hole solution remains a solution of the quantum theory. This is, in some sense, analogous to the manner in which the local counterterm of the RST model is introduced. This argument implies that $`\xi =1`$. Therefore the unconstrained equations remain as the classical ones
$`2_+_{}\rho +\lambda ^2e^{2\rho }`$ $`=`$ $`0,`$ (5.2)
$`_+_{}\stackrel{~}{\varphi }+\lambda ^2\stackrel{~}{\varphi }e^{2\rho }`$ $`=`$ $`0,`$ (5.3)
$`_+_{}f_i`$ $`=`$ $`0,`$ (5.4)
so the solutions (2.35), (2.36) are not modified. In contrast, the constrain equations (2.34) get modified according to
$$2_\pm ^2\stackrel{~}{\varphi }+4_\pm \rho _\pm \stackrel{~}{\varphi }=T_{\pm \pm }^f\frac{N\mathrm{}}{12\pi }\left((_\pm \rho )^2_\pm ^2\rho +t_\pm \right),$$
(5.5)
where the functions $`t_\pm (x^\pm )`$ are related with the boundary conditions of the theory and depend on the quantum state of the system. They transform according the Schwarzian derivative to make covariant the equation (5.5). In terms of the four chiral functions appearing in (2.35), (2.36), the above constraints read
$$_\pm ^2\left(\frac{_\pm a_\pm }{_\pm A_\pm }\right)\frac{_\pm ^2A_\pm }{_\pm A_\pm }_\pm \left(\frac{_\pm a_\pm }{_\pm A_\pm }\right)=T_{\pm \pm }^f+\frac{N\mathrm{}}{12\pi }\left(\frac{1}{2}\{A_\pm ,x^\pm \}t_\pm \right).$$
(5.6)
The crucial point to go on the analysis is to choose the adequate functions $`t_\pm (x^\pm )`$. For the CGHS theory the correct choice is $`t_\pm (x^\pm )=\frac{1}{4(x^\pm )^2}`$, where $`x^\pm `$ are Kruskal coordinates, since this corresponds to vanishing $`t_\pm (\sigma ^\pm )`$ in null Minkowskian coordinates $`\sigma ^\pm `$. In our case we should choose $`t_v(v)=t_u(u)=0`$ and, according to (3.8) and (3.9), we have<sup>4</sup><sup>4</sup>4This type of behaviour for the functions $`t_\pm `$ was pointed out in .
$$t_+(x^+)=\frac{a^2\mathrm{\Theta }(x^+x_0^+)}{(a^2(x^+x_0^+)^2)^2}.$$
(5.7)
Moreover, the coordinate $`x^{}`$ always coincides with the null coordinate $`u`$ as a consequence of the matching condition for the metric and dilaton with the gauge fixing conditions (3.13) and (3.14).
$$t_{}(x^{})=0.$$
(5.8)
With the above choice, the constraints (5.6) for the evaporating solution ($`x^+>x_0^+`$) become
$`_+^3a_+`$ $`=`$ $`{\displaystyle \frac{N\mathrm{}}{12\pi }}{\displaystyle \frac{a^2}{(a^2(x^+x_0^+)^2)^2}},`$ (5.9)
$`3_{}a_{}+4x^{}_{}^2a_{}+(x^{})^2_{}^3a_{}`$ $`=`$ $`0,`$ (5.10)
equations which can easily integrated to get the following solutions
$`a_+`$ $`=`$ $`C(x^++\mathrm{\Delta }^+)+\zeta _+(x^+)^2{\displaystyle \frac{N\mathrm{}}{\pi }}P(x^+),`$ (5.11)
$`a_{}`$ $`=`$ $`C({\displaystyle \frac{2}{\lambda ^2x^{}}}+\mathrm{\Delta }^{})+\zeta _{}(x^{})^2,`$ (5.12)
where $`C`$, $`\zeta _\pm `$ and $`\mathrm{\Delta }^\pm `$ are integration constants and the function $`P(x^+)`$ is
$$P(x^+)=\frac{x^+x_0^+}{48}\frac{a^2(x^+x_0^+)^2}{48a}\mathrm{a}rctanh\frac{x^+x_0^+}{a}.$$
(5.13)
It is interesting to point out that the above function vanishes at $`x_0^+`$ and the quantum solution is the classical one (3.18) plus the correction introduced through $`P(x^+)`$. This is so for $`C=\frac{1}{2}x_0^+\mathrm{\Delta }m`$, $`\zeta _\pm =0`$ and $`\mathrm{\Delta }^\pm `$ given by (3.19) and (3.20). The dilaton function for $`x^+>x_0^+`$ is then
$$\stackrel{~}{\varphi }=lq^3\frac{1\frac{(x^+x_0^+)(x^{}x_0^+)}{a^2}}{x^{}x^+}+\frac{N\mathrm{}}{2\pi }\frac{(x^{}x^+)P^{}(x^+)+2P(x^+)}{x^{}x^+},$$
(5.14)
which matches along $`x^+=x_0^+`$ with the extremal one, which continues being solution at the semiclassical level
$$\stackrel{~}{\varphi }=\frac{lq^3}{x^{}x^+}.$$
(5.15)
A remarkable property of these solutions is that the dynamical evolution can be followed analytically. As before, the curve $`\stackrel{~}{\varphi }=0`$ represents the location of the โextremal radiusโ
$$x^{}=\frac{lq^3+\frac{lq^3x_0^+}{a^2}(x^+x_0^+)\frac{N\mathrm{}}{2\pi }x^+P^{}+\frac{N\mathrm{}}{\pi }P}{\frac{lq^3}{a^2}(x^+x_0^+)\frac{N\mathrm{}}{2\pi }P^{}}.$$
(5.16)
And for the apparent horizon $`_+\stackrel{~}{\varphi }=0`$ in the spacetime of the evaporating black hole, we get the following equation
$$lq^3\left(1\frac{(x^{}x_0^+)^2}{a^2}\right)+\frac{N\mathrm{}}{2\pi }\left(\frac{1}{2}(x^{}x^+)^2P^{\prime \prime }+(x^{}x^+)P^{}+P\right)=0.$$
(5.17)
The main property of both above curves is that, unlike the classical case and unexpectedly, they intersect before reaching the AdS boundary at a finite advanced time $`x^+=x_{\mathrm{i}nt}^+`$ given implicitly by the below relation obtained by substituting (5.16) in (5.17)
$$\mathrm{a}rctanh\frac{x_{\mathrm{i}nt}^+x_0^+}{a}=\frac{48lq^3}{Na}\frac{x_{\mathrm{i}nt}^+x_0^+}{\sqrt{a^2(x_{\mathrm{i}nt}^+x_0^+)^2}}.$$
(5.18)
Fig.3. Kruskal diagram of semiclassical evolution of RN black hole. The outer apparent horizon shrinks until meets both inner horizon and extremal radius curve at a finite advanced time. This is the end-point of evaporation and a static solution can be matched so that the extremal radius curve becomes the horizon of extremal black hole remnant.
A graphic description of this process is represented in Fig.3. At this point the extremal radius curve $`\stackrel{~}{\varphi }=0`$ is null and both outer and inner horizons meet. This means that we have arrived at the end-point of the evaporation and, since we are dealing with analytic expressions, one can check explicitly that the evaporating solution (5.14) matches smoothly along $`x^+=x_{\mathrm{i}nt}^+`$ with a static solution for $`x^+>x_{\mathrm{i}nt}^+`$
$$\stackrel{~}{\varphi }=k\frac{(x^+x_{\mathrm{i}nt}^{})(x^{}x_{\mathrm{i}nt}^{})}{x^{}x^+},$$
(5.19)
where
$$k=\frac{\frac{lq^3}{a^2}(x_{\mathrm{i}nt}^+x_0^+)\frac{N\mathrm{}}{2\pi }P^{}(x_{\mathrm{i}nt}^+)}{x_{\mathrm{i}nt}^+x_{\mathrm{i}nt}^{}},$$
(5.20)
which turns out to be just the extremal black hole. A conformal coordinate transformation brings the metric and $`\stackrel{~}{\varphi }`$ into the form (4.8) of the extremal solution
$`v`$ $`=`$ $`{\displaystyle \frac{1}{\lambda ^2k(x^+x_{\mathrm{i}nt}^{})}},`$ (5.21)
$`u`$ $`=`$ $`{\displaystyle \frac{1}{\lambda ^2k(x^{}x_{\mathrm{i}nt}^{})}}.`$ (5.22)
We must note that, in contrast with the studies of dilatonic black holes , the matching of the evaporating solution here is along the line $`x^+=x_{\mathrm{i}nt}^+`$ and not $`x^{}=x_{\mathrm{i}nt}^{}`$. There is a physical reason for this, the line $`x^+=x_{\mathrm{i}nt}^+`$ in our effective theory represents, as we have stressed before, points very near to the apparent horizon of the evaporating RN black hole. Moreover, the matching is smooth and $`T_{++}^f`$ vanishes at $`x_{\mathrm{i}nt}^+`$ in contrast with the dilatonic black holes, for which there is an emanating thunderpop of negative energy .
Concerning the mass curve for the evaporating solution (5.14) in $`x_0^+<x^+<x_{\mathrm{i}nt}^+`$, it corresponds to a chiral energy distribution which accounts for the neutral mass lost by the near-extremal black hole during its evaporation. Taking into account (2.38) we get
$`\stackrel{~}{m}(x^+)`$ $`=`$ $`\mathrm{\Delta }m{\displaystyle \frac{N\mathrm{}}{12\pi a}}\mathrm{a}rctanh{\displaystyle \frac{x^+x_0^+}{a}}`$ (5.23)
$`{\displaystyle \frac{N^2\mathrm{}^2}{1152\pi ^2lq^3}}\left[{\displaystyle \frac{(x^+x_0^+)^2}{a^2(x^+x_0^+)^2}}\mathrm{a}rctanh^2{\displaystyle \frac{x^+x_0^+}{a}}\right],`$
that just vanishes at the end-point $`x^+=x_{\mathrm{i}nt}^+`$ as it is showed in Fig.4.
To end this section we would like to comment on the boundary condition (5.7). It was derived through the Schwarzian derivative of the classical relations (3.8)), (3.9). This should be considered as a first approximation since the evaporating solution modifies the classical relation (3.9). Plugging (5.23) and (5.14) into (3.7) we get the following relation to leading order in $`\mathrm{}`$
$$v=x_0^++a\mathrm{a}rctanh\frac{x^+x_0^+}{a}\frac{a^2N\mathrm{}}{96lq^3}\left(\frac{a^2}{a^2(x^+x_0^+)^2}\mathrm{a}rctanh^2\frac{x^+x_0^+}{a}\right).$$
(5.24)
As a consequence of this, the function $`t_+(x^+)`$ get modified
$$t_{x^+}=\frac{a^2}{(a^2(x^+x_0^+)^2)^2}\frac{a^4N\mathrm{}}{24lq^3}\frac{x^+x_0^+}{(a^2(x^+x_0^+)^2)^3}.$$
(5.25)
We should remark that this quantum correction for the function $`t_+(x^+)`$ does not happen in the CGHS model, due to the fact that the temperature is independent of the mass. In our case the back reaction is more involved and produces this type of effect. Solving the equations (5.2-5.5) again in terms of the quantum corrected function $`t_+(x^+)`$ ($`t_{}(x^{})`$ remains zero) and repeating the process described in this section we arrive to a new dynamical function $`\stackrel{~}{\varphi }`$ and evaporating mass $`\stackrel{~}{m}(x^+)`$ describing the evaporation. But what one surprisingly finds is an unphysical evolution with periods of antievaporation. This suggests that only an exact treatment of the boundary functions $`t_+(x^+)`$ can produce a correct result. This will be considered in the next section.
Fig.4. Dynamical evolution of the mass deviation from extremality of the evaporating near-extremal black hole. We set $`x_0^+=0`$, $`\mathrm{\Delta }m=2`$, $`l=q=1`$ and $`N=48`$ in (5.23). It vanishes at $`x_{\mathrm{i}nt}^+`$ indicating the end-point of the evaporation. Even though the evaporation could seem to continue for negative values of the mass, the static extremal solution can be matched at this point.
## 6 Back reaction for dynamical $`t_\pm `$ functions
We shall now modify the scheme used in the previous section to work out the gravitational back reaction. The crucial point is to consider the functions $`t_\pm (x^\pm )`$, appearing in the equations (5.5), as dynamical objects to be determined at the end together with the solutions for the dilaton and the metric. We should do it requiring the physical consistence of the procedure. To start with, it is clear that $`t_{}(x^{})`$ does not get any quantum correction since the coordinate $`x^{}`$ remains equal to the $`u`$ coordinate of the extremal solution. Therefore we have
$$t_{}(x^{})=0.$$
(6.1)
The advantage of (6.1) is that, irrespective to the form of $`t_+(x^+)`$, the general solutions for the metric (even in the presence of arbitrary incoming classical matter $`T_{++}^f`$) is given by
$$ds^2=\left(\frac{2\stackrel{~}{x}^2}{l^2q^3}l\stackrel{~}{m}(v)\right)dv^2+2d\stackrel{~}{x}dv,$$
(6.2)
where $`\stackrel{~}{m}(v)=mm_0`$ is the deviation of evaporating mass from extremality. This metric can be brought into the gauge-fixed form (3.12) by means of the transformation
$`v`$ $`=`$ $`v(x^+),`$ (6.3)
$`\stackrel{~}{x}`$ $`=`$ $`l\stackrel{~}{\varphi }(x^\pm ),`$ (6.4)
where
$$\frac{dv}{dx^+}=\frac{lq^3}{_{}\stackrel{~}{\varphi }(x^{}x^+)^2}.$$
(6.5)
This requires that $`_{}\stackrel{~}{\varphi }(x^{}x^+)^2`$ is a chiral function of $`x^+`$ and this follows from the constrain equation
$$2_{}^2\stackrel{~}{\varphi }+4_{}\rho _{}\stackrel{~}{\varphi }=0.$$
(6.6)
Since in the advanced time coordinate $`v`$ the function $`t_v(v)`$ vanishes, in the coordinate $`x^+`$ it is
$$t_+(x^+)=\frac{1}{2}\{v,x^+\}.$$
(6.7)
Now we find convenient to introduce the function $`F(x^+)`$ such that
$$\frac{dv}{dx^+}=\frac{lq^3}{F(x^+)}.$$
(6.8)
In gauge (3.13), (3.14), the equations (5.2-5.5) can be integrated leading to
$$\stackrel{~}{\varphi }=\frac{F(x^+)}{x^{}x^+}+\frac{1}{2}F^{}(x^+),$$
(6.9)
where the function $`F(x^+)`$ satisfies the following differential equation
$$F^{\prime \prime \prime }=\frac{N\mathrm{}}{24\pi }\left(\frac{F^{\prime \prime }}{F}+\frac{1}{2}\left(\frac{F^{}}{F}\right)^2\right).$$
(6.10)
Physical considerations concerning the matching along $`x^+=x_0^+`$ between the extremal and the evaporating solutions provide the boundary conditions for the above differential equation. Namely, from the continuity of the function $`\stackrel{~}{\varphi }`$ (6.9) along $`x_0^+`$ we get
$$F(x_0^+)=lq^3,F^{}(x_0^+)=0,$$
(6.11)
whereas, from the discontinuity of the shock-wave stress tensor $`T_{++}^f=\mathrm{\Delta }m\delta (x^+x_0^+)`$, we obtain
$$F^{\prime \prime }(x_0^+)=\mathrm{\Delta }m.$$
(6.12)
It is not difficult to relate the deviation of the evaporating mass $`\stackrel{~}{m}(x^+)`$ with the function $`F(x^+)`$
$$\stackrel{~}{m}(x^+)=\frac{24\pi }{lq^3N\mathrm{}}F^2F^{\prime \prime \prime }.$$
(6.13)
Moreover the boundary function $`t_+(x^+)`$ (6.7) can be written as
$$t_+(x^+)=\frac{lq^3\stackrel{~}{m}(x^+)}{2F^2},$$
(6.14)
which makes clear the dynamical content of the function $`t_+(x^+)`$. To compute the evaporating mass $`\stackrel{~}{m}(x^+)`$ we need to solve equation (6.10) but, fortunately, in terms of the advanced time coordinate the problem is simpler. Derivating (6.13) with respect to $`x^+`$, one can readily arrive to
$$_+\stackrel{~}{m}(x^+)=\frac{N\mathrm{}}{24\pi lq^3}\frac{\stackrel{~}{m}(x^+)}{F},$$
(6.15)
which can be readily integrated in coordinate $`v`$
$$\stackrel{~}{m}(v)=\mathrm{\Delta }me^{\frac{N\mathrm{}}{24\pi lq^3}(vv_0)},$$
(6.16)
leading to an infinite evaporation time.
Fig.5. Kruskal diagram of semiclassical evolution of RN black hole. The outer apparent horizon shrinks until it meets both inner horizon and extremal radius curve at the AdS boundary.
Now let us go back to the $`x^\pm `$ frame. As seen in last section, the physical information about the dynamical evolution of the near-extremal black hole is encoded in the function (6.9). The evolution of the โextremal radiusโ is represented by the curve $`\stackrel{~}{\varphi }=0`$
$$x^{}=x^+\frac{2F}{F^{}},$$
(6.17)
and the curve $`_+\stackrel{~}{\varphi }=0`$ accounts for the inner and outer apparent horizons
$$x^{}=x^+\frac{F^{}}{F^{\prime \prime }}\pm \frac{\sqrt{F^22FF^{\prime \prime }}}{F^{\prime \prime }}.$$
(6.18)
These three curves meet only when
$$F^{}(x_{int}^+)^22F(x_{int}^+)F^{\prime \prime }(x_{int}^+)=2lq^3m(x_{int}^+)=0,$$
(6.19)
and it takes place at a finite value $`x_{int}^+`$ at the end of the evaporation. Since $`v+\mathrm{}`$ as $`x^+x_{int}^+`$, taking into account (6.8) we also get that $`F(x_{int}^+)=0`$. And from this feature it follows immediately, see (6.17) and (6.18), that $`x_{int}^+=x_{int}^{}`$ and then the intersection point belongs to the AdS boundary so that it gives an infinite amount of proper time in accordance with (6.16). We can also show that $`F^{\prime \prime \prime }(x_{int}^+)=F^{}(x_{int}^+)=0`$ and since for all of these three curves (6.17), (6.18), we have
$$\frac{dx^{}}{dx^+}\stackrel{x^+x_{int}^+}{}0,$$
(6.20)
one can conclude that the three curves meet at the end-point becoming a null line. The complete physical process is represented in Fig.5.
To finish this analysis we consider the numerical solution to the differential equation (6.10). From the numerical plot of the function $`F(x^+)`$ and its derivatives (see Fig.6a), apart from the properties found before ($`F(x_{int}^+)=F^{}(x_{int}^+)=F^{\prime \prime \prime }(x_{int}^+)=0`$), it also follows that that $`F^{\prime \prime }(x_{int}^+)`$ is nonzero while further derivatives vanish. Thus locally close to the intersection point $`F(x^+)`$ behaves as a parabola with exponentially suppressed corrections. The numerical plot of $`\stackrel{~}{\varphi }=0`$ and $`_+\stackrel{~}{\varphi }=0`$ coincides exactly with that of Fig.5. The saddle point in the outer apparent horizon curve $`r_+`$ signals the transition from the strong to the weak back-reaction regimes as discussed in . At the end-point the curves $`\stackrel{~}{\varphi }=0`$ and $`_+\stackrel{~}{\varphi }=0`$ are null and the dilaton function is well represented asymptotically by the extremal solution
$$\stackrel{~}{\varphi }=\frac{F^{\prime \prime }(x_{int}^+)}{2}\frac{(x^+x_{\mathrm{i}nt}^+)(x^{}x_{\mathrm{i}nt}^+)}{x^{}x^+}+๐ช(e),$$
(6.21)
where $`๐ช(e)`$ are exponentially small high order terms. So the evaporating black hole approaches asymptotically to the extremal configuration without actually coming back to the extremal state in a finite continuous process. This result appears to be well motivated from a thermodynamical point of view, in particular from Stefanโs law $`\frac{dm}{dt}4\pi r_+^2T_H^4`$ which predicts that a near-extremal evaporating black hole does never come back to the extremal state . This feature is closely related to Nernstโs version of the third law of thermodynamics which states that the temperature of a system cannot be reduced to zero in a finite number of operations. Israel showed that the same conclusions must be true in the case of the RN black hole provided that the stress energy tensor of the infalling matter satisfies the weak energy condition (WEC). It is well known that in the Hawking process the WEC is violated close to the horizon; nevertheless our exact results do not violate the third law. We think that this is an encouraging sign towards generalising its validity to more general (quantum) frameworks.
Fig.6. Numerical plots for some solutions to the differential equation (6.10), $`x_0^+=0`$, $`\mathrm{\Delta }m=2`$, $`l=q=1`$ and $`N=48`$. (a) Plot of the function $`F(x^+)`$ (continuous line) and its second derivative (dashed line). The zero of $`F`$ corresponds to the value $`x_{int}^+`$ while the second derivative is non-zero at this point. (b) Plot of the dynamical evolution of the mass deviation. It approaches smoothly to zero as it reaches $`x_{int}^+`$.
## 7 Conclusions and final comments
In this paper we have studied an effective model which describes the physics of near-extremal RN black holes in a region very close to the horizon. We have focused our analysis on the evaporation process produced when a low-energy shock wave excites the extremal black hole and the non-extremal configuration decays via Hawking emission. We have shown that a self-consistent treatment of the gravitational back reaction requires to consider the non-local contributions $`t_+(x^+)`$ of the effective action as dynamical variables. So doing this we find a physical picture of the evaporation process compatible with the third law of thermodynamics. An infinite amount of time is necessary for the black hole to go back to extremality and this โhappensโ in the $`AdS_2`$ boundary of the near horizon geometry. We have to remark that we have obtained a rather accurate description near the horizon. For the in-falling observer the function $`t_+(x^+)`$ (6.14) is proportional to the flux of negative energy across the horizon and, therefore, responsible of the black hole radiation. However our scheme do not describe directly the effects of the back reaction on the radiation measured by an asymptotic observer (not very close to the horizon). This makes our results compatible with the principle of complementarity .
Finally we would like to comment on the implications of considering a continuous distribution of incoming matter $`T_{vv}^f`$. The equation (6.15) in terms of the $`v`$ coordinate is then
$$_v\stackrel{~}{m}(v)=\frac{N\mathrm{}}{24\pi lq^3}\stackrel{~}{m}(v)+T_{vv}^f.$$
(7.1)
We observe that the evaporating mass $`\stackrel{~}{m}(v)`$, and hence the function $`t_+(x^+)`$, contains detailed information of the classical matter. In other words, the information of the stress tensor $`T_{vv}^f`$ is also codified in the quantum incoming flux<sup>5</sup><sup>5</sup>5This is not possible for the CGHS theory since the temperature is independent of the mass.
$$\frac{N\mathrm{}}{12\pi }t_+(x^+).$$
(7.2)
Note that this is true because all the higher-order quantum corrections to $`t_+(x^+)`$ have been taken into account, otherwise we could not get (7.1). In the approximation of section 5 the information is lost. The functions $`t_+(x^+)`$, at leading order, does not see the details of $`T_{vv}^f`$. Moreover the full solution, in contrast with the models , seems to depend on all higher-order momenta of the classical stress tensor. All this means that the information might not be lost. However to get definite conclusions we should be able to describe the outgoing radiation at infinity and this is out of the reach of the near-horizon scheme of this paper. Nevertheless energy conservation suggests that an analogous mechanism to that storing the information in $`t_+(x^+)`$ across the horizon should radiate the information out to infinity.
## Acknowledgements
This research has been partially supported by the CICYT and DGICYT, Spain. D. J. Navarro acknowledges the Ministerio de Educaciรณn y Cultura for a FPI fellowship. A.F. thanks R. Balbinot for useful discussions. D.J.N. and J.N-S. also wish to thank J. Cruz and P. Navarro for comments.
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# 1 Introduction
## 1 Introduction
One of the principal motivations for construction of the Large Hadron Collider is the search for low energy supersymmetry (SUSY) . In a large class of models the interactions of SUSY particles conserve R-parity, causing the Lightest Supersymmetric Particle (LSP) to be neutral and stable. R-Parity conserving SUSY events at hadron colliders are predicted to consist of cascade decays of heavy, strongly interacting SUSY particles into lighter Standard Model (SM) particles and two LSPs. This results in the classic discovery signature of an excess of events containing jets, leptons and large quantities of event missing transverse energy $`E_T^{\mathrm{miss}}`$ .
Should R-Parity conserving SUSY particles be discovered at the LHC the next task would be to measure their properties. Importantly, such measurements must be independent of the SUSY model and its parameters, which are a priori unknown. This process is complicated by lack of knowledge of the momenta of the two escaping LSPs in each event, preventing direct reconstruction of SUSY particle masses. Consequently other techniques are required which can measure masses or combinations of masses indirectly. With sufficient integrated luminosity it should be possible to look for edges in the invariant mass spectra of various combinations of jets and leptons in SUSY events , but initially the most effective technique is likely to be the use of distributions of event transverse momentum $`p_T`$ and missing transverse energy . In this letter, the latter technique will be investigated in detail and extended to SUSY models beyond the minimal Supergravity (mSUGRA) models considered previously .
## 2 Measurement Technique
Consider a heavy SUSY particle (mass $`m_1`$) produced in a hadron-hadron collision. Assume further that this particle is boosted along the beam-axis by the longitudinal momentum imbalance of the event. If this particle undergoes a cascade decay to a lighter SUSY particle (mass $`m_2`$) and a Standard Model particle (assumed massless), then the transverse momentum $`p_T`$ of the SM particle in the lab frame is related to $`m_1`$ and $`m_2`$:
$$p_T\frac{1}{2}\left(m_1\frac{m_2^2}{m_1}\right).$$
(1)
Variables based on the $`p_T`$ of SM particles in SUSY events are therefore sensitive to SUSY particle masses, modulo smearing effects arising from the true $`\eta `$ distribution of those particles.
Events in the jets + $`E_T^{\mathrm{miss}}`$ \+ 0 leptons channel were used for this study. The lepton veto requirement was imposed to reduce possible systematics in the measurement arising from SM neutrino production. Defining $`p_{T(i)}`$ as the transverse momentum of jet $`i`$ (arranged in descending order of $`p_T`$), the following four measurement variables $`M_{\mathrm{est}}`$ were studied:
1. $`M_{\mathrm{est}}=|p_{T(1)}|+|p_{T(2)}|+|p_{T(3)}|+|p_{T(4)}|+E_T^{\mathrm{miss}}`$,
2. $`M_{\mathrm{est}}=|p_{T(1)}|+|p_{T(2)}|+|p_{T(3)}|+|p_{T(4)}|`$,
3. $`M_{\mathrm{est}}=_i|p_{T(i)}|+E_T^{\mathrm{miss}}`$,
4. $`M_{\mathrm{est}}=_i|p_{T(i)}|`$.
The first variable is identical to the โeffective massโ variable ($`M_{\mathrm{eff}}`$) defined in Ref. . The scalar sum of the transverse momenta of only the four hardest jets was used due to the predominantly four-jet nature of many SUSY events , while the addition of the event $`E_T^{\mathrm{miss}}`$ accounts for the $`p_T`$ carried away by the LSPs.
Combining all jets in each detector hemisphere $`j`$ into one pseudo-particle of transverse momentum $`p_{T(j)}`$ and invariant mass $`m_j`$, a fifth variable was also defined:
1. $`M_{\mathrm{est}}=\frac{1}{2}_{j=1}^2\sqrt{m_j^2+4p_{T(j)}^2+2\sqrt{(m_x^2+2p_{T(j)}^2).(m_j^2+2p_{T(j)}^2)}}`$,
where $`m_x=100`$ GeV/c<sup>2</sup>. This variable approximates the mean of the reconstructed masses of the two initial SUSY particles, assuming that each moves close to the beam axis and decays into an LSP with mass of order $`m_x`$.
## 3 Definition of Mass Scale
Due to the large number of different SUSY particles which can be produced in any given event masses measured with these variables will not correspond to those of any one particular SUSY state. Nevertheless in many models the strongly interacting SUSY particles are considerably heavier than states further down the decay chain. Hence it is the decays of these particles which will contribute most to the sum of $`|p_T|`$. For this reason we shall choose to define a SUSY โmass scaleโ $`M_{\mathrm{susy}}`$ as the weighted mean of the masses of the initial SUSY particles, with the weighting provided by the production cross section of each state:
$$M_{\mathrm{susy}}=\frac{_i\sigma _im_i}{_i\sigma _i}.$$
(2)
This definition differs from that used in Ref. but in the limit where squarks or gluinos of a single mass dominate the production cross section it gives the same result.
The above approximation breaks down for models where the lighter SUSY particles are of similar mass to the strongly interacting states. We shall attempt to compensate for this when using variables (1) - (4) by defining an effective SUSY mass scale $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ in analogy with Eqn. (1):
$$M_{\mathrm{susy}}^{\mathrm{eff}}=\left(M_{\mathrm{susy}}\frac{M_\chi ^2}{M_{\mathrm{susy}}}\right),$$
(3)
where $`M_\chi `$ is the mass of the LSP. For variable (5) the equivalent expression is somewhat different:
$$M_{\mathrm{susy}}^{\mathrm{eff}}=\sqrt{M_{\mathrm{susy}}^2M_\chi ^2}.$$
(4)
With these definitions of the effective SUSY mass scale comparison of experimental results with the predictions of a given SUSY model requires knowledge of the model dependent particle mass spectrum and production cross sections.
## 4 Simulation and Event Selection
Events were generated using PYTHIA 6.115 (SM background, mSUGRA and MSSM signal) and ISAJET 7.44 (GMSB signal). Hadronized events were passed through a simple simulation of a generic LHC detector. The calorimeter was assumed to have granularity $`\mathrm{\Delta }\eta \times \mathrm{\Delta }\varphi =0.1\times 0.1`$ over the range $`|\eta |<5`$, and energy resolutions $`10\%/\sqrt{E}1\%`$ (ECAL), $`50\%/\sqrt{E}3\%`$ (HCAL) and $`100\%/\sqrt{E}7\%`$ (FCAL; $`|\eta |>3`$). Jets were found with the GETJET fixed cone algorithm with cone radius $`\mathrm{\Delta }R=0.5`$ and $`E_T^{cut}=50`$ GeV.
Events in the jets + $`E_T^{\mathrm{miss}}`$ channel were selected with the following criteria:
* $`4`$ jets with $`p_T50`$ GeV
* $`2`$ jets with $`p_T100`$ GeV
* $`E_T^{\mathrm{miss}}`$ max(100 GeV,$`0.25_ip_{T(i)}`$)
* Transverse Sphericity $`S_T0.2`$
* $`\mathrm{\Delta }\varphi _{(๐ฉ_{๐(\mathrm{๐})},๐ฉ_{๐(\mathrm{๐})})}170^\mathrm{o}`$
* $`\mathrm{\Delta }\varphi _{(๐ฉ_{๐(\mathrm{๐})}+๐ฉ_{๐(\mathrm{๐})},๐_๐^{\mathrm{miss}})}90^\mathrm{o}`$
* No muons or isolated electrons with $`p_T>10`$ GeV in $`|\eta |<2.5`$.
Standard Model background events were generated for the following processes: $`\mathrm{t}\overline{\mathrm{t}}`$ ($`5\times 10^4`$ events), W + jet ($`5\times 10^4`$ events), Z + jet ($`5\times 10^4`$ events) and QCD 2$``$2 processes ($`2.5\times 10^6`$ events). The distributions of the $`M_{\mathrm{est}}`$ variables for these events were then compared with those for SUSY signal events generated from the mSUGRA (minimal Supergravity ), MSSM (Minimal Supersymmetric Standard Model<sup>1</sup><sup>1</sup>1A constrained version of the MSSM with 15 free parameters (no additional D-terms, 3rd generation trilinear couplings derived from masses) implemented in SPYTHIA ) and GMSB (Gauge Mediated SUSY Breaking ) models. In each case 100 points were randomly chosen from within the parameter space of the model, and $`1\times 10^4`$ events (a factor 10 greater than in Ref. ) generated for each point.
For mSUGRA models the region of parameter space sampled was identical to that used in Ref. : 100 GeV $`<m_0<`$ 500 GeV, 100 GeV $`<m_{1/2}<`$ 500 GeV, -500 GeV $`<A_0<`$ 500 GeV, 1.8 $`<\mathrm{tan}(\beta )<`$ 12.0 and $`\mathrm{sign}(\mu )=\pm `$ 1. For MSSM models the choice of points was complicated by the requirement that models be physically realistic (positive particle masses etc.) and be suitable for this study (neutralino LSP). The masses of the strongly interacting SUSY particles and sleptons were constrained to lie in the range from 250 GeV/c<sup>2</sup> to 2000 GeV/c<sup>2</sup> while the mass parameters of the partners of the electroweak gauge bosons were constrained to lie in the range from 50 GeV/c<sup>2</sup> to the mass of the lightest strongly interacting SUSY particle or slepton. $`\mathrm{tan}(\beta )`$ was constrained to lie in the range 1.4 $`<\mathrm{tan}(\beta )<`$ 100.0. Finally, given that the lightest SUSY particles in models with low $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ have a high probability of discovery before LHC comes on line, only those models with $`M_{\mathrm{susy}}^{\mathrm{eff}}>250`$ GeV/c<sup>2</sup> were used.
In mSUGRA and MSSM models the LSP is generally the lightest neutralino $`\chi _1^0`$, but in GMSB models this role is taken by the gravitino. If the Next-to-Lightest Supersymmetric Particle (NLSP) is neutral and sufficiently long-lived to escape from the detector then the phenomenology is similar to that for mSUGRA or MSSM models . If the NLSP is short-lived however then it decays to a gravitino and the phenomenology is different. To test whether the $`M_{\mathrm{est}}`$ variables defined above are also sensitive to the effective mass scales of these latter models points were chosen from within the range of GMSB parameter space defined by: 10 TeV $`<\mathrm{\Lambda }_m<`$ 100 TeV, 100 TeV $`<M_m<`$ 1000 TeV/c<sup>2</sup>, 1 $`<N_5<`$ 5, 1.8 $`<\mathrm{tan}(\beta )<`$ 12.0 and $`\mathrm{sign}(\mu )=\pm `$ 1. The value of $`C_{grav}`$, the ratio of the gravitino mass to that expected for only one SUSY breaking scale , was set to unity in all cases to ensure rapid decays to the gravitino LSP. Again only those models with $`M_{\mathrm{susy}}^{\mathrm{eff}}>250`$ GeV/c<sup>2</sup> were used.
In the mSUGRA and MSSM models a statistically significant excess of signal events (S) above background (B) ($`\sqrt{S+B}\sqrt{B}5.0`$ ) was found for the majority of points after the delivery of only 10 fb<sup>-1</sup> of integrated luminosity (1 year of low luminosity operation). In GMSB models the data indicate that greater event statistics corresponding to at least 100 fb<sup>-1</sup> (1 year of high luminosity running) would be required for discovery with these particular cuts. It should be noted however that the use of this channel and these cuts has been optimised for mSUGRA points. In GMSB models with prompt decays to gravitino LSPs photon production (bino NLSP) or lepton production (slepton NLSP) is common and consequently many events were rejected by the lepton veto and jet multiplicity requirements. In dedicated GMSB studies these requirements should therefore be loosened in order to increase signal acceptance. In this case measurement variables taking account of lepton and/or photon $`p_T`$ should also be used to reduce systematic measurement errors .
## 5 Mass Scale Measurement
The $`M_{\mathrm{est}}`$ distributions of SUSY signal events in the models considered here are roughly gaussian in shape (see Figs. (1) - (5) of Ref. ), in sharp contrast to the SM background which falls rapidly with $`M_{\mathrm{est}}`$. Fitting gaussian curves to the signal distributions then provides estimates of their means which can be compared with the effective mass scales $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ of the corresponding SUSY models. The degree of correlation between the two variables gives a measure of the intrinsic (systematic) precision provided by the $`M_{\mathrm{est}}`$ variable when measuring $`M_{\mathrm{susy}}^{\mathrm{eff}}`$.
A typical scatter plot of $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ against $`M_{\mathrm{est}}`$ (here variable (3)) for mSUGRA models is shown in Fig. 1(a). The correlation between the variables is clearly very good. To quantify the degree of correlation a linear regression was performed on the data and the points projected onto an axis perpendicular to the fitted trendline. The distribution of the data along this line for mSUGRA models is shown in Fig. 2(a).
A scatter plot of $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ against $`M_{\mathrm{est}}`$ variable (3) for MSSM models is shown in Fig. 1(b). In Figs. 2(b) and (c) are plotted correlation histograms derived from this figure using the projection axis defined by the mSUGRA data. Fig. 2(b) shows the histogram obtained assuming $`M_{\mathrm{susy}}^{\mathrm{eff}}=M_{\mathrm{susy}}`$, while Fig. 2(c) shows the equivalent histogram using the definition of $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ in Eqn. (3). The smaller scatter in this latter case indicates an improved measurement precision. An improvement is also obtained for mSUGRA models. Here however it is smaller since $`M_\chi `$ is usually much less than the masses of the strongly interacting SUSY particles . In GMSB models (Fig. 1(c) and Fig. 2(d)) $`M_\chi `$ is negligible and so the two definitions of $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ are always identical.
The correlation histograms were next fitted with gaussian functions. The fitted values widths $`\sigma `$ were used to calculate the intrinsic measurement precision by subtracting in quadrature the width expected from finite event statistics (assumed to be given by the rms of the errors on the fitted means of the $`M_{\mathrm{est}}`$ distributions). Due to uncertainties in the expected statistical scatter this correction could give unduly optimistic estimates of the measurement precision if it were large. In all cases however the corrections were found to be small ($``$ 33%) and the effects of such uncertainties neglected.
Intrinsic measurement precisions for $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ calculated using the above technique for mSUGRA, MSSM and GMSB models and the five $`M_{\mathrm{est}}`$ variables listed in Sec. 2 are presented in Table 1. Variable (3) ($`M_{\mathrm{est}}=_i|p_{T(i)}|+E_T^{\mathrm{miss}}`$) provides the greatest precision for mSUGRA and MSSM models, with the higher precision being for mSUGRA models (2.1 %). The poorer precision for MSSM models (12.8 %) is due to their greater number of free parameters and hence the smaller correlation between the particle masses. In the GMSB models variable (4) ($`M_{\mathrm{est}}=_i|p_{T(i)}|`$) provides the greatest measurement precision (6.1 %), however variable (3) is reasonably accurate (9.0 %). This indicates that effective mass scale measurements are also effective for models with gravitino LSPs.
It should be noted that for any given $`M_{\mathrm{est}}`$ variable the fitted means of the projected histograms (Table 1) for mSUGRA, MSSM and GMSB models are consistent to within the fitted widths. For this reason it can be said that the variables provide model independent measurements of the effective SUSY mass scale $`M_{\mathrm{susy}}^{\mathrm{eff}}`$. The expected measurement precision is SUSY model dependent (due to larger widths for MSSM histograms than for mSUGRA and GMSB histograms) but this is less troublesome when comparing measurements with theory because in this case a particular SUSY model must be assumed.
With the intrinsic precision from Table 1 for $`M_{\mathrm{est}}`$ variable (3) it is possible to estimate the overall (systematic + statistical) precision for measuring effective SUSY mass scales in mSUGRA, MSSM and GMSB models as a function of the mass scale and integrated luminosity. Distributions of $`M_{\mathrm{est}}`$ for signal + background events were first constructed assuming integrated luminosities of 10 fb<sup>-1</sup> (1 year low luminosity), 100 fb<sup>-1</sup> (1 year high lumi.) and 1000 fb<sup>-1</sup> (10 years high lumi.). The mean background distribution was then subtracted from each with an assumed 50% systematic error <sup>2</sup><sup>2</sup>2It is unlikely that the distribution of background events (especially QCD) will be known with any certainty from theory. Instead the distribution of low $`E_T^{\mathrm{miss}}`$ events will likely be measured and the results extrapolated into the high $`E_T^{\mathrm{miss}}`$ region . 50% is a conservative estimate of the systematic uncertainty associated with this extrapolation.. The resulting distributions were again fitted with gaussian functions and the errors on the fitted means added in quadrature to the intrinsic precision calculated above and an estimated 1% systematic error from uncertainties in the measurement of the jet energy scale.
The results are plotted in Fig. 3 for mSUGRA, MSSM and GMSB models. In the last case results for 100 fb<sup>-1</sup> and 1000 fb<sup>-1</sup> only are presented due to the poor statistical significance of GMSB models in the jets + $`E_T^{\mathrm{miss}}`$ channel at low integrated luminosity. Precisions $``$ 15 % (40 %) should be achievable in mSUGRA (MSSM) models after only one year of low luminosity running, improving to $``$ 7 % (20 %) after one year of high luminosity running. Due to the poor statistics obtainable from GMSB models, particularly for high $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ values, measurement precisions $``$ 50 % are likely to be obtainable with these cuts only after the delivery of 1000 fb<sup>-1</sup> of integrated luminosity and for $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ $``$ 1000 GeV/c<sup>2</sup>.
## 6 Cross Section Measurement
The above technique can also be used to measure the total SUSY production cross section $`\sigma _{\mathrm{susy}}`$, although in this case it is the fitted normalisation of the signal $`M_{\mathrm{est}}`$ distribution which is of interest. The correlation between this normalisation and $`\sigma _{\mathrm{susy}}`$ for $`M_{\mathrm{est}}`$ variable (3) is shown in Fig. 4. The correlation is reasonably good with the data best fitted by a power-law. For these measurements the errors are non-gaussian (due to the power-law relation between the normalisation and $`\sigma _{\mathrm{susy}}`$) and in reality it is the logarithm of the measured cross sections which is approximately gaussian distributed. For this reason the intrinsic measurement precisions for $`\mathrm{ln}(\sigma _{\mathrm{susy}})`$ are listed in Table 2. The overall (non-gaussian) precisions for $`\sigma _{\mathrm{susy}}`$ (i.e. d$`\sigma _{\mathrm{susy}}`$/$`\sigma _{\mathrm{susy}}`$ = d(ln($`\sigma _{\mathrm{susy}}`$))) are plotted in Fig. 5 in the same format as Fig. 3. For mSUGRA models the overall $`\sigma _{\mathrm{susy}}`$ measurement precision obtainable for 1000 fb<sup>-1</sup> is $``$ 15 %, while for MSSM models it is $``$ 50 %.
Measurements of $`\sigma _{\mathrm{susy}}`$ carried out in this way are inherently sensitive to the type of SUSY model, in contrast to the measurements of $`M_{\mathrm{susy}}^{\mathrm{eff}}`$. This is because in some models (e.g. GMSB) the SUSY particle decay characteristics can be such that the probability for signal events to pass the selection cuts is reduced significantly relative to that for mSUGRA models. The analysis presented here is intended to be model independent and so projects data onto a single axis perpendicular to the trendline of the mSUGRA models. Consequently in the GMSB case, where the trend is very different from that for mSUGRA, the presented measurement precision is poor ($``$ 300 %). If it were known that GMSB models were correct then an axis perpendicular to the GMSB trendline could be used to obtain much greater measurement precision ($`\mathrm{ln}(\sigma _{\mathrm{susy}})`$ precision $`<`$ 2.5 %). This highlights the fact that in reality measurements of $`\sigma _{\mathrm{susy}}`$, unlike measurements of $`M_{\mathrm{susy}}^{\mathrm{eff}}`$, are dependent on the assumed SUSY model.
## 7 Conclusions
Model independent techniques for measuring the effective mass scale of SUSY particles at the LHC have been investigated. Overall measurement precisions better than 15 % (40 %) should be possible for mSUGRA (MSSM) models after only one year of running at low luminosity. Measurements should also be possible for models with rapid decays to gravitino LSPs, although with the requirement of either significantly increased statistics or measurement variables using photon or lepton $`p_T`$. The total SUSY production cross section should be measureable in a similar way ultimately to $``$ 15 % (50 %) in mSUGRA (MSSM) models, although not in a completely model independent manner.
## Acknowledgments
The author wishes to thank Frank Paige and Craig Buttar for their careful reading of this manuscript and many helpful comments and suggestions. He also wishes to acknowledge PPARC for support under the Post-Doctoral Fellowship program.
## Tables
Table 1: Estimates of the intrinsic $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ measurement precision for mSUGRA, MSSM and GMSB models for the five $`M_{\mathrm{est}}`$ variables discussed in the text. The third and fourth columns show the fitted mean and width of the projected $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ \- $`M_{\mathrm{est}}`$ correlation histogram for each model and variable, and the fifth column their ratio. The sixth column shows the expected fractional width estimated from the rms error on the fitted means of the signal distributions. The seventh column contains the intrinsic measurement precision estimated by subtracting in quadrature column six from column five.
Table 2: Estimates of the intrinsic $`\mathrm{ln}(\sigma _{\mathrm{susy}})`$ measurement precision for mSUGRA, MSSM and GMSB models for $`M_{\mathrm{est}}`$ variable (3) (defined in the text). The third and fourth columns show the fitted mean and width of the projected $`\mathrm{ln}(\sigma _{\mathrm{susy}})`$ \- normalisation correlation histogram for each model and variable, and the fifth column their ratio. The sixth column shows the expected fractional width estimated from the rms error on the fitted normalisations of the signal distributions. The seventh column contains the intrinsic measurement precision estimated by subtracting in quadrature column six from column five.
## Figures
Figure 1: The effective SUSY mass scale $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ plotted against $`M_{\mathrm{est}}`$ for variable (3) (defined in the text) for 100 random mSUGRA (Fig. 1(a)), MSSM (Fig. 1(b)) and GMSB (Fig. 1(c)) models. Note the differing scale in Fig. 1(c) due to the larger spread in $`M_{\mathrm{est}}`$ values generated for GMSB models. In Fig. 1(c) those GMSB models where the gaussian fit to the signal $`M_{\mathrm{est}}`$ distribution failed due to insufficient acceptance are omitted.
Figure 2: Projections of the points in Fig. 1 onto an axis transverse to the fitted trendline of mSUGRA data (Fig. 1(a)) for $`M_{\mathrm{est}}`$ variable (3). Fig. 2(a) shows the distribution for mSUGRA points, Fig. 2(b) the distribution for MSSM points with $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ = $`M_{\mathrm{susy}}`$, Fig. 2(c) the distribution for MSSM points with $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ given by Eqn. (3) and Fig. 2(d) the distribution for GMSB points. Bin widths are equal in Fig. 2(b) and Fig. 2(c) to aid comparison. Bin widths differ between other plots.
Figure 3: Overall precision for measurement of $`M_{\mathrm{susy}}^{\mathrm{eff}}`$ after delivery of integrated luminosities of 10 fb<sup>-1</sup> (stars), 100 fb<sup>-1</sup> (open circles) and 1000 fb<sup>-1</sup> (filled circles) for $`M_{\mathrm{est}}`$ variable (3). Precisions for mSUGRA points are plotted in Fig. 3(a), MSSM points in Fig. 3(b) and GMSB points in Fig. 3(c). No data are shown for GMSB points for 10 fb<sup>-1</sup> integrated luminosity due to the poor statistical significance of signal events in this scenario. Note the differing scale in Fig. 3(c) due to the larger spread in $`M_{\mathrm{est}}`$ values generated for GMSB models.
Figure 4: The total SUSY particle production cross section $`\sigma _{\mathrm{susy}}`$ plotted against the fitted normalisation of the signal distribution for variable (3) (defined in the text) for 100 random mSUGRA (Fig. 4(a)), MSSM (Fig. 4(b)) and GMSB (Fig. 4(c)) models. In Fig. 4(c) those GMSB models where the gaussian fit to the signal $`M_{\mathrm{est}}`$ distribution failed due to insufficient acceptance are omitted.
Figure 5: Overall (non-gaussian) precision for measurement of $`\sigma _{\mathrm{susy}}`$ after delivery of integrated luminosities of 10 fb<sup>-1</sup> (stars), 100 fb<sup>-1</sup> (open circles) and 1000 fb<sup>-1</sup> (filled circles) for $`M_{\mathrm{est}}`$ variable (3). Precisions for mSUGRA points are plotted in Fig. 5(a), MSSM points in Fig. 5(b) and GMSB points in Fig. 5(c). No data are shown for GMSB points for 10 fb<sup>-1</sup> integrated luminosity due to the poor statistical significance of signal events in this scenario. Note the differing scale in Fig. 5(c) due to the larger spread in $`M_{\mathrm{est}}`$ values generated for GMSB models.
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# 1 Introduction
## 1 Introduction
At the electron-proton collider HERA, photoproduction ($`\gamma p`$) processes are induced by quasi-real photons that are emitted by the incoming electron or positron<sup>1</sup><sup>1</sup>1In the running periods used for this analysis, HERA was operated with a positron beam.. The majority of the photon-proton interactions are โsoftโ scattering processes in which particles with limited transverse momenta are produced. A small fraction of $`\gamma p`$ processes, however, involve โhardโ scatterings. In these, the photon interacts either as a single object with a parton from the proton (โdirectโ photon interactions) or via a parton-parton scattering after fluctuating into a partonic system. These latter โresolvedโ photon processes give rise to a photon remnant following the direction of the incoming photon.
In the study of photoproduction scattering dynamics inclusive spectra of identified particles constitute an important source of information. Investigations of inclusive spectra using charged particles at HERA have confirmed the general features of hard photon-proton scattering outlined above. In particular it was shown that in these photoproduction processes there is an excess of charged particles in the region of large transverse momenta, as compared to hadron-hadron scattering processes, and that this excess is in agreement with perturbative Quantum Chromodynamics (QCD) calculations, which take into account both the direct processes and the hard components of the resolved photon processes. These studies were carried out using the central tracking detectors of the experiments H1 and ZEUS . The photon hemisphere was explored for charged particles down to $`1.5`$ units of pseudorapidity $`\eta `$ in the laboratory system<sup>2</sup><sup>2</sup>2The pseudorapidity and rapidity are defined as $`\eta =\mathrm{ln}\mathrm{tan}(\theta /2)`$ and $`y=\frac{1}{2}\mathrm{ln}\frac{E+p_z}{Ep_z}`$, respectively, where $`E`$ is the particle energy, $`p_z`$ the momentum component with respect to the $`z`$-axis and $`\theta `$ the polar angle; the $`z`$-axis is given by the proton direction. and with transverse momenta up to $`12`$ GeV/c.
The $`\pi ^0`$ measurement described here is an extension of the previous charged particle studies into an as yet unexplored phase space region in which the photon remnant is expected to dominate the particle flow. In this region charged particles could not be reliably reconstructed, because of limitations in acceptance of the H1 tracking devices. Thus, the present $`\pi ^0`$ measurement covers two additional units of rapidity $`y`$, down to $`y=3.5`$. We note that, since at HERA the $`\gamma p`$ centre-of-mass (CM) frame itself moves with an average rapidity of roughly two units relative to the laboratory system, this limit corresponds to $`y_{\gamma p}5.5`$, as seen in the $`\gamma p`$ CM frame.
The production of neutral pions has previously been extensively studied in several fixed target experiments , using both charged particle beams and photon beams, as well as in $`pp`$ and $`p\overline{p}`$ collider experiments . The CM energies in these photoproduction experiments range up to 18 GeV. In this paper we study, for the first time at HERA, neutral pion photoproduction at $`\gamma p`$ CM energies around $`208`$ GeV. We measure the inclusive double differential $`\pi ^0`$ photoproduction cross section as a function of the $`\pi ^0`$ transverse momentum and rapidity in the laboratory frame. The $`\pi ^0`$ mesons are identified through their decay into two photons which are detected in the electromagnetic calorimeters of the H1 detector.
The paper is organized as follows. In section 2, we give a short description of the H1 detector components that are most relevant to the $`\pi ^0`$ cross section measurement. In section 3, we describe the Monte Carlo models used to correct the data. Section 4 outlines the data selection and the analysis method, while the systematic errors are discussed in section 5. The results are presented and discussed in section 6. Finally, a summary is given in section 7.
## 2 Detector Description
A comprehensive description of the H1 detector is given in Ref. . The parts of the detector vital for this analysis are the backward calorimeter (SpaCal), the Liquid Argon calorimeter (LAr), the central trackers and the electron and photon detectors of the luminosity system. Their main properties are described here.
The SpaCal is a lead-scintillating fibre calorimeter separated into an electromagnetic (EM) and a hadronic section of equal size. The EM section consists of 1192 cells with a cross section of $`40.5\times 40.5\text{mm}^2`$, each read out by a photomultiplier tube. The hadronic section consists of 128 cells with a cross section of $`120\times 120\text{mm}^2`$. The EM section has a depth of 27 radiation lengths. The polar angle range covered by the SpaCal is $`153^{}\theta 178^{}`$.
The energy resolution of the EM SpaCal section for electromagnetically interacting particles is
$$\frac{\sigma (E)}{E}\frac{0.075}{\sqrt{E/\text{GeV}}}0.010,$$
(1)
where E is the energy deposited in the SpaCal. The absolute energy scale, in the lower energy range from 0.2 GeV to 10 GeV, is known with an uncertainty of $`4\%`$ . The resolution in $`\theta `$ is better than 2.5 mrad for energies above 1 GeV.
The LAr calorimeter is highly segmented and consists of an electromagnetic section with lead absorbers, corresponding to a depth varying between 20 and 30 radiation lengths, and a hadronic section with steel absorbers. The resolution of the LAr EM section is
$$\frac{\sigma (E)}{E}\frac{0.12}{\sqrt{E/\text{GeV}}}0.01,$$
(2)
as measured in test beams . Furthermore the absolute energy scale of the LAr calorimeter, in the low energy range from 0.8 GeV to 10 GeV, is known to a precision of $`4\%`$. The LAr calorimeter covers the polar angle range $`4^{}\theta 154^{}`$.
The H1 central tracking system is mounted concentrically around the beam line and covers polar angles in the range $`20^{}<\theta <160^{}`$. Measurements of the momenta of charged particles are provided by two coaxial cylindrical drift chambers (central jet chambers, CJC), mounted inside a homogeneous magnetic field of 1.15 Tesla. Further drift chambers are placed radially inside and outside the inner CJC chamber, providing accurate measurements of the $`z`$ coordinates of charged tracks. Finally, multiwire proportional chambers (MWPC), which allow triggering on those tracks, are also located within and between the CJC chambers. In the present analysis tracking information is used to identify isolated electromagnetic clusters in the LAr calorimeter, and to find the interaction vertices of the selected events.
To detect photoproduction events, the electron and photon detectors of the H1 luminosity system are used. They consist of TlCl/TlBr crystal calorimeters with an energy resolution of $`\sigma (E)/E=0.22/\sqrt{E/\text{GeV}}`$ and are located at $`z=33`$ m and $`z=103`$ m, respectively. The detectors serve to identify scattered positrons from photoproduction processes. The signature of photoproduction is a signal in the electron detector with no accompanying signal in the photon detector.
## 3 Event Simulation
In this analysis, photoproduction interactions are modelled by two Monte Carlo generators, PHOJET (version 1.04) and PYTHIA (version 5.722) . These have both been shown to describe photoproduction data in previous analyses . Both generators have in common that they use leading order (LO) QCD matrix elements for the hard scattering subprocess. Initial and final state parton radiation and the LUND fragmentation model for hadronization are included, as implemented in the JETSET program . The programs differ, however, in the treatment of multiple interactions and the transition from hard to soft processes at low transverse parton momentum.
The PHOJET event generator simulates all components that contribute to the total photoproduction cross section. It is based on the two-component dual parton model (for a review, see ). PHOJET incorporates simulations of soft processes on the basis of Regge theory. Soft and hard processes are connected through a unitarization scheme which serves to keep cross sections finite.
The PYTHIA event generator uses LO QCD calculations for the primary parton-parton scattering process and for multiple parton interactions. The latter are considered to arise from the scattering of partons from the photon and proton remnants. PYTHIA also models both hard and soft hadronic interactions - the latter by the exchange of low energy gluons - applying a unitarization scheme .
Additional transverse momentum is generated in PYTHIA by virtue of the assumed intrinsic (primordial) transverse momentum ($`k_{}`$) of the partons in the interacting hadrons. The $`k_{}`$ distribution of the quark and antiquark from the photon, fluctuating into a hadronic state, is parametrized as a power law function $`1/(k_0^2+k_{}^2)`$ with the value $`k_0=400`$ MeV/c. For this function PYTHIA applies for the primordial $`k_{}`$ a cutoff, the value of which is taken from the transverse momentum of the individual hard scattering subprocess. PYTHIA offers alternative parametrizations for the $`k_{}`$ distribution, by either a Gaussian or an exponential function. The predictions of the model for different $`k_{}`$ distributions are compared with the experimental results in section 6.
The PHOJET 1.04 event generator has no explicit intrinsic transverse momentum for partons entering a hard scattering.
For both Monte Carlo models the factorization and renormalization scales were set to the transverse momentum of the final state partons. GRV-LO parton distribution functions for the proton and photon were used for the generation of events.
## 4 Data Selection and Analysis
Photoproduction events were selected, which have the scattered positron registered in the electron detector of the luminosity system and consequently have a four-momentum transfer $`Q^2<10^2\mathrm{GeV}^2`$, where $`Q^2=4E_eE_e^{}\mathrm{cos}^2(\theta /2)`$. Here $`E_e`$ and $`E_e^{}`$ are the incoming and scattered positron energies, and $`\theta `$ the polar angle of the scattered positron, $`\theta 180^{}`$. More specifically, the events were required to have a positron candidate registered in the fiducial volume of the electron detector, with energy $`E_e^{}>4`$ GeV, and to have less than $`2`$ GeV deposited in the photon detector. The latter condition suppresses background from the proton beam appearing in coincidence with the high rate of events from the Bethe-Heitler reaction $`epe\gamma p`$. In order to ensure full efficiency and acceptance of the photoproduction tagging condition, the range of the variable $`y_\mathrm{B}=1(E_e^{}/E_e)`$ is restricted to $`0.35<y_\mathrm{B}<0.65`$ in the present analysis.
Two data samples were used in the analysis:
* The โminimum biasโ data sample, collected in 1997 and corresponding to an integrated luminosity of $`300\mathrm{nb}^1`$. In addition to the photoproduction tagging condition, the trigger demanded only loose conditions on the presence of charged tracks in the central tracking detectors.
* The โSpaCalโ sample, collected in 1996 and corresponding to an integrated luminosity of $`4.3\mathrm{pb}^1`$. The trigger used in this sample contained, in addition to the photoproduction tagging condition, requirements on the energy registered in the EM SpaCal. Thus at least one SpaCal energy cluster (i.e. an isolated energy deposition, separated from neighbouring energy depositions by the clustering algorithm) had to exceed $`2`$ GeV, and at the same time have a radial distance to the beam axis of more than 16 cm. In the subsequent analysis a trigger efficiency of at least $`40\%`$ was ensured by demanding that in each event the most energetic SpaCal cluster had an energy exceeding $`2.2`$ GeV and a radial distance to the beam axis exceeding 16 cm. Full trigger efficiency was reached for cluster energies and radial distances larger than $`2.6`$ GeV and $`22`$ cm, respectively.
The โSpaCalโ sample allows the study of the phase space region in which the number of events in the โminimum biasโ sample is too small, i.e. the region where the $`\pi ^0`$ has both large negative rapidity and large transverse momentum.
In the further event selection the $`z`$-coordinate $`z_v`$ of the event interaction vertex, reconstructed using the central tracking detectors, had to satisfy the condition $`|z_v|<35`$ cm. The cut on $`z_v`$ suppresses beam-gas background events.
The resulting โminimum biasโ and โSpaCalโ data samples consist of $`115`$K events and $`500`$K events, respectively.
In the subsequent $`\pi ^0`$ reconstruction, additional conditions were applied in order to accept energy clusters in the LAr and SpaCal EM calorimeters as photon candidates.
* For a LAr cluster to be accepted as a single photon candidate, the transverse radius of the cluster had to be smaller than 8 cm and the longitudinal cluster extension below 10 cm. The cluster energy had to exceed $`0.3`$ GeV. Furthermore, the distance between the cluster position and the impact point of the closest reconstructed charged track had to be larger than 5 cm.
* An EM SpaCal cluster was associated with a photon if it was reconstructed as an isolated energy deposition covering at least two SpaCal cells. The cluster energy had to exceed 0.3 GeV. A radial distance between 8 cm and 75 cm from the cluster to the beam axis was required to ensure full energy containment. Information from the backward tracking detectors was not used in selecting photon candidates in the SpaCal, since many photons shower in the material in front of the backward tracking detectors and the SpaCal.
The procedure for reconstructing and counting $`\pi ^0`$ mesons was as follows: Each photon pair, from either the LAr or the SpaCal and satisfying the above criteria, was labelled according to transverse momentum $`p_{}`$ and rapidity $`y`$. Photon four-momenta were derived from the cluster energy, the cluster coordinates and the coordinates of the interaction vertex. For every photon pair, the invariant mass $`m_{\gamma \gamma }`$ was calculated according to
$$m_{\gamma \gamma }^2c^4=2E_1E_2(1\mathrm{cos}\psi _{12}).$$
(3)
Here $`E_1`$ and $`E_2`$ are the energies of the measured calorimeter clusters, attributed to the decay photons, and $`\psi _{12}`$ is their opening angle. Fig. 1 shows twoโphoton invariant mass distributions in several regions of transverse momentum $`p_{}`$ and rapidity $`y`$ of photon pairs measured in the SpaCal (Fig. 1a and 1b), and in the LAr calorimeter (Fig. 1c and 1d). These variables were calculated from the four-momentum sum of the two photons.
In each bin of $`p_{}`$ and $`y`$ the two-photon mass distribution can be satisfactorily described by the sum of a Gaussian function for the $`\pi ^0`$ signal and a background curve. The background was determined by fitting a polynomial of fourth order multiplied by a function of the type ($`m_{\gamma \gamma }m_{\gamma \gamma }^{thr})^\alpha `$ in order to improve the threshold description where the background rises steeply. $`m_{\gamma \gamma }^{thr}`$ is given by the centre of the lowest non-empty interval in the mass distribution, and $`\alpha `$ is a fitted parameter with $`0\alpha 1`$.
The double differential cross section for inclusive $`\pi ^0`$ photoproduction is given by the expression
$$\frac{d^2\sigma _{\gamma p}}{dp_{}^2dy}=\frac{N_{\mathrm{prod}}(\mathrm{\Delta }p_{},\mathrm{\Delta }y)}{2p_{}\mathrm{\Delta }p_{}\mathrm{\Delta }y\mathrm{\Phi }}.$$
(4)
$`N_{\mathrm{prod}}`$ is the number of $`\pi ^0`$s produced in the transverse momentum ($`\mathrm{\Delta }p_{}`$) and rapidity ($`\mathrm{\Delta }y`$) interval considered, determined with all efficiency and acceptance corrections. The efficiency was determined by simulation of photoproduction events using the PHOJET and PYTHIA generators (see section 3), with full simulation of the detector response. $``$ is the integrated luminosity, and $`\mathrm{\Phi }=`$ 0.00968 is the photon flux factor, calculated according to the Weizsรคcker - Williams formula for the $`y_\mathrm{B}`$ range covered in this analysis. This range corresponds to the $`\gamma p`$ CM energy range $`177<\sqrt{s_{\gamma p}}<242`$ GeV, with an average of $`208`$ GeV. We note that in the various bins of $`p_{}`$ and $`y`$ the average $`\sqrt{s_{\gamma p}}`$ may deviate from this value by up to $`\pm 3\%`$.
## 5 Systematic Errors
The errors on the results are dominated by systematic effects with the following main sources:
1) The uncertainty of the fitting procedure arising from the determination of the combinatorial background in the fits of the two-photon mass distributions. In all kinematical intervals relevant for this analysis this was estimated by fitting these distributions, varying the fit parameters and fit ranges several times, following a random choice. Also the order of the polynomial used to describe the background was varied. The errors derived in this way vary substantially due to the statistical uncertainty of the background estimation. In order to get a conservative but reliable estimate for the uncertainty from the fitting procedure, a global error of $`8`$% was therefore assigned, based on the distribution of the errors.
2) The $`\pi ^0`$ reconstruction efficiencies, derived using the PYTHIA and PHOJET models, are in general in good agreement, except in the bins of high $`p_{}`$ where the two models differ by up to $`30`$%. Such differences can be understood as being due to internal differences of the models in the population of certain kinematical regions. In the cross section calculations we have taken the mean reconstruction efficiency and assigned the difference as a bin to bin systematic error, varying between $`1`$% and $`15`$%.
3) The uncertainty of the energy scales for the LAr and SpaCal calorimeters: Shifting the scale upward (downward) by $`4`$% increases (reduces) the cross sections by about $`20`$% for the data selected with the SpaCal trigger, and by about $`10`$% for the minimum bias triggered data.
4) The uncertainty on the electron detector acceptance is $`4`$% and $`6`$%, for the 1996 and 1997 data samples, respectively.
5) The uncertainty on the efficiency of the SpaCal trigger is found to be $`1`$%, from cross checks with an independent trigger.
6) The contribution of $`\pi ^0`$s from beam-gas interactions has been estimated to be less than $`1`$% using the so-called โpilot bunchesโ, i.e. positron beam bunches without partners with which they can collide in the proton beam.
7) The integrated luminosity is known to a precision of better than $`2`$%.
## 6 Results
The cross section for inclusive neutral pion production in $`\gamma p`$ interactions is displayed in Fig. 2 as a function of the $`\pi ^0`$ rapidity for four intervals of the transverse momentum and in Fig. 3 as a function of $`p_{}`$ for five intervals of rapidity. The data are summarized in Table 1. Rapidity is measured in the laboratory frame. Bin-centre corrections have been applied and errors are quoted as the sum of statistical and systematic errors, added in quadrature. In regions of low statistics (low $`y`$, high $`p_{}`$) or large combinatorial background (central region, low $`p_{}`$) unstable fits prevent the determination of cross section values.
Values derived from the H1 charged particle cross section measurements , which cover the pseudorapidity range $`|\eta |1.5`$, are also shown (full triangles) in Figs. 2 and 3. In order to compare these measurements with the $`\pi ^0`$ result, the charged particle cross sections were first corrected for the non-pion part by subtracting a fraction of $`(17.5\pm 0.2)`$% as derived from the PYTHIA and PHOJET predictions (the error reflects the difference in the predictions). The resulting $`\pi ^++\pi ^{}`$ cross sections were then further divided by the isospin factor $`2`$. The $`ep`$ cross sections given in have been converted into $`\gamma p`$ cross sections using the appropriate flux factor. While the charged pion cross section entries in Fig. 3 correspond directly to the original data points in , a smooth interpolation was used to arrive at the charged pion cross sections in Fig. 2, in order to account for the different transverse momentum ranges. The agreement between the neutral and charged pion cross sections is good in the kinematical range covered by both analyses. Figs. 2 and 3 demonstrate well the additional phase space region accessed with the present neutral pion analysis.
The model predictions according to the PHOJET and PYTHIA simulations are also shown in Figs. 2 and 3, with satisfactory agreement especially for PYTHIA. PHOJET predicts slightly too large a $`\pi ^0`$ rate at high $`p_{}`$ and low $`y`$.
The $`\pi ^0`$ transverse momentum spectrum, integrated over the laboratory rapidity range covered by the SpaCal, i.e. $`3.5y1.5`$, is shown in Fig. 4. The data are summarized in Table $`2`$. In deriving these cross sections also those regions were included for which no results are given in Table 1.
Transverse momentum spectra in high energy hadron - hadron collisions are successfully described by a power law ansatz of the form
$$\frac{d^2\sigma }{dp_{}^2dy}=A(1+p_{}/p_0)^n.$$
(5)
This QCD inspired ansatz was designed to describe transverse momentum spectra of centrally produced particles. It was shown in that it fits well the H1 and ZEUS spectra measured for charged particles in the central pseudorapidity range. This is in agreement with observations made in many hadron-hadron experiments, see e.g. Kourkoumelis et al. for centrally produced $`\pi ^0`$s at various centre-of-mass energies at the CERN ISR, and Banner et al. for measurements performed at $`\sqrt{s}=540`$ GeV at the CERN SPS. A review of large $`p_{}`$ particle production at the ISR is given by Geist et al. .
The measurements presented in Fig. 4 have been performed in the backward region at large negative rapidities where phase space effects begin to be visible, causing a damping of transverse momentum spectra. This leads to a reduction of the cross section and to a steepening of the $`p_{}`$ distribution. The power law ansatz does, nevertheless, satisfactorily describe the shape of the spectrum if the parameter $`p_0`$ is fixed to the value found in , namely $`p_0=0.63`$ GeV/c. A fit with the power law ansatz yields $`n=8.0\pm 0.2`$ ($`\chi ^2/\text{ndf}=0.85`$). The value is slightly larger than the values found in the fits to the charged particle spectra in the central rapidity region, $`n=7.1\pm 0.2`$ <sup>3</sup><sup>3</sup>3In Ref. the error on the power $`n`$ is erroneously quoted as 2.0., $`n=7.03\pm 0.07`$ (for $`p_{}>2`$ GeV/c) and $`n=7.25\pm 0.03`$ (for $`p_{}>1.2`$ GeV/c, with $`p_0=0.54`$ GeV/c).
The measured $`p_{}`$ distribution in Fig. 3 can also be described by an exponential distribution of the form
$$\frac{d^2\sigma }{dp_{}^2dy}=a\mathrm{exp}(b\sqrt{p_{}^2c^2+m_{\pi ^0}^2c^4}).$$
(6)
The fit to the data in the range $`0.3p_{}1.6`$ GeV/c is shown in Fig. 4a and yields the value $`b=(5.7\pm 0.3)`$ GeV<sup>-1</sup> ($`\chi ^2`$/ndf = 1.0). Such slope values are typical of soft hadronic interactions and expected in thermodynamical models (see e.g. ). Above $`p_{}1.5`$ GeV/c, however, the exponential form tends to fall below the data, in contrast to the power law ansatz. This observation can be interpreted as an indication of the onset of hard parton-parton scattering processes which lead to a hardening of the transverse momentum distribution.
This interpretation is supported by a comparison of the data with the MC models. Fig. 4b shows again the cross section as a function of $`p_{}`$, this time together with the model predictions of PYTHIA and PHOJET. The agreement between the data and the PYTHIA prediction is in general slightly better than for PHOJET. Also shown is the PYTHIA prediction for the amount of โdirectโ photon interactions. The contribution of this direct component accounts for $`5`$% of the cross section at the lowest $`p_{}`$ values, increasing up to $`20`$% at the highest $`p_{}`$ values accessed. Thus, in the rapidity and transverse momentum range covered by these measurements, the cross section is dominated by โresolvedโ photon processes.
The generator PYTHIA has also been used to search for evidence for a non-zero intrinsic transverse momentum, $`k_{}`$, of partons inside the photon. As mentioned in section 3, PYTHIA offers the choice of several distributions for the parameter $`k_{}`$: a Gaussian, an exponential, and a power law ansatz. All three parametrizations have been used and the parameter $`k_0`$, which defines their widths, varied between $`0`$ and $`2`$ GeV/c. The largest influence on the predicted shape of the $`y`$ distribution appears in the highest $`p_{}`$ interval. This interval, together with the curves predicted by PYTHIA for the Gaussian, exponential, and power law parametrizations, is shown in Fig. 5. We note that for these plots no additional cutoff for the primordial $`k_{}`$ has been applied (see section 3). For all three functions large effects are seen when varying the parameter $`k_0`$, and low values of $`k_0`$ are preferred. Even a vanishing $`k_0`$ is consistent with the data.
Finally the behaviour of the distribution of the Feynman variable $`x_\mathrm{F}`$ has been investigated, with $`x_\mathrm{F}`$ defined as the fraction $`p_L/p_L^{max}`$, where $`p_L`$ is the pionโs momentum component parallel to the beam axis in the $`\gamma p`$ CM frame, and $`p_L^{max}`$ its maximum value in a given event, namely $`p_L^{max}\sqrt{s_{\gamma p}}/2`$.
In Fig. 6, the differential cross section $`d\sigma _{\gamma p}/dx_\mathrm{F}`$ is displayed, obtained in the rapidity range $`3.5y1.5`$. There is good agreement with the model predictions of PYTHIA and PHOJET. The cross section values are given in Table 3.
Data from the Omega Photon Collaboration (WA69, Apsimon et al., ) are also shown in Fig. 6. They were obtained in fixed target $`\gamma p`$ collisions with an average photon energy of $`80`$ GeV (corresponding to $`\sqrt{s_{\gamma p}}=12.3`$ GeV). From this CM energy and the $`\pi ^0`$ mass one derives a CM rapidity range of up to 4.5 units available for neutral pions. These cross sections of inclusive $`\pi ^0`$ photoproduction, available in Ref. as $`Ed^3\sigma /dp^3`$ in bins of $`x_\mathrm{F}`$ and $`p_{}`$, have here been converted to cross sections differential in $`x_\mathrm{F}`$, by integrating over $`p_{}`$ in each bin<sup>4</sup><sup>4</sup>4In the lowest bin of $`p_{}`$ and $`x_\mathrm{F}`$, where a measurement with 80 GeV beam energy is missing in , the corresponding measurement from the data set with average beam energy $`140`$ GeV has been used. of $`x_\mathrm{F}`$. The two experiments are in good agreement, although small differences are seen in shape and normalization. These differences can be qualitatively understood from the difference in rapidity range; the cuts $`3.5y1.5`$ (corresponding to $`5.5\stackrel{<}{}y\stackrel{<}{}3.5`$ in the $`\gamma p`$ CM) reduce the H1 $`\pi ^0`$ cross section at both large and small $`x_\mathrm{F}`$, a reduction which is only partly compensated for by the expected increase due to the rise of the total cross section between the two CM energies (factor $`1.3`$ ).
## 7 Summary and Conclusions
Inclusive $`\pi ^0`$ photoproduction in the photon hemisphere has been analysed at HERA in the $`\gamma p`$ CM energy range $`177<\sqrt{s_{\gamma p}}<242`$ GeV, with average $`208`$ GeV. Differential cross sections with respect to transverse momentum $`p_{}`$, rapidity $`y`$ and the Feynman variable $`x_\mathrm{F}`$ are presented. The neutral pion data extend the measurements towards the previously unexplored domain of large rapidity in the photon fragmentation region, dominated by resolved $`\gamma p`$ interactions. This work extends previous H1 measurements performed with charged particles. In the phase space region covered by both analyses there is good agreement between the neutral and charged pion differential cross sections.
The differential cross section as a function of transverse momentum $`p_{}`$ shows an exponential fall at lower $`p_{}`$ values as seen in soft hadron-hadron collisions, but exhibits at values of $`p_{}`$ larger than 1.5 GeV/c an enhancement which is expected for hard partonโparton scattering processes. The distribution in the entire $`p_{}`$ range covered here is well described by a power law ansatz. The event generators PHOJET and PYTHIA are able to describe the measured cross sections in this kinematical domain, with a slight preference for PYTHIA. In the context of the PYTHIA model, the data are inconsistent with large values of an intrinsic transverse momentum in the photon.
## Acknowledgements
We are grateful to the HERA machine group whose outstanding efforts have made and continue to make this experiment possible. We thank the engineers and technicians for their work constructing and maintaining the H1 detector, our funding agencies for financial support, the DESY technical staff for continuous assistance, and the DESY Directorate for the hospitality which they extend to the non-DESY members of the collaboration. A helpful communication with R. Engel is gratefully acknowledged.
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# On the effective interactions between like-charged macromolecules
## Abstract
We investigate, within a local density functional theory formalism, the interactions between like-charged polyions immersed in a confined electrolyte. We obtain a simple condition for a repulsive effective pair potential, that can be related to the thermodynamic stability criterion of the uncharged counterpart of microscopic species constituting the electrolyte. Under the same condition, the phenomenon of charge inversion (over-charging), where the polyion bare charge is over-screened by its electric double layer, is shown to be impossible. These results hold beyond standard mean-field theories (such as Poisson-Boltzmann or Modified Poisson-Boltzmann approaches).
PACS numbers: 05.70.Np, 64.10+h, 82.60Lf, 82.70.Dd
Electrostatic forces play a key role in determining the stability, phase and structural properties of colloids or macroions suspended in polar solvents (usually aqueous media). Such suspensions are ubiquitous in many biological and technologically important systems, from superabsorbants or water-soluble paints to DNA solutions. Their behavior is however far from being well understood, despite an intense theoretical effort over the last fifty years.
Upon dispersion in water, mesoscopic colloidal polyions bearing ionizable groups gain a (large) bare charge, and strongly attract counterions while repelling coions, thus giving rise to electric double layers characterized by strong inhomogeneities in the local density of these microions in the vicinity of the polyions. From the electrostatic part of the traditional Derjaguin-Landau-Verwey-Overbeek (DLVO) theory , the effective interactions (solvent and microion mediated) between two like-charged colloidal particles are expected to be repulsive , whereas experiments and numerical simulations provide evidence for attraction, particularly within confined geometries (e.g. when the two macroions are close to a charged wall or between two glass plates).
We consider a mixture of $`N`$ microions, where species $`\alpha `$ has charge number $`z_\alpha `$ and local density $`c_\alpha (๐ซ)`$. Disregarding the molecular nature of the solvent, considered to be a confined electrolyte of dielectric permittivity $`\epsilon `$, the effective interactions between two like-charge colloids are then analyzed within a generic local density functional theory. We show that the convexity of the free energy density with respect to the microions densities is a sufficient condition for having repulsive effective interactions and for preventing charge inversion. The physical implications of this result are considered in the final discussion (in particular the repulsion โoftenโ follows from the thermodynamic stability criterion of the corresponding uncharged mixture of micro-species). The proof makes use of the results established in Refs. , and considers a geometry which encompasses many cases of experimental relevance: the confining region $``$ is a cylinder of arbitrary cross section and length $`2L`$ (in the limit of large $`L`$) while the medium $`^{}`$ outside $``$ is a dielectric continuum of permittivity $`\epsilon ^{}`$ with the possibility of a uniform density of surface charges $`\sigma `$ on the boundary $``$. The standard Neuman and Dirichlet boundary conditions (constant normal electric field and constant potential respectively) belong to the above class, and the dielectric medium in $`^{}`$ may contain an electrolyte solution (this possibility was not considered in Refs ). We assume global electroneutrality in both $``$ and $`^{}`$ and the two macroions we shall focus on may be of arbitrary shape provided the electrostatic potential possesses mirror symmetry with respect to a plane $`Oxy`$ between the macroions. Our approach holds irrespective of the specific boundary conditions to be applied on the macroions (constant charge or constant potential) and is independent of the sign of the surface charge $`\sigma `$.
Omitting, for the sake of simplicity, their temperature dependence, the local density free energy functionals considered here are of the form
$$(\{c_\alpha \})=_{}f(\{c_\alpha (๐ซ)\})๐๐ซ+\frac{1}{2}_{}\rho _c(๐ซ)G(๐ซ,๐ซ^{})\rho _c(๐ซ^{})๐๐ซ๐๐ซ^{},$$
(1)
where the Helmholtz free energy density $`f`$ is a function of all $`N`$ microions densities and the local charge density includes the contributions from the macroions $`q_{_{}}(๐ซ)`$ as well as from the microions:
$$\rho _c(๐ซ)=\underset{\alpha =1}{\overset{N}{}}z_\alpha ec_\alpha (๐ซ)+q_{_{}}(๐ซ).$$
(2)
In Eq. (1), $`G(๐ซ,๐ซ^{})`$ denotes the Greenโs function such that the electrostatic potential $`\psi (๐ซ)`$, which is a solution of Poissonโs equation $`^2\psi =(4\pi /\epsilon )\rho _c(๐ซ)`$ with the required boundary conditions on the surface $``$, can be cast in the form
$$\psi (๐ซ)=_{}\rho _c(๐ซ^{})G(๐ซ,๐ซ^{})๐๐ซ^{}.$$
(3)
$`G`$ reduces to the usual Coulomb potential in the absence of confinement. The density functional formulation provided by Eq. (1) encompasses a large class of modelizations, including a) the standard Poisson Boltzmann theory when the ideal gas expression $`f=_\alpha kTc_\alpha [\mathrm{ln}(c_\alpha \mathrm{\Lambda }_\alpha ^3)1]`$ is chosen for the free energy density, b) modified Poisson Boltzmann theories derived to account for steric effects or more general non-electrostatic interactions , and c) recent improvements over standard mean-field approximations incorporating ion-ion correlations in the form of a One Component Plasma correction . This last case involves a free energy density which does not only depend on the local densities of microions but also on the elementary charge $`e`$, and will be examined in the concluding discussion. In general, the present analysis allows to incorporate correlation or non mean-field contributions, provided these effects translate into a local free energy density.
Minimization of the functional (1) subject to the normalization constraints $`_{}c_\alpha (๐ซ)๐๐ซ=N_\alpha `$ yields the implicit relation between the densities $`c_\alpha (๐ซ)`$ and the electrostatic potential:
$$\frac{f}{c_\alpha }+ez_\alpha \psi (๐ซ)=\mu _\alpha ^{},1\alpha N$$
(4)
where $`\mu _\alpha ^{}`$ is the (electro)chemical potential of species $`\alpha `$. The effective force acting on a colloid is obtained from integration of the generalized Maxwell stress tensor $`๐ท`$ over the surface $`S`$ of the macroion:
$$๐
=_S๐ท๐ง๐S,$$
(5)
where the unit vector $`๐ง`$ points outward from the surface of integration. The local stress tensor follows from the computation of the reversible work required to locally deform the shape of the confining cylinder, with the result
$$๐ท=\left[P+\frac{\epsilon }{2}\mathbf{}\psi \mathbf{}\psi \right]๐ฐ+\epsilon \mathbf{}\psi \mathbf{}\psi ,$$
(6)
where the osmotic pressure $`P(\{c_\alpha \})`$, which depends on position via the local densities $`c_\alpha (๐ซ)`$, is the pressure that would be found in the medium in the absence of an electric field, with the same densities $`c_\alpha (๐ซ)`$ , and can be written as the Legendre transform of the free energy density:
$$P(\{c_\alpha \})=f(\{c_\alpha \})+\underset{\alpha =1}{\overset{N}{}}c_\alpha \frac{f}{c_\alpha }.$$
(7)
For any stress tensor of the form (6), it has been shown in Refs. that the effective force $`๐
`$ given by Eq. (5) has a component $`F_z`$ along the axis of the cylinder that can be cast in the form
$`F_z`$ $`=`$ $`{\displaystyle _{Oxy}}\left[P(\psi )_{z=0}P(\psi )_{z=L}\left(\psi _{z=0}\psi _{z=L}\right){\displaystyle \frac{P}{\psi }}(\psi _{z=L})\right]๐x๐y`$ (8)
$`+`$ $`{\displaystyle \frac{ฯต}{2}}{\displaystyle _{Oxy}}\left(\mathbf{}\psi _{z=0}\mathbf{}\psi _{z=L}\right)^2๐x๐y,`$ (9)
where $`ฯต`$ denotes $`\epsilon `$ (respectively $`\epsilon ^{}`$) for the part of the symmetry plane, denoted $`Oxy`$, belonging to $``$ (respectively $`^{}`$). In Equation (9), it is understood that the pressure depends on the potential via Eqs. (7) and (4), the latter giving sense to the notation $`P/\psi `$. The subsequent analysis is devoted to the proof that $`P`$ is a convex-up function of $`\psi `$ provided that the free energy density is itself convex-up with respect to the densities $`\{c_\alpha \}`$. Remembering the orientation convention chosen in Refs. , this in turn establishes the repulsive nature of the effective interactions ($`F_z>0`$). From the direct differentiation of Eq. (7) we get
$$\frac{P}{\psi }=\rho _c(๐ซ),$$
(10)
where use was made of the stationary condition (4). The relation (10) can be recovered from the mechanical equilibrium condition of a fluid element of microions: the balance between the electric force and the osmotic constraint acting on such a fluid element located at point $`๐ซ`$ can indeed be written
$`\mathbf{}P=\rho _c(๐ซ)\mathbf{}\psi `$ (11)
$``$ $`\left[{\displaystyle \frac{P}{\psi }}+\rho _c\right]\mathbf{}\psi =\mathrm{๐}.`$ (12)
Equation (10) equivalently implies that the tensor $`๐ท`$ is divergence free, as already invoked in Ref. to obtain the osmotic equation of state in the specific case of a Modified Poisson Boltzmann theory.
The second derivative of the osmotic pressure,
$$\frac{^2P}{\psi ^2}=e\underset{\alpha }{}z_\alpha \frac{c_\alpha }{\psi }$$
(13)
involves the quantities $`c_\alpha /\psi `$ which may be determined from the condition (4):
$$\underset{\beta =1}{\overset{N}{}}\frac{^2f}{c_\alpha c_\beta }\frac{c_\beta }{\psi }=ez_\alpha .$$
(14)
Assuming the free energy density to be a convex-up function of the $`\{c_\alpha \}`$ implies that the matrix $`๐ฏ`$ with elements
$$H_{\alpha \beta }\frac{^2f}{c_\alpha c_\beta }$$
(15)
is positive definite. Its inverse $`๐ฏ^1`$ is consequently positive definite from which we can invert relation (14):
$$\frac{c_\alpha }{\psi }=e\underset{\beta =1}{\overset{N}{}}\left(๐ฏ^1\right)_{\alpha \beta }z_\beta .$$
(16)
Upon substitution of Eq. (16) into (13) we finally obtain
$$\frac{^2P}{\psi ^2}=e^2\underset{\alpha ,\beta }{}\left(๐ฏ^1\right)_{\alpha \beta }z_\alpha z_\beta >\mathrm{\hspace{0.17em}0}.$$
(17)
The pressure $`P`$ is therefore a convex-up function of the electrostatic potential, which establishes the aforementioned connection between the convexity of $`f`$ and the sign of the polyion-polyion effective interactions. Note that the non convexity of the free energy density is a necessary though insufficient condition for the existence of attraction within a local density approximation formalism.
We now address the question of charge reversal, where the nominal charge of a bare polyion can be over-screened by its condensed counterions. This interesting phenomenon (occurring for instance in DNA salt systems ) requires, from Gaussโs theorem, the vanishing of the normal component of the electric field ($`๐ง\mathbf{}\psi `$) on a closed surface with normal $`๐ง`$ around the polyion. Taking the gradient of Eq. (4) then implies, without any symmetry assumption
$$\underset{\beta =1}{\overset{N}{}}\frac{^2f}{c_\alpha c_\beta }\left[๐ง\mathbf{}๐_\beta \right]=0,$$
(18)
hence the existence of a vanishing eigenvalue \[with eigenvector $`(๐ง\mathbf{}c_\beta )_{\beta =1\mathrm{}N}`$\] of the stability matrix $`๐ฏ`$, which is impossible under the assumption of positive definiteness.
Within the framework of Poisson Boltzmann theory, the repulsive nature of the effective electrostatic force between two similar colloidal bodies and the impossibility of charge reversal immediately follows from the previous analysis. However, if for the sake of analytical tractability and in the spirit of Ref. , the ideal free energy density is further Taylor expanded up to order $`๐ฉ`$ around the mean densities $`\{\overline{c}_\alpha \}`$, we obtain
$$H_{\alpha \beta }=\frac{\delta _{\alpha \beta }}{\overline{c}_\alpha }\underset{i=0}{\overset{๐ฉ2}{}}\left(1\frac{c_\alpha }{\overline{c}_\alpha }\right)^i=\left[1\left(1\frac{c_\alpha }{\overline{c}_\alpha }\right)^{๐ฉ1}\right]\frac{\delta _{\alpha \beta }}{c_\alpha }.$$
(19)
The truncated Hessian $`๐ฏ`$ is therefore positive definite and gives a repulsive force for even values of $`๐ฉ`$ (as in the non-linear Poisson-Boltzmann theory), while it can be non-positive definite and the force attractive for odd orders $`๐ฉ`$ provided the local density of one counterion species exceeds twice its mean density. This explains the repulsion within linearized Poisson-Boltzmann theory (where linearization amounts to taking $`๐ฉ=2`$ ), and the attraction seen in Ref. with an expansion pushed one order further and truncated after third order to account for the triplet interactions between two polyions and a charged wall.
We have shown that effective attractive pair potentials and over-charging are both ruled out under the assumption of positive definiteness for the stability matrix $`๐ฏ`$. This is a necessary requirement when the free energy density does not depend on the elementary charge $`e`$. The key ingredient here is the existence of a thermodynamically stable neutral mixture of micro-species described by the same density $`f\{c_\alpha \}`$ as its charged counterpart. On the other hand, the inclusion of correlations and/or fluctuations corrections is believed to be essential in order to describe the appearance of attractive interactions. If their correction to the mean-field electrostatic term $`\rho _cG\rho _c`$ in the right hand side of Eq. (1) is taken into account, and translated into an $`e`$-dependent free energy density , the thermodynamic stability condition is now the positive definiteness of the integral operator whose kernel is defined by
$$\frac{^2f}{c_\alpha c_\beta }\delta (๐ซ๐ซ^{})+e^2z_\alpha z_\beta G(๐ซ,๐ซ^{}),$$
(20)
and it is in general impossible to find a locally neutral mixture described by the same density $`f`$. $`๐ฏ`$ need not therefore be positive definite. However, non convex-up densities $`f`$ such as the correction put forward by Stevens and Robbins by extrapolation of the Monte Carlo data for the homogeneous One Component Plasma lead to an instability at high densities (the so called structuring catastrophe), and cannot be used in a thermodynamically stable way within a local density functional theory . The recent attempt of Barbosa et al. to circumvent this instability gives rise to a convex-up $`f`$, with results reproducing satisfactorily the ionic correlations present in Molecular Dynamics simulations. The present work indicates that the effective interactions are then necessarily repulsive and charge inversion impossible, regardless of the analytical complexity of the formalism.
To conclude, repulsive effective pair potentials seem generic within local density approximations. The description of attraction and over-charging thus requires involved density functional theories, and it is not sufficient to incorporate correlation effects in a local formulation. Our analysis points to the importance of non-local effects, that can be accounted for by weighted density functionals , or simpler approaches relying on non-electrostatic depletion interactions .
The author would like to thank J.L. Raimbault, D. Levesque, J.P. Hansen, B. Jancovici, H. Hilhorst, M. Deserno and D. Rowan for helpful discussions.
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# References
Cohomology of the variational bicomplex on the infinite order jet space
GIOVANNI GIACHETTA, LUIGI MANGIAROTTI, AND GENNADI SARDANASHVILY
Abstract. We obtain the cohomology of the variational bicomplex on the infinite order jet space of a smooth fiber bundle in the class of exterior forms of finite jet order. This provides a solution of the global inverse problem of the calculus of variations of finite order on fiber bundles.
2000 Mathematics subject classification. Primary 58A20, 58E30; Secondary 55N30.
Key words and phrases. Jet manifolds, infinite order jet space, differential graded algebra, variational complex, cohomology of sheaves.
1. Introduction
Let $`YX`$ be a smooth fiber bundle. We obtain cohomology of the variational bicomplex on the infinite order jet space $`J^{\mathrm{}}Y`$ of $`YX`$ in the class of exterior forms of finite jet order. This is cohomology of the vertical differential $`d_V`$, the horizontal (or total) differential $`d_H`$ and the variational operator $`\delta `$.
The two differential calculus of exterior forms $`๐ช_{\mathrm{}}^{}`$ and $`๐ฌ_{\mathrm{}}^{}`$ are usually considered on $`J^{\mathrm{}}Y`$. The $`๐ช_{\mathrm{}}^{}`$ is the direct limit of graded differential algebras of exterior forms on finite order jet manifolds. Its cohomology, except de Rham cohomology and a particular result of on $`\delta `$-cohomology, remains unknown. At the same time, $`๐ช_{\mathrm{}}^{}`$ is most interesting for applications because it consists of exterior forms on finite order jet manifolds. The $`๐ฌ_{\mathrm{}}^{}`$ is the structure algebra of the sheaf of germs of exterior forms on finite order jet manifolds. There is the $`R`$-algebra monomorphism $`๐ช_{\mathrm{}}^{}๐ฌ_{\mathrm{}}^{}`$. The $`d_H`$\- and $`\delta `$-cohomology of $`๐ฌ_{\mathrm{}}^{}`$ has been investigated in . Due to Lemma 1 below, we simplify this investigation and complete it by the study of $`d_V`$-cohomology of $`๐ฌ_{\mathrm{}}^{}`$. We prove that the graded differential algebra $`๐ช_{\mathrm{}}^{}`$ has the same $`d_H`$\- and $`\delta `$-cohomology as $`๐ฌ_{\mathrm{}}^{}`$ (see Theorem 1 below). This provides a solution of the global inverse problem of the calculus of variations in the class of exterior forms of finite jet order.
Note that the local exactness of the calculus of variations has been proved in the class of exterior forms of finite order by use of homotopy operators which do not minimize the order of Lagrangians (see, e.g., ). The infinite variational complex of such exterior forms on $`J^{\mathrm{}}Y`$ has been studied by many authors (see, e.g., ). However, these forms on $`J^{\mathrm{}}Y`$ fail to constitute a sheaf. Therefore, the cohomology obstruction to the exactness of the calculus of variations has been obtained in the class of exterior forms of locally finite order which make up the above mentioned algebra $`๐ฌ_{\mathrm{}}^{}`$ . A solution of the global inverse problem in the calculus of variations in the class of exterior forms of a fixed jet order has been suggested in by a computation of cohomology of the fixed order variational sequence (see for another variant of such a variational sequence). The key point of this computation lies in the local exactness of the finite order variational sequence which however requires rather sophisticated ad hoc technique in order to be reproduced (see also ). We show that the obstruction to the exactness of the finite order calculus of variations is the same as for exterior forms of locally finite order, without minimizing an order of Lagrangians. The main point for applications is that this obstruction is given by closed forms on the fiber bundle $`Y`$, and is of first order.
The article is organized as follows. In Section 2, the differential calculus $`๐ช_{\mathrm{}}^{}`$ and $`๐ฌ_{\mathrm{}}^{}`$ on $`J^{\mathrm{}}Y`$ are introduced in an algebraic way. In Section 3, the variational bicomplex on $`J^{\mathrm{}}Y`$ is set. Section 4 is devoted to cohomology of the differential calculus $`๐ฌ_{\mathrm{}}^{}`$ on $`J^{\mathrm{}}Y`$. In Section 5, the isomorphism of $`d_H`$\- and $`\delta `$-cohomology of $`๐ฌ_{\mathrm{}}^{}`$ to that of $`๐ช_{\mathrm{}}^{}`$ is proved. In Sections 6, a solution of the global inverse problem in the calculus of variations in different classes of exterior forms is provided.
2. The differential calculus on $`J^{\mathrm{}}Y`$
Smooth manifolds throughout are assumed to be real, finite-dimensional, Hausdorff, paracompact, and connected. Put further dim$`X=n1`$. We follow the standard terminology of jet formalism .
Recall that the infinite order jet space $`J^{\mathrm{}}Y`$ of a smooth fiber bundle $`YX`$ is defined as a projective limit $`(J^{\mathrm{}}Y,\pi _r^{\mathrm{}})`$ of the inverse system
(1)
$$X\stackrel{\pi }{}Y\stackrel{\pi _0^1}{}\mathrm{}J^{r1}Y\stackrel{\pi _{r1}^r}{}J^rY\mathrm{}$$
of finite order jet manifolds $`J^rY`$ of $`YX`$, where $`\pi _{r1}^r`$ are affine bundles. Bearing in mind Borelโs theorem, one can say that $`J^{\mathrm{}}Y`$ consists of the equivalence classes of sections of $`YX`$ identified by their Taylor series at points of $`X`$. Endowed with the projective limit topology, $`J^{\mathrm{}}Y`$ is a paracompact Frรฉchet manifold . A bundle coordinate atlas $`\{U_Y,(x^\lambda ,y^i)\}`$ of $`YX`$ yields the manifold coordinate atlas
$`\{(\pi _0^{\mathrm{}})^1(U_Y),(x^\lambda ,y_\mathrm{\Lambda }^i)\},0|\mathrm{\Lambda }|,`$
of $`J^{\mathrm{}}Y`$, together with the transition functions
(2)
$$y_{}^{}{}_{\lambda +\mathrm{\Lambda }}{}^{i}=\frac{x^\mu }{x^\lambda }d_\mu y_\mathrm{\Lambda }^i,$$
where $`\mathrm{\Lambda }=(\lambda _k\mathrm{}\lambda _1)`$, $`\lambda +\mathrm{\Lambda }=(\lambda \lambda _k\mathrm{}\lambda _1)`$ are multi-indices and $`d_\lambda `$ denotes the total derivative
$`d_\lambda =_\lambda +{\displaystyle \underset{|\mathrm{\Lambda }|0}{}}y_{\lambda +\mathrm{\Lambda }}^i_i^\mathrm{\Lambda }.`$
With the inverse system (1), one has the direct system
$`๐ช^{}(X)\stackrel{\pi ^{}}{}๐ช_0^{}\stackrel{\pi _0^1^{}}{}๐ช_1^{}\stackrel{\pi _1^2^{}}{}\mathrm{}\stackrel{\pi _{r1}^r^{}}{}๐ช_r^{}\mathrm{}`$
of graded differential $`R`$-algebras $`๐ช_r^{}`$ of exterior forms on finite order jet manifolds $`J^rY`$, where $`\pi _{r1}^r^{}`$ are pull-back monomorphisms. The direct limit of this direct system is the above mentioned graded differential $`R`$-algebra $`(๐ช_{\mathrm{}}^{},\pi _r^{\mathrm{}})`$ of exterior forms on finite order jet manifolds modulo the pull-back identification. The $`๐ช_{\mathrm{}}^{}`$ is a differential calculus over the $`R`$-ring $`๐ช_{\mathrm{}}^0`$ of continuous real functions on $`J^{\mathrm{}}Y`$ which are the pull-back of smooth real functions on finite order jet manifolds by surjections $`\pi _r^{\mathrm{}}`$. Passing to the direct limit of the de Rham complexes of exterior forms on finite order jet manifolds, de Rham cohomology of the graded differential algebra $`๐ช_{\mathrm{}}^{}`$ has been found, and coincides with de Rham cohomology of the fiber bundle $`Y`$ . However, this is not a way of studying other cohomology of the algebra $`๐ช_{\mathrm{}}^{}`$.
To solve this problem, let us enlarge $`๐ช_{\mathrm{}}^0`$ to the $`R`$-ring $`๐ฌ_{\mathrm{}}^0`$ of continuous real functions on $`J^{\mathrm{}}Y`$ such that, given $`f๐ฌ_{\mathrm{}}^0`$ and any point $`qJ^{\mathrm{}}Y`$, there exists a neighborhood of $`q`$ where $`f`$ coincides with the pull-back of a smooth function on some finite order jet manifold. The reason lies in the fact that the paracompact space $`J^{\mathrm{}}Y`$ admits a partition of unity by elements of the ring $`๐ฌ_{\mathrm{}}^0`$ . Therefore, sheaves of $`๐ฌ_{\mathrm{}}^0`$-modules on $`J^{\mathrm{}}Y`$ are fine and, consequently, acyclic. Then, the abstract de Rham theorem on cohomology of a sheaf resolution can be called into play.
Remark 1. Throughout, we follow the terminology of where by a sheaf $`S`$ over a topological space $`Z`$ is meant a sheaf bundle $`SZ`$. Accordingly, $`\mathrm{\Gamma }(S)`$ denotes the canonical presheaf of sections of the sheaf $`S`$, and $`\mathrm{\Gamma }(Z,S)`$ is the group of global sections of $`S`$. All sheaves below are ringed spaces, but we omit this terminology if there is no danger of confusion.
Let us define a differential calculus over the ring $`๐ฌ_{\mathrm{}}^0`$. Let $`๐_r^{}`$ be a sheaf of germs of exterior forms on the $`r`$-order jet manifold $`J^rY`$ and $`\mathrm{\Gamma }(๐_r^{})`$ its canonical presheaf. There is the direct system of canonical presheaves
$`\mathrm{\Gamma }(๐_X^{})\stackrel{\pi ^{}}{}\mathrm{\Gamma }(๐_0^{})\stackrel{\pi _0^1^{}}{}\mathrm{\Gamma }(๐_1^{})\stackrel{\pi _1^2^{}}{}\mathrm{}\stackrel{\pi _{r1}^r^{}}{}\mathrm{\Gamma }(๐_r^{})\mathrm{},`$
where $`\pi _{r1}^r^{}`$ are pull-back monomorphisms with respect to open surjections $`\pi _{r1}^r`$. Its direct limit $`๐_{\mathrm{}}^{}`$ is a presheaf of graded differential $`R`$-algebras on $`J^{\mathrm{}}Y`$. Let $`๐_{\mathrm{}}^{}`$ be a sheaf constructed from $`๐_{\mathrm{}}^{}`$ and $`\mathrm{\Gamma }(๐_{\mathrm{}}^{})`$ its canonical presheaf. There is the $`R`$-algebra monomorphism of presheaves $`๐_{\mathrm{}}^{}\mathrm{\Gamma }(๐_{\mathrm{}}^{})`$. The structure algebra $`๐ฌ_{\mathrm{}}^{}=\mathrm{\Gamma }(J^{\mathrm{}}Y,๐_{\mathrm{}}^{})`$ of the sheaf $`๐_{\mathrm{}}^{}`$ is a desired differential calculus over the $`R`$-ring $`๐ฌ_{\mathrm{}}^{}`$.
For short, we agree to call elements of $`๐ฌ_{\mathrm{}}^{}`$ the exterior forms on $`J^{\mathrm{}}Y`$. Restricted to a coordinate chart $`(\pi _0^{\mathrm{}})^1(U_Y)`$ of $`J^{\mathrm{}}Y`$, they can be written in a coordinate form, where horizontal forms $`\{dx^\lambda \}`$ and contact 1-forms $`\{\theta _\mathrm{\Lambda }^i=dy_\mathrm{\Lambda }^iy_{\lambda +\mathrm{\Lambda }}^idx^\lambda \}`$ constitute the set of generators of the algebra $`๐ฌ_{\mathrm{}}^{}`$. There is the canonical splitting
$`๐ฌ_{\mathrm{}}^{}=\underset{k,s}{}๐ฌ_{\mathrm{}}^{k,s},0k,0sn,`$
of $`๐ฌ_{\mathrm{}}^{}`$ into $`๐ฌ_{\mathrm{}}^0`$-modules $`๐ฌ_{\mathrm{}}^{k,s}`$ of $`k`$-contact and $`s`$-horizontal forms, together with the corresponding projections
$`h_k:๐ฌ_{\mathrm{}}^{}๐ฌ_{\mathrm{}}^{k,},0k,h^s:๐ฌ_{\mathrm{}}^{}๐ฌ_{\mathrm{}}^{,s},0sn.`$
Accordingly, the exterior differential on $`๐ฌ_{\mathrm{}}^{}`$ is decomposed into the sum $`d=d_H+d_V`$ of horizontal and vertical differentials such that
$`d_Hh_k=h_kdh_k,d_H(\varphi )=dx^\lambda d_\lambda (\varphi ),\varphi ๐ฌ_{\mathrm{}}^{},`$
$`d_Vh^s=h^sdh^s,d_V(\varphi )=\theta _\mathrm{\Lambda }^i_\mathrm{\Lambda }^i\varphi .`$
3. The variational bicomplex
Being nilpotent, the differentials $`d_V`$ and $`d_H`$ provide the natural bicomplex $`\{๐_{\mathrm{}}^{k,m}\}`$ of the sheaf $`๐_{\mathrm{}}^{}`$ on $`J^{\mathrm{}}Y`$. To complete it to the variational bicomplex, one defines the projection $`R`$-module endomorphism
$`\tau ={\displaystyle \underset{k>0}{}}{\displaystyle \frac{1}{k}}\overline{\tau }h_kh^n,`$
$`\overline{\tau }(\varphi )=(1)^\mathrm{\Lambda }\theta ^i[d_\mathrm{\Lambda }(_i^\mathrm{\Lambda }\varphi )],0\mathrm{\Lambda },\varphi \mathrm{\Gamma }(๐_{\mathrm{}}^{>0,n}),`$
of $`๐_{\mathrm{}}^{}`$ such that
$`\tau d_H=0,\tau d\tau \tau d=0.`$
Introduced on elements of the presheaf $`๐_{\mathrm{}}^{}`$ (see, e.g., ), this endomorphism is induced on the sheaf $`๐_{\mathrm{}}^{}`$ and its structure algebra $`๐ฌ_{\mathrm{}}^{}`$. Put
$`๐_k=\tau (๐_{\mathrm{}}^{k,n}),E_k=\tau (๐ฌ_{\mathrm{}}^{k,n}),k>0.`$
Since $`\tau `$ is a projection operator, we have isomorphisms
$`\mathrm{\Gamma }(๐_k)=\tau (\mathrm{\Gamma }(๐_{\mathrm{}}^{k,n})),E_k=\mathrm{\Gamma }(J^{\mathrm{}}Y,๐_k).`$
The variational operator on $`๐_{\mathrm{}}^{,n}`$ is defined as the morphism $`\delta =\tau d`$. It is nilpotent, and obeys the relation
(3)
$$\delta \tau \tau d=0.$$
Let $`R`$ and $`๐_X^{}`$ denote the constant sheaf on $`J^{\mathrm{}}Y`$ and the sheaf of exterior forms on $`X`$, respectively. The operators $`d_V`$, $`d_H`$, $`\tau `$ and $`\delta `$ give the following variational bicomplex of sheaves of differential forms on $`J^{\mathrm{}}Y`$:
(4)
$$\begin{array}{cccccccccccccccccccc}& & & & \hfill _{d_V}& \text{}\hfill & & \hfill _{d_V}& \text{}\hfill & & & \hfill _{d_V}& \text{}\hfill & & & \hfill _{d_V}& \text{}\hfill & & \hfill _\delta & \text{}\hfill \\ & & 0& & & ๐_{\mathrm{}}^{k,0}\hfill & \stackrel{d_H}{}& & ๐_{\mathrm{}}^{k,1}\hfill & \stackrel{d_H}{}& \mathrm{}& & ๐_{\mathrm{}}^{k,m}\hfill & \stackrel{d_H}{}& \mathrm{}& & ๐_{\mathrm{}}^{k,n}\hfill & \stackrel{\tau }{}& & ๐_k0\hfill \\ & & & & & \mathrm{}\hfill & & & \mathrm{}\hfill & & & & \mathrm{}\hfill & & & & \mathrm{}\hfill & & & \mathrm{}\hfill \\ & & & & \hfill _{d_V}& \text{}\hfill & & \hfill _{d_V}& \text{}\hfill & & & \hfill _{d_V}& \text{}\hfill & & & \hfill _{d_V}& \text{}\hfill & & \hfill _\delta & \text{}\hfill \\ & & 0& & & ๐_{\mathrm{}}^{1,0}\hfill & \stackrel{d_H}{}& & ๐_{\mathrm{}}^{1,1}\hfill & \stackrel{d_H}{}& \mathrm{}& & ๐_{\mathrm{}}^{1,m}\hfill & \stackrel{d_H}{}& \mathrm{}& & ๐_{\mathrm{}}^{1,n}\hfill & \stackrel{\tau }{}& & ๐_10\hfill \\ & & & & \hfill _{d_V}& \text{}\hfill & & \hfill _{d_V}& \text{}\hfill & & & \hfill _{d_V}& \text{}\hfill & & & \hfill _{d_V}& \text{}\hfill & & \hfill _\delta & \text{}\hfill \\ 0& & R& & & ๐_{\mathrm{}}^0\hfill & \stackrel{d_H}{}& & ๐_{\mathrm{}}^{0,1}\hfill & \stackrel{d_H}{}& \mathrm{}& & ๐_{\mathrm{}}^{0,m}\hfill & \stackrel{d_H}{}& \mathrm{}& & ๐_{\mathrm{}}^{0,n}\hfill & & & ๐_{\mathrm{}}^{0,n}\hfill \\ & & & & \hfill _\pi ^{\mathrm{}}& \text{}\hfill & & \hfill _\pi ^{\mathrm{}}& \text{}\hfill & & & \hfill _\pi ^{\mathrm{}}& \text{}\hfill & & & \hfill _\pi ^{\mathrm{}}& \text{}\hfill & & & \\ 0& & R& & & ๐_X^0\hfill & \stackrel{d}{}& & ๐_X^1\hfill & \stackrel{d}{}& \mathrm{}& & ๐_X^m\hfill & \stackrel{d}{}& \mathrm{}& & ๐_X^n\hfill & \stackrel{d}{}& \hfill 0& \\ & & & & & \text{}\hfill & & & \text{}\hfill & & & & \text{}\hfill & & & & \text{}\hfill & & & \\ & & & & & 0\hfill & & & 0\hfill & & & & 0\hfill & & & & 0\hfill & & & \end{array}$$
The second row and the last column of this bicomplex form the variational complex
(5)
$$0R๐_{\mathrm{}}^0\stackrel{d_H}{}๐_{\mathrm{}}^{0,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}๐_{\mathrm{}}^{0,n}\stackrel{\delta }{}๐_1\stackrel{\delta }{}๐_2\mathrm{}.$$
The corresponding variational bicomplexes $`\{๐ฌ_{\mathrm{}}^{},E_k\}`$ and $`\{๐ช_{\mathrm{}}^{},\overline{E}_k\}`$ of the differential calculus $`๐ฌ_{\mathrm{}}^{}`$ and $`๐ช_{\mathrm{}}^{}`$ take place.
There are the well-known statements summarized usually as the algebraic Poincarรฉ lemma (see, e.g., ).
Lemma 2. If $`Y`$ is a contractible fiber bundle $`R^{n+p}R^n`$, the variational bicomplex $`\{๐ช_{\mathrm{}}^{},\overline{E}_k\}`$ of the graded differential algebra $`๐ช_{\mathrm{}}^{}`$ is exact.
It follows that the variational bicomplex of sheaves (4) is exact for any smooth fiber bundle $`YX`$. Moreover, all sheaves $`๐^{k,m}`$ in this bicomplex are fine, and so are the sheaves $`๐_k`$ in accordance with the following lemma.
Lemma 3. Sheaves $`๐_k`$, $`k>0`$, are fine.
Proof. Though $`R`$-modules $`E_{k>1}`$ fail to be $`๐ฌ_{\mathrm{}}^0`$-modules , one can use the fact that the sheaves $`๐_{k>0}`$ are projections $`\tau (๐_{\mathrm{}}^{k,n})`$ of sheaves of $`๐ฌ_{\mathrm{}}^0`$-modules. Let $`๐=\{U_i\}_{iI}`$ be a locally finite open covering of $`J^{\mathrm{}}Y`$ and $`\{f_i๐ฌ_{\mathrm{}}^0\}`$ the associated partition of unity. For any open subset $`UJ^{\mathrm{}}Y`$ and any section $`\phi `$ of the sheaf $`๐_{\mathrm{}}^{k,n}`$ over $`U`$, let us put $`h_i(\phi )=f_i\phi `$. Then, $`\{h_i\}`$ provide a family of endomorphisms of the sheaf $`๐_{\mathrm{}}^{k,n}`$, required for $`๐_{\mathrm{}}^{k,n}`$ to be fine. Endomorphisms $`h_i`$ of $`๐_{\mathrm{}}^{k,n}`$ also yield the $`R`$-module endomorphisms
$`\overline{h}_i=\tau h_i:๐_k\stackrel{\mathrm{in}}{}๐_{\mathrm{}}^{k,n}\stackrel{h_i}{}๐_{\mathrm{}}^{k,n}\stackrel{\tau }{}๐_k`$
of the sheaves $`๐_k`$. They possess the properties required for $`๐_k`$ to be a fine sheaf. Indeed, for each $`iI`$, there is a closed set $`\mathrm{supp}f_iU_i`$ such that $`\overline{h}_i`$ is zero outside this set, while the sum $`\underset{iI}{}\overline{h}_i`$ is the identity morphism. $`\mathrm{}`$
This Lemma simplify essentially our cohomology computation of the variational bicomplex in comparison with that in . Since all sheaves except $`R`$ and $`\pi ^{\mathrm{}}๐_X^{}`$ in the bicomplex (4) are fine, the abstract de Rham theorem (, Theorem 2.12.1) can be applied to columns and rows of this bicomplex in a straightforward way. We will quote the following variant of this theorem.
Theorem 4. Let
(6)
$$0S\stackrel{h}{}S_0\stackrel{h^0}{}S_1\stackrel{h^1}{}\mathrm{}\stackrel{h^{p1}}{}S_p\stackrel{h^p}{}S_{p+1},p>1,$$
be an exact sequence of sheaves on a paracompact topological space $`Z`$, where the sheaves $`S_p`$ and $`S_{p+1}`$ are not necessarily acyclic, and let
(7)
$$0\mathrm{\Gamma }(Z,S)\stackrel{h_{}}{}\mathrm{\Gamma }(Z,S_0)\stackrel{h_{}^0}{}\mathrm{\Gamma }(Z,S_1)\stackrel{h_{}^1}{}\mathrm{}\stackrel{h_{}^{p1}}{}\mathrm{\Gamma }(Z,S_p)\stackrel{h_{}^p}{}\mathrm{\Gamma }(Z,S_{p+1})$$
be the corresponding cochain complex of structure groups of these sheaves. The $`q`$-cohomology groups of the cochain complex (7) for $`0qp`$ are isomorphic to the cohomology groups $`H^q(Z,S)`$ of $`Z`$ with coefficients in the sheaf $`S`$.
The $`d_H`$\- and $`\delta `$-cohomology of the differential calculus $`๐ฌ_{\mathrm{}}^{}`$ on $`J^{\mathrm{}}Y`$ has been found in . Its $`\delta `$-cohomology at terms $`๐ฌ_{\mathrm{}}^{0,n}`$ and $`E_1`$ has been also obtained in (several statements without proof were announced in ). We recover this cohomology in a short way due to Lemma 1, and complete it by the $`d_V`$-cohomology of $`๐ฌ_{\mathrm{}}^{}`$ corresponding to columns of the bicomplex (4).
4. Cohomology of $`๐ฌ_{\mathrm{}}^{}`$
We start from the following facts.
Lemma 5. There is an isomorphism
(8)
$$H^{}(J^{\mathrm{}}Y,R)=H^{}(Y,R)=H^{}(Y)$$
between cohomology $`H^{}(J^{\mathrm{}}Y,R)`$ of $`J^{\mathrm{}}Y`$ with coefficients in the constant sheaf $`R`$, that $`H^{}(Y,R)`$ of $`Y`$, and de Rham cohomology $`H^{}(Y)`$ of $`Y`$.
Proof. A fiber bundle $`Y`$ is a strong deformation retract of $`J^{\mathrm{}}Y`$. Then, the first isomorphism in (8) follows from the VietorisโBegle theorem (, Theorem 11.4; , Corollary 2.7.7), while the second one is a consequence of the well-known de Rham theorem. $`\mathrm{}`$
Lemma 6. There is an isomorphism
(9)
$$H^{}(J^{\mathrm{}}Y,\pi ^{\mathrm{}}๐_X^m)=H^{}(Y,\pi ^{}๐_X^m)$$
between cohomology $`H^{}(J^{\mathrm{}}Y,\pi ^{\mathrm{}}๐_X^m)`$ of $`J^{\mathrm{}}Y`$ with coefficients in the pull-back sheaf $`\pi ^{\mathrm{}}๐_X^m`$ and that of $`Y`$ with coefficients in the sheaf $`\pi ^{}๐_X^m`$.
Proof. The isomorphism (9) also follows from the facts that $`Y`$ is a strong deformation retract of $`J^{\mathrm{}}Y`$ and that $`\pi ^{\mathrm{}}๐_X^m`$ is the pull-back onto $`J^{\mathrm{}}Y`$ of the sheaf $`\pi ^{}๐_X^m`$ on $`Y`$ (, Corollary 2.7.7). $`\mathrm{}`$
Remark 7. Lemma 1 and Lemma 1 are corollary of Lemma 1 as follows. Let us consider the open surjection $`\pi _0^{\mathrm{}}:J^{\mathrm{}}YY`$ and the direct images $`\pi _0^{\mathrm{}}R`$ and $`\pi _0^{\mathrm{}}(\pi ^{\mathrm{}}๐_X^m)`$ of sheaves $`R`$ and $`\pi ^{\mathrm{}}๐_X^m`$ on $`J^{\mathrm{}}Y`$. They are isomorphic to the sheaves $`R`$ and $`\pi ^{}๐_X^m`$ on $`Y`$, respectively. Lemma 1 shows that, every point $`yY`$ has a base of open neighbourhoods $`\{U_y\}`$ whose inverse images $`(\pi _0^{\mathrm{}})^1(U_y)`$ are acyclic for the sheaves $`R`$ and $`\pi ^{\mathrm{}}๐_X^m`$. Then, a weak version of the Leray theorem states the cohomology isomorphisms (8) and (9) . Moreover, since other sheaves in the bicomplex (4) are acyclic on $`(\pi _0^{\mathrm{}})^1(U_y)`$ and the bicomplexes of their sections over $`(\pi _0^{\mathrm{}})^1(U_y)`$ are exact, we have the exact direct image $`\{\pi _0^{\mathrm{}}๐_{\mathrm{}}^{},\pi _0^{\mathrm{}}๐_k\}`$ on $`Y`$ of the bicomplex (4), whose rows and columns are resolutions of sheaves on $`Y`$. Due to the $`R`$-algebra isomorphism $`๐ฌ_{\mathrm{}}^{}=\mathrm{\Gamma }(Y,\pi _0^{\mathrm{}}๐_{\mathrm{}}^{})`$, one can study cohomology of the graded differential $`R`$-algebra $`๐ฌ_{\mathrm{}}^{}`$ by use of this variational bicomplex on $`Y`$. In particular, it follows that cohomology of $`๐ฌ_{\mathrm{}}^{}`$ of degree $`q>\mathrm{dim}Y`$ vanishes.
Turn to de Rham cohomology of the algebra $`๐ฌ_{\mathrm{}}^{}`$. Let us consider the de Rham complex of sheaves
(10)
$$0R๐_{\mathrm{}}^0\stackrel{d}{}๐_{\mathrm{}}^1\stackrel{d}{}\mathrm{}$$
on $`J^{\mathrm{}}Y`$ and the de Rham complex of their structure algebras
(11)
$$0R๐ฌ_{\mathrm{}}^0\stackrel{d}{}๐ฌ_{\mathrm{}}^1\stackrel{d}{}\mathrm{}.$$
Proposition 8. There is an isomorphism
$`H^{}(๐ฌ_{\mathrm{}}^{})=H^{}(Y)`$
of de Rham cohomology $`H^{}(๐ฌ_{\mathrm{}}^{})`$ of the graded differential algebra $`๐ฌ_{\mathrm{}}^{}`$ to that $`H^{}(Y)`$ of the fiber bundle $`Y`$.
Proof. The proof is obvious. The complex (10) is exact due to the Poincarรฉ lemma, and is a resolution of the constant sheaf $`R`$ on $`J^{\mathrm{}}Y`$ since $`๐_{\mathrm{}}^{}`$ are sheaves of $`๐ฌ_{\mathrm{}}^0`$-modules. Then, Theorem 1 and Lemma 1 complete the proof. $`\mathrm{}`$
It follows that every closed form $`\varphi ๐ฌ_{\mathrm{}}^{}`$ splits into the sum
(12)
$$\varphi =\phi +d\xi ,\xi ๐ฌ_{\mathrm{}}^{},$$
where $`\phi `$ is a closed form on the fiber bundle $`Y`$. This splitting plays an important role in the sequel. Since the graded differential algebras $`๐ช_{\mathrm{}}^{}`$ and $`๐ฌ_{\mathrm{}}^{}`$ have the same de Rham cohomology, we further agree to call
(13)
$$H^{}(J^{\mathrm{}}Y)\stackrel{\mathrm{def}}{=}H^{}(๐ฌ_{\mathrm{}}^{})=H^{}(๐ช_{\mathrm{}}^{})$$
the de Rham cohomology of $`J^{\mathrm{}}Y`$.
Let us consider the vertical exact sequence of sheaves
(14)
$$0๐_X^m\stackrel{\pi ^{\mathrm{}}}{}๐_{\mathrm{}}^{0,m}\stackrel{d_V}{}\mathrm{}\stackrel{d_V}{}๐_{\mathrm{}}^{k,m}\stackrel{d_V}{}\mathrm{},0mn,$$
in the variational bicomplex (4) and the complex of their structure algebras
(15)
$$0๐ช^m(X)\stackrel{\pi ^{\mathrm{}}}{}๐ฌ_{\mathrm{}}^{0,m}\stackrel{d_V}{}\mathrm{}\stackrel{d_V}{}๐ฌ_{\mathrm{}}^{k,m}\stackrel{d_V}{}\mathrm{}.$$
Proposition 9. There is an isomorphism
(16)
$$H^{}(m,d_V)=H^{}(Y,\pi ^{}๐_X^m)$$
of the cohomology groups $`H^{}(m,d_V)`$ of the complex (15) to the cohomology groups $`H^{}(Y,\pi ^{}๐_X^m)`$ of $`Y`$ with coefficients in the pull-back sheaf $`\pi ^{}๐_X^m`$ on $`Y`$.
Proof. The exact sequence (14) is a resolution of the pull-back sheaf $`\pi ^{\mathrm{}}๐_X^m`$ on $`J^{\mathrm{}}Y`$. Then, by virtue of Theorem 1, we have a cohomology isomorphism
$`H^{}(m,d_V)=H^{}(J^{\mathrm{}}Y,\pi ^{\mathrm{}}๐_X^m).`$
Lemma 1 completes the proof. $`\mathrm{}`$
Corollary 10. Cohomology groups $`H^{>\mathrm{dim}Y}(m,d_V)`$ vanish.
The cohomology groups $`H^{}(m,d_V)`$ have a $`C^{\mathrm{}}(X)`$-module structure. For instance, let
$`YX\times VX`$
be a trivial fiber bundle with a typical fiber $`V`$. There is an obvious isomorphism of $`R`$-modules
$`H^{}(m,d_V)=๐_X^mH^{}(V).`$
Turn now to the rows of the variational bicomplex (4). We have the exact sequence of sheaves
$`0๐_{\mathrm{}}^{k,0}\stackrel{d_H}{}๐_{\mathrm{}}^{k,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}๐_{\mathrm{}}^{k,n}\stackrel{\tau }{}๐_k0,k>0.`$
Since the sheaves $`๐_{\mathrm{}}^{k,0}`$ and $`๐_k`$ are fine, this is a resolution of the fine sheaf $`๐_{\mathrm{}}^{k,0}`$. It states immediately the following.
Proposition 11. The cohomology groups $`H^{}(k,d_H)`$ of the complex
(17)
$$0๐ฌ_{\mathrm{}}^{k,0}\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{k,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{k,n}\stackrel{\tau }{}E_k0,k>0,$$
are trivial.
This result at terms $`๐ฌ_{\mathrm{}}^{k,<n}`$ recovers that of . The exactness of the complex (17) at the term $`๐ฌ_{\mathrm{}}^{k,n}`$ means that, if
$`\tau (\varphi )=0,\varphi ๐ฌ_{\mathrm{}}^{k,n},`$
then
$`\varphi =d_H\xi ,\xi ๐ฌ_{\mathrm{}}^{k,n1}.`$
Since $`\tau `$ is a projection operator, there is the $`R`$-module decomposition
(18)
$$๐ฌ_{\mathrm{}}^{k,n}=E_kd_H(๐ฌ_{\mathrm{}}^{k,n1}).$$
Remark 12. One can derive Proposition 1 from Theorem 1, without appealing to that sheaves $`๐_k`$ are acyclic.
Let us consider the exact sequence of sheaves
$`0R๐_{\mathrm{}}^0\stackrel{d_H}{}๐_{\mathrm{}}^{0,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}๐_{\mathrm{}}^{0,n}`$
where all sheaves except $`R`$ are fine. Then, from Theorem 1 and Lemma 1, we state the following.
Proposition 13. Cohomology groups $`H^r(d_H)`$, $`r<n`$, of the complex
(19)
$$0R๐ฌ_{\mathrm{}}^0\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{0,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{0,n}$$
are isomorphic to de Rham cohomology groups $`H^r(Y)`$ of $`Y`$.
This result recovers that of , but let us say something more.
Proposition 14. Any $`d_H`$-closed form $`\sigma ๐ฌ_{\mathrm{}}^{,<n}`$ is represented by the sum
(20)
$$\sigma =h_0\phi +d_H\xi ,\xi ๐ฌ_{\mathrm{}}^{},$$
where $`\phi ๐ช_0^{<n}`$ is a closed form on the fiber bundle $`Y`$.
Proof. Due to the relation
(21)
$$h_0d=d_Hh_0,$$
the horizontal projection $`h_0`$ provides a homomorphism of the de Rham complex (11) to the complex
(22)
$$0R๐ฌ_{\mathrm{}}^0\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{0,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{0,n}\stackrel{d_H}{}0.$$
Accordingly, there is a homomorphism
(23)
$$h_0^{}:H^r(J^{\mathrm{}}Y)H^r(d_H),0rn,$$
of cohomology groups of these complexes. Proposition 1 and Proposition 1 show that, for $`r<n`$, the homomorphism (23) is an isomorphism (see the relation (30) below for the case $`r=n`$). It follows that a horizontal form $`\psi ๐ฌ^{0,<n}`$ is $`d_H`$-closed (resp. $`d_H`$-exact) if and only if $`\psi =h_0\varphi `$ where $`\varphi `$ is a closed (resp. exact) form. The decomposition (12) and Proposition 1 complete the proof. $`\mathrm{}`$
Proposition 15. If $`\varphi ๐ฌ^{0,<n}`$ is a $`d_H`$-closed form, then $`d_V\varphi =d\varphi `$ is necessarily $`d_H`$-exact.
Proof. Being nilpotent, the vertical differential $`d_V`$ defines a homomorphism of the complex (22) to the complex
$`0๐ฌ_{\mathrm{}}^{1,0}\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{1,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{1,n}\stackrel{d_H}{}0`$
and, accordingly, a homomorphism of cohomology groups $`H^{}(d_H)H^{}(1,d_H)`$ of these complexes. Since $`H^{<n}(1,d_H)=0`$, the result follows. $`\mathrm{}`$
Let us prolong the complex (19) to the variational complex
(24)
$$0R๐ฌ_{\mathrm{}}^0\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{0,1}\stackrel{d_H}{}\mathrm{}\stackrel{d_H}{}๐ฌ_{\mathrm{}}^{0,n}\stackrel{\delta }{}E_1\stackrel{\delta }{}E_2\mathrm{}$$
of the graded differential algebra $`๐ฌ_{\mathrm{}}^{}`$. In accordance with Lemma 1, the variational complex (5) is a resolution of the constant sheaf $`R`$ on $`J^{\mathrm{}}Y`$. Then, Theorem 1 and Proposition 1 give immediately the following.
Proposition 16. There is an isomorphism
(25)
$$H_{\mathrm{var}}^{}=H^{}(Y)$$
between cohomology $`H_{\mathrm{var}}^{}`$ of the variational complex (24) and de Rham cohomology of the fiber bundle $`Y`$.
The isomorphism (25) recovers the result of and that of at terms $`๐ฌ_{\mathrm{}}^{0,n}`$, $`E_1`$, but let us say something more. The relation (3) for $`\tau `$ and the relation (21) for $`h_0`$ define a homomorphisms of the de Rham complex (11) of the algebra $`๐ฌ_{\mathrm{}}^{}`$ to the variational complex (24). The corresponding homomorphism of their cohomology groups is an isomorphism. Then, in accordance with the splitting (12), we come to the following assertion which complete Proposition 1.
Proposition 17. Any $`\delta `$-closed form $`\sigma ๐ฌ_{\mathrm{}}^{k,n}`$, $`k0`$, is represented by the sum
(26) $`\sigma =h_0\phi +d_Hh_0\xi ,k=0,`$
(27) $`\sigma =\tau (\phi )+\delta (\xi ),k>0,`$
where $`\phi `$ is a closed $`(n+k)`$-form on $`Y`$ and $`\xi ๐ฌ_{\mathrm{}}^{}`$.
5. Cohomology of $`๐ช_{\mathrm{}}^{}`$
Thus, we have the whole cohomology of the graded differential algebra $`๐ฌ_{\mathrm{}}^{}`$. The following theorem provide us with $`d_H`$\- and $`\delta `$-cohomology of the graded differential algebra $`๐ช_{\mathrm{}}^{}`$.
Theorem 18. Graded differential algebra $`๐ช_{\mathrm{}}^{}`$ has the same $`d_H`$\- and $`\delta `$-cohomology as $`๐ฌ_{\mathrm{}}^{}`$.
Proof. Let the common symbol $`D`$ stand for the coboundary operators $`d_H`$ and $`\delta `$ of the variational bicomplex. Bearing in mind the decompositions (20), (26) and (27), it suffices to show that, if an element $`\varphi ๐ช_{\mathrm{}}^{}`$ is $`D`$-exact with respect to the algebra $`๐ฌ_{\mathrm{}}^{}`$ (i.e., $`\varphi =D\phi `$, $`\phi ๐ฌ_{\mathrm{}}^{}`$), then it is $`D`$-exact in the algebra $`๐ช_{\mathrm{}}^{}`$ (i.e., $`\varphi =D\phi ^{}`$, $`\phi ^{}๐ช_{\mathrm{}}^{}`$). Lemma 1 states that, if $`Y`$ is a contractible fiber bundle and a $`D`$-exact form $`\varphi `$ on $`J^{\mathrm{}}Y`$ is of finite jet order $`[\varphi ]`$ (i.e., $`\varphi ๐ช_{\mathrm{}}^{}`$), there exists an exterior form $`\phi ๐ช_{\mathrm{}}^{}`$ on $`J^{\mathrm{}}Y`$ such that $`\varphi =D\phi `$. Moreover, a glance at the homotopy operators for $`d_V`$, $`d_H`$ and $`\delta `$ shows that the jet order $`[\phi ]`$ of $`\phi `$ is bounded for all exterior forms $`\varphi `$ of fixed jet order. Let us call this fact the finite exactness of the operator $`D`$. Given an arbitrary fiber bundle $`Y`$, the finite exactness takes place on $`J^{\mathrm{}}Y|_U`$ over any open subset $`U`$ of $`Y`$ which is homeomorphic to a convex open subset of $`R^{\mathrm{dim}Y}`$. Now, we show the following.
(i) Suppose that the finite exactness of the operator $`D`$ takes place on $`J^{\mathrm{}}Y`$ over open subsets $`U`$, $`V`$ of $`Y`$ and their non-empty overlap $`UV`$. Then, it is also true on $`J^{\mathrm{}}Y|_{UV}`$.
(ii) Given a family $`\{U_\alpha \}`$ of disjoint open subsets of $`Y`$, let us suppose that the finite exactness takes place on $`J^{\mathrm{}}Y|_{U_\alpha }`$ over every subset $`U_\alpha `$ from this family. Then, it is true on $`J^{\mathrm{}}Y`$ over the union $`\underset{\alpha }{}U_\alpha `$ of these subsets.
If the assertions (i) and (ii) hold, the finite exactness of $`D`$ on $`J^{\mathrm{}}Y`$ takes place since one can construct the corresponding covering of the manifold $`Y`$ (, Lemma 9.5).
Proof of (i). Let $`\varphi =D\phi ๐ช_{\mathrm{}}^{}`$ be a $`D`$-exact form on $`J^{\mathrm{}}Y`$. By assumption, it can be brought into the form $`D\phi _U`$ on $`(\pi _0^{\mathrm{}})^1(U)`$ and $`D\phi _V`$ on $`(\pi _0^{\mathrm{}})^1(V)`$, where $`\phi _U`$ and $`\phi _V`$ are exterior forms of finite jet order. Due to the decompositions (20), (26) and (27), one can choose the forms $`\phi _U`$, $`\phi _V`$ such that $`\phi \phi _U`$ on $`(\pi _0^{\mathrm{}})^1(U)`$ and $`\phi \phi _V`$ on $`(\pi _0^{\mathrm{}})^1(V)`$ are $`D`$-exact forms. Let us consider the difference $`\phi _U\phi _V`$ on $`(\pi _0^{\mathrm{}})^1(UV)`$. It is a $`D`$-exact form of finite jet order which, by assumption, can be written as $`\phi _U\phi _V=D\sigma `$ where an exterior form $`\sigma `$ is also of finite jet order. Lemma 1 below shows that $`\sigma =\sigma _U+\sigma _V`$ where $`\sigma _U`$ and $`\sigma _V`$ are exterior forms of finite jet order on $`(\pi _0^{\mathrm{}})^1(U)`$ and $`(\pi _0^{\mathrm{}})^1(V)`$, respectively. Then, putting
$`\phi _U^{}=\phi _UD\sigma _U,\phi _V^{}=\phi _V+D\sigma _V,`$
we have the form $`\varphi `$ equal to $`D\phi _U^{}`$ on $`(\pi _0^{\mathrm{}})^1(U)`$ and $`D\phi _V^{}`$ on $`(\pi _0^{\mathrm{}})^1(V)`$, respectively. Since the difference $`\phi _U^{}\phi _V^{}`$ on $`(\pi _0^{\mathrm{}})^1(UV)`$ vanishes, we obtain $`\varphi =D\phi ^{}`$ on $`(\pi _0^{\mathrm{}})^1(UV)`$ where
$`\phi ^{}\stackrel{\mathrm{def}}{=}\{\begin{array}{cc}\phi ^{}|_U=\phi _U^{},\hfill & \\ \phi ^{}|_V=\phi _V^{}\hfill & \end{array}`$
is of finite jet order.
Proof of (ii). Let $`\varphi ๐ช_{\mathrm{}}^{}`$ be a $`D`$-exact form on $`J^{\mathrm{}}Y`$. The finite exactness on $`(\pi _0^{\mathrm{}})^1(U_\alpha )`$ holds since $`\varphi =D\phi _\alpha `$ on every $`(\pi _0^{\mathrm{}})^1(U_\alpha )`$ and, as was mentioned above, the jet order $`[\phi _\alpha ]`$ is bounded on the set of exterior forms $`D\phi _\alpha `$ of fixed jet order $`[\varphi ]`$. $`\mathrm{}`$
Lemma 19. Let $`U`$ and $`V`$ be open subsets of a fiber bundle $`Y`$ and $`\sigma ๐_{\mathrm{}}^{}`$ an exterior form of finite jet order on the non-empty overlap $`(\pi _0^{\mathrm{}})^1(UV)J^{\mathrm{}}Y`$. Then, $`\sigma `$ splits into a sum $`\sigma _U+\sigma _V`$ of exterior forms $`\sigma _U`$ and $`\sigma _V`$ of finite jet order on $`(\pi _0^{\mathrm{}})^1(U)`$ and $`(\pi _0^{\mathrm{}})^1(V)`$, respectively.
Proof. By taking a smooth partition of unity on $`UV`$ subordinate to the cover $`\{U,V\}`$ and passing to the function with support in $`V`$, one gets a smooth real function $`f`$ on $`UV`$ which is 0 on a neighborhood of $`UV`$ and 1 on a neighborhood of $`VU`$ in $`UV`$. Let $`(\pi _0^{\mathrm{}})^{}f`$ be the pull-back of $`f`$ onto $`(\pi _0^{\mathrm{}})^1(UV)`$. The exterior form $`((\pi _0^{\mathrm{}})^{}f)\sigma `$ is zero on a neighborhood of $`(\pi _0^{\mathrm{}})^1(U)`$ and, therefore, can be extended by 0 to $`(\pi _0^{\mathrm{}})^1(U)`$. Let us denote it $`\sigma _U`$. Accordingly, the exterior form $`(1(\pi _0^{\mathrm{}})^{}f)\sigma `$ has an extension $`\sigma _V`$ by 0 to $`(\pi _0^{\mathrm{}})^1(V)`$. Then, $`\sigma =\sigma _U+\sigma _V`$ is a desired decomposition because $`\sigma _U`$ and $`\sigma _V`$ are of finite jet order which does not exceed that of $`\sigma `$. $`\mathrm{}`$
It is readily observed that Theorem 1 can be applied to de Rham cohomology of $`๐ช_{\mathrm{}}^{}`$ whose isomorphism (13) to that of $`๐ฌ_{\mathrm{}}^{}`$ has been stated.
6. The global inverse problem
The variational complex (24) provides the algebraic approach to the calculus of variations on fiber bundles in the class of exterior forms of locally finite jet order . For instance, the variational operator $`\delta `$ acting on $`๐ฌ_{\mathrm{}}^{0,n}`$ is the EulerโLagrange map, while $`\delta `$ acting on $`E_1`$ is the HelmholtzโSonin map. Let $`L๐ฌ_{\mathrm{}}^{0,n}`$ be a horizontal density on $`J^{\mathrm{}}Y`$. One can think of $`L`$ as being a Lagrangian of local finite order. Then, the decomposition (18) leads to the first variational formula
$`dL=\tau (dL)+(\mathrm{Id}\tau )(dL)=\delta (L)+d_H(\varphi ),\varphi ๐ฌ_{\mathrm{}}^{1,n1},`$
where $`\delta (L)`$ is the EulerโLagrange form associated with the Lagrangian $`L`$.
Let us relate the cohomology isomorphism (25) to the global inverse problem of the calculus of variations. As a particular repetition of Proposition 1, we come to its following solution in the class of exterior forms of locally finite jet order.
Theorem 20. A Lagrangian $`L๐ฌ_{\mathrm{}}^{0,n}`$ is variationally trivial, i.e., $`\delta (L)=0`$ if and only if
(29)
$$L=h_0\phi +d_Hh_0\xi ,\xi ๐ฌ_{\mathrm{}}^{},$$
where $`\phi `$ is a closed $`n`$-form on $`Y`$ (see the expression (26)).
Theorem 21. An EulerโLagrange-type operator $`E_1`$ satisfies the Helmholtz condition $`\delta ()=0`$ if and only if
$`=\delta (L)+\tau (\varphi ),L๐ฌ_{\mathrm{}}^{0,n},`$
where $`\varphi `$ is a closed $`(n+1)`$-form on $`Y`$ (see the expression (27)).
Theorem 1 contains the similar result of .
Remark 22. As a consequence of Theorem 1, one obtains that the cohomology group $`H^n(d_H)`$ of the complex (22) obeys the relation
(30)
$$H^n(d_H)/H^n(Y)=\delta (๐ฌ_{\mathrm{}}^{0,n}),$$
where $`\delta (๐ฌ_{\mathrm{}}^{0,n})`$ is the $`R`$-module of EulerโLagrange forms on $`J^{\mathrm{}}Y`$.
Theorem 1 provides the similar solution of the global inverse problem in the class of exterior forms of finite jet order. The theses of Theorem 1 and Theorem 1 remain true if all exterior forms belong to $`๐ช_{\mathrm{}}^{}`$. Theorem 1 contains the result of .
As was mentioned above, a solution of the global inverse problem in the calculus of variations in the class of exterior forms of a fixed jet order has been suggested in by a computation of cohomology of the fixed order variational sequence. The first thesis of agrees with Theorem 1 for finite order Lagrangians, but says that the jet order of the form $`\xi `$ in the expression (29) is $`k1`$ if $`L`$ is a $`k`$-order variationally trivial Lagrangian. The second one states that a $`2k`$-order EulerโLagrange operator can be always associated with a $`k`$-order Lagrangian. However, because of the sophisticated technique, these results were not widely recognized.
Department of Mathematics and Physics, University of Camerino, 62032 Camerino (MC), Italy
E-mail address: giachetta@campus.unicam.it
Department of Mathematics and Physics, University of Camerino, 62032 Camerino (MC), Italy
E-mail address: mangiaro@camserv.unicam.it
Department of Theoretical Physics, Moscow State University, 117234 Moscow, Russia
E-mail address: sard@grav.phys.msu.su
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# THE ISSUE OF CHOOSING NOTHING: WHAT DETERMINES THE LOW ENERGY VACUUM STATE OF NATURE?
\[
## Abstract
Starting from an (unknown) quantum gravitational model, one can invoke a sequence of approximations to progressively arrive at quantum field theory (QFT) in curved spacetime, QFT in flat spacetime, nonrelativistic quantum mechanics and newtonian mechanics. The more exact theory can put restrictions on the range of possibilities allowed for the approximate theory which are not derivable from the latter โ an example being the symmetry restrictions on the wave function for a pair of electrons. We argue that the choice of vacuum state at low energies could be such a โrelicโ arising from combining the principles of quantum theory and general relativity, and demonstrate this result in a simple toy model. Our analysis suggests that the wave function of the universe, when it describes the large volume limit of the universe, dynamically selects a vacuum state for matter fields โ which in turn defines the concept of particle in the low energy limit. The result also has the potential for providing a concrete quantum mechanical version of Machโs principle.
\]
It is a well known fact that our knowledge about the fundamental laws of physics becomes increasingly uncertain, as we proceed to higher energies. A fortunate feature about Nature seems to be that the high energy behaviour of physical systems do not influence the low energy predictions based on effective hamiltonians, allowing a steady progression of our understanding through a sequence of effective theories. This behaviour, which can be formalised in terms of renormalisation group analysis, forms the cornerstone of quantum field theoretical description of Nature at low energies.
There are, however, some key features of high energy phenomena which leave traces at low energies as regards the restrictions on allowed quantum states. For example, the Pauli exclusion principle plays a vital role in low energy atomic physics but cannot be derived or even related to any feature of low energy hamiltonian โ its origin lies in relativistic field theory. Within the framework of low energy theory, there is no symmetry restrictions on the quantum state for, say, a system of two electrons. But if the electrons are treated as excited states of an underlying fermionic field, it is possible to prove that only a subset of quantum states โ which are antisymmetric โ are allowed. The importance of such โrelic principlesโ lies in providing a glimpse of the unknown territory.
This prompts us to ask: Is there any such effect or selection principle which arises from the high energy theory that combines general relativity and quantum theory but leaves a trace at low energies? We argue in this Letter that the choice of the vacuum state of low energy could itself be a relic of an intrinsically quantum gravitational principle.
We begin by highlighting certain issues which arise in the definition of vacuum state (and one-particle state) in the low energy theory when viewed along conventional lines. In nonrelativistic, newtonian, mechanics the concept of a free particle moving with uniform velocity in an inertial frame, also presupposes the existence of a unique time coordinate. The equation $`d^2๐ฑ/dt^2=0`$ is invariant only under the linear transformation $`t\alpha t+\beta `$. This feature continues in nonrelativistic point quantum mechanics. At the next level, combining the principles of special relativity with quantum theory extends the accepted range of time coordinate to that of any inertial observer given by standard Lorentz transformations. This class allows one to define a set of positive frequency modes, creation and annihilation operators and the inertial vacuum state $`|0_I`$. Conventional QFT works at this level and the choice of vacuum state is now unique because the class of inertial frames form a privileged set in special relativity.
This description, however, is unacceptable both conceptually and technically at a fundamental level. Conceptually, there is no reason to attribute a special status to any one class of observers โ a point forcefully emphasised by Einstein while motivating general relativity . Technically, any quantum field generates a gravitational field around it thereby curving the spacetime; a description of QFT in flat spacetime can only be an approximation and no fundamental feature of the theory (like the choice of vacuum state or definition of particles) should depend on the approximate model. Doing QFT in curved spacetime is not a matter of choice but is mandatory, because all fields curve the spacetime. This changes the symmetry group to that of arbitrary coordinate transformations and extends the allowed choices of time coordinate. The uniqueness of vacuum state (or the definition of particle) is lost when we work in the limit of QFT in a general curved spacetime .
Even this situation, however, is unacceptable because we cannot really address the issue of ground state when gravity is treated as $`c`$-number field and the matter field is quantised. One should really consider the full Hilbert space of the quantum theory of matter field coupled to gravity, (we are essentially interested in the self gravity of matter; but the formalism remains the same) and try to define a ground state for this theory. The structure of such a theory is at present unknown but the indications are that the ground state wave functional will have an extremely complex structure โ since it incorporates the arbitrarily high energy virtual modes of not only the matter fields but also gravity (which is nonlinearly coupled to itself). If the fundamental description is in terms of strings or spin networks, it is not even clear how to address the question of ground state in the language of conventional QFT . But the above arguments clearly suggest that the choice of ground state for any quantum field theory is linked with very high energy phenomena.
It is possible make some progress if we observe that the issue of ground state has implications for cosmology. Note that an arbitrary choice of the time coordinate, even in newtonian mechanics, will make a free particle move in an accelerated trajectory. The result persists even in QFT done in a noninertial frame. It is easy to show that when the nonrelativistic wave function corresponding to the particles defined in such a coordinate system is taken, it will have psuedopotential term giving raise to an accelerated motion . For example, let us consider a particle, of mass $`m`$, described by a quantum field $`\widehat{\varphi }`$ in flat spacetime. Let $`|0_I`$ and $`|1_๐ค_I`$ denote the vacuum and one-particle states for the field in the inertial frame. The nonrelativistic limit ($`c\mathrm{}`$) of the QFT can be obtained by identifying the quantity $`{}_{I}{}^{}0|\varphi |1_๐ค_{I}^{}`$ with the Schrรถdinger wave function $`\psi `$. It can then be shown that $`\psi `$ obeys the free particle Schrรถdinger equation. However, if we work in a noninertial frame, say, the Rindler frame, given by the metric
$$ds^2=\left(1+\frac{gx}{c^2}\right)^2c^2d\tau ^2dx^2dy^2dz^2,$$
(1)
then the particle states $`|0_R`$ and $`|1_๐ค_R`$, defined using the Rindler time coordinate $`\tau `$, will not be the same as those defined using the inertial time $`t`$. In the nonrelativistic limit, the function $`{}_{R}{}^{}0|\varphi |1_๐ค_{R}^{}`$ has to be identified with the wave function $`\psi `$, which will satisfy the Schrรถdinger equation for a uniformly accelerated particle
$$i\mathrm{}\frac{\psi }{\tau }=\frac{\mathrm{}^2}{2m}^2\psi +mgx\psi .$$
(2)
In the newtonian limit $`(\mathrm{}0`$), this equation will describe a particle moving under a pseudopotential $`gx`$. Hence, if we choose our time coordinate as the Rindler time $`\tau `$, the particles (defined using $`\tau `$), in the nonrelativistic limit, will experience a pseudo force. To realise that there is a pseudo force, one has to introduce some kind of โfixed frame of starsโ as is usually done in discussions of Machโs principle which โ in a more sophisticated form โ will be connected to the boundary conditions on the wave function describing the state of the universe .
To see this explicitly, we shall assume that the conventional approach to quantum cosmology (say, based on Wheeler-DeWitt equation) does interface between the fully quantum gravitational description of spacetime (say, in terms of spin networks or strings) and conventional QFT. Then the question of ground state translates to finding an acceptable solution to Wheeler-DeWitt equation, $`\mathrm{\Psi }(g,\varphi )`$, depending on both gravitational and matter variables denoted symbolically as $`(g,\varphi )`$. Conventionally, Wheeler-DeWitt equation is solved in a FRW minisuperspace, in which a choice of time coordinate is already made โ which defeats our purpose. To test our conjecture that quantum cosmological solution can effect a choice of vacuum state we need to find a sufficiently general but yet tractable approximation to Wheeler-DeWitt equation. Fortunately, this can be done along the following lines:
The least amount of dynamical structure needed to illustrate our idea is provided by the Bianchi Type I minisuperspace, with the metric
$$\begin{array}{ccc}ds^2& =& e^{6\mathrm{\Omega }}dt^2\hfill \\ & & e^{2\mathrm{\Omega }}[e^{2(\beta _++\sqrt{3}\beta _{})}dx^2\hfill \\ & +& e^{2(\beta _+\sqrt{3}\beta _{})}dy^2\hfill \\ & +& e^{4\beta _+}dz^2].\hfill \end{array}$$
(3)
The classical dynamics of the Bianchi Type I empty universe is described by the Kasner solutions
$$\mathrm{\Omega }t,\beta _+=C_+\mathrm{\Omega },\beta _{}=C_{}\mathrm{\Omega }$$
(4)
with the constraint
$$C_+^2+C_{}^2=1.$$
(5)
There is an equivalent description of the empty Bianchi Type I universe for which the metric has the form
$$ds^2=dT^2T^{2p_1}dx^2T^{2p_2}dy^2T^{2p_3}dz^2,$$
(6)
with the constraints
$$p_1+p_2+p_3=p_1^2+p_2^2+p_3^2=1.$$
(7)
The time coordinates are related by
$$dT=e^tdt,$$
(8)
where we have chosen the scale of $`t`$ in such a way that $`\mathrm{\Omega }=t/3`$, while the quantities $`p_1,p_2,p_3`$ are related to $`C_+,C_{}`$ through the relations
$$\begin{array}{ccc}p_1& =& \frac{1}{3}(1C_+\sqrt{3}C_{});\hfill \\ p_2& =& \frac{1}{3}(1C_++\sqrt{3}C_{});\hfill \\ p_3& =& \frac{1}{3}(1+2C_+).\hfill \end{array}$$
(9)
There is also a special solution where $`p_1=p_2=p_3=0`$, which describes the Minkowski metric.
The solutions given by equations (4) and (5), in general, represent curved spacetimes, even though they are source free. However, there exist a subset of flat spacetime solutions among them which we shall concentrate on for our illustration. The key point to note is that there are two distinct classes of flat spacetimes. The first class is given by the three solutions
$$\mathrm{Class}\mathrm{I}:\{\begin{array}{c}(i)C_+=\frac{1}{2},C_{}=\frac{\sqrt{3}}{2};\hfill \\ (ii)C_+=\frac{1}{2},C_{}=\frac{\sqrt{3}}{2};\hfill \\ (iii)C_+=1,C_{}=0.\hfill \end{array}$$
(10)
which are the flat Milne universes and differ only in the choice of spatial direction along which expansion takes place. The solutions in terms of $`p_1,p_2,p_3`$, are given by
$$\begin{array}{c}(i)p_1=1,p_2=0,p_3=0;\\ (ii)p_1=0,p_2=1,p_3=0;\\ (iii)p_1=0,p_2=0,p_3=1.\end{array}$$
(11)
The second class corresponds to the choice
$$\mathrm{Class}\mathrm{II}:\mathrm{\Omega }=\beta _+=\beta _{}=0,$$
(12)
which describes the flat Minkowski universe. The classical dynamics of this system \[given by equations (4) and (5)\] can be described geometrically in the minisuperspace for this metric, which is the $`(\mathrm{\Omega },\beta _+,\beta _{})`$-space. The Kasner solutions are straight lines which lie on a โlight coneโ like structure. The three Milne flat solutions are three straight lines on this light cone separated by $`120^{}`$. The Minkowski flat universe, on the other hand, lies at the origin. Since we have three variables $`(\mathrm{\Omega },\beta _+,\beta _{})`$ here, we can choose $`\mathrm{\Omega }`$ as our time coordinate. The other two variables can then act as our dynamical variables.
The key point to note is the following: The two distinct class of solutions described above in equations (10) and (12) both correspond to flat spacetimes but differ in the choice of time coordinate. In quantum theory, they would correspond to different choices of vacuum states . By constructing the necessary quantum description we can investigate how the wave function of the universe behaves vis-a-vis the choice of ground state.
To describe the quantum dynamics, we start with the Wheeler-Dewitt equation, which takes a particularly simple form for this metric :
$$\frac{^2\psi }{\mathrm{\Omega }^2}\frac{^2\psi }{\beta _+^2}\frac{^2\psi }{\beta _{}^2}=0.$$
(13)
As usual, the Wheeler-DeWitt equation is โtimelessโ, but we can take $`\mathrm{\Omega }`$ as our a fiducial evolutionary parameter. The relevant solution for this equation, which gives a positive definite probability density, and also describes an expanding universe, can be written in the form
$$\psi (\mathrm{\Omega },๐ซ)=K_+(๐ฉ)e^{i(๐ฉ๐ซ|๐ฉ|\mathrm{\Omega })}d^2p,$$
(14)
where we have introduced the two-dimensional vectors
$$๐ซ=(\beta _+,\beta _{}),๐ฉ=(p_+,p_{}).$$
(15)
Since equation (13) is second order in time, the probability density $`|\psi (\mathrm{\Omega },๐ซ)|^2`$ is, in general, not positive definite. This problem is well known for Wheeler-Dewitt equation, and is discussed by several authors (see ). In this work, we need not worry about this issue because the probability for the solution (14) is always positive. Let us assume that $`|\psi (\mathrm{\Omega },๐ซ)|^2`$ is peaked around the Minkowski vacuum state initially. This means we can choose
$$\psi (0,๐ซ)=f(๐ซ)e^{i๐ช๐ซ}$$
(16)
where $`f(๐ซ)`$ is peaked around $`๐ซ=0`$. As $`\mathrm{\Omega }`$ increases, the wave function will spread, and the peak will move. At some sufficiently large $`\mathrm{\Omega }`$, the probability distribution, $`|\psi (\mathrm{\Omega },๐ซ)|^2`$ will be peaked around one of the classical trajectories, propagated along the characteristics of equation (13). The direction of $`๐ช`$ will decide the specific classical solution around which the probability will be peaked. At some given $`\mathrm{\Omega }`$, the probability will be peaked around the point
$$๐ซ=\frac{๐ช}{|๐ช|}\mathrm{\Omega }.$$
(17)
In the case where $`๐ช=0`$, the probability, instead of peaking around any specific Kasner solution, will be peaked around the whole class of Kasner solutions, i.e., for a given $`\mathrm{\Omega }`$, it will be peaked around the circle $`r^2\beta _+^2+\beta _{}^2=\mathrm{\Omega }^2`$. Hence, it can be concluded that the quantum solutions at large $`\mathrm{\Omega }`$ will always deviate from the Minkowski universe.
In order to describe the ground state let us concentrate on the flat spacetime solutions. Hence we choose our initial conditions (i.e., the direction of $`๐ช`$) in such a way that when $`\mathrm{\Omega }>0`$, the probability is peaked around any one of the Milne flat solutions. We thus see that even if we localise the wave function around the Minkowski universe initially, it will be localised around one of the Milne solutions at later stages. The quantum wave function described here tend to pick up the Milne universe at late times โ hence the Milne time coordinate is preferred over the Minkowski one. We can now introduce matter fields with spatial degrees of freedom, take the limit of semiclassical gravity to obtain QFT in curved spacetime and proceed to low energy limit. The Wheeler-DeWitt equation for the full system is nothing but the hamiltonian constraint equation
$$(H+H_{\mathrm{matter}})\mathrm{\Psi }(g,\varphi )=0.$$
(18)
We write $`\mathrm{\Psi }(g,\varphi )`$ as
$$\mathrm{\Psi }(g,\varphi )=R(g,\varphi )\mathrm{exp}[\frac{i}{\mathrm{}}S(g,\varphi )],$$
(19)
substitute it in the hamiltonian constraint equation and take the limit $`\mathrm{}0`$. Now, if we identify the derivative of the action $`S`$ with respect to the gravitational variables (written symbolically as $`\delta S/\delta g`$) with the canonical momentum, we will get the usual dynamical equations for free gravity, and, in addition, $`R`$ will satisfy the Schrรถdinger equation
$$i\mathrm{}\frac{\delta S}{\delta g}\frac{\delta R}{\delta g}=H_{\mathrm{matter}}R.$$
(20)
This equation represents the QFT in curved spacetime. We can identify the time coordinate $`\tau `$ through the derivative of the action $`S`$
$$\frac{d}{d\tau }=\frac{\delta S}{\delta g}\frac{\delta }{\delta g}.$$
(21)
It is obvious that, in our case, the vacuum state and particles will be defined with respect to Milne time coordinate.
This simple โ but adequate โ example illustrate the idea we suggested earlier: It is possible that the wave function of the universe, when it describes the large volume limit of the universe (in our case large $`\mathrm{\Omega }`$ limit), dynamically selects a vacuum state for matter fields โ which in turn defines the concept of particle in the low energy limit.
This particular example leads to a vacuum state corresponding to anisotropic expansion, which is โ of course โ not a proper description of low energy physics. But it should clear that this particular feature is an artifact of the minisuperspace we have chosen. We stress the fact that the general arguments given in this Letter are of far greater validity than the simplified example given above (which could be objected to at several levels). To emphasise the broader picture we conclude with a summary of the key ingredients of our analysis: (1) All quantum fields curve the spacetime around them due to self gravity. Hence, QFT in a flat spacetime is an approximation. (2) The choice of Minkowski (inertial) time coordinate ceases to exist in a curved spacetime. Thus the true ground state of any field is nontrivial when we realise that it generates a gravitational field around it. We need to ask whether the full quantum theory of gravity plus matter fields puts restrictions on the choice of possible ground states. The analogy will be with the allowed quantum states for a pair of electrons in atomic physics. Nothing in low energy theory prevents the existence of a state with arbitrary symmetry; but when we treat electrons as low energy excitations of an underlying fermionic field theory, we find that only antisymmetric states are allowed. (3) Since the ground state wave function of universe also figures prominently in the description of quantum cosmological models of the universe, there arises the interesting possibility of connecting the definition of free particle at low energies with the geometry of the universe, thereby providing a quantum version of Machโs principle. (4) A toy model demonstrates that it is possible to have a dynamical system which has these features.
TRC acknowledges the financial support from the University Grants Commission, India.
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# Stationary Flows of the Parabolic Potential Barrier in Two Dimensions
## 1 Introduction
It is well known that the two-dimensional harmonic oscillator is equivalent to the dynamical system consisting of the two independent one-dimensional harmonic oscillatorsโthe energy eigenvalues of the two-dimensional oscillator are given by the sum of the energy eigenvalues of the one-dimensional oscillators and the eigenstates of the system are given by the product of the eigenstates of the one-dimensional oscillators. When degenerate eigenstates of the two-dimensional oscillator are superposed with a suitable weights, the new states will be the eigenstates of orbital angular momentum. These results were studied a long time ago by Dirac .
In the present paper we will investigate the two-dimensional parabolic potential barrier, which is a model of an unstable system in quantum mechanics, on the same lines as the two-dimensional harmonic oscillator. This model is equivalent to the dynamical system consisting of the two independent one-dimensional parabolic potential barriers. The one-dimensional potential barrier was studied by the authors . It is shown that the energy eigenvalues are complex numbers and the corresponding eigenfunctions are expressible in terms of the generalized functions of a Gelโfand triplet. In two dimensions the exact solutions of the eigenvalue problem of this model separate into four types. We will take the types of two of the four types in ยง 3.1, for which the solutions are expressed by generalized eigenfunctions belonging to complex energy eigenvalues and represented by diverging and converging flows. In these two types the solutions will also be the eigenstates of orbital angular momentum. We will study the other two of the four types in ยง 3.2. In these two types all the solutions are infinitely degenerate and involve the special solutions with real energy eigenvalue. Such special solutions are represented by stationary corner flows. From the hydrodynamical point of view they can be described by some kind of quantum โvelocityโ and complex velocity potential discussed in a previous paper . It has been pointed out to us by R. Jackiw that this velocity was originally introduced half a century ago by Madelung . Such a velocity is still useful in present-day high-energy physics . We shall see that, for the first few solutions, the velocities reviewed in ยง 2 are solenoidal, so the corresponding complex velocity potentials must exist. These complex velocity potentials for the two-dimensional parabolic potential barrier describe the flows round a right angle.
## 2 Complex velocity potentials in quantum mechanics
In the present section we shall summarize the features of the velocity in quantum mechanics.
Define the velocity of a state $`\psi (t,๐)`$ in non-relativistic quantum mechanics by
$$๐\frac{๐(t,๐)}{\left|\psi (t,๐)\right|^2},$$
(2.1)
where $`๐(t,๐)`$ is the probability current
$$๐(t,๐)\mathrm{}\left[\psi (t,๐)^{}\left(i\mathrm{}\right)\psi (t,๐)\right]/m,$$
(2.2)
and $`m`$ is the mass of the particle.
If all variables are separable, this velocity is in general irrotational, namely, the vorticity defined by
$$๐\times ๐$$
(2.3)
vanishes. Then the velocity in irrotational flow may be described by the gradient of the velocity potential $`\mathrm{\Phi }`$,
$$๐=\mathrm{\Phi }.$$
(2.4)
We now proceed to study only the two-dimensional flow. Let us consider the velocity (2.1) which is solenoidal, namely
$$๐\frac{v_x}{x}+\frac{v_y}{y}=0.$$
(2.5)
The velocity in two-dimensional flow satisfying this solenoidal condition may be described by the rotation of the stream function $`\mathrm{\Psi }`$,
$$v_x=\frac{\mathrm{\Psi }}{y},v_y=\frac{\mathrm{\Psi }}{x}.$$
(2.6)
Further, in the two-dimensional irrotational flow, equations (2.4) and (2.6) can be combined into Cauchy-Riemannโs equations between the velocity potential and the stream function. We can therefore take the complex velocity potential
$$W(z)=\mathrm{\Phi }(x,y)+i\mathrm{\Psi }(x,y),$$
(2.7)
which is a regular function of the complex variable $`z=x+iy`$. For example, the flow round the angle $`\pi /a`$ is expressed by
$$W=Az^a,$$
(2.8)
$`A`$ being a number. With $`a=1`$, this expresses the uniform flow of the two-dimensional plane wave in quantum mechanics. There are some elementary examples of complex velocity potentials which express the two-dimensional flows in quantum mechanics .
The above-mentioned method will be applied to the stationary flows of the two-dimensional parabolic potential barrier in ยง 3.2.
## 3 The parabolic potential barrier in two dimensions
The Hamiltonian of the two-dimensional isotropic parabolic potential barrier is
$$\widehat{H}=\frac{\mathrm{}^2}{2m}\left(\frac{^2}{x^2}+\frac{^2}{y^2}\right)+V_0\frac{1}{2}m\gamma ^2\left(x^2+y^2\right),$$
(3.1)
where $`V_0`$ is the maximum potential energy, $`m>0`$ is the mass and $`\gamma >0`$ is proportional to the square root of the curvature at $`(x,y)=(0,0)`$.
A state is represented by a wave function $`U(x,y)`$ satisfying the Schrรถdinger equation, which now reads, with $`\widehat{H}`$ given by (3.1),
$$\frac{\mathrm{}^2}{2m}\left(\frac{^2}{x^2}+\frac{^2}{y^2}\right)U(x,y)+\left\{V_0\frac{1}{2}m\gamma ^2\left(x^2+y^2\right)\right\}U(x,y)=EU(x,y).$$
(3.2)
The energy eigenvalues of (3.2) will be the sum of the energy eigenvalues of the one-dimensional parabolic potential barrier in the $`x`$-direction and $`y`$-direction, respectively, i.e.
$$E_{n_xn_y}=E_{n_x}+E_{n_y}$$
(3.3)
and the eigenfunctions belonging to these energy eigenvalues will be the product of their corresponding eigenfunctions
$$U_{n_xn_y}(x,y)=u_{n_x}(x)u_{n_y}(y).$$
(3.4)
With the notation of preceding papers , the energy eigenvalues of the one-dimensional parabolic potential barrier are
$$E_{n_q}^\pm =\frac{1}{2}V_0i\left(n_q+\frac{1}{2}\right)\mathrm{}\gamma \left(n_q=0,1,2,\mathrm{}\right)$$
(3.5)
and the corresponding eigenfunctions are
$$u_{n_q}^\pm (q)=e^{\pm i\beta ^2q^2/2}H_{n_q}^\pm (\beta q)\left(\beta \sqrt{m\gamma /\mathrm{}}\right),$$
(3.6)
where $`H_{n_q}^\pm (\beta q)`$ are the polynomials of degree $`n_q`$, and the numerical coefficients are discarded. The eigenfunctions $`u_{n_q}^\pm `$ are generalized functions in $`๐ฎ()^\times `$ of the following Gelโfand triplet,
$$๐ฎ()L^2()๐ฎ()^\times ,$$
(3.7)
where $`L^2()`$ is a Lebesgue space and $`๐ฎ()`$ is a Schwartz space. The work also shows that the index $`+`$ means only outward moving particles and the index $``$ means only inward moving particles.
Thus the results (3.3) and (3.4) of the two-dimensional parabolic potential barrier separate into four types:
Type 1. $`E_{n_xn_y}^{++}=E_{n_x}^++E_{n_y}^+=V_0i(n_x+n_y+1)\mathrm{}\gamma ,`$
$`U_{n_xn_y}^{++}(x,y)=u_{n_x}^+(x)u_{n_y}^+(y)=e^{+i\beta ^2(x^2+y^2)/2}H_{n_x}^+(\beta x)H_{n_y}^+(\beta y).`$
Type 2. $`E_{n_xn_y}^+=E_{n_x}^++E_{n_y}^{}=V_0i(n_xn_y)\mathrm{}\gamma ,`$
$`U_{n_xn_y}^+(x,y)=u_{n_x}^+(x)u_{n_y}^{}(y)=e^{+i\beta ^2(x^2y^2)/2}H_{n_x}^+(\beta x)H_{n_y}^{}(\beta y).`$
Type 3. $`E_{n_xn_y}^+=E_{n_x}^{}+E_{n_y}^+=V_0+i(n_xn_y)\mathrm{}\gamma ,`$
$`U_{n_xn_y}^+(x,y)=u_{n_x}^{}(x)u_{n_y}^+(y)=e^{i\beta ^2(x^2y^2)/2}H_{n_x}^{}(\beta x)H_{n_y}^+(\beta y).`$
Type 4. $`E_{n_xn_y}^{}=E_{n_x}^{}+E_{n_y}^{}=V_0+i(n_x+n_y+1)\mathrm{}\gamma ,`$
$`U_{n_xn_y}^{}(x,y)=u_{n_x}^{}(x)u_{n_y}^{}(y)=e^{i\beta ^2(x^2+y^2)/2}H_{n_x}^{}(\beta x)H_{n_y}^{}(\beta y).`$
These eigenfunctions $`U_{n_xn_y}^{++}`$, $`U_{n_xn_y}^+`$, $`U_{n_xn_y}^+`$, $`U_{n_xn_y}^{}`$ are also generalized functions in $`๐ฎ(^2)^\times `$ of the Gelโfand triplet
$$๐ฎ(^2)L^2(^2)๐ฎ(^2)^\times $$
(3.8)
instead of (3.7). Note that the eigenfunctions of types 4 and 3 are conjugate complex functions of types 1 and 2, respectively, i.e.
$$U_{n_xn_y}^{\pm \pm }(x,y)^{}=U_{n_xn_y}^{}(x,y)$$
and
$$U_{n_xn_y}^\pm (x,y)^{}=U_{n_xn_y}^\pm (x,y).$$
### 3.1 Diverging and converging flows
Let us consider first the types 1 and 4. In this case the energy eigenvalues $`E_{n_xn_y}^{\pm \pm }`$ are always complex numbers and the time factors corresponding to them are
$$e^{iE_{n_xn_y}^{\pm \pm }t/\mathrm{}}=e^{iV_0t/\mathrm{}}e^{(n_x+n_y+1)\gamma t}.$$
Thus the solutions of type 1 are well defined when $`t>0`$, and those of type 4 are well defined when $`t<0`$, according to the time boundary condition that time factors of an unstable system are square integrable . Also, $`U_{n_xn_y}^{++}(x,y)`$ represent particles moving outward from the center as in fig. 1,
and $`U_{n_xn_y}^{}(x,y)`$ represent particles moving inward to the center as in fig. 2.
Thus we shall call these types diverging and converging flows, respectively. Note that a time reversal occurs resulting in the interchange of the diverging and converging flows.
For $`n_x=n_y=0`$, we get the energy eigenvalue
$$E_{00}^{\pm \pm }=V_0i\mathrm{}\gamma $$
(3.9)
and only one eigenfunction
$$U_{00}^{\pm \pm }(x,y)=e^{\pm i\beta ^2(x^2+y^2)/2},$$
(3.10)
respectively. For $`n_x+n_y=1`$, namely $`n_x=1,n_y=0`$ and $`n_x=0,n_y=1`$, we get
$$E_{10}^{\pm \pm }=E_{01}^{\pm \pm }=V_02i\mathrm{}\gamma $$
(3.11)
and two eigenfunctions
$$\begin{array}{cc}\hfill U_{10}^{\pm \pm }(x,y)& =2\beta xe^{\pm i\beta ^2(x^2+y^2)/2},\hfill \\ \hfill U_{01}^{\pm \pm }(x,y)& =2\beta ye^{\pm i\beta ^2(x^2+y^2)/2}.\hfill \end{array}\}$$
(3.12)
There is twofold degenerate state of types 1 and 4 with $`n_x+n_y=1`$. For $`n_x+n_y=2`$, namely $`n_x=2,n_y=0`$; $`n_x=1,n_y=1`$; $`n_x=0,n_y=2`$, we get
$$E_{20}^{\pm \pm }=E_{11}^{\pm \pm }=E_{02}^{\pm \pm }=V_03i\mathrm{}\gamma $$
(3.13)
and three eigenfunctions
$$\begin{array}{cc}\hfill U_{20}^{\pm \pm }(x,y)& =(4\beta ^2x^22i)e^{\pm i\beta ^2(x^2+y^2)/2},\hfill \\ \hfill U_{11}^{\pm \pm }(x,y)& =4\beta ^2xye^{\pm i\beta ^2(x^2+y^2)/2},\hfill \\ \hfill U_{02}^{\pm \pm }(x,y)& =(4\beta ^2y^22i)e^{\pm i\beta ^2(x^2+y^2)/2}.\hfill \end{array}\}$$
(3.14)
There is threefold degenerate state of types 1 and 4 with $`n_x+n_y=2`$. Generally, there is $`(n+1)`$-fold degenerate state of types 1 and 4 with $`n_x+n_y=n`$. This result is just the same degree of degeneracy as the two-dimensional harmonic oscillator.
For the further discussion of the state of types 1 and 4, we now pass from the Cartesian coordinates $`x,y`$ to the two-dimensional polar coordinates $`r,\phi `$ by means of the equations
$$\begin{array}{cc}\hfill x& =r\mathrm{cos}\phi ,\hfill \\ \hfill y& =r\mathrm{sin}\phi .\hfill \end{array}\}$$
(3.15)
If in the new coordinates we superpose above-mentioned eigenstates with suitable weights, the result will be the eigenstates of orbital angular momentum $`\widehat{L}`$ defined by
$$\widehat{L}=i\mathrm{}\left(x\frac{}{y}y\frac{}{x}\right)=i\mathrm{}\frac{}{\phi }.$$
(3.16)
For $`n_x=n_y=0`$, the eigenfunction (3.10) will be
$$U_{00}^{\pm \pm }(r,\phi )=e^{\pm i\beta ^2r^2/2}.$$
(3.17)
Thus $`U_{00}^{\pm \pm }(r,\phi )`$ is independent of $`\phi `$ and has zero orbital angular momentum. For $`n_x+n_y=1`$, a linear combination of the eigenfunctions (3.12) give
$$\begin{array}{cc}\hfill U_{10}^{\pm \pm }(r,\phi )+iU_{01}^{\pm \pm }(r,\phi )& =2\beta re^{\pm i\beta ^2r^2/2}e^{i\phi },\hfill \\ \hfill U_{10}^{\pm \pm }(r,\phi )iU_{01}^{\pm \pm }(r,\phi )& =2\beta re^{\pm i\beta ^2r^2/2}e^{i\phi }.\hfill \end{array}\}$$
(3.18)
These states are eigenstates of $`\widehat{L}`$ with eigenvalues $`\mathrm{}`$ and $`\mathrm{}`$, respectively. For $`n_x+n_y=2`$, (3.14) give
$$\begin{array}{cc}\hfill U_{20}^{\pm \pm }(r,\phi )+2iU_{11}^{\pm \pm }(r,\phi )U_{02}^{\pm \pm }(r,\phi )& =4\beta ^2r^2e^{\pm i\beta ^2r^2/2}e^{2i\phi },\hfill \\ \hfill U_{20}^{\pm \pm }(r,\phi )+U_{02}^{\pm \pm }(r,\phi )& =4(\beta ^2r^2i)e^{\pm i\beta ^2r^2/2},\hfill \\ \hfill U_{20}^{\pm \pm }(r,\phi )2iU_{11}^{\pm \pm }(r,\phi )U_{02}^{\pm \pm }(r,\phi )& =4\beta ^2r^2e^{\pm i\beta ^2r^2/2}e^{2i\phi }.\hfill \end{array}\}$$
(3.19)
These states are also eigenstates of $`\widehat{L}`$ with eigenvalues $`2\mathrm{}`$, $`0`$, and $`2\mathrm{}`$. There is a similar procedure for large values of $`n_x+n_y`$.
### 3.2 Corner flows
Let us now study the types 2 and 3. In this case the energy eigenvalues $`E_{n_xn_y}^\pm `$ are also in general complex numbers, but with the striking difference that all the eigenstates belonging to each energy eigenvalue are infinitely degenerate. The corresponding time factors are
$$e^{iE_{n_xn_y}^\pm t/\mathrm{}}=e^{iV_0t/\mathrm{}}e^{(n_xn_y)\gamma t}.$$
Thus the solutions of type 2 are well defined when $`t>0`$, and those of type 3 are well defined when $`t<0`$, for the case of $`n_x>n_y`$, and vice versa. Also, $`U_{n_xn_y}^+(x,y)`$ represent particles which, coming from the $`y`$-direction, round the center and, go off to the $`x`$-direction as in fig. 3,
and $`U_{n_xn_y}^+(x,y)`$ represent particles which, coming from the $`x`$-direction, round the center and, go off to the $`y`$-direction as in fig. 4.
Note that a time reversal occurs resulting in the interchange of these corner flows.
#### Stationary flows <br>
The above time factors now show that for the case of $`n_x=n_y`$, there are stationary flows. For $`n_x=n_y=n=0,1,2,\mathrm{},`$ the energy eigenvalues associated with stationary flows are the same real number:
$$E_{nn}^\pm =V_0.$$
(3.20)
The first few infinitely degenerate eigenfunctions belonging to this energy eigenvalue (3.20) are
$$\begin{array}{cc}\hfill U_{00}^\pm (x,y)& =e^{\pm i\beta ^2(x^2y^2)/2},\hfill \\ \hfill U_{11}^\pm (x,y)& =4\beta ^2xye^{\pm i\beta ^2(x^2y^2)/2},\hfill \\ \hfill U_{22}^\pm (x,y)& =4\left[4\beta ^4x^2y^2+1\pm 2i\beta ^2(x^2y^2)\right]e^{\pm i\beta ^2(x^2y^2)/2},\hfill \\ & \mathrm{}.\hfill \end{array}\}$$
(3.21)
For the further study of the stationary flows of the two-dimensional parabolic potential barrier with the Hamiltonian (3.1), it is convenient to make a transformation to the rectangular hyperbolic coordinates $`u,v`$, given by
$$\begin{array}{cc}\hfill u& =x^2y^2,\hfill \\ \hfill v& =2xy.\hfill \end{array}\}$$
(3.22)
The eigenfunctions (3.21) will become in the new representation
$$\begin{array}{cc}\hfill U_{00}^\pm (u,v)& =e^{\pm i\beta ^2u/2},\hfill \\ \hfill U_{11}^\pm (u,v)& =2\beta ^2ve^{\pm i\beta ^2u/2},\hfill \\ \hfill U_{22}^\pm (u,v)& =4\left(\beta ^4v^2+1\pm 2i\beta ^2u\right)e^{\pm i\beta ^2u/2},\hfill \\ & \mathrm{}.\hfill \end{array}\}$$
(3.23)
The factors $`e^{\pm i\beta ^2u/2}`$ occurred in (3.23) describe plane waves in the $`uv`$-plane, i.e. the motion of the wave $`e^{i\beta ^2u/2}`$ is in the direction specified by fig. 3 and that of the wave $`e^{i\beta ^2u/2}`$ is in the direction specified by fig. 4. These eigenfunctions substituted in (2.2) give the rectangular hyperbolic coordinates $`j_{nnu}^\pm `$, $`j_{nnv}^\pm `$ of $`๐_{nn}^\pm `$, which are the probability currents of the states $`U_{nn}^\pm `$. They give
$`j_{00u}^\pm (u,v)`$ $`=\pm \gamma h_u/2,j_{00v}^\pm (u,v)=0,`$
$`j_{11u}^\pm (u,v)`$ $`=\pm 2\gamma \beta ^4v^2h_u,j_{11v}^\pm (u,v)=0,`$
$`j_{22u}^\pm (u,v)`$ $`=\pm 8\gamma \left\{(\beta ^4v^2+5)(\beta ^4v^2+1)+4\beta ^4u^2\right\}h_u,`$
$`j_{22v}^\pm (u,v)`$ $`=64\gamma \beta ^4uvh_v,`$
$`\mathrm{},`$
where the scale factors $`h_u=h_v=2\sqrt[4]{u^2+v^2}`$. Thus $`๐_{nn}^\pm `$ can never depend on the time $`t`$. We see from this result the suitability of the term โstationary flowsโ.
#### The flows round a right angle <br>
The above probability currents now show that for the case of $`n=0\text{ and }1`$, there are stationary flows which move along the hyperbolas (each line with $`v`$ constant). To get an understanding of the physical features of this flows it is better to work with the velocity defined by (2.1). For $`n=0\text{ and }1`$, the velocities give the same result
$$v_u^\pm =\pm \frac{1}{2}\gamma h_u,v_v^\pm =0.$$
Taking the rotation of them, the vorticity (2.3) becomes
$$\omega ^\pm h_uh_v\left[\frac{}{u}\left(\frac{v_v^\pm }{h_v}\right)\frac{}{v}\left(\frac{v_u^\pm }{h_u}\right)\right]=0.$$
These equations will hold generally in quantum mechanics , and therefore the velocity potentials defined by (2.4) must exist. If we transform to rectangular hyperbolic coordinates $`u`$, $`v`$, equations (2.4) become
$$v_u=h_u\frac{\mathrm{\Phi }}{u},v_v=h_v\frac{\mathrm{\Phi }}{v},$$
(3.24)
and the velocity potentials for $`n=0\text{ and }1`$ are thus
$$\mathrm{\Phi }^\pm =\pm \frac{1}{2}\gamma u.$$
(3.25)
Note that they are proportional to the phase factors of (3.23). Further, the divergence (2.5) gives
$$๐^\pm h_uh_v\left[\frac{}{u}\left(\frac{v_u^\pm }{h_v}\right)+\frac{}{v}\left(\frac{v_v^\pm }{h_u}\right)\right]=0.$$
Thus the velocities are solenoidal for $`n=0\text{ and }1`$, so that we can obtain the stream functions defined by (2.6). The equations (2.6) are also expressed, as in equations (3.24),
$$v_u=h_v\frac{\mathrm{\Psi }}{v},v_v=h_u\frac{\mathrm{\Psi }}{u},$$
(3.26)
and the stream functions for $`n=0\text{ and }1`$ are thus
$$\mathrm{\Psi }^\pm =\pm \frac{1}{2}\gamma v.$$
(3.27)
For the states represented by the first and second of equations (3.21) or (3.23), the complex velocity potential (2.7) gives, from (3.25) and (3.27)
$`W^\pm `$ $`=\pm {\displaystyle \frac{1}{2}}\gamma u\pm {\displaystyle \frac{i}{2}}\gamma v`$
$`=\pm {\displaystyle \frac{1}{2}}\gamma z^2,`$ (3.28)
since $`z^2=u+iv`$. Equations (3.28) are of the form (2.8) with $`a=2`$, and they show that, for $`n=0\text{ and }1`$, the complex velocity potentials of the two-dimensional parabolic potential barrier express the flows round a right angle. One could work out in terms of Cartesian coordinates and one would be led to the same conclusion.
## 4 Discussion
We have obtained the exact solutions of the two-dimensional parabolic potential barrier. One class of the solutions is diverging and converging flows of ยง 3.1. These solutions are always complex energy eigenvalues and generalized eigenfunctions, which mean that the diverging and converging flows are not stationary. These generalized eigenfunctions can be obtained from the eigenfunctions of the two-dimensional harmonic oscillator by the analytical continuation, in the same way as the one-dimensional parabolic potential barrier . Again, they can be superposed to give the eigenstates of orbital angular momentum. For these solutions, however, the method mentioned in ยง 2 was not applicable. As an example we try to calculate the divergence (2.5) for the states (3.10) or (3.17). The result is
$$๐_{00}^{\pm \pm }=\pm 2\gamma 0.$$
Now the $`\pm `$ sign shows that $`U_{00}^{++}`$ is connected with the diverging flow and $`U_{00}^{}`$ is connected with the converging one. Thus the velocities of diverging and converging flows cannot be solenoidal. Therefore the stream functions and the complex velocity potentials do not exist. This result still holds for large values of $`n_x+n_y`$.
The other class of the solutions is corner flows of ยง 3.2. All the solutions are infinitely degenerate and involve the stationary flows with real energy eigenvalue. It should be noted that there are no stationary flows in the one-dimensional or three-dimensional isotropic parabolic potential barrier. For $`n=0\text{ and }1`$ in the stationary flows, we have found the flows round a right angle that are expressed by the complex velocity potentials (3.28). But for $`n2`$, the complex velocity potentials do not exist, because the imaginary parts of the polynomials $`H_{n_q}^\pm (\beta q)`$ in (3.6) cause the stream lines to depart from hyperbolas. One may, however, find a new flow as the result of a kind of superposition of the infinitely degenerate states.
One would expect to be able to get a more direct solution of the eigenvalue problem of the Hamiltonian (3.1) by working all the time in the two-dimensional polar coordinates, instead of working in the Cartesian coordinates and transforming at the end to the two-dimensional polar coordinates, as was done in ยง 3.1. But under suitable boundary conditions in the two-dimensional polar coordinates, one would obtain only diverging and converging flows of ยง 3.1, i.e. the lack of corner flows of ยง 3.2. It is also pointed out that one can get the only diverging and converging flows from the analytical continuation of the solutions of the two-dimensional harmonic oscillator. These facts mean that the choice of coordinate systems is quite important in the eigenvalue problem of the unstable system in non-relativistic quantum mechanics, since coordinate systems impose a restriction on the symmetry of boundary conditions. The source of the conclusion lies in the existence of a very large class of solutions for the unstable system.
It is rather surprising that such a stable idea as stationary flows should appear in the parabolic potential barrier in this way. Actually we have shown in another paper that the dynamical system composed of several of these potential barriers forms the quasi-stable semiclassical system.
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# A note on dynamical stabilization of internal spaces in multidimensional cosmology
## 1 Introduction
It is well known that the fundamental physical constants in superstring theories are related to the vacuum expectation values of the dilaton and moduli fields, and variations of these fields would result in variations of the fundamental constants. In the context of standard Kaluza-Klein models moduli are defined by the shape and size of the internal spaces (we shall refer to the corresponding fields as geometrical moduli). Up to now, there are no experiments which show a variation of the fundamental constants (theoretical and experimental bounds on such variations can be found e.g. in ). According to observations the internal spaces should be static or nearly static at least from the time of recombination (in some papers arguments are given in favor of the assumption that a variation of the fundamental constants is absent from the time of primordial nucleosynthesis). Therefore, part of any realistic multidimensional model should be a mechanism for moduli stabilization.
Within superstring theories such a stabilization is achieved, e.g., via trapping of the moduli fields by Kรคhler or racetrack potentials. Recently it was pointed out in Ref. , that in a cosmological setting the trapping stabilization of the dilaton field can enhance and become robust due to the coupling of the dilaton to the kinetic energy of ordinary matter fields.
Within multidimensional cosmological models of Kaluza-Klein type the problem of geometrical moduli stabilization by effective potentials was subject of numerous investigations . It was shown that the scale factors of the internal spaces can stabilize, e.g., in pure geometrical models with a bare cosmological constant and curved internal spaces as well as in models with ordinary matter. Small conformal excitations of the internal space metric near the minima of the effective potential have the form of massive scalar fields (gravitational excitons) developing in the external spacetime (later, since the sub-millimeter weak-scale compactification approach these geometrical moduli excitations are also known as radions). Gravexitons were investigated for a number of models in Refs. . In Refs. \- the 4-dimensional Planck scale $`M_{Pl(4)}`$ was implicitly understood as the $`D`$dimensional fundamental scale<sup>3</sup><sup>3</sup>3Hereafter, $`D=D^{}+4`$ is the total dimension of the multidimensional spacetime, $`D^{}`$ โ the dimension of the internal components. and it was assumed that the internal spaces are compactified at sizes somewhere between the Planck scale $`L_{Pl}10^{33}`$cm and the Fermi scale $`L_F10^{17}`$cm to make them unobservable.
Recently it has been realized that the higher-dimensional fundamental scale $`M_{Pl(D)}`$ can be lowered from the 4-dimensional Planck scale $`M_{Pl(4)}=1.22\times 10^{19}`$ GeV down to the Standard Model electroweak scale $`M_{Pl(4+D^{})}M_{EW}1`$ TeV providing by this way a new scenario for the resolution of the hierarchy problem. The corresponding proposal led to an intensive study of various multidimensional theories. The considered models can be roughly devided into two topological classes.
The first class consists of models with warped products of Einstein spaces as internal spaces. For simplicity, the corresponding scale (warp) factors are usually assumed as depending only on the coordinates of the external spacetime. Whereas gravitational interactions in such models can freely propagate in all multidimensional (bulk) space, the Standard Model (SM) matter is localized on a 3-brane with thickness of order of the Fermi length in the extra dimensions. Such a model was used in Ref. for the demonstration of the basic features of the sub-millimeter weak-scale compactification hypothesis with $`M_{Pl(D)}M_{EW}`$. Different aspects of geometrical moduli stabilization for such models were considered e.g. in Refs. . A comparison of effective cosmological constant and gravexciton masses arising in the electroweak fundamental scale approach with those in a corresponding Planck scale approach was given in Ref. .
The second class consists of models following from Hoลava-Witten theory where one starts from the strongly coupled regime of $`E_8\times E_8`$ heterotic string theory and interprets it as M-theory on an orbifold $`\text{}^{10}\times S^1/\text{}_2`$ with a set of $`E_8`$ gauge fields at each ten-dimensional orbifold fixed plane. After compactification on a Calabi-Yau three-fold and dimensional reduction one arrives at effective $`5`$dimensional solutions which describe a pair of parallel 3-branes with opposite tension, and location at the orbifold planes. For these models the $`5`$dimensional metric contains a $`4`$dimensional metric component multiplied by a warp factor which is a function of the additional dimension . The geometrical moduli stabilization for such models was considered, e.g., in Refs. . Difficulties of the stabilization in such models connected with the required unrealistic fine-tuning of the equation of state on our 3-brane were pointed out in Ref. , with possible resolutions proposed in . Moreover, in Refs. it was shown that the stabilization of the extra dimension is a necessary condition for the correct transition from $`5`$dimensional models with branes to the standard $`4`$dimensional Friedmann cosmology. Various other aspects of cosmological brane world scenarios were investigated, e.g., in Refs. .
Usually, the moduli stabilization is based on the trapping of the geometrical moduli fields at a minimum of an effective potential so that the fields are static (or may at most oscillate near this minimum due to quantum fluctuations). However, in absence of any minima, nothing forbids them to evolve very slowly as long as their evolution does not contradict the observable data. It is clear that a sufficiently slow evolution is allowed, if the moduli fields came into this regime before primordial nucleosynthesis. Such an approach is in spirit of Paul Steinhardtโs quintessence scenario . It may happen that moduli fields asymptotically tend to some limit. We shall call such a behavior dynamical stabilization. An example for a dynamical stabilization in modular cosmology was presented in Ref. . However, the interaction with ordinary matter fields can destroy this stabilization mechanism. The situation occurs, e.g., in the model considered in sections 2, and 3 of the present paper.
Subject of the investigation in the present paper is a multidimensional cosmological model with a minimal coupled scalar field as inflaton field. In Ref. it was pointed out that a dynamical stabilization of the geometrical modulus could be possible for a model with one Ricci-flat internal space and a zero bulk cosmological constant. Here, we investigate this model in more detail and show that the interaction of the geometrical modulus field with the inflaton field in most cases destroys the dynamical stabilization and leads to decompactification of the extra dimension. There are only two possible ways for a stable compactification of the extra dimension. For the first one, a dynamical stabilization, one has to assume that the modulus field is only coupled to the inflaton field but not to its decay products. Due to the exponential decay of the inflaton during reheating the force term in the modulus equation, obtained from the effective potential of the model, decreases also exponentially. The present friction term provides then the stabilization of the modulus field. The second possibility for a stabilization consists in the trapping of the modulus field near a minimum of the effective potential. As simple example we consider the effective potential from Ref. where the minimum is generated by a non-Ricci-flat (curved) internal space and a non-zero bare cosmological constant. The analysis does not depend on the choice of the $`D`$dimensional fundamental scale.
The paper is organized as follows. In section 2 we explain the general setup of our model and show a possible mechanism for a dynamical stabilization of the geometrical modulus in zero-order approximation. In section 3 we investigate the dynamical behavior of the modulus and the inflaton field in more detail and show that the interaction between them in most cases results in a decompactification of the internal space. An example for a stable compactification of the internal space by trapping of the modulus field near the minimum of the effective potential is presented in section 4. The brief Conclusions of the paper (section 5) are followed by an Appendix on higher dimensional perfect fluid potentials and specific features of their dimensional reduction.
## 2 Model and general setup
We consider a cosmological model with metric
$$g=g^{(0)}+e^{2\beta (x)}g^{(1)}g^{(0)}+b^2(x)g^{(1)},$$
(2.1)
which is defined on a manifold with warped product topology<sup>4</sup><sup>4</sup>4This model can be easily generalized to manifolds with warped product topology of $`n`$ internal spaces: $`M=M_0\times M_1\times \mathrm{}\times M_n`$ (see Refs. ).
$$M=M_0\times M_1,$$
(2.2)
where $`x`$ are some coordinates of the $`D_0=(d_0+1)`$ \- dimensional manifold $`M_0`$ and
$$g^{(0)}=g_{\mu \nu }^{(0)}(x)dx^\mu dx^\nu .$$
(2.3)
(The model corresponds to the type one class discussed in the Introduction.)
With $`D=D_0+d_1`$ as total dimension, $`\kappa _D^2`$ a $`D`$dimensional gravitational constant and $`S_{YGH}`$ the standard York - Gibbons - Hawking boundary term we choose the action functional in the form
$$S=\frac{1}{2\kappa _D^2}\underset{M}{}d^Dx\sqrt{|g|}R[g]\frac{1}{2}\underset{M}{}d^Dx\sqrt{|g|}\left(g^{MN}_M\stackrel{~}{\chi }_N\stackrel{~}{\chi }+2U(\stackrel{~}{\chi })\right)+S_{YGH},$$
(2.4)
where the minimal coupled scalar field $`\stackrel{~}{\chi }`$ with an arbitrary potential $`U(\stackrel{~}{\chi })`$ depends on the external coordinates $`x`$ only. This field can be understood as a zero mode of a bulk field. From the other hand, such a scalar field can naturally originate also in non-linear $`D`$dimensional theories where the metric ansatz (2.1) ensures its dependence on the $`x`$ coordinate only.
The main goal of the present paper consists in an investigation of the internal space dynamical stabilization. As it was shown in , such a possibility exists for the considered model only if a bare $`D`$dimensional cosmological constant $`\mathrm{\Lambda }`$ identically equals zero and the internal space is a Ricci-flat one: $`R\left[g^{(1)}\right]=0`$.
Let $`b_0=L_{Pl}e^{\beta _0}`$ be the compactification scale of the internal space at the present time and
$$v_{d_1}v_0\times v_ib_0^{d_1}\times \underset{M_1}{}d^{d_1}y\sqrt{|g^{(1)}|}$$
(2.5)
the corresponding total volume of the internal space. Instead of $`\beta `$ it is convenient to introduce the shifted quantity:
$$\stackrel{~}{\beta }=\beta \beta _0.$$
(2.6)
Then, after dimensional reduction action (2.4) reads
$`S`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _0^2}}{\displaystyle \underset{M_0}{}}d^{D_0}x\sqrt{|g^{(0)}|}e^{d_1\stackrel{~}{\beta }}\left\{R\left[g^{(0)}\right]d_1(1d_1)g^{(0)\mu \nu }_\mu \stackrel{~}{\beta }_\nu \stackrel{~}{\beta }g^{(0)\mu \nu }\kappa _D^2_\mu \stackrel{~}{\chi }_\nu \stackrel{~}{\chi }2\kappa _D^2U(\stackrel{~}{\chi })\right\}`$ (2.7)
$`=`$ $`{\displaystyle \underset{M_0}{}}d^{D_0}x\sqrt{|g^{(0)}|}\left\{\mathrm{\Phi }R\left[g^{(0)}\right]{\displaystyle \frac{1d_1}{d_1}}g^{(0)\mu \nu }{\displaystyle \frac{_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }}{\mathrm{\Phi }}}\kappa _0^2\mathrm{\Phi }g^{(0)\mu \nu }_\mu \chi _\nu \chi 2\kappa _0^2\mathrm{\Phi }V(\chi )\right\},`$
where
$$\mathrm{\Phi }=\frac{1}{2\kappa _0^2}e^{d_1\stackrel{~}{\beta }}=\frac{1}{2\kappa _0^2}\left(\frac{b}{b_0}\right)^{d_1}$$
(2.8)
and we redefined the scalar field $`\stackrel{~}{\chi }`$ and its potential as follows:
$$\chi =\sqrt{v_{d_1}}\stackrel{~}{\chi },V(\chi )=v_{d_1}U\left(\chi /\sqrt{v_{d_1}}\right).$$
(2.9)
In action (2.7) $`\kappa _0^2`$ is the $`D_0`$dimensional (4-dimensional) gravitational constant:
$$\kappa _0^2=\frac{8\pi }{M_{Pl}^2}:=\frac{\kappa _D^2}{v_{d_1}},$$
(2.10)
where $`M_{Pl}=M_{Pl(4)}=1.22\times 10^{19}\text{GeV}`$. It is clear that the scale of the internal space compactification $`b_0`$ is defined now by the energetic scale of the $`D`$dimensional gravitational constant $`\kappa _D^2`$. If we normalize $`\kappa _D^2`$ in such a way that $`\kappa _D^2=8\pi /M_{EW}^{2+d_1}`$, where $`M_{EW}1\text{TeV}`$ is the SM electroweak scale, then we arrive at the intensively discussed estimate : $`b_010^{(32/d_1)17}\text{cm}`$. (Here, we assume for a toroidal internal space $`v_i1`$.) In the present paper we shall not discuss different choices of $`\kappa _D^2`$. It has no influence on the main conclusions about the possibility of an internal space dynamical stabilization. Generally speaking, we might not fix a scale of the internal space stabilization in Eqs. (2.6) - (2.8), but simply set there $`\beta _0=0`$ and $`b_0=L_{Pl}`$. For our concret model this does not mean that the stabilization takes place at the planckian scale but results simply in a planckian normalization of the $`D`$dimensional gravitational constant: $`\kappa _D^2M_{Pl}^{(2+d_1)}`$ . In the latter approach, the scale of stabilization is defined from the equations of motion.
To get the equations of motion in the Brans-Dicke frame it is convenient to rewrite action (2.7) as follows:
$$S=\underset{M_0}{}d^{D_0}x\sqrt{|g^{(0)}|}\left\{\mathrm{\Phi }R\left[g^{(0)}\right]\frac{\omega }{\mathrm{\Phi }}g^{(0)\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }+2\kappa _0^2\mathrm{\Phi }L_m\right\},$$
(2.11)
where $`\omega :=(1d_1)/d_1<0`$ and
$$L_m=\frac{1}{2}g^{(0)\mu \nu }_\mu \chi _\nu \chi V(\chi ).$$
(2.12)
Varying this action with respect to the metric $`g_{\mu \nu }^{(0)}`$ and the fields $`\mathrm{\Phi }`$ and $`\chi `$, we get respectively
$$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }^{(0)}R=\kappa _0^2T_{\mu \nu }+\frac{\omega }{\mathrm{\Phi }^2}\left[\mathrm{\Phi }_{;\mu }\mathrm{\Phi }_{;\nu }\frac{1}{2}g_{\mu \nu }^{(0)}\mathrm{\Phi }_{;\lambda }\mathrm{\Phi }^{;\lambda }\right]+\frac{1}{\mathrm{\Phi }}\left[\mathrm{\Phi }_{;\mu ;\nu }g_{\mu \nu }^{(0)}\mathrm{\Phi }\right],$$
(2.13)
$$R\frac{\omega }{\mathrm{\Phi }^2}g^{(0)\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }+2\kappa _0^2L_m+\frac{2\omega }{\mathrm{\Phi }}\mathrm{\Phi }=0$$
(2.14)
and
$$\chi +\frac{1}{\mathrm{\Phi }}g^{(0)\mu \nu }_\mu \mathrm{\Phi }_\nu \chi =V^{},$$
(2.15)
where
$`T_{\mu \nu }`$ $`=`$ $`g_{\mu \nu }^{(0)}L_m+_\mu \chi _\nu \chi ,`$
$`T`$ $``$ $`T_\mu ^\mu =D_0L_m+g^{(0)\mu \nu }_\mu \chi _\nu \chi ,`$ (2.16)
$$\frac{1}{\sqrt{|g^{(0)}|}}_\mu \left(\sqrt{|g^{(0)}|}g^{(0)\mu \nu }_\nu \right)$$
(2.17)
and the prime denotes the derivative with respect to the field $`\chi `$.
Contracting (2.13) with respect to $`g^{(0)\mu \nu }`$ yields
$$R=\frac{\kappa _0^2}{(2D_0)/2}T+\frac{\omega }{\mathrm{\Phi }^2}g^{(0)\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }+\frac{1}{\mathrm{\Phi }}\frac{D_01}{(D_02)/2}\mathrm{\Phi }.$$
(2.18)
Now, combining (2.14) and (2.18) we can rewrite the equation of motion for the field $`\mathrm{\Phi }`$ in the convenient form
$`{\displaystyle \frac{1}{\mathrm{\Phi }}}\left(2\omega +{\displaystyle \frac{D_01}{(D_02)/2}}\right)\mathrm{\Phi }`$ $`=`$ $`{\displaystyle \frac{2\kappa _0^2}{D_02}}T2\kappa _0^2L_m`$ (2.19)
$`=`$ $`{\displaystyle \frac{4\kappa _0^2}{D_02}}V(\chi ).`$
Let us specify metric $`g^{(0)}`$ as
$$g^{(0)}=dtdt+a^2(t)\overline{g}^{(0)},$$
(2.20)
where $`\overline{g}^{(0)}`$ is the metric of the $`d_0`$dimensional Ricci-flat external space: $`R\left[\overline{g}^{(0)}\right]=kd_0(d_01)=0k=0`$ (in accordance with recent observations our Universe is flat). For this metric we get
$$R_{00}[g^{(0)}]=d_0\frac{\ddot{a}}{a}\text{and}R[g^{(0)}]=d_0\left[2\frac{\ddot{a}}{a}+(d_01)\frac{\dot{a}^2}{a^2}\right],$$
(2.21)
where the dot denotes the derivative with respect to the synchronous time $`t`$ in the Brans-Dicke (BD) frame (string frame).
Below we consider homogeneous fields: $`\mathrm{\Phi }=\mathrm{\Phi }(t)`$ and $`\chi =\chi (t)`$. Then, the $`00`$component of the Einstein eq. (2.13) reads
$$H^2+\frac{2}{d_01}H\frac{\dot{\mathrm{\Phi }}}{\mathrm{\Phi }}=\frac{\omega }{d_0(d_01)}\left(\frac{\dot{\mathrm{\Phi }}}{\mathrm{\Phi }}\right)^2+\frac{2\kappa _0^2}{d_0(d_01)}\left(\frac{1}{2}\dot{\chi }^2+V\right),$$
(2.22)
where $`H\dot{a}/a`$ is the Hubble parameter. If we take into account that for our metric (2.20) and any homogeneous field $`\varphi `$ holds $`\varphi =\ddot{\varphi }d_0H\dot{\varphi }`$, then we get for equations (2.19) and (2.15) correspondingly:
$$\ddot{\mathrm{\Phi }}+d_0H\dot{\mathrm{\Phi }}=\frac{2\kappa _0^2}{\omega (d_01)+d_0}\mathrm{\Phi }V(\chi )$$
(2.23)
and
$$\ddot{\chi }+d_0H\dot{\chi }+\frac{\dot{\mathrm{\Phi }}}{\mathrm{\Phi }}\dot{\chi }=V^{}.$$
(2.24)
We suppose that the potential $`V(\chi )`$ of our model has a zero minimum: $`V|_{min}=0`$. Then, after the $`\chi `$ field has evoluted down-hill to this minimum and is frozen out, the right hand side of eq. (2.23) is equal to zero and the equation has a solution
$$\mathrm{\Phi }(t)=\frac{1}{2\kappa _0^2}\dot{\mathrm{\Phi }}_0\underset{t}{\overset{\mathrm{}}{}}๐te^{d_0\underset{t_0}{\overset{t}{}}H๐t},$$
(2.25)
where $`\dot{\mathrm{\Phi }}_0:=\dot{\mathrm{\Phi }}(t=t_0)`$ is an initial value for $`\dot{\mathrm{\Phi }}`$. The constant of integration in (2.25) is chosen in such a way that $`\mathrm{\Phi }(t\mathrm{})1/2\kappa _0^2`$, i.e. that it corresponds to the stabilization of internal space $`bb_0`$. Thus, in zero-order approximation (with respect to the interaction between the $`\mathrm{\Phi }`$ and $`\chi `$ fields in eq. (2.23)) the dynamical stabilization of the internal space takes place if the integral in eq. (2.25) is convergent at the upper limit $`t\mathrm{}`$. If the integral diverges the dynamical stabilization mechanism fails to work and decompactification occurs. A detailed analysis of this problem will be given in the next section where we use a self-consistent approach and investigate the influence of the interaction between the fields on the dynamical stabilization of the modulus field $`\mathrm{\Phi }`$. It is more convenient to perform the corresponding analysis in the Einstein frame. Obviously, if stabilization occurs in the Einstein frame it has place also in the Brans-Dicke frame and vice versa.
## 3 The Einstein frame
A conformal transformation to the Einstein frame is given by equation
$$g_{\mu \nu }^{(0)}=\mathrm{\Omega }^2\stackrel{~}{g}_{\mu \nu }^{(0)}:=\left(e^{d_1\stackrel{~}{\beta }}\right)^{\frac{2}{D_02}}\stackrel{~}{g}_{\mu \nu }^{(0)}=\left(2\kappa _0^2\mathrm{\Phi }\right)^{\frac{2}{D_02}}\stackrel{~}{g}_{\mu \nu }^{(0)}$$
(3.1)
and yields
$$S=\frac{1}{2}\underset{M_0}{}d^{D_0}x\sqrt{|\stackrel{~}{g}^{(0)}|}\left\{\frac{1}{\kappa _0^2}\stackrel{~}{R}\left[\stackrel{~}{g}^{(0)}\right]\stackrel{~}{g}^{(0)\mu \nu }_\mu \phi _\nu \phi \stackrel{~}{g}^{(0)\mu \nu }_\mu \chi _\nu \chi 2U_{eff}(\phi ,\chi )\right\},$$
(3.2)
where
$$\phi :=\pm \frac{1}{\kappa _0}\sqrt{\frac{d_1(D2)}{D_02}}\stackrel{~}{\beta }$$
(3.3)
and the effective potential can be written as
$$U_{eff}[\phi ,\chi ]:=e^{2\kappa _0\phi \sqrt{\frac{d_1}{(D2)(D_02)}}}V(\chi ):=e^{2\sigma \kappa _0\phi }V(\chi ).$$
(3.4)
(For definiteness we use the minus sign in eq. (3.3).)
The dimensionally reduced action (3.2) describes a system of 4-dimensional gravitational and scalar fields. The problem of the internal space stabilization is reduced now to the investigation of the dynamics of these fields. For this purpose we specify the metric $`\stackrel{~}{g}^{(0)}`$. In the Einstein frame the 4-dimensional metric (2.20) can be rewritten as
$$\stackrel{~}{g}^{(0)}=d\stackrel{~}{t}d\stackrel{~}{t}+\stackrel{~}{a}^2(\stackrel{~}{t})\overline{g}^{(0)},$$
(3.5)
where โtildedโ quantities are related to the Einstein frame.
Then, the equations of motion following from action (3.2) read:
$$\stackrel{~}{H}^2\left(\frac{\dot{\stackrel{~}{a}}}{\stackrel{~}{a}}\right)^2=\frac{2\kappa _0^2}{d_0(d_01)}\left\{\frac{1}{2}\dot{\phi }^2+\frac{1}{2}\dot{\chi }^2+U_{eff}\right\},$$
(3.6)
$$\ddot{\phi }+d_0\stackrel{~}{H}\dot{\phi }=\frac{U_{eff}}{\phi }=2\kappa _0\sigma e^{2\sigma \kappa _0\phi }V(\chi ),$$
(3.7)
$$\ddot{\chi }+d_0\stackrel{~}{H}\dot{\chi }=\frac{U_{eff}}{\chi }=e^{2\sigma \kappa _0\phi }V^{}(\chi ).$$
(3.8)
Hereafter, dots denote derivatives with respect to the synchronous time $`\stackrel{~}{t}`$ in the Einstein frame, and primes denote derivatives with respect to the inflaton field $`\chi `$. Further on, we assume for the external space dimension the usual value $`d_0=3`$. For this choice of $`d_0`$ the parameter $`\sigma `$ is fixed by the dimension of the extra space as $`\sigma =\sqrt{d_1/2(d_1+2)}`$.
Inflation in our particular model (3.6) - (3.8) is known as soft inflation and was extensively studied in Refs. . Here we simply quote the corresponding results. During inflation the slow roll conditions $`\dot{\phi }^22U_{eff}`$, $`\dot{\chi }^22U_{eff}`$, $`\ddot{\phi }3\stackrel{~}{H}\dot{\phi }`$ and $`\ddot{\chi }3\stackrel{~}{H}\dot{\chi }`$ hold and the Eqs. (3.6) - (3.8) reduce to the simpler form
$`3\stackrel{~}{H}\dot{\phi }`$ $``$ $`2\sigma \kappa _0e^{2\sigma \kappa _0\phi }V(\chi ),`$
$`3\stackrel{~}{H}\dot{\chi }`$ $``$ $`e^{2\sigma \kappa _0\phi }V^{}(\chi ),`$
$`\stackrel{~}{H}^2`$ $``$ $`{\displaystyle \frac{\kappa _0^2}{3}}U_{eff}={\displaystyle \frac{\kappa _0^2}{3}}e^{2\sigma \kappa _0\phi }V(\chi ).`$ (3.9)
As result, the fields $`\chi `$ and $`\phi `$ are connected with the scale factor of the external space by the relations
$`\dot{\phi }{\displaystyle \frac{2\sigma }{\kappa _0}}\stackrel{~}{H}`$
$``$ $`\kappa _0(\phi \phi _0)2\sigma {\displaystyle \stackrel{~}{H}๐\stackrel{~}{t}}=2\sigma \mathrm{ln}{\displaystyle \frac{\stackrel{~}{a}}{\stackrel{~}{a}_0}}`$ (3.10)
and
$$\kappa _0^2_{\chi _0}^\chi ๐\chi \frac{V}{V^{}}=\mathrm{ln}\frac{\stackrel{~}{a}}{\stackrel{~}{a}_0},$$
(3.11)
where the initial conditions are denoted by the subscript โ0โ and are fixed at $`\stackrel{~}{t}_0`$, when the Universe enters the inflationary phase. From (3.3), (3) we see that during the inflationary stage of the external spacetime the scale factor of the internal space undergoes inflation too (see e.g. also )
$$b(\stackrel{~}{t})=\overline{b}_0e^{\frac{2}{D2}{\scriptscriptstyle \stackrel{~}{H}๐\stackrel{~}{t}}}.$$
(3.12)
The necessity of such a stage was stressed in paper , where it was shown that to solve the horizon and flatness problem, there must be a stage of inflation in the bulk space before the compactification of the internal spaces can be completed. If we take into account that during this stage $`\stackrel{~}{a}\mathrm{exp}(\stackrel{~}{H}๐\stackrel{~}{t})`$ then we get following relation between initial and final values: $`b_f/b_i=[a_f/a_i]^{2/(D2)}`$ (see also ).
Let us investigate now the dynamical behavior of the model at the stage when the inflaton scalar field $`\chi `$ is evoluting down-hill to the minimum of its effective potential and is located in the very vicinity of this minimum. Without loss of generality, we suppose that potential $`V(\chi )`$ has a zero minimum at the point $`\chi =0:V|_{\chi =0}=0,V^{}|_{\chi =0}=0,V^{\prime \prime }|_{\chi =0}>0`$. This leads to two implications.
First, for $`|\chi |<1`$ (i.e. $`|\chi |<M_{Pl}`$) this potential can be crudely approximated by
$$V(\chi )\frac{1}{2}m_\chi ^2\chi ^2,$$
(3.13)
where $`m_\chi ^2V^{\prime \prime }|_{\chi =0}`$. In the same approximation we get for eqs. (3.7) and (3.8) correspondingly:
$$\ddot{\phi }+3\stackrel{~}{H}\dot{\phi }+\kappa _0\sigma e^{2\sigma \kappa _0\phi }m_\chi ^2\chi ^2=0$$
(3.14)
and
$$\ddot{\chi }+3\stackrel{~}{H}\dot{\chi }+e^{2\sigma \kappa _0\phi }m_\chi ^2\chi =0.$$
(3.15)
Second, from the structure of the effective potential $`U_{eff}(\chi ,\phi )=e^{2\sigma \kappa _0\phi }V(\chi )`$ it is clear that the zero minimum $`V|_{\chi =0}=0`$ is globally degenerate and, in crude analogy with Goldstone bosons in $`\phi ^4`$theories, the field $`\phi `$ plays the role of the zero mode along the degeneration line $`\chi =0`$ in the $`(\chi ,\phi )`$plane. This is easy to see from the Hessian of the effective potential
$$\left(\begin{array}{cc}_{\phi \phi }^2& _{\phi \chi }^2\\ _{\chi \phi }^2& _{\chi \chi }^2\end{array}\right)U_{eff}|_{\chi =0}=\left(\begin{array}{cc}0& 0\\ 0& e^{2\sigma \kappa _0\phi }m_\chi ^2\end{array}\right),$$
(3.16)
which defines the mass matrix of the normal modes of the model at the point $`\chi =0`$ (see also Ref. ). This means that the geometrical modulus field $`\phi `$ corresponds to a flat direction of the effective potential $`U_{eff}`$ and is not stabilized by a minimum of this potential (see e.g. Ref. ). Due to the remaining $`\phi `$dependence of the effective mass of the $`\chi `$mode the analogy with Goldstone bosons in $`\phi ^4`$theories is only very crude.
As first step of our analysis, we investigate the equation of motion (3.14) of the modulus field not taking into account the energy constraint (3.6) and assuming that the $`\chi `$ field is frozen in the minimum of the potential $`V(\chi )`$ (zero-order approximation in the fluctuations of field $`\chi `$):
$$\chi 0\ddot{\phi }+3\stackrel{~}{H}\dot{\phi }0.$$
(3.17)
For a cosmologically non-damped evolution with $`\stackrel{~}{H}=0`$ we would have $`\ddot{\phi }0`$ and a dynamically non-stabilized behavior of the modulus field $`\phi =\dot{\phi }_0\stackrel{~}{t}+\phi _0`$, where the initial values are chosen at some $`\stackrel{~}{t}=\stackrel{~}{t}_0:\dot{\phi }_0:=\dot{\phi }(\stackrel{~}{t}=\stackrel{~}{t}_0),\phi _0:=\phi (\stackrel{~}{t}=\stackrel{~}{t}_0)`$. Due to the damping term $`3\stackrel{~}{H}\dot{\phi }0`$ eq. (3.17) has a solution
$$\phi (\stackrel{~}{t})=\dot{\phi }_0\underset{\stackrel{~}{t}}{\overset{\mathrm{}}{}}๐\stackrel{~}{t}e^{3\underset{\stackrel{~}{t}_0}{\overset{\stackrel{~}{t}}{}}\stackrel{~}{H}๐\stackrel{~}{t}},$$
(3.18)
which describes a dynamical (asymptotical) stabilization if the integral converges at its upper limit $`\stackrel{~}{t}\mathrm{}`$. The constant of integration in (3.18) is chosen in such a way that $`\phi (\stackrel{~}{t}\mathrm{})0`$ and corresponds to the internal space stabilization at $`bb_0`$. Obviously, this solution is the Einstein frame analogue of the Brans-Dicke frame solution (2.25) and reproduces the dynamical stabilization scenario of Ref. . For a power-law behavior of the external scale factor: $`\stackrel{~}{a}\stackrel{~}{t}^s\stackrel{~}{H}=\dot{\stackrel{~}{a}}/\stackrel{~}{a}=s/\stackrel{~}{t}`$ ($`s=1/2,2/3`$ corresponds to the radiation dominated (RD) and matter dominated (MD) era respectively) this equation yields
$$\phi (\stackrel{~}{t})=\frac{\dot{\phi }_0}{3s1}\frac{\stackrel{~}{t}_0^{\mathrm{\hspace{0.17em}3}s}}{\stackrel{~}{t}^{\mathrm{\hspace{0.17em}3}s1}},s>\frac{1}{3}.$$
(3.19)
We can use this equation for estimates of the variation of the fundamental constants due to the dynamics of the internal space. Usually , such variations are proportional to $`\dot{b}/b`$. From eq. (3.19) we get
$$\frac{\dot{b}}{b}=\sqrt{\frac{D_02}{d_1(D2)}}\kappa _0\dot{\phi }_0\left(\frac{\stackrel{~}{t}_0}{\stackrel{~}{t}}\right)^{3s}.$$
(3.20)
We choose the initial values $`\dot{\phi }_0`$ and $`\stackrel{~}{t}_0`$ in such way that they correspond to the end of inflation: $`\kappa _0\dot{\phi }_0=2\sigma \stackrel{~}{H}_e`$ (see eq. (3)) and $`\stackrel{~}{H}_e\stackrel{~}{t}_070`$. Then, eq. (3.20) yields
$$\frac{\dot{b}}{b}\frac{2}{D2}\stackrel{~}{H}_e\left(\frac{70}{\stackrel{~}{H}_e\stackrel{~}{t}}\right)^{3s}.$$
(3.21)
For the simplest models of inflation, as in our case, the COBE data predict $`\stackrel{~}{H}_e10^5M_{Pl}`$. Thus, we obtain $`\dot{b}/b|_{\stackrel{~}{t}10^3sec;s=1/2}10^{14}\text{yr}^1`$. This means that effectively there is no variation of the fundamental constants starting from the time of nucleosynthesis. For the modulus field value we can easily get an estimate:
$$\kappa _0\phi (\stackrel{~}{t})\frac{140\sigma }{3s1}\left(70/\stackrel{~}{H}_e\stackrel{~}{t}\right)^{3s1}\kappa _0\phi |_{\stackrel{~}{t}10^3sec;s=1/2}10^{18}1.$$
(3.22)
Thus, in zero order approximation and not taking account of the constraint (3.6), the internal space would appearently stabilize to this time.
Let us now use a self-consistent approach to our model taking also into account the constraint (3.6). For frozen $`\chi `$ field we have $`\chi =\chi _0=0`$, $`\dot{\chi }_0=0`$ and $`V(\chi _0)=0`$ so that the energy density $`\rho _{\chi (E)}\frac{1}{2}\dot{\chi }^2+U_{eff}`$ vanishes ($`\rho _{\chi (E)}(\chi _0)=0`$) and the equation system (3.6) - (3.8) reads:
$`\stackrel{~}{H}^2`$ $`=`$ $`{\displaystyle \frac{\kappa _0^2}{6}}\dot{\phi }^2,`$ (3.23)
$`\ddot{\phi }+3\stackrel{~}{H}\dot{\phi }`$ $`=`$ $`0.`$ (3.24)
The solutions are easily found as
$$\stackrel{~}{H}=\frac{1}{3\stackrel{~}{t}},\stackrel{~}{a}\stackrel{~}{t}^{1/3},\kappa _0\dot{\phi }=\pm \sqrt{\frac{2}{3}}\frac{1}{\stackrel{~}{t}},\kappa _0\phi =\pm \sqrt{\frac{2}{3}}\mathrm{ln}\frac{\stackrel{~}{t}}{\stackrel{~}{t}_0}+\kappa _0\phi _0$$
(3.25)
and show that the possible dynamical stabilization mechanism, which holds for $`s>1/3`$, fails to work in the case $`s=1/3`$ due to the logarithmically diverging $`\phi `$. Heuristically, we can say that for frozen inflaton field $`\chi `$ the decoupled modulus field $`\phi `$ behaves like an ultra-stiff perfect fluid<sup>5</sup><sup>5</sup>5See and the Appendix for a discussion of the equivalence between a scalar field $`\phi `$ and a perfect fluid with energy density $`\rho _\phi `$, pressure $`P_\phi `$ and equation of state $`P_\phi =(\alpha 1)\rho _\phi `$. with equation of state $`P_{\phi (E)}=\rho _{\phi (E)}\stackrel{~}{a}^6`$ and produces not enough โcosmological frictionโ $`\stackrel{~}{H}=s/\stackrel{~}{t}`$ in order to come to a rest at some finite value $`|\phi (\stackrel{~}{t}\mathrm{})|<\mathrm{}`$. As consequence the additional dimensions cannot stabilize, but rather they decompactify.
This behavior can be partially circumvented by passing from the homogeneous modulus approach $`\phi =\phi (\stackrel{~}{t})`$ to an inhomogeneous one $`\phi =\phi (\stackrel{~}{x})`$ with modulus fluctuations behaving like radiation (see e.g. ). The corresponding energy density could lead to the needed โcosmological frictionโ $`\stackrel{~}{H}`$ with $`s>1/3`$. But as we will show below in this section, the interaction of the modulus field with the inflaton will destroy such a dynamical stabilization mechanism. For simplicity, we will restrict our subsequent considerations to purely homogeneous fields.
For such fields we can circumvent the decompactification mechanism (3.25) if we assume that $`\chi `$ performs small fluctuations around the minimum of its potential $`V(\chi )`$ yielding by this way a nonvanishing energy density $`\rho _{\chi (E)}>0`$ which could provide the needed โcosmological frictionโ $`\stackrel{~}{H}`$ with $`s>1/3`$. So, we shall investigate corrections to the equation system (3.6), (3.14), (3.15) due to the dynamics of the field $`\chi `$. To achieve this goal, we assume that the modulus field $`\phi `$ is already nearly stabilized at $`\phi 0`$ and embed our system (3.14), (3.15) in a generalized astrophysical setting allowing for decay processes of the inflaton field $`\chi `$ into usual matter. The corresponding particle interactions result in a polarization operator $`\mathrm{\Pi }`$ of the field $`\chi `$ which shifts the squared mass in eq. (3.15): $`m_\chi ^2m_\chi ^2+\mathrm{\Pi }`$ (see e.g. ). The imaginary part of $`\mathrm{\Pi }`$ is responsible for the inflaton decay and is connected with the decay rate $`\mathrm{\Gamma }_\chi `$ by the relation Im$`\mathrm{\Pi }=m_\chi \mathrm{\Gamma }_\chi `$. It is shown in Ref. that phenomenologically such a decay can be taken into account by adding an extra friction term $`\mathrm{\Gamma }\dot{\chi }`$ to the classical equation of motion (3.15) (instead of adding the term proportional to the imaginary part of the polarization operator):
$$\ddot{\chi }+(3\stackrel{~}{H}+\mathrm{\Gamma }_\chi )\dot{\chi }+e^{2\sigma \kappa _0\phi }m_\chi ^2\chi =0.$$
(3.26)
We use this equation to crudely understand the dynamical behavior of the field $`\chi `$ during the post-inflationary evolution of the Universe (not taking into account preheating or subtleties of the decay processes ). It is convenient to investigate eq. (3.26) with the help of a substitution (see , Chapter 14):
$$\chi (\stackrel{~}{t}):=B(\stackrel{~}{t})u(\stackrel{~}{t}):=e^{\frac{1}{2}(\mathrm{\Gamma }_\chi \stackrel{~}{t}+3{\scriptscriptstyle \stackrel{~}{H}๐\stackrel{~}{t}})}u(\stackrel{~}{t}),$$
(3.27)
where the function $`u(\stackrel{~}{t})`$ satisfies the equation
$$\ddot{u}+\left[\overline{m}_\chi ^2\frac{1}{4}(3\stackrel{~}{H}+\mathrm{\Gamma }_\chi )^2\frac{3}{2}\dot{\stackrel{~}{H}}\right]u=0$$
(3.28)
and $`\overline{m}_\chi ^2(\stackrel{~}{t})=m_\chi ^2\mathrm{exp}(2\sigma \kappa _0\phi )`$. If we suppose further that $`(3\stackrel{~}{H}+\mathrm{\Gamma }_\chi )^2,\dot{\stackrel{~}{H}},(\dot{\overline{m}_\chi }/\overline{m}_\chi )^2`$ are small compared with $`\overline{m}_\chi ^2`$ (which, for a viable model should take place in the large $`\stackrel{~}{t}t_0`$ limit when $`|\kappa _0\phi |1`$), then eq. (3.28) has an approximate solution of the form (see also )
$$u(\stackrel{~}{t})\mathrm{cos}(\overline{m}_\chi \stackrel{~}{t})\chi (\stackrel{~}{t})B(\stackrel{~}{t})\mathrm{cos}(\overline{m}_\chi \stackrel{~}{t}).$$
(3.29)
It can be easily seen from the definition of $`B(\stackrel{~}{t})`$ that this function satisfies the equation
$$\frac{d}{d\stackrel{~}{t}}\left(\stackrel{~}{a}^3B^2\right)=\mathrm{\Gamma }_\chi \stackrel{~}{a}^3B^2.$$
(3.30)
Approximating the energy density of the inflaton and the corresponding number density as
$$\rho _{\chi (E)}=\frac{1}{2}\dot{\chi }^2+\frac{1}{2}\overline{m}_\chi ^2\chi ^2\frac{1}{2}B^2\overline{m}_\chi ^2,n_{\chi (E)}\frac{1}{2}B^2\overline{m}_\chi $$
(3.31)
shows that they satisfy the differential relations
$$\frac{d}{d\stackrel{~}{t}}(\stackrel{~}{a}^3\rho _{\chi (E)})=\mathrm{\Gamma }_\chi \stackrel{~}{a}^3\rho _{\chi (E)}\text{and}\frac{d}{d\stackrel{~}{t}}(\stackrel{~}{a}^3n_{\chi (E)})=\mathrm{\Gamma }_\chi \stackrel{~}{a}^3n_{\chi (E)}$$
(3.32)
with solutions $`\rho _{\chi (E)}e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}}\stackrel{~}{a}^3`$ and $`n_{\chi (E)}e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}}\stackrel{~}{a}^3`$. From these relations we see that during the stage $`\overline{m}_\chi >\stackrel{~}{H}\mathrm{\Gamma }_\chi `$ the inflaton performs damped oscillations with an energy density corresponding to a dust-like perfect fluid $`(\rho _{\chi (E)}\stackrel{~}{a}^3)`$ with slow decay $`e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}}1`$. This reheating stage ends when $`\stackrel{~}{H}\begin{array}{c}<\hfill \\ \hfill \end{array}\mathrm{\Gamma }_\chi `$ and the evolution of the energy density is dominated by the exponential decrease due to decay with rate $`\mathrm{\Gamma }_\chi `$.
If the decay rate $`\mathrm{\Gamma }_\chi `$ of the inflaton particles into usual Standard Matter (SM) is sufficiently large, then starting from the characteristic decay time $`\stackrel{~}{t}_D\mathrm{\Gamma }_\chi ^1`$, i.e. from the time of the most intensive reheating, the energy density of the corresponding relativistic particles behaves as $`\rho _{SM(E)}\stackrel{~}{a}^4`$. Clearly, the energy loss of the $`\chi `$ field due to the decay process is accompanied by a corresponding energy increase of the decay products. As result, the effective energy density $`\rho _{eff(E)}:=\rho _{\chi (E)}+\rho _{SM(E)}`$ is only deluted by the cosmological expansion and can be roughly approximated as
$$\rho _{eff(E)}=\rho _{\chi (E)}+\rho _{SM(E)}e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}}\stackrel{~}{a}^3+(e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}_1}e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}})\stackrel{~}{a}^4\stackrel{~}{a}^3,\stackrel{~}{a}^4.$$
(3.33)
This relation holds for times $`\stackrel{~}{t}\begin{array}{c}>\hfill \\ \hfill \end{array}\stackrel{~}{t}_1\overline{m}_\chi ^1`$ with $`\mathrm{\Gamma }_\chi \stackrel{~}{t}_11`$, where $`\stackrel{~}{t}_1`$ plays the role of an effective initial time which fixes the begin of the coherent $`\chi `$ oscillations and of the decay process. From the Einstein equations of the extended interacting system we can derive a corresponding Friedman equation similar to (3.6). Obviously, for a viable model the internal space should be stabilized before the nucleosynthesis, i.e. inequality $`|\kappa _0^2\dot{\phi }|1`$ should take place before this stage. Then, starting from this moment, the Hubble parameter is defined from this extended Friedman equation by $`\rho _{eff(E)}`$: $`\stackrel{~}{H}^2\frac{1}{3}\kappa _0^2\rho _{eff(E)}`$. Thus, the Hubble parameter during the post-inflationary stage, including the period of nucleosynthesis, is defined by the energy densities $`\rho _{\chi (E)}`$ and $`\rho _{SM(E)}`$ and can be roughly approximated as $`\stackrel{~}{H}=s/\stackrel{~}{t}`$ where $`s=1/2,2/3`$ for $`\rho _{eff(E)}\stackrel{~}{a}^4,\stackrel{~}{a}^3`$ respectively<sup>6</sup><sup>6</sup>6We note that the expansion parameter $`s`$ is connected with the parameter $`\alpha `$ in the equation of state $`P_{eff(E)}=(\alpha 1)\rho _{eff(E)}`$ by the relation $`s=\frac{2}{d_0\alpha }`$. See also (A.15) - (A.17).. Hence, in the same approximation we have
$$\rho _{eff(E)}\frac{3s^2}{\kappa _0^2}\stackrel{~}{t}^2.$$
(3.34)
Let us now in some detail consider the required asymptotic evolution of the modulus field $`\phi 0`$ during the post-inflationary stage up to the period of nucleosynthesis, when the modulus stabilization should be finished. From eq. (A.13) given in the Appendix we see that during the inflaton dominated post-inflationary stage the equation of motion (3.14) for the modulus field $`\phi `$ can be rewritten as:
$$\ddot{\phi }+3\stackrel{~}{H}\dot{\phi }=(\alpha _\chi 2)\sigma \kappa _0\rho _{\chi (E)}.$$
(3.35)
After this stage, the further evolutional behavior of the modulus field crucially depends on its coupling to the decay products of the inflaton field, i.e. on the coupling type to the SM fields. We will illustrate this specific model dependent feature with the help of the two most simplest examples, a model (I) where the decay products of the inflaton have a similar coupling to the modulus field like the inflaton itself, and a model (II) where the decay products are not coupled to the modulus field at all.
Model (I): Under a model with similar coupling of the inflaton field and its decay products (the SM fields) to the modulus field we understand a model where the evolution of the modulus field is defined via extension of (3.7) by an equation of motion of the type
$`\ddot{\phi }+3\stackrel{~}{H}\dot{\phi }`$ $`=`$ $`(\alpha _\chi 2)\sigma \kappa _0\rho _{\chi (E)}+(\alpha _{SM}2)\sigma \kappa _0\rho _{SM(E)}`$ (3.36)
$``$ $`(\alpha _{eff}2)\sigma \kappa _0\rho _{eff(E)}.`$
Let us further assume that the required asymptotic stabilization of the modulus field is almost achieved $`\phi 0`$ so that eq. (3.36) can be considered as a non-homogeneous differential equation. In this approximation the general solution of (3.36) can be written as a sum of the general solution of the homogeneous eq. (3.17) and a particular solution of the non-homogeneous equation. As a solution of the homogeneous equation we can take eq. (3.19). Then, using (3.34) and (A.17) the solution of eq. (3.36) can be approximated as
$$\phi (\stackrel{~}{t})\frac{\dot{\phi }_0}{3s1}\frac{\stackrel{~}{t}_0^{\mathrm{\hspace{0.17em}3}s}}{\stackrel{~}{t}^{\mathrm{\hspace{0.17em}3}s1}}\frac{2s\sigma }{\kappa _0}\mathrm{ln}\frac{\stackrel{~}{t}}{T_0}$$
(3.37)
with $`s=1/2,2/3`$ for $`\rho _{eff}a^4,a^3`$ respectively. The time $`T_0`$ plays to role of an effective initial time which is defined from the value of the internal scale factor $`b(\stackrel{~}{t})`$ at the beginning of the evolutional stage described by (3.36). From eq. (3.37) we see that the used perfect fluid ansatz leads to a decompactification of the internal space. For times $`\stackrel{~}{t}\stackrel{~}{t}_0`$, the internal scale factor behaves as $`bb_0\left(\stackrel{~}{t}/T_0\right)^\gamma `$, where $`\gamma =2s/(D2)`$ and e.g. $`\gamma =1/4,1/3`$ for $`d_1=2`$ and $`s=1/2,2/3`$ respectively. Eq. (3.37) shows also that for $`\stackrel{~}{t}t_0`$ we obtain $`\dot{b}/b\kappa _0\dot{\phi }\stackrel{~}{t}^1`$, so that via extrapolation to our present time we would get the estimate $`10^{10}\text{yr}^1`$. This estimate is much greater than $`10^{14}\text{yr}^1`$ following from observations. So, solution (3.37) leads to a decompactification of the internal space and does not ensure the necessary stabilization of the internal spaces at the present time. This was proved by the rule of contraries. First, we supposed that the modulus stabilization occurs and we can use the approximation (3.34). Then, we showed that our proposal is wrong because an unboundedly increasing destabilization term occurs in the solution (3.37).
Let us now consider model (II) with vanishing coupling of the decay products of the inflaton to the modulus field<sup>7</sup><sup>7</sup>7But the decay products still define the dynamical behavior of the Universe.. In this case eq. (3.35) of the modulus evolution holds also after the inflaton-dominated era. Using the approximation (3.34) for the energy density $`\rho _\chi `$ of the decaying dust-like perfect fluid component we rewrite this equation with an ansatz analogous to (3.34) and $`s=2/3`$ as
$$\ddot{\phi }+2\stackrel{~}{t}^1\dot{\phi }=\frac{4\sigma }{3\kappa _0}\stackrel{~}{t}^2e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}}.$$
(3.38)
For simplicity of notations we introduce the abbreviation $`q:=4\sigma /(3\kappa _0\mathrm{\Gamma }_\chi )`$. Then, the solution of (3.38) with internal space stabilization $`\phi (\stackrel{~}{t}\mathrm{})0`$ at $`bb_0`$ and initial condition $`\dot{\phi }(\stackrel{~}{t}=\stackrel{~}{t}_0)=\dot{\phi }_0`$ can be easily found as
$$\phi (\stackrel{~}{t})=\left(qe^{\mathrm{\Gamma }_\chi \stackrel{~}{t}_0}\dot{\phi }_0\stackrel{~}{t}_0^2\right)\frac{1}{\stackrel{~}{t}}q_{\stackrel{~}{t}}^{\mathrm{}}\frac{e^{\mathrm{\Gamma }_\chi t}}{t^2}๐t.$$
(3.39)
The corresponding characteristic variation of the internal scale factor for the same initial conditions on $`\stackrel{~}{t}_0`$ and $`\dot{\phi }_0`$ as for the estimate (3.21) reads
$$\frac{\dot{b}}{b}=\kappa _0\sqrt{\frac{D_02}{d_1(D2)}}\left[q\left(e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}}e^{\mathrm{\Gamma }_\chi \stackrel{~}{t}_0}\right)+\dot{\phi }_0\stackrel{~}{t}_0^2\right]\frac{1}{\stackrel{~}{t}^2}$$
(3.40)
and gives for a decay channel of the inflaton to fermions with decay rate $`\mathrm{\Gamma }_\chi 10^{12}M_{Pl}`$ the estimate $`\dot{b}/b|_{\stackrel{~}{t}10^3sec,d_1=2}10^{31}yr^1`$. The modulus field stabilizes at the same time at $`\kappa _0\phi |_{\stackrel{~}{t}10^3sec,d_1=2}10^{35}1`$. Thus, there exists a possible dynamical stabilization scenario for a decaying inflaton field and a modulus field which is not coupled to the decay products. Clearly, this dynamical stabilization scenario is rather artificial and in general the decay products will be also functionally coupled to the modulus field what can destroy the stabilization.
Above, we considered a model with zero effective cosmological constant. However, resent observations show the existence of a positive cosmological constant $`\mathrm{\Lambda }10^{57}\text{cm}^2`$ for our Universe. So, it is of interest to include such a $`\mathrm{\Lambda }`$term into our consideration. This can be easily done if we suppose that the potential $`V(\chi )`$ has a non-zero minimum at $`\chi =0`$. Thus, for $`|\chi |\begin{array}{c}<\hfill \\ \hfill \end{array}M_{Pl}`$ the potential reads
$$V(\chi )V_0+\frac{1}{2}m_\chi ^2\chi ^2.$$
(3.41)
It is clear that $`\mathrm{\Lambda }_{eff}e^{2\sigma \kappa _0\phi }V_0`$ plays the role of the effective cosmological constant which asymptotically tends to $`V_0`$ in the case of the internal space stabilization $`\phi 0`$. Such a behavior of the effective cosmological constant is similar to the quintessence scenario . We suppose that in accordance with observations $`\kappa _0^2V_010^{57}\text{cm}^2>0`$. For such values of $`V_0`$ the influence of $`V_0`$ on the Universe and the fields dynamics becomes essential only at a stage close to our present time. During earlier post-inflationary evolution stages $`e^{2\sigma \kappa _0\phi }V_0`$ is negligible compared with $`\rho _{\chi (E)}`$: $`e^{2\sigma \kappa _0\phi }V_0\rho _{\chi (E)}=\frac{1}{2}\dot{\chi }^2+\frac{1}{2}\overline{m}_\chi ^2\chi ^2`$. But, with progression of the Universe expansion $`\rho _{\chi (E)}`$ decreases and becomes less and less compared with $`e^{2\sigma \kappa _0\phi }V_0`$. Let us investigate the influence of $`V_0`$ on the internal space stabilization when $`e^{2\sigma \kappa _0\phi }V_0\begin{array}{c}>\hfill \\ \hfill \end{array}\rho _{\chi (E)}`$. We also assume that up to this time $`|\kappa _0\phi |1`$. Under this assumptions eq. (3.35) is modified as follows:
$$\ddot{\phi }+3\stackrel{~}{H}\dot{\phi }=2\kappa _0\sigma e^{2\sigma \kappa _0\phi }V_0+(\alpha 2)\kappa _0\sigma \rho _{\chi (E)}2\kappa _0\sigma V_0.$$
(3.42)
A solution of this equation can be found similar to eq. (3.37) and reads
$$\phi (\stackrel{~}{t})=\frac{\dot{\phi }_0}{3s1}\frac{\stackrel{~}{t}_0^{\mathrm{\hspace{0.17em}3}s}}{\stackrel{~}{t}^{\mathrm{\hspace{0.17em}3}s1}}\frac{\sigma \kappa _0V_0}{3s+1}\stackrel{~}{t}^{\mathrm{\hspace{0.17em}2}}.$$
(3.43)
Thus, an effective cosmological constant results also in a decompactification (destabilization) of the internal space at late times.
Summarizing the results of the present section, we can conclude that the considered possible dynamical stabilization scenario is very sensitive to the coupling of the modulus field to small fluctuations of the inflaton and matter fields, as well as to a non-vanishing vacuum contribution. Thus, this scenario is in general not sufficiently robust and each concret model needs a detailed study whether a dynamical modulus stabilization could work or not. In the next section we extend our toy model and induce a trapping mechanism to guarantee the modulus stabilization.
## 4 Stable compactification
In this section we present an example for a model which ensures stable compactification of the internal space by a trapping of the geometrical modulus at the minimum of the effective potential. For this purpose, we modify our setup model of section 2 including a non-zero bare $`D`$dimensional cosmological constant $`\mathrm{\Lambda }`$ into the corresponding action functional (2.4), (2.7) and assume that the internal space is not Ricci-flat $`R[g^{(1)}]R_1=\text{const}0`$. Then, instead of (3.4) we get an effective potential
$`U_{eff}[\phi ,\chi ]`$ $`=`$ $`e^{2\kappa _0\phi \sqrt{\frac{d_1}{(D2)(D_02)}}}\left[{\displaystyle \frac{1}{2\kappa _0^2}}\stackrel{~}{R}_1e^{2\kappa _0\phi \sqrt{\frac{D_02}{d_1(D2)}}}+{\displaystyle \frac{1}{\kappa _0^2}}\mathrm{\Lambda }+V(\chi )\right]`$ (4.1)
$``$ $`e^{2\sigma \kappa _0\phi }\left[{\displaystyle \frac{1}{2\kappa _0^2}}\stackrel{~}{R}_1e^{2\gamma \kappa _0\phi }+{\displaystyle \frac{1}{\kappa _0^2}}\mathrm{\Lambda }+V(\chi )\right],`$
where $`\stackrel{~}{R}_1:=R_1/b_0^2`$ and we used the obvious abbreviations $`\sigma =\sqrt{d_1/2(d_1+2)}`$ and $`\gamma =\sqrt{2/d_1(d_1+2)}`$. We restrict ourselves to the case of a potential $`V(\chi )`$ with a single zero minimum $`V(\chi _{min})=V(\chi )|_{min}=0`$, $`_\chi ^2V|_{min}=m_\chi ^2>0`$ because the non-zero minimum case $`V(\chi )|_{min}=V_0`$ is trivially reduced to the zero minimum one by inclusion of $`V_0`$ into $`\mathrm{\Lambda }/\kappa _0^2`$.
It is easy to check that the effective potential (4.1) has a global minimum at the point $`\phi =0,\chi =\chi _{min}`$ if the bare cosmological constant and the scalar curvature of the internal space are both negative<sup>8</sup><sup>8</sup>8Compact internal spaces with negative curvature $`R_1=d_1(d_11)`$ can be constructed, e.g., as hyperbolic coset manifolds $`H^{d_1}/\mathrm{\Gamma }^{d_1}`$ (for details see ). Here $`H^{d_1}`$ is an infinite hyperbolic space and $`\mathrm{\Gamma }^{d_1}`$ โ an appropriate group of discrete isometries. The coset manifold itself can be imagined to be built up from a fundamental polyhedron in $`H^{d_1}`$ with faces pairwise identified.: $`\mathrm{\Lambda }<0`$, $`R_1<0`$. Additionally it is necessary that these parameters are connected with the compactification scale $`b_0`$ by a fine-tuning condition
$$2\sigma \mathrm{\Lambda }=(\sigma +\gamma )\frac{R_1}{b_0^2}\mathrm{\Lambda }=\frac{D2}{2d_1}\frac{R_1}{b_0^2}.$$
(4.2)
From the Hessian (the mass matrix) of the effective potential
$$\left(\begin{array}{cc}_{\phi \phi }^2& _{\phi \chi }^2\\ _{\chi \phi }^2& _{\chi \chi }^2\end{array}\right)U_{eff}|_{\phi =0,\chi _{min}}=\left(\begin{array}{cc}2\gamma (\sigma +\gamma )\stackrel{~}{R}_1& 0\\ 0& m_\chi ^2\end{array}\right)$$
(4.3)
it is clear that in contrast with (3.16) the minimum is non-degenerate and induces a non-vanishing mass $`m_\phi ^2=2\gamma (\sigma +\gamma )\stackrel{~}{R}_1`$ of the modulus field<sup>9</sup><sup>9</sup>9These massive modes (gravitational excitons ) propagate in the external spacetime and can yield a considerable contribution to the dark matter in our Universe .. As result the position $`\phi =0`$ is energetically favored and provides the necessary trapping.
The trapping can also be seen directly from the equations of motion of the $`(\phi ,\chi )`$ system. Whereas substitution of (4.1) into the $`\chi `$ field equation (3.8) does not change this equation, the equation (3.7) for the modulus field reads now
$$\ddot{\phi }+d_0\stackrel{~}{H}\dot{\phi }=\frac{U_{eff}}{\phi }=e^{2\sigma \kappa _0\phi }\left[\frac{1}{\kappa _0}(\sigma +\gamma )\stackrel{~}{R}_1e^{2\gamma \kappa _0\phi }+\frac{2\sigma }{\kappa _0}\mathrm{\Lambda }+2\sigma V(\chi )\right].$$
(4.4)
So, for fine tuned parameters (4.2) the point $`\phi =0`$, $`\chi =\chi _{min}`$ is the trivial solution of the system (3.8), (4.4) and small linear perturbations around this solution satisfying
$`\delta \ddot{\phi }+d_0\stackrel{~}{H}\delta \dot{\phi }2\gamma (\sigma +\gamma )\stackrel{~}{R}_1\delta \phi `$ $`=`$ $`0,`$
$`\delta \ddot{\chi }+d_0\stackrel{~}{H}\delta \dot{\chi }+m_\chi ^2\delta \chi `$ $`=`$ $`0`$ (4.5)
are damped by the present friction terms. The global modulus dynamics is easily understood from the form of the effective potential. The minimum at $`(\phi =0,\chi =\chi _{min})`$ is the deepest point and defines after stabilization of the system the effective cosmological constant $`\mathrm{\Lambda }_{eff}\kappa _0^2U_{eff}|_{min}=\stackrel{~}{R}_1/d_1<0`$ of the external spacetime. In the small-scale-factor region we have $`U_{eff}(\phi \mathrm{})\mathrm{}`$ and in the decompactification region $`U_{eff}(\phi \mathrm{})0`$, so that we are led to the following implications. 1) the Brustein-Steinhardt problem<sup>10</sup><sup>10</sup>10The Brustein-Steinhardt problem can occur for potentials with an energetically allowed decompactification region which is separated from a narrow valley around the minimum by a barrier. Supposing that the modulus field rolls down the potential it can overshoot this narrow valley and enter the decompactification region. The problem consists in the fact that the modulus field with high kinetic energy will not โfeelโ the valley and will not stabilize in the corresponding minimum. cannot occur because there is no barrier in the model at all, separating the minimum of the potential from an asymptotically allowed region (the single minimum is located energetically deeper than the decompactification region); 2) higher order approximations to the solution of (4.4) will not alter the stabilization picture for the same reason; and 3) the dying away friction term $`d_0\stackrel{~}{H}\dot{\phi }`$ will leave at most small fluctuations of the geometrical modulus field around the minimum. This means, that this minimum stably compactifies (traps) the internal space. Clearly, such a stabilization mechanism is different from the above discussed dynamical stabilization where the effective potential has no minimum with respect to $`\phi `$.
As conclusion of this section we would like to note that the negative effective cosmological constant $`\mathrm{\Lambda }_{eff}<0`$ of the model (4.1) leads to a turning point in the scale factor evolution of the external space, i.e. a stage of external space inflation is followed be a period of contraction. This happens when the effective energy density $`\rho _{eff}`$ of the fields in the Universe becomes smaller than $`|\mathrm{\Lambda }_{eff}|`$. Model (4.1) with stable internal space can be brought in agreement with the observed positive effective cosmological constant of the Universe, e.g. if one takes into account additional higher dimensional form fields .
## 5 Conclusion
In the present paper we investigated in detail the recently proposed mechanism of internal space dynamical compactification in a multidimensional model with one Ricci-flat internal space and a massive scalar field acting as inflaton. As shown in section 3, such a dynamical stabilization could be possible if the modulus field is only coupled to the inflaton but not to its decay products. Due to the exponential decay of the inflaton during reheating the force term in the modulus equation, obtained from the effective potential, decreases also exponentially so that the modulus field can dynamically stabilize via friction. If the decay products of the inflaton will couple similar to the modulus field like the inflaton itself, the dynamical stabilization will not occur. An analogous decompactification has place for a model with non-vanishing effective cosmological constant. A stable compactification for the considered model can be ensured via trapping of the internal space scale factor by a minimum of the effective potential. An example of such type of stable compactification is given in section 4. Oscillations of the modulus and the inflaton field around the minimum are observed as massive scalar particles (gravexitons and inflaton particles) in the external spacetime. Such particles were considered in the electroweak and the planckian fundamental scale approaches in Ref. . In the same paper it was pointed out that there exists a rescaling for gravexciton masses in the different approaches and extremely light particles may arise in the planckian fundamental scale approach. Further it was shown there that particles with masses $`m_\phi 10^{33}`$eV are of special interest because, first, they do not overclose the Universe, second, the period of their oscillations $`T_{osc}1/m_\phi `$ is of order of the Universe age $`10^{18}`$sec, and third, the effective cosmological term $`\mathrm{\Lambda }_\phi \kappa _0^2m_\phi ^2\phi ^210^{57}cm^2`$ corresponding to models with such particles and $`\phi M_{Pl}`$, takes a value of order of the presently observable cosmological constant in the Universe. Thus, these particles evolve extremely slowly within their minimum and it is attractive to treat $`\mathrm{\Lambda }_\phi `$ as an effective cosmological constant in the spirit of quintessence (for models with zero minimum of an effective potential). However, such a quintessence would have a drawback because it requires a highly fine tuned initial condition of the modulus field $`\phi `$ (see e.g. ).
Acknowledgments
We would like to thank Anupam Mazumdar for numerous discussions and valuable comments, and Maxim Pospelov for drawing our attention to Refs. . We also acknowledge useful discussions with Martin Rainer. The work was finished during A.Z.โs visit at the University of Minnesota, Fermilab and Princeton University. He thanks Keith Olive and the ITP, Edward Kolb and the Fermilab Astrophysics Center, as well as Paul Steinhardt and the Princeton University for their kind hospitality. U.G. acknowledges financial support from DFG grant KON 1575/1999/GU 522/1.
## Appendix A The effective potential of a higher dimensional perfect fluid
In this Appendix we assume that the bulk scalar field $`\stackrel{~}{\chi }`$ behaves like a perfect fluid living in the $`D`$dimensional bulk spacetime and obeying the equation of state
$$P_{\stackrel{~}{\chi }}=(\alpha 1)\rho _{\stackrel{~}{\chi }}$$
(A.1)
with $`0\alpha 2`$ a constant. The energy density $`\rho _{\stackrel{~}{\chi }}T_0^0`$ of the scalar field $`\stackrel{~}{\chi }`$ and its pressure $`P_{\stackrel{~}{\chi }}T_N^N`$ are defined from the action functional (2.4). Further, we assume that the metric of the $`D_0`$dimensional external spacetime is given by the ansatz (2.20) and that a homogeneous approximation for the scalar fields $`\stackrel{~}{\chi }=\stackrel{~}{\chi }(t)`$, $`\mathrm{\Phi }=\mathrm{\Phi }(t)`$ can be used. Then, as it was shown in , the action (2.4) of the gravity โ scalar field system is equivalent to the gravity โ perfect fluid action
$$S=\frac{1}{2\kappa _D^2}_Md^Dx\sqrt{|g|}\left\{R[g]2\frac{\kappa _D^2}{v_{d_1}}\rho _\chi (a,b)\right\},$$
(A.2)
where
$$\rho _\chi (a,b)=\frac{A}{a^{\alpha d_0}b^{\alpha d_1}},A:=const$$
(A.3)
and we took into account the redefinitions (2.9) of the scalar field $`\stackrel{~}{\chi }\chi `$ and the potential $`U(\stackrel{~}{\chi })V(\chi )`$. Dimensional reduction of (A.2) gives the Brans-Dicke frame action functional similar to (2.11)
$$S=\underset{M_0}{}d^{D_0}x\sqrt{|g^{(0)}|}\left\{\mathrm{\Phi }R\left[g^{(0)}\right]\frac{\omega }{\mathrm{\Phi }}g^{(0)\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }2\kappa _0^2\mathrm{\Phi }\rho _{\chi (BD)}(a,\mathrm{\Phi })\right\},$$
(A.4)
where the energy density $`\rho _{\chi (BD)}`$ is defined as
$`\rho _{\chi (BD)}(a,\mathrm{\Phi })`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{d\chi }{dt}}\right)^2+V(\chi )`$ (A.5)
$`=`$ $`{\displaystyle \frac{A}{a^{\alpha d_0}\left(2\kappa _0^2\mathrm{\Phi }\right)^\alpha b_0^{\alpha d_1}}}.`$ (A.6)
Finally, via conformal transformation (3.1) we pass to the Einstein frame and arrive at
$$S=\frac{1}{2}_{M_0}d^{D_0}x\sqrt{|\stackrel{~}{g}^{(0)}|}\left\{\frac{1}{\kappa _0^2}\stackrel{~}{R}\left[\stackrel{~}{g}^{(0)}\right]\stackrel{~}{g}^{(0)\mu \nu }_\mu \phi _\nu \phi 2\rho _{\chi (E)}(\stackrel{~}{a},\phi )\right\}.$$
(A.7)
The energy density $`\rho _{\chi (E)}(\stackrel{~}{a},\phi )`$ can be recast as
$`\rho _{\chi (E)}(\stackrel{~}{a},\phi )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{d\chi }{d\stackrel{~}{t}}}\right)^2+e^{2\sigma \kappa _0\phi }V(\chi )`$ (A.8)
$`=`$ $`e^{2\sigma \kappa _0\phi }\rho _{\chi (BD)}(a,\mathrm{\Phi })`$ (A.9)
$`=`$ $`e^{(2\alpha )\sigma \kappa _0\phi }\stackrel{~}{\rho }_\chi (\stackrel{~}{a}),`$ (A.10)
where we used the relations between the synchronous times $`d\stackrel{~}{t}=\pm e^{\sigma \kappa _0\phi }dt`$ and the scale factors $`\stackrel{~}{a}=e^{\sigma \kappa _0\phi }a`$ in the Brans-Dicke frame $`(t,a)`$ and the Einstein frame $`(\stackrel{~}{t},\stackrel{~}{a})`$ and defined the reduced energy density $`\stackrel{~}{\rho }_\chi `$ as
$$\stackrel{~}{\rho }_\chi (\stackrel{~}{a})\frac{A}{\stackrel{~}{a}^{\alpha d_0}b_0^{\alpha d_1}}.$$
(A.11)
The equations of motion following from action functional (A.7) for homogeneous field $`\phi =\phi (\stackrel{~}{t})`$ and energy density $`\rho _{\chi (E)}=\rho _{\chi (E)}(\stackrel{~}{t})`$, and Ricci-flat external space $`R[\overline{g}^{(0)}]=0`$ read:
$`\stackrel{~}{H}^2\left({\displaystyle \frac{\dot{\stackrel{~}{a}}}{\stackrel{~}{a}}}\right)^2`$ $`=`$ $`{\displaystyle \frac{2\kappa _0^2}{d_0(d_01)}}\left\{{\displaystyle \frac{1}{2}}\dot{\phi }^2+\rho _{\chi (E)}(\stackrel{~}{a},\phi )\right\},`$ (A.12)
$`\ddot{\phi }+d_0\stackrel{~}{H}\dot{\phi }`$ $`=`$ $`(\alpha 2)\sigma \kappa _0\rho _{\chi (E)}(\stackrel{~}{a},\phi ),`$ (A.13)
$`\dot{\stackrel{~}{H}}`$ $`=`$ $`{\displaystyle \frac{\kappa _0^2}{d_01}}\left\{\dot{\phi }^2+\alpha \rho _{\chi (E)}(\stackrel{~}{a},\phi )\right\}.`$ (A.14)
Eqs. (A.10) and (A.13) show that for $`\alpha =2`$ the interaction between the modulus field $`\phi `$ and the perfect fluid (scalar field $`\chi `$) is absent. This fact is easily explained because $`\alpha =2`$ corresponds to a perfect fluid with ultra-stiff equation of state, which describes a scalar field with vanishing potential energy $`V(\chi )0`$. The other extremal case with $`\alpha =0`$ describes a vacuum equation of state and can be used for potentials $`V(\chi )`$ with non-zero minimum $`V_0`$.
At the end of this Appendix let us consider a model with stabilizing modulus field $`\phi 0`$ and decaying field $`\chi `$. Similar to model (II) of section 3 we assume that the decay products with energy density $`\rho _{SM(E)}\stackrel{~}{a}^{\alpha d_0}`$ are not coupled to the modulus field, but that they, nevertheless, define the dynamics of the external space. Then the corresponding equation system follows from (A.12), (A.14) and reads
$`\stackrel{~}{H}^2`$ $`=`$ $`{\displaystyle \frac{2\kappa _0^2}{d_0(d_01)}}\rho _{SM(E)}(\stackrel{~}{a}),`$ (A.15)
$`\dot{\stackrel{~}{H}}`$ $`=`$ $`{\displaystyle \frac{\alpha \kappa _0^2}{d_01}}\rho _{SM(E)}(\stackrel{~}{a}),`$ (A.16)
so that the Hubble parameter behaves as $`\stackrel{~}{H}=s/\stackrel{~}{t}`$ with
$$s=\frac{2}{d_0\alpha }.$$
(A.17)
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# References
LSUHE No. 343-2000
Vortices in $`SU(2)`$ lattice gauge theory
Srinath Cheluvaraja
Dept. of Physics and Astronomy, Louisiana State University, Baton Rouge, LA, 70803
ABSTRACT
We investigate some properties of thick vortices and thick monopoles in the $`SU(2)`$ lattice gauge theory by inserting operators which create these excitations. Some quantities associated with the dynamical behaviour of thick vortices and thick monopoles are studied. We measure the derivative of the free energy of the vortex with respect to the coupling and we find that it falls exponentially with the cross sectional area of the vortex size. We also study the monopole-monopole potential energy for thick and thin monopoles. Our results suggest that vortices and monopoles of increasing thickness will play an important role in the large $`\beta `$ limit.
PACS numbers:12.38Gc,11.15Ha,05.70Fh,02.70g
The role of vortices in determining the properties of lattice gauge theories(LGTs) has been under discussion for a long time. Vortices are topological excitations which give rise to non-removable phase factors in the Wilson loop. Vortices in non-abelian gauge theories can be defined using the center of the group ($`Z(N)`$ for the group $`SU(N)`$) โ thus defined, they are the natural generalizations of the Peierls contours in the two-dimensional Ising model. Though these vortices are not the most general vortices that can be defined in a non-abelian theory, they can play an important role in the theory and their properties need to be carefully studied. The analogy between vortices and Peierls contours was used in to arrive at certain rigorous bounds for the Wilson loops in $`SU(2)`$ lattice gauge theories. Vortices in lattice gauge theories were also studied in . The role of vortices was further investigated in by rewriting $`SU(2)`$ LGTs in terms of $`SO(3)`$ and $`Z(2)`$ variables. It was noted in that the continous and non-abelian nature of the group $`SU(2)`$ can give rise to a different kind of vortex โa thick vortex โ whose core has a thickness of more than one lattice spacing . It was proposed that these thick vortices can have an important bearing on the confining properties of the theory. The thick vortices have their analogues in the domain walls of ferromagnets with a continuous symmetryโthey are the generalizations of thick Peierls contours. The free energy of these vortices can be made arbitarily small by spreading them over large regions. The thick vortices should be distinguished from the thin vortices โthin vortices are like the vortices in a pure $`Z(2)`$ gauge theoryโ their core has a thickness of only one lattice spacing. It must be noted that these vortices are only one of the many possible excitations of the gauge theory. The vortex theory of confinement aims to show that these vortices are sufficient, and perhaps necessary, to produce the disordering of Wilson loops and causes them to decay as the area of the minimal surface tiling the loop. In this sense the vortices are expected to produce the same kind of disordering of the Wilson loops as the Peierls contours do for the spin-spin correlation function of the Ising model. In order to quantify the vortex theory of confinement we have to first identify the vortices, study their physical effects, and then show that the minima of the free energy favours a condensate of these excitations. Addressing the complete dynamical issue is quite complicated and in this paper we will present some measurements which probe some properties of the thick vortices.
We should mention that there are different approaches to studying vortices in non-abelian gauge theories which are being pursued at present. One of them is the center projection approach. In this approach , vortices are defined after the theory is fixed to a particular gauge which still allows the vortex degrees of freedom. This gauge, referred to as the maximal center gauge, gets rid of many other degrees of freedom but retains the vortex excitations. Vortices are defined in the gauge fixed theory just as in a $`Z(2)`$ LGT. Studies of vortex excitations in this gauge have led to the observation of center dominanceโ the ungauged degrees (the center degrees of freedom) are sufficient to reproduce the string tension and some other non-perturbative quantities. More discussion of this approach can be found in . Another approach developed further in is to look at monopoles and vortices using the $`Z(2)XSO(3)`$ decomposition of the $`SU(2)`$ LGT. In this approach the role of the Wilson loop as a vortex counter is quite transparent and it is capable of addressing the issues of thin and thick monopoles and vortices. Studies of vortices in this approach were recently carried out in .
We will first recapitulate what we mean by center vortices and how they arise in lattice gauge theories. Much of this is well known and we repeat it merely to set the definitions and to make our discussion self-contained. We will talk about vortices first in three, and then in four space-time (Euclidean) dimensions. In three dimensions a vortex is said to pierce a two dimensional region (simply connected) $`R`$ if every Wilson loop surrounding this region picks up a phase ($`Z(N)`$ for the group $`SU(N)`$). By definition, a vortex is a global disturbance which cannot be confined into any finite region. The effect of this vortex can also be understood as the action of a pure gauge transormation which is not single valued on every closed loop surrounding $`R`$. Because of topological considerations the region $`R`$ cannot be shrunk to a point by regular gauge transformations and this region is associated with the core of the vortex . It is this region which carries the energy density of the vortex. The vortex can extend in the dimensions orthogonal to $`R`$ and can either stretch indefinitely, form closed loops, or end in objects( monopoles) which absorb the vortex flux. In four dimensions the above picture gets repeated on every slice in the extra dimension and the vortex line becomes a vortex sheet whose area is the product of the length of the vortex line and the duration in time for which the vortex propagates. These vortex sheets can either form closed two dimensional surfaces or they can end in monopole loops. The well known example of a vortex solution in a gauge theory is the Nielsen-Olesen vortex which occurs in three-dimensional scalar QED with a Higgs potential. This vortex is the relativistic generalization of the Abrikosov vortex seen in a type II superconductor. Apart from the Nielsen-Olesen vortex there are not many vortex solutions known, especially in unbroken non-abelian gauge theories. However, the Nielsen-Olesen vortex carries an integral vortex charge and is not a center vortex (which carries a $`Z(N)`$ charge). Next we come to the definition of vortices on the lattice. First we will consider a $`Z(2)`$ gauge theory whose action is given by
$$S=\beta \underset{p}{}\sigma (p),$$
(1)
with the $`\sigma (p)s`$ given by $`\sigma (p)=_{lp}\sigma (l)`$. In a $`Z(2)`$ gauge theory a vortex configuration is a set of co-closed <sup>1</sup><sup>1</sup>1 A set of plaquettes in a three(four) dimensional lattice is said to be co-closed if the links(plaquettes) dual to it form a closed loop(surface). plaquettes with $`\sigma (p)=1`$. It follows from their definition that Wilson loops linked by these configurations will have a negative sign. In three (four) space-time dimensions these vortices cost an action which is proportional to their length (area), and they can condense in a phase in which the entropy overwhelms their loop(surface) energy ( i.e. when the free energy density of a vortex becomes negative). However, there is also a phase in which the vortices are energetically suppressed (the free energy density of a vortex becomes positive). The two phases of the $`Z(2)`$ LGT (in three and four dimensions) can be distinguished by the behaviour of these vortex excitations. It is the aim of the vortex theory of confinement to extend and adapt the above ideas to the $`SU(2)`$ (or $`SU(N)`$) LGTs. The action for the $`SU(2)`$ LGT can be chosen to be the Wilson action
$$S=\frac{\beta }{2}\underset{p}{}tr_fU(p),$$
(2)
where $`U(p)`$ are the usual plaquette variables. It is possible to define a vortex in the $`SU(2)`$ LGT just as in the $`Z(2)`$ LGT by using the sign of the trace of the plaquette variable. A thin vortex is defined to be a co-closed set of plaquettes for which sign(trU(p))=-1. This definition of the vortex can always be made because just by restricting the $`SU(2)`$ elements to their center values we should regain the vortex of the $`Z(2)`$ theory. However, the non-abelian and continuous nature of the group $`SU(2)`$ allows us to define another kind of vortex in the $`SU(2)`$ theory. This vortex, to be called a thick vortex, has the property that sign(trU(p))=+1 for all the plaquettes, but nevertheless Wilson loops pick up a center element whenever they surround the vortex. It is obvious that such configurations can never appear in the $`Z(2)`$ theory or, infact, in any abelian theory. In any abelian theory the Wilson loop surrounding a region can always be decomposed into the plaquettes that are tiling its minimal surface, and the Stokes theorem ensures that if all the plaquettes are positive, every Wilson loop is also positive. Classical vortex solutions with these properties have also been recently studied by the author . An important property of these vortices is that, because they they come with sign(trU(p))=+1, they need not be suppressed in the $`\beta \mathrm{}`$ limit, unlike the thin vortices, and they can play an important role in the zero lattice spacing limit. Apart from these excitations, there are other excitations that can absorb the flux of thin and thick vortices. These excitations will be referred to as $`Z(2)`$ monopoles following the terminology in . A thin vortex can end in a thin $`Z(2)`$ monopole which (in three space-time dimensions) is defined on an elementary 3 dimensional cube $`c`$ violating the Bianchi identity. The thin $`Z(2)`$ monopole density on a cube is given by
$$\rho _1(c)=(1/2)(1sign(\underset{pc}{}trU(p))).$$
(3)
Analogously, a thick vortex can end in a thick $`Z(2)`$ monopole and this configuration violates the Bianchi identity on a 3 dimensional cube of side $`d`$ lattice spacings . Its appropriate density (in three space-time dimensions) is given by
$$\rho _d(c)=(1/2)(1sign(\underset{dc}{}trU(d))),$$
(4)
where the product is taken over all $`dXd`$ plaquettes bordering a cube of side $`d`$. The subscript $`d`$ indicates that the density can be defined on any 3 dimensional cube of side $`d`$ lattice spacings. In four space-time dimensions the monopoles become loops on the dual lattice. It is evident that both, thick vortices and thick monopoles, are possible only in a non-abelian theory. Though the above excitations have only been defined on a lattice, it is a subtle question whether they will go over to physical vortices in the continuum limit. According to the arguments in , a scalar field in the adjoint representation can dynamically arise in the gauge theory and create these vortex excitations. If this scalar field field develops a non-zero vacuum expectation value, these vortices can condense and can cause quark confinement. The very possibility that the thick vortices on the lattice can go over to the dynamically generated vortices in the continuum merits a further investigation of their properties.
In this paper we take a step towards studying the properties of these excitations. We introduce a term in the partition function which creates a stress in the system and we study the effect of this stress on the system. More specifically, we add a term to the Wilson action
$$S^{}=\frac{\beta }{2}\underset{p}{}trU(p)\frac{\beta }{2}\underset{p^{}}{}trU(d).$$
(5)
The extra term is a Wilson loop variable defined over a square of side $`d`$ and it comes with a negative sign. This term is introduced at a point in the (say) $`(12)`$ plane, and it extends in the $`3`$ direction, and the term repeats itself in the $`4`$ direction. The effect of the extra term is to push the system such that $`trU(d)`$ is negative, the effect of the usual Wilson action being to push the system such that $`trU(p)`$ is positive. The above term can also be understood as a way of implementing certain boundary conditions for the system. By creating this stress we are probing the non-abelian nature of the group in an essential way. In an abelian theory, the Stokes theorem enables us to reduce any trace over a large loop to a product of the traces over subloops, for instance
$$trU(C)=\underset{pC}{}trU(p).$$
(6)
The term that we have introduced in the action explicitly violates the above constraint. We mention here that such stresses in gauge theories were introduced in and have been studied before but all the studies carried out so far consider the special case in which only the plaquettes appear with an opposite sign. Some recent works which discuss the case of the flipped plaquette are . This corresponds to the case $`d=1`$ but we will be interested in the case $`d>1`$ and how the stress behaves as a function of $`d`$. We would like to measure the change in the free energy of the system before and after applying this stress. From the previous discussion, the stress that we are introducing into the system is nothing but a thick vortex of thickness $`d`$ piercing a region in the $`(12)`$ plane and wrapping around the lattice in $`3`$ direction. On the other hand, if the stress began at a point, say $`z=z1`$, and stopped at, say $`z=z2`$, we would have a thick monopole-antimonopole pair bound together by a thick vortex line. Since a $`Z(2)`$ antimonopole is the same as a $`Z(2)`$ monopole we will always refer to the antimonopole as a monopole. By introducing these stresses we can get some information about the properties of the monopoles and vortices that we have discussed earlier. Since direct free energy measurements are quite forbidding we appeal to a simpler method in order to determine the affect of this stress. We first write
$$\mu _d=\frac{Z(\beta ^{})}{Z(\beta )}.$$
(7)
$`Z(\beta ^{})`$ is the partition function of the system after applying the stress and the $`Z(\beta )`$ is the partition function without the stress. $`\mu _d`$ can also be written as
$$\mu _d=<\mathrm{exp}\underset{p^{}}{}trU(d)>_0=\mathrm{exp}((F_dF_0)),$$
(8)
where the subscript $`0`$ refers to the original partition function. We have also expressed $`\mu _d`$ as the exponential of the free energy difference between the stressed system and the system without the stress. More precisely, $`F_dF_0`$ measures the free energy difference when an additional thick vortex (having a thickness $`d`$) is introduced into the original system (which may already contain thick vortices). Hence the effect of a large number of vortices already present is subsumed in this free energy difference. It is seen easily that $`\frac{\mathrm{log}\mu _d}{\beta }`$ is
$$\frac{1}{\mu _d}\frac{\mu _d}{\beta }=<\frac{1}{2}\underset{p}{}trU(p)\frac{1}{2}\underset{p^{}}{}trU(d)>_1<\frac{1}{2}\underset{p}{}trU(p)>_0.$$
(9)
The subscript $`1`$ indicates that the average is taken with respect to the stressed partition function, whereas the subscript $`0`$ indicates that the average is taken with respect to the unstressed partition function. This quantity directly measures the derivative of the free energy difference because
$$\frac{\mathrm{log}\mu _d}{\beta }=\frac{(F_dF_0)}{\beta }.$$
(10)
Before we present the numerical results of this measurement let us see how the quantity looks in the strong coupling limit. As mentioned before, the quantity $`\mu _d`$ is also given by
$$<\mathrm{exp}\beta \underset{p^{}}{}trU(d)>_o.$$
(11)
Expanding the exponential to second order in $`\beta `$ we get
$$1\beta \underset{p^{}}{}<trU(d)>+O(\beta ^2).$$
(12)
The second term is just a measure of the $`dXd`$ Wilson loop and goes like the area law in the strong coupling limit, therefore we get
$$1\beta (N_3N_4)\mathrm{exp}(\sigma d^2)+O(\beta ^2).$$
(13)
($`N_3`$,$`N_4`$ are the sizes of the lattice in the $`3`$ and $`4`$ directions) If the area of the $`dXd`$ plaquette is much larger than the area of the transverse directions, the second term is quite small and after taking the logarithm we get
$$(F_dF_0)=\beta (N_3N_4)\mathrm{exp}(\sigma d^2).$$
(14)
The free energy per unit area of the vortex is given by
$$\sigma _d=\beta \mathrm{exp}(\sigma d^2).$$
(15)
We thus find that in the strong coupling region the free energy per unit area of a thick vortex decreases exponentially with the area of the vortex core. Note the relation between $`\sigma _d`$ ( free energy density of a thick vortex of size d) and $`\sigma `$ (the string tension). This calculation shows that thicker vortices are energetically more favourable than thinner vortices. The above calculation is valid only in the strong coupling region. In addition, it required a delicate handling of the area of the transverse directions as compared with the area of the vortex. The limit $`d\mathrm{}`$ must be taken before the limit $`N_3N_4\mathrm{}`$. We also note that the derivative of the free energy of a thick vortex will also fall off exponentially with the area of the vortex core. A direct measurement of the quantity in Eq. 11 is also possible but since this quantity has large fluctuations we have chosen to measure the quantity in Eq. 9. In a simulation we can measure $`\frac{\mathrm{log}\mu }{\beta }`$ in the weak coupling region and we will show that the exponential fall off with the area also persists in the weak coupling region.
In Fig. 1, Fig. 2, and Fig. 3 we present results at three different coupling parameters for $`\frac{log\mu }{\beta }`$ as a function of the area of the thickness of the vortex. In each case we find that there is an exponential fall-off with respect to the area of the vortex. A logarithm of the curve plotted vs the area of the vortex gives an approximately good straight line fit (see Fig. 4). The simulations were done on a lattice whose spatial extent was $`10X10`$ and the remaining size was $`6X6`$. Vortices of thickness ranging from $`1`$ to $`5`$ were studied, and in order to avoid finite size effects associated with these vortices the lattices were chosen to have a spatial extent of atleast twice the largest vortex size. The other parameters of the lattice were fixed by some limitations in the computer time. It must be mentioned that each point in Figs.1-3 requires a separate simulation because Eq. 9 is to be used for different values of $`d`$. 300,000 data points were gathered at each point and the errors were estimated by binning.
We wish to point out that though our result is for the derivative of the free energy of the vortex area as a function of the coupling, the free energy of the vortex will also fall-off exponentially with the area, just as in the strong coupling limit. This result has two immediate implications. It indicates that as we approach the weak coupling limit ($`\beta \mathrm{}`$), vortices of larger and larger area are more favourable than vortices of any fixed area. By spreading the core of the vortex over a large area the energy of the vortex loops can be made arbitrarily (exponentially) small. This feature is quite like the thick Peierls contours of ferromagnets with a continuous symmetry. It also means that in the region of the continuum limit we must be able to tackle a many body vortex problem in which vortices can have large overlaps with each other. This feature seems to make the study of such vortex gases quite difficult. However, from the point of view of the continuum limit, very large vortices are almost necessary; if lattice vortices are to survive as continuum excitations they must appear with a length scale which diverges in lattice units as the lattice spacing goes to zero. Only then can they yield a vortex corresponding to some physical thickness. Thick vortices indeed admit this possibility by appearing with arbitrarily large thicknesses.
We now turn to thick monopoles. As mentioned earlier, if the stress is taken to extend only between two points, say $`z=z1`$ and $`z=z2`$, it corresponds to an external thick monopole-monopole loop running along the $`4`$ direction at $`z=z1`$ and $`z=z2`$ and separated by a thick vortex sheet between $`z=z1`$ and $`z=z2`$. We again consider Eq. 9 but this time since the stress is defined only between two points we now write
$$\mu _d(x,y)=\frac{Z(\beta ^{})}{Z(\beta )}.$$
(16)
This quantity can now be written as
$$\mu _d(x,y)=<\mathrm{exp}\underset{p^{}}{}trU(d)>_0=\mathrm{exp}((F_d(x,y)F_0)).$$
(17)
Eq. 9 is now the quantity
$$\frac{(F_d(x,y)F_0)}{\beta },$$
(18)
and it measures the derivative of the potential energy with respect to the coupling of an external monopole-monopole pair as a function of their separation.
It is interesting to see how this mutual energy depends on their separation. We expect that if thick monopoles abound in the system there will be a screening mechanism in operation which screens the interactions between an externally introduced monopole-monopole pair. On the other hand, if the density of monopoles is very low then the screening mechanism is no longer operative. Before we study their interaction energy we will first say a few things about thick and thin monopoles. We stress again that the thick monopoles and thick vortices are not suppressed by the term in the action as they are configurations where $`sign(tr(U(p))=+1`$ everywhere. It is well known that thin $`Z(2)`$ monopoles are suppressed at weak coupling . The thick monopoles need not be (and are not) similarly suppressed. Just for comparison we show the behaviour of thick vs thin monopoles as a function of the coupling in Fig. 5. We see that thick monopoles continue to be dense even after all the thin monopoles have disappeared. However, thick monopoles also start disappearing as we go to weaker and weaker coupling, although much slowly. To see the fall in the density of thick monopoles we have to go to larger and larger values of $`\beta `$. Fig. 5 shows that as we go to larger values of $`\beta `$ even thick monopoles start falling off but monopoles of even larger thicknesses are still abundant. There is no obvious argument (like there is for thin monopoles) for the suppression of thick monopoles with increasing $`\beta `$. The behaviour of thick monopoles seems to be more subtle. Similar considerations apply to thick vortices. We can also measure the density of thick vortices piercing a loop $`C`$ by looking at the instances of the negative sign for the following quantity
$$trU(C)\underset{pC}{}\theta (\eta (p)).$$
(19)
$`\eta (p)`$ is the sign of the trace of the plaquette variable $`trU(p)`$. A quantity $`\rho _v(C)`$ can be defined to take the value $`1`$ whenever the above quantity is negative and $`0`$ otherwise. The $`\theta `$ function ensures that all the plaquettes inside the loop have a positive trace. A negative value for the above quantity implies a thick vortex piercing the minimal surface (in this case the plane containing the loop) bounding the loop. Since a direct measurement of the vortex density is complicated by the fact that vortices can bend and twist in every possible way, we have chosen to measure the density of vortices piercing a unit area in the $`12`$ plane. Though this quantity does not give complete information about the structure of the vortices, for example it does not give any information about the size distributions of the vortices, it does indicate the number of vortex lines piercing a plane, the high density of which is atleast a necessary condition for any vortex theory of confinement. The sign of this quantity is measured for different planar (in the 1-2 plane at z=t=1) loops that can be drawn at a point and then the average is taken over all the points in the plane. We have looked at square loops having sizes of up to $`d=6`$. Fig. 6 shows this density at different values of the coupling. This plot shows that, just like the monopoles, the vortex density also decreases with increasing $`\beta `$ but then vortices of larger thicknesses are still significant. The data in Fig. 5 and Fig. 6 were generated on a $`8^4`$ lattice after collecting 10000 data points.
We now present some measurements of the monopole-monopole potential energy as a function of their separation distance for monopoles of different thicknesses. Fig. 7 shows the potential energy for monopoles of thickness $`d=1`$ at $`\beta =1.0`$ and $`\beta =2.4`$. The approximately linear rise at $`\beta =2.4`$ shows that their separation energy directly increases with the separation distance. By contrast the curve for $`\beta =1.0`$ is quite flat. At $`\beta =2.4`$, the thin monopoles have become very rare and the screening mechanism between an external monopole-monopole pair is absent and their interaction energy is directly proportional to the length of vortex line joining them. On the other hand, at $`\beta =1.0`$, when the monopole density is quite large, the energy of the external pair does not increase linearly with their separation because of the screening effect of the large number of monopoles in the system. A screening by the monopoles in the system should produce a Yukawa like interaction between the external charges. A similar measurement for thick monopoles shows very different behaviour. Fig. 8 shows the monopole-monopole potential energy for a thick monopole of thickness $`d=3`$. At $`\beta =2.4`$ the thick monopole-monopole potential energy curve is quite flat. This can again be understood from the presence of a large number of thick monopoles ($`d=3`$) in the system. See Fig. 5. At larger values of $`\beta `$, for example $`\beta =4.0`$, the thick monopoles appear to show a screening behaviour. The main difference between Fig. 7 and Fig. 8 is the signs of the slopes of the curves in the two plots. The slope of the curve is the negative of the derivative of the free energy of the monopole pair with respect to the coupling. While the first plot (with negative slope) shows a linear rise with the separation distance in the interaction energy of a thin monopole-monopole pair at $`\beta =2.4`$, the second plot ($`\beta =4.0`$) shows a decrease (with positive slope) in the interaction. This different behaviour for monopoles of finite thickness compared with monopoles of unit thickness again shows that the self- energy of thick monopoles has a more subtle behaviour than that of the thin monopoles. A possible explanation of this difference in behaviour is that thick monopoles tend to repel each other (like similarly charged particles) and lower their potential energy. The data in Fig. 7 and Fig. 8 were taken on a $`6^4`$ lattice after 50000 iterations.
We wish to put our observations in the context of, what has been called, the hierarchichal $`Z(2)`$ theory of confinement . A hierarchy of effective $`Z(2)`$ theories is supposed to be operating at larger and larger values of $`\beta `$. Each member of this hierarchy is an effective $`Z(2)`$ theory defined over a different scale. As the weak coupling limit is approached the dynamics can be effectively described by a different effective $`Z(2)`$ theory at larger and larger scales ( we ascend the hierarchy of effective $`Z(2)`$ theories). For every $`\beta `$ there is an associated scale $`d`$ (the square root of the time constant of the exponential in Figs.1-3 ) at which there is an effective $`Z(2)`$ like behaviour. As $`\beta `$ increases, $`d`$ also increases. This is one way in which the $`SU(2)`$ LGT can escape the phase transition seen in the $`Z(2)`$ LGT. It is not easy to write down the effective $`Z(2)`$ theories for the different members of this hierarchy. In an effective $`Z(2)`$ theory is derived for the $`d=1`$ case in the strong coupling limit. Some properties of the effective $`Z(2)`$ theory are discussed in . The approach presented in this paper of directly measuring some properties of thick vortices may be useful in elucidating this hierarchy of $`Z(2)`$ theories. We have also observed that as $`\beta `$ increases thicker monopoles and vortices cannot be ignored, for every value of $`\beta `$ in the weak coupling regime there seems to be a minimum thickness of the monopoles and vortices although there is no maximum thickness.
The aim of this investigation was mainly to study the behaviour of the additional extended objects, thick vortices and thick monopoles, which the continuous and non-abelian nature of the group $`SU(2)`$ admits. The behaviour of these excitations is quite different from the usual thin vortices and thin monopoles that one is familiar with. Any vortex theory of confinement must be able to handle these excitations in some, perhaps approximate, way. The method presented in this paper can serve as a useful technique for carrying out further studies of these objects. For instance, we can study the second derivative of the free energy with respect to the coupling and look for peaks to see the different excitations decoupling as we approach the large $`\beta `$ limit.
Acknowledgement: This work was supported in part by United States Department of Energy grant DE-FG 05-91 ER 40617.
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# 1 Basic Quantities
## 1 Basic Quantities
PDG2000 quotes the following errors on $`V_{cb}`$ and $`V_{ub}`$:
$$|\mathrm{\Delta }V_{cb}|\widehat{=}\mathrm{\hspace{0.33em}8}\%,|\mathrm{\Delta }V_{ub}|\widehat{=}\mathrm{\hspace{0.33em}40}\%$$
(1)
For $`V_{cs}`$ and $`V_{cd}`$ two set of errors are listed:
$$|\mathrm{\Delta }V_{cs}|\widehat{=}\mathrm{\hspace{0.33em}17}\%[2\%],|\mathrm{\Delta }V_{cd}|\widehat{=}\mathrm{\hspace{0.33em}20}\%[3\%]$$
(2)
where the first numbers refer to direct extractions and the second ones in square brackets reflect what happens upon imposition of three-family unitarity. $`|V_{cs}|`$ and $`|V_{cd}|`$ have been studied in semileptonic $`D`$ decays as well as in neutrino production of charm with the former having more weight in $`|V_{cs}|`$ and the latter in $`|V_{cd}|`$.
My expectation is that these uncertainties will be reduced significantly over the next decade, albeit not by an order of magnitude:
$`|\mathrm{\Delta }V_{cs}|_{pre\nu fact}`$ $``$ $`10\%[2\%],|\mathrm{\Delta }V_{cd}|_{pre\nu fact}10\%[2\%],`$ (3)
$`|\mathrm{\Delta }V_{cb}|_{pre\nu fact}`$ $``$ $`4\%,|\mathrm{\Delta }V_{ub}|_{pre\nu fact}1015\%,`$ (4)
with the quoted uncertainty of 10 - 15 % in $`|V_{ub}|`$ not being guaranteed .
There are strong reasons why we want to reduce these uncertainties further still:
* The CKM parameters are fundamental quantities related to a central mystery of the SM, namely the generation of fermion masses. Many intriguing suggestions have been made to explain these parameters in terms of so-called โtexturesโ assumed to hold among Yukawa couplings at GUT scales. However even if those texture patterns look completely different at GUT scales, those differences tend to get substantially diminished when running the couplings down to electroweak scales where they can be probed.
* By 2010 various CP asymmetries in $`B`$ decays should be measured with errors of about very few percent. One pre-requisite for a matching accuracy in the KM prediction is to know CKM parameters to very few percent as well.
A high rate $`\nu `$fact might be harnessed to provide a competitive or even superior determinations of some CKM parameters โ as is at present the case with $`|V_{cs}|`$ and $`|V_{cd}|`$โ through measuring the heavy flavour production cross section off the appropriate quarks. Coupling the high statistics with a high quality vertex detector should enable one to measure charm production with an accuracy below 1 %. The problem is to which degree one can predict such a cross section as a function of $`V_{cs}`$ and $`V_{cd}`$. Since one is comparing $`d[s]c`$ with $`d[s]u`$, uncertainties in the parton distribution functions will drop out. The central problem is to which degree of accuracy one can deal quantitatively with the suppression of charm (and ultimately beauty) quark production. A 20 % accuracy in the cross section translating into a 10% accuracy in $`V_{cd[s]}`$ should be achievable, yet one wants to aim higher.
There are two major theoretical stumbling blocks: (i) The models one has been using to describe the on-set of charm production are of a purely phenomenological nature. The quark mass parameter they contain is not related to the charm mass properly defined in QCD. With the threshold region shaped by non-perturbative dynamics, one needs a nonperturbative definition of the quark mass. While such a definition has been developed for heavy flavour decays , this has not happened yet for threshold production. (ii) Uncertainties in the charm fragmentation function constitute a serious limiting factor.
There are two avenues that in combination might lead us towards better theoretical control over charm production: on one hand one can undertake to carry over technologies developed to deal with non-perturbative dynamics in heavy flavour decays to describe heavy flavour production; on the other hand one can analyze to which degree an experiment at such a $`\nu `$fact could measure fragmentation effects with sufficient accuracy to reduce the aforementioned theoretical uncertainties. I would conclude that extracting $`|V_{cs}|`$ and $`|V_{cd}|`$ within 10 % should be achievable with the hope that based on further theoretical and experimental work those uncertainties can be significantly reduced. Furthermore the aforementioned complications should basically drop out from the ratio $`|V_{cd}/V_{cs}|`$.
Less fundamental, yet very instrumental is the extraction of the decay constants $`f_D`$ and $`f_{D_s}`$ from $`D\mu \overline{\nu }`$ and $`D_s\mu \overline{\nu }`$, respectively. For comparing the measured value with the one predicted by, say, lattice simulations of QCD would provide an important calibration of that methodology; if it passes, one would be much more confident in its extrapolation to $`f_B`$, the analoguous quantity for $`B`$ mesons. Having a reliable value for the latter, one could then infer $`|V_{td}|`$ from $`\mathrm{\Delta }M_B`$. Identifying such 1-prong channels by their kink constitutes a formidable challenge. An excellent vertex resolution in a clean environment might provide us with the answer to this challenge.
## 2 Testing our Theoretical Tools in Charm Decays
The expectation that detectors at a $`\nu `$fact can function like an electronic bubble chamber in a clean environment gives rise to the hope that measurements can be performed here that otherwise require a dedicated charm factory.
Very little is known about the absolute values of branching ratios for the various charm baryons; the situation for $`D_s`$ is only somewhat better, and the status for $`D^+`$ and $`D^0`$ is nothing to brag about, either. With these absolute values representing important engineering input into studies of $`B`$ decays, they have recently emerged as one of the limiting factors. A high quality detector at a $`\nu `$fact might allow us to infer absolute branching ratios. In the absence of a charm factory the only other method known relies on $`B`$ decays as source for tagged charm hadrons .
The next step would be measuring absolute branching ratios of inclusive semileptonic $`D_s`$, $`\mathrm{\Lambda }_c`$, $`\mathrm{\Xi }_c^{+,0}`$ and $`\mathrm{\Omega }_c`$ decays. The $`1/m_c`$ expansion makes some highly non-trivial predictions here based on the occurance of sizeable constructive interference effects in the semileptonic widths . Whether $`1/m_c`$ expansions hold or not is an important issue in its own right and a crucial element in an analysis of $`D^0\overline{D}^0`$ oscillations.
Finally measuring charm transition rates into multi-neutral final states provides us with lessons on quark-hadron duality at the charm scale. It will also help to interprete properly CP asymmetries once they are observed in $`D`$ decays.
## 3 Identifying New Physics in Charm Decays
$`D^0\overline{D}^0`$ oscillations are driven by the normalized mass and width differences:
$$x_D\frac{\mathrm{\Delta }M_D}{\mathrm{\Gamma }_D},y_D\frac{\mathrm{\Delta }\mathrm{\Gamma }}{2\mathrm{\Gamma }_D}$$
(5)
I share the usual expectation that while $`x_D`$ is naturally sensitive to New Physics, $`y_D`$ is not (except for some contrived scenarios).
The usual folklore is based on two statements: (i) The contributions from the quark box diagrams are highly suppressed and insignificant. (ii) Long distance dynamics yield the leading contributions with $`x_D`$, $`y_D`$ $`10^410^3`$. New Physics could naturally enhance $`x_D`$ to the few percent level. This might be described as the โKing Kongโ scenario: one is unlikely to ever encounter King Kong; yet once it happens there can be no doubt that one has come across someting out of the ordinary.
A recent careful SM analysis leads to the following conclusions : The operator product expansion provides a coherent and self-consistent description. The $`SU(3)`$ suppression of the box contributions described by $`m_s^4/m_c^4`$ is untypically strong. Other contributions (given by quark condensates) with GIM factors $`m_s^2/m_c^2`$ or even $`m_s/m_c`$ are numerically leading. There is no need to postulate additional long distance contributions. The numerical estimates, however, change little:
$$x_D,y_D๐ช(10^3)$$
(6)
Studying oscillations requires a flavour tag both in the initial and the final state. So far mainly $`D^{,+}D^0\pi ^+`$ vs. $`D^,\overline{D}^0\pi ^{}`$ have been used for initial state tagging. A $`\nu `$fact would naturally use the muon of the CC interaction as the initial flavour tag. The final state flavour can be identified by its strangeness or its lepton number: $`D^0K^{}\pi ^+`$ or $`D^0l^+X`$. Whereas there is no SM background to the latter, there is one to the former, namely the doubly Cabibbo suppressed mode. Studying the time evolution of the decay rate allows one to separate out that component:
$$\mathrm{\Gamma }(D^0(t)K^+\pi ^{})e^{\mathrm{\Gamma }_{D^0}t}\mathrm{tg}^4\theta _C|\widehat{\rho }_{K\pi }|^2$$
$$\times [1\frac{1}{2}\mathrm{\Delta }\mathrm{\Gamma }_Dt+\frac{(\mathrm{\Delta }m_Dt)^2}{4\mathrm{t}\mathrm{g}^4\theta _C|\widehat{\rho }_{K\pi }|^2}+\frac{\mathrm{\Delta }\mathrm{\Gamma }_Dt}{2\mathrm{t}\mathrm{g}^2\theta _C|\widehat{\rho }_{K\pi }|}\mathrm{Re}\left(\frac{p}{q}\frac{\widehat{\rho }_{K\pi }}{|\widehat{\rho }_{K\pi }|}\right)$$
$$\frac{\mathrm{\Delta }m_Dt}{\mathrm{tg}^2\theta _C|\widehat{\rho }_{K\pi }|}\mathrm{Im}\left(\frac{p}{q}\frac{\widehat{\rho }_{K\pi }}{|\widehat{\rho }_{K\pi }|}\right)],\mathrm{tg}^2\theta _C\widehat{\rho }_{K\pi }\frac{T(D^0K^+\pi ^{})}{T(D^0K^{}\pi ^+)}$$
(7)
Another observable is the integrated rate into โwrong-signโ leptons:
$$r_D\frac{\mathrm{rate}(D^0l^{}X)}{\mathrm{rate}(D^0l^+X)}\frac{1}{2}\left(x_D^2+y_D^2\right)$$
(8)
Furthermore one can compare the lifetimes determined from different channels, like $`D^0K^+K^{}`$ vs. $`D^0K^{}\pi ^+`$. The experimental landscape can be sketched by the following numbers :
$$|x_D|,|y_D|0.028,0.058y_D^{}0.01,\mathrm{\hspace{0.33em}\hspace{0.33em}95}\%\mathrm{C}.\mathrm{L}.\mathrm{CLEO}$$
(9)
where $`y_D^{}y_D\mathrm{cos}\delta _{K\pi }x_D\mathrm{sin}\delta _{K\pi }`$ with $`\delta _{K\pi }`$ denoting the strong phase shift between $`D^0K^+\pi ^{}`$ and $`D^0K^{}\pi ^+`$;
$$y_D=0.0342\pm 0.0139\pm 0.0074FOCUS$$
(10)
If FOCUS has seen a genuine signal, then we find ourselves in a conundrum: the value for $`y_D`$ is an order of magnitude larger than expected โ yet it can hardly be attributed to New Physics! While it suggests that $`\mathrm{\Delta }M_D`$ is โjust around the cornerโ, it would force us to abandon the โKing Kongโ scenario: it makes any claim of New Physics based merely on the observation of oscillations of very dubious validity.
It is expected that the $`B`$ factories can probe $`x_D`$ and $`y_D`$ down to just below 1% . That means that there is a good chance that the question of $`D^0\overline{D}^0`$ oscillations has not been fully answered on the experimental level in 2010. It remains to be seen whether a $`\nu `$fact could go down even further by combining different decay channels in the analysis. This involves also issues of systematics. One should probe decays into wrong-sign leptons for the presence of a prompt non-SM component through analysing the time evolution in analogy to Eq.(7).
Doubly Cabibbo suppressed (DCS) decays of neutral $`D`$ mesons are a promising area to search for CP violation. While one pays a heavy price in statistics, the asymmetry can get much larger since it involves the interference between the DCS amplitude and the oscillation amplitude. The time evolution for $`\overline{D}^0(t)K^{}\pi ^+`$ is obtained from the one for $`D^0(t)K^+\pi ^{}`$, see Eq.(7), by substituting the analoguous amplitude ratio tg$`{}_{}{}^{2}\theta _{C}^{}\overline{\rho }_{K\pi }`$ for tg$`{}_{}{}^{2}\theta _{C}^{}\rho _{K\pi }`$ and flipping the sign of the last term. This CP asymmetry is controlled by $`x_D/\mathrm{tg}^2\theta _C`$. If $`x_D\frac{1}{2}\%`$ โ thus possibly beyond the reach of the beauty factories โ one had $`x_D/\mathrm{tg}^2\theta _C0.1`$; i.e., the CP asymmetry could conceivably be as large as up to 10% without oscillations having been found through CP insensitive observables $`x_D^2`$! It is important to analyze how small an asymmetry could be found at a $`\nu `$fact. With a sample size of $`10^8`$ charm hadrons one should reach the 1% level here statistically; yet it is more than a question of statistics. A similar exercise should be done for $`D^0(t)K^+K^{}`$. Since the final state is a CP eigenstate, its time evolution is less complex than for the previous case . In any case, we can be quite confident that any such signal that could be found would reveal the intervention of New Physics โ unlike the situation with CP insensitive oscillation observables.
The KM ansatz allows for direct CP asymmetries to emerge in some Cabibbo suppressed channels plausibly reaching the $`๐ช(10^3)`$ level. If such an effect were observed on the 0.1% or even 1% level, one would like to decide whether it was still compatible with the KM ansatz or required the intervention of New Physics. An important element in such an analysis would be to reach the required experimental sensitivity in several channels, in particular those that contain neutrals to determine the size and phases of the contributing isospin amplitudes.
## 4 Summary
The urgency for obtaining answers to some open questions in heavy flavour decays might actually have increased in 2010: (i) With the experimental errors for CP asymmetries in $`B`$ decays having been decreased to about 2% a matching accuracy in the predicted values will be desirable. (ii) If $`D^0\overline{D}^0`$ oscillations and CP asymmetries in charm decays had been found, one would like to know whether they require New Physics.
It appears possible that a $`\nu `$fact with its novel and even superior systematics could make substantial contributions to these areas: they might allow more sensitive measurements of either the primary effect or of secondary effects that would help us in a proper interpretation of the observations.
Acknowledgements
The organizers deserve heartfelt thanks to finding such a lovely site. This work has been supported by the NSF under the grant PHY 96-05080.
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# 1 Introduction
## 1 Introduction
The Wilsonian renormalization group (RG) provides the most physical framework to study general properties of quantum field theories. In this formulation quantum fluctuations at short distances are integrated out to give an effective action for longer distances. In this approach the bare action can be though as the result of integrating out the degrees of freedom with frequencies higher than the ultraviolet (UV) scale $`\mathrm{\Lambda }_0`$ of the underlying theory (eventually more fundamental). By further integrating out the fields with frequencies up to some lower scale $`\mathrm{\Lambda }`$ one obtains the so called Wilsonian effective action. In this process one needs to introduce a scale which may conflict with symmetries. For a gauge theory, the gauge symmetry is completely broken at the intermediate scale $`\mathrm{\Lambda }`$ and one has to show that the physical theory (i.e. when all cutoffs are removed) satisfies the Slavnov-Taylor (ST) identity. This problem as been investigated in refs. - where it has been proved that by finely tuning the couplings in the Wilsonian effective action the usual ST identity is recovered at $`\mathrm{\Lambda }=0`$, at least in perturbation theory. This fine-tuning provides some of the boundary conditions of the RG flow. In particular the breaking of the symmetry can be studied at the physical point $`\mathrm{\Lambda }=0`$ or at the UV scale . In the former case one enforces the relevant part of the usual ST identity and determines the boundary conditions at the physical point $`\mathrm{\Lambda }=0`$ of the relevant non-invariant couplings of the Wilsonian effective action in terms of physical vertices evaluated at the subtraction point. Due to the non-locality of these vertices, the fine-tuning is analytically difficult to solve (see ref. where the boundary conditions of six relevant non-invariant couplings of a pure gauge SU(2) theory at the first loop order were found in this way). In the latter the fine-tuning provides the couplings of the bare action, which contains all possible relevant interactions.
The conflict between symmetries and regularization is a long-standing problem in quantum field theory: in presence of chiral fermions no consistent regularization is known to preserve chiral symmetry and all possible non-invariant counterterms must be added to the classical action in order to compensate the breaking of the symmetry generated by the regularization. Although for non-anomalous theories this is an algebraic solvable problem, the determination of these counterterms is quite difficult in practice. In this paper we will use the RG formulation and the fine-tuning at the UV scale to provide all non-invariant counterterms of the bare action at the one-loop order. In order to keep things as simple as possible we will restrict to a pure gauge $`SU(2)`$ theory. The inclusion of chiral fermions can be done following the same lines .
The paper is organized as follows. In section 2, after introducing some notation, we give a brief description of the RG method for the gauge case. In section 3 we recall the effective ST identity for this theory. In section 4 we determine the non-invariant couplings of the bare action at one-loop order by solving the fine-tuning at $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$. Technical details of this calculation are given in the appendix. In section 5 we present some concluding remarks and hints for the generalization of this computation to higher loops.
## 2 Renormalization group flow
Consider the $`SU(2)`$ gauge theory described by the classical Lagrangian (in the Feynman gauge)
$$S_{YM}=d^4x\left\{\frac{1}{4}F_{\mu \nu }F^{\mu \nu }\frac{1}{2}\left(^\mu A_\mu \right)^2\overline{c}^\mu D_\mu c\right\},$$
where the gauge stress tensor and the covariant derivative are given by $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu +gA_\mu A_\nu `$, $`D_\mu c=_\mu c+gA_\mu c`$ and we have introduced the usual scalar and external SU(2) products. This action is invariant under the BRS transformation
$$\delta A_\mu ^a=\frac{1}{g}\eta D_\mu ^{ab}c^b,\delta c^a=\frac{1}{2}\eta ฯต^{abc}c^bc^c,\delta \overline{c}^a=\frac{1}{g}\eta ^\mu A_\mu ^a$$
with $`\eta `$ a Grassmann parameter.
Introducing the sources $`u_\mu ^a`$, $`v^a`$ associated to the variations of $`A_\mu ^a`$, $`c^a`$ respectively one has the BRS action
$$S_{BRS}[\mathrm{\Phi },\gamma ]=S_{YM}+d^4x\left\{\frac{1}{g}u_\mu ^aD_\mu ^{ab}c^b\frac{1}{2}ฯต^{abc}v^ac^bc^c\right\}$$
(1)
where we have denoted by $`\mathrm{\Phi }`$ and $`\gamma `$ the fields and the BRS sources
$$\mathrm{\Phi }_I=\{A_\mu ^a,c^a,\overline{c}^a\},\gamma _i=\{w_\mu ^a,v^a\},$$
and $`w_\mu ^a=u_\mu ^a+g_\mu \overline{c}^a`$ (no source is introduced for $`\overline{c}^a`$).
According to Wilson the fields with frequencies $`\mathrm{\Lambda }^2<p^2<\mathrm{\Lambda }_0^2`$ are integrated in the path integral giving
$$Z[J,\gamma ]=N[J;\mathrm{\Lambda },\mathrm{\Lambda }_0]๐\mathrm{\Phi }\mathrm{exp}i\{\frac{1}{2}(\mathrm{\Phi }D^1\mathrm{\Phi })_{0\mathrm{\Lambda }}+(J\mathrm{\Phi })_{0\mathrm{\Lambda }}+S_{\text{eff}}[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{\Lambda }_0]\},$$
(2)
where $`N[J;\mathrm{\Lambda },\mathrm{\Lambda }_0]`$ contributes to the quadratic part of $`Z[J,\gamma ]`$ and the functional $`S_{\text{eff}}`$ is the Wilsonian effective action which is the generator of the connected amputated cutoff Green functions (except the tree-level two-point function). $`S_{\text{eff}}`$ contains cutoff propagators $`D_{\mathrm{\Lambda }\mathrm{\Lambda }_0}`$ given by the free propagators $`D(p)`$ multiplied by a cutoff function $`K_{\mathrm{\Lambda }\mathrm{\Lambda }_0}`$ which is one for $`\mathrm{\Lambda }^2<p^2<\mathrm{\Lambda }_0^2`$ and rapidly vanishes outside. In (2) we have also introduced the cutoff scalar products between fields and sources
$$\frac{1}{2}(\mathrm{\Phi }D^1\mathrm{\Phi })_{\mathrm{\Lambda }\mathrm{\Lambda }_0}_pK_{\mathrm{\Lambda }\mathrm{\Lambda }_0}^1(p)p^2\left\{\frac{1}{2}A_\mu ^a(p)A_\mu ^a(p)\overline{c}^a(p)c^a(p)\right\},_p\frac{d^4p}{(2\pi )^4},$$
$$(J\mathrm{\Phi })_{\mathrm{\Lambda }\mathrm{\Lambda }_0}_pK_{\mathrm{\Lambda }\mathrm{\Lambda }_0}^1(p)\left\{j_\mu ^a(p)A_\mu ^a(p)+[\overline{\chi }^a(p)\frac{i}{g}p_\mu u_\mu ^a(p)]c^a(p)+\overline{c}^a(p)\chi ^a(p)\right\}.$$
Notice that at $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$ the Wilsonian effective action coincides with the bare action.
The requirement that $`Z[J,\gamma ]`$ is independent of the infrared cutoff $`\mathrm{\Lambda }`$ can be translated into a flow equation for $`S_{\text{eff}}`$, referred to as the exact RG equation. For our purposes it is convenient to perform a Legendre transform on $`S_{\text{eff}}`$ in order to obtain the so-called โcutoff effective actionโ $`\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{\Lambda }_0]`$, which is the generator of 1PI cutoff vertex functions and reduces to the physical quantum effective action in the limits $`\mathrm{\Lambda }0`$ and $`\mathrm{\Lambda }_0\mathrm{}`$. The flow equation can be written as -
$$\mathrm{\Lambda }_\mathrm{\Lambda }\mathrm{\Pi }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{\Lambda }_0]=\frac{i}{2}_q\left[\frac{\mathrm{\Lambda }D_{\mathrm{\Lambda }\mathrm{\Lambda }_0}^1(q)}{\mathrm{\Lambda }}\right]_{AB}(1)^{\delta _A}\left[\frac{\delta ^2\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{\Lambda }_0]}{\delta \mathrm{\Phi }_A(q)\delta \mathrm{\Phi }_B(q)}\right]^1,$$
(3)
where $`\delta _A=1`$ if $`\mathrm{\Phi }_A`$ is a fermionic field and $`0`$ otherwise and
$$\mathrm{\Pi }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{\Lambda }_0]=\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{\Lambda }_0]+\frac{1}{2}(\mathrm{\Phi },D^1\mathrm{\Phi })_{\mathrm{\Lambda }\mathrm{\Lambda }_0}\frac{1}{2}(\mathrm{\Phi },D^1\mathrm{\Phi })_{0\mathrm{\Lambda }_0}.$$
(4)
This equation can be integrated by giving boundary conditions in $`\mathrm{\Lambda }`$. In order to set them we distinguish between relevant couplings and irrelevant vertices according to their mass dimension. Relevant couplings have non-negative mass dimension and are defined as the value of some vertices and their derivatives at a given normalization point (see for their definition). For the $`SU(2)`$ theory there are nine relevant couplings which are the coefficients of the following monomials
$`\frac{1}{2}A_\mu (g_{\mu \nu }^2_\mu _\nu )A_\nu ,w_\mu _\mu c,\frac{1}{2}A_\mu A_\mu ,\frac{1}{2}(_\mu A_\mu )^2,`$
$`(_\nu A_\mu )A_\mu A_\nu ,w_\mu cA_\mu ,\frac{1}{2}vcc,`$ (5)
$`{\displaystyle \frac{1}{4}}(A_\mu A_\nu )(A_\mu A_\nu ),{\displaystyle \frac{1}{4}}(A_\mu A_\nu )(A_\mu A_\nu ).`$
To set the boundary conditions, one observes that the cutoff effective action $`\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{\Lambda }_0]`$ at $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$ becomes the bare action and to ensure perturbative renormalizability it must be local, thus irrelevant vertices must vanish at $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$. As far as the relevant couplings, the boundary conditions must provide the physical coupling $`g(\mu )`$ and guarantee symmetry. In fact the cutoff $`\mathrm{\Lambda }`$ explicitly breaks gauge invariance and one has to show that at the physical point $`\mathrm{\Lambda }=0`$ and $`\mathrm{\Lambda }_0\mathrm{}`$ the Slavnov-Taylor identity can be recovered. As shown in refs. the symmetry is ensured if the relevant couplings are properly fixed at some value of $`\mathrm{\Lambda }`$. In the next section we briefly recall how this procedure can be implemented.
Once the boundary conditions are given, equation (3) can be thought as an alternative definition of the theory which in principle is non-perturbative. On the other hand the iterative solution of (3) reproduces the usual loop expansion and, as shown by Polchinski , the $`\mathrm{\Lambda }_0\mathrm{}`$ limit of $`\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{\Lambda }_0]`$ is finite for all values of $`\mathrm{\Lambda }`$ <sup>1</sup><sup>1</sup>1For a generalization of this proof to gauge theories see for instance .. In the following this limit will be taken and $`\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda },\mathrm{}]`$ will be denoted by $`\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]`$. Notice that, once this limit has been performed, the irrelevant vertices of $`\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]`$ do not vanish at $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$ but are only suppressed by inverse powers of $`\mathrm{\Lambda }_0`$.
## 3 Effective ST identity
In the RG formulation the ST identity for the physical effective action $`\mathrm{\Gamma }[\mathrm{\Phi },\gamma ]\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;0,\mathrm{}]`$ is ensured if the cutoff effective action satisfies a modified ST -. As usual in studying ST identities, it is convenient to remove from the functional $`\mathrm{\Pi }`$ given in (4) the gauge fixing term and introduce the Slavnov operator
$$๐ฎ_\mathrm{\Pi }^{}=i_p\left(\frac{\delta \mathrm{\Pi }^{}}{\delta \mathrm{\Phi }_i(p)}\frac{\delta }{\delta \gamma _i(p)}+\frac{\delta \mathrm{\Pi }^{}}{\delta \gamma _i(p)}\frac{\delta }{\delta \mathrm{\Phi }_i(p)}\right),\mathrm{\Phi }_i=\{A_\mu ,c\}$$
with
$$\mathrm{\Pi }^{}[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]=\mathrm{\Pi }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]+\frac{1}{2}_pp_\mu p_\nu A_\mu (p)A_\nu (p).$$
The modified ST identity then reads
$$\mathrm{\Delta }_\mathrm{\Gamma }(\mathrm{\Lambda })๐ฎ_\mathrm{\Pi }^{}\mathrm{\Pi }^{}[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]+\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }(\mathrm{\Lambda })=0,$$
(6)
where
$`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]=\mathrm{}{\displaystyle _{p,q}}K_{0\mathrm{\Lambda }}(p)(1)^{\delta _L}\left[D_\mathrm{\Lambda }\mathrm{}^1(p)\right]_{Li}\left[{\displaystyle \frac{\delta ^2\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]}{\delta \mathrm{\Phi }_L(p)\delta \mathrm{\Phi }_J(q)}}\right]^1`$
$`\times {\displaystyle \frac{\delta ^2}{\delta \mathrm{\Phi }_J(q)\delta \gamma _i(p)}}\left(\mathrm{\Pi }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]{\displaystyle \frac{1}{g}}{\displaystyle _x}u_\mu _\mu c\right).`$ (7)
The factor $`\mathrm{}`$ has been inserted to put into evidence that $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$ vanishes at tree-level. Notice that at the physical point $`\mathrm{\Lambda }=0`$ the gauge symmetry condition (6) reduces to the usual ST identity, since $`\mathrm{\Pi }`$ becomes the physical effective action and $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$ vanishes. It can be shown that if $`\mathrm{\Delta }_\mathrm{\Gamma }`$ vanishes up to loop $`\mathrm{}`$ then at the next loop $`\mathrm{\Delta }_\mathrm{\Gamma }`$ is $`\mathrm{\Lambda }`$-independent and therefore can be analyzed at every value of $`\mathrm{\Lambda }`$. If one imposes (6) at $`\mathrm{\Lambda }=0`$, one gets the boundary conditions for the relevant part of the effective action given in terms of the physical coupling $`g(\mu )`$. Alternatively, in (6) one can choose $`\mathrm{\Lambda }`$ much bigger than all external momenta, namely $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$, and determine the cutoff dependent couplings of UV action. Both these procedures provide the boundary conditions of the RG flow for the non-invariant relevant couplings of the cutoff effective action. We will adopt the latter possibility in the present paper.
At $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$ the functional $`\mathrm{\Delta }_\mathrm{\Gamma }`$ is local, or more precisely, its irrelevant contributions vanish as inverse powers of $`\mathrm{\Lambda }_0`$ and disappear in the $`\mathrm{\Lambda }_0\mathrm{}`$ limit (see for a proof). This is obviously true for the functional $`๐ฎ_\mathrm{\Pi }^{}\mathrm{\Pi }^{}(\mathrm{\Lambda }_0)`$, due to the boundary conditions imposed on the irrelevant vertices of $`\mathrm{\Pi }`$, and can be shown by a direct calculation for the functional $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }(\mathrm{\Lambda }_0)`$. Therefore in the $`\mathrm{\Lambda }_0\mathrm{}`$ limit the effective ST identity (6) reduces to a finite set of equations (the so called fine-tuning equations) obtained by requiring the vanishing of relevant part of $`\mathrm{\Delta }_\mathrm{\Gamma }`$. In fact this system of equations overdetermines the UV couplings and in order to prove its solvability one must exploit the so-called consistency conditions which reduce the number of independent equations . In the next section we will solve these fine-tuning equations at one-loop order tuning the couplings of the UV action at this order. Besides determining these couplings this calculation provides a direct check of the solvability of the fine-tuning problem.
## 4 One-loop computations
At one-loop and at $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$, the fine-tuning equation (6) reduces to
$$๐ฎ_{\mathrm{\Pi }^{(0)}}\mathrm{\Pi }^{(1)}(\mathrm{\Lambda }_0)=\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }^{(1)}(\mathrm{\Lambda }_0),$$
(8)
where the local functional $`\mathrm{\Pi }^{(1)}(\mathrm{\Lambda }_0)\mathrm{\Pi }^{(1)}[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }_0]`$ contains the relevant monomials given in (LABEL:mono) (as discussed in the previous section its irrelevant contributions vanish as $`\mathrm{\Lambda }_0\mathrm{}`$ and therefore can be omitted in the calculations performed in this section). This functional can be split into two contributions <sup>2</sup><sup>2</sup>2For the sake of simplicity the loop order index will be sometimes understood.
$$\mathrm{\Pi }(\mathrm{\Lambda }_0)=\mathrm{\Pi }_{\text{inv}}(\mathrm{\Lambda }_0)+\stackrel{~}{\mathrm{\Pi }}(\mathrm{\Lambda }_0),$$
(9)
where $`\mathrm{\Pi }_{\text{inv}}`$ satisfies the ST identity i.e. $`๐ฎ_{\mathrm{\Pi }_{\text{inv}}}\mathrm{\Pi }_{\text{inv}}=0`$. The explicit form of $`\mathrm{\Pi }_{\text{inv}}`$ is
$$\mathrm{\Pi }_{\text{inv}}(\mathrm{\Lambda }_0)=\text{d}^4x\left\{\frac{1}{4}z_1_{\mu \nu }^{\mu \nu }+z_2z_3\left(\frac{1}{gz_3}w_\mu ๐_\mu c\frac{1}{2}vcc\right)\right\},$$
with $`_{\mu \nu }=_\mu A_\nu _\nu A_\mu +gz_3A_\mu A_\nu `$ and the covariant derivative given by $`๐_\mu c=_\mu c+gz_3A_\mu c`$. The remaining monomials contribute to $`\stackrel{~}{\mathrm{\Pi }}`$ which can be written as
$`\stackrel{~}{\mathrm{\Pi }}(\mathrm{\Lambda }_0)`$ $``$ $`{\displaystyle }\text{d}^4x\{\sigma _1\mathrm{\Lambda }_0^2{\displaystyle \frac{1}{2}}A_\mu ^2+\sigma _2{\displaystyle \frac{1}{2}}(_\mu A_\mu )^2+\sigma _3w_\mu cA_\mu +\sigma _4{\displaystyle \frac{1}{2}}vcc`$ (10)
$`+`$ $`\sigma _5{\displaystyle \frac{g^2}{4}}(A_\mu A_\nu )^2+\sigma _6{\displaystyle \frac{g^2}{4}}(A_\mu A_\nu )^2\}.`$
The functional $`\mathrm{\Pi }(\mathrm{\Lambda }_0)`$ is equal to the UV action $`S_{\mathrm{\Lambda }_0}[\mathrm{\Phi },\gamma ]`$ with the UV wave function constants and UV couplings given by
$$z_i=z_i(g,\mu /\mathrm{\Lambda }_0),\sigma _i=\sigma _i(g,\mu /\mathrm{\Lambda }_0).$$
Notice that the fine-tuning equation (8) allows to compute the couplings in $`\mathrm{\Pi }^{(1)}(\mathrm{\Lambda }_0)`$ since $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }^{(1)}(\mathrm{\Lambda }_0)`$ depends only on $`\mathrm{\Pi }^{(0)}=S_{BRS}`$. As a matter of fact only the couplings $`\sigma _i`$ are tuned with this procedure. On the contrary the couplings $`z_i`$ are not involved in the fine-tuning. They are free parameters which can be fixed setting the field normalization and the gauge coupling at the subtraction point $`\mu `$ equal to their physical values at $`\mathrm{\Lambda }=0`$, i.e. $`z_i(\mathrm{\Lambda }=0)=1`$. In the standard language this corresponds to the renormalization prescriptions. In the following subsections we will determine the expression for the couplings $`\sigma _i`$ in term of the Yang-Mills coupling $`g`$ and the cutoff function. The values of these couplings corresponding to three different choices of the cutoff function are collected in the tables $`1`$-$`3`$ given below.
Using the parameterization given in (9) and (10), the l.h.s. of (8) becomes
$`๐ฎ_{\mathrm{\Pi }^{(0)}}\mathrm{\Pi }^{(1)}(\mathrm{\Lambda }_0)={\displaystyle }d^4x\{\delta _1\mathrm{\Lambda }_0^2A_\mu _\mu c+\delta _2A_\mu ^2_\mu c+\delta _3A_\mu (^2A_\mu )c.`$
$`.+\delta _4A_\mu (_\mu _\nu A_\nu )c+\frac{1}{2}\delta _5(_\mu w_\mu )cc+\frac{1}{2}\delta _6(w_\mu A_\mu )(cc).`$
$`.+\delta _7((_\mu A_\mu )A_\nu )(A_\nu c)+\delta _8((_\mu A_\mu )c)(A_\nu A_\nu )+\delta _9((_\nu A_\mu )A_\nu )(A_\mu c).`$
$`.+\delta _{10}((_\nu A_\mu )A_\mu )(A_\nu c)+\delta _{11}((_\nu A_\mu )c)(A_\mu A_\nu )\}`$
where
$`\delta _1={\displaystyle \frac{i}{g}}\sigma _1,\delta _2={\displaystyle \frac{i}{g}}\sigma _2,`$
$`\delta _3=i\sigma _3,\delta _4=i(\sigma _2\sigma _3),`$
$`\delta _5={\displaystyle \frac{1}{g}}\delta _6={\displaystyle \frac{i}{g}}(\sigma _3\sigma _4),`$
$`\delta _7=\delta _9=\delta _{11}=ig(\sigma _3+\sigma _6\sigma _5),\delta _8={\displaystyle \frac{1}{2}}\delta _{10}=ig(\sigma _5\sigma _3).`$ (11)
The system of equations obtained by imposing $`\delta _i`$ to be equal to the coefficient of the corresponding monomials in $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$ overdetermines the couplings $`\sigma _i`$ (eleven equations and five unknown couplings) therefore it can be solved if one has only five independent equations. The necessary six relations among the parameters $`\delta _i`$ are automatically obtained from the anticommutativity of the BRS operator $`๐ฎ_\mathrm{\Pi }`$, as can be seen in (4). Though it is not evident that the same relations hold for the coefficients of $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$, the direct calculation given in the following subsections will shown that this is true.
At one-loop oder $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$ can be evaluated taking the integrand in (LABEL:dgh) at tree level and noticing that $`\mathrm{\Pi }^{(0)}=S_{BRS}`$ and then the sum over $`\mathrm{\Phi }_J`$ is restricted to the $`(A,c)`$fields. At $`\mathrm{\Lambda }=\mathrm{\Lambda }_0`$, $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }^{(1)}`$ is given by
$$\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }^{(1)}(\mathrm{\Lambda }_0)=_{p,q}K_{0\mathrm{\Lambda }_0}(p)()^{\delta _i}\left(D_{\mathrm{\Lambda }_0\mathrm{}}(q)\overline{\mathrm{\Gamma }}^{(0)}[q,p;\mathrm{\Lambda }_0]\right)_{ji}\frac{\delta ^2}{\delta \mathrm{\Phi }_j(q)\delta \gamma _i(p)}\left(S_{BRS}\frac{1}{g}_xu_\mu _\mu c\right),$$
(12)
where the functional $`\overline{\mathrm{\Gamma }}^{(0)}`$ originating from the inversion of $`\frac{\delta ^2\mathrm{\Gamma }[\mathrm{\Phi },\gamma ;\mathrm{\Lambda }]}{\delta \mathrm{\Phi }(q)\delta \mathrm{\Phi }(p)}`$ is recursively defined as
$`\overline{\mathrm{\Gamma }}_{IJ}^{(0)}[q,p;\mathrm{\Phi },\gamma ;\mathrm{\Lambda }_0]=()^{\delta _J}\left(S_{BRS}^{int}(q,p)\right)_{IJ}`$
$`{\displaystyle _q^{}}\left(D_{\mathrm{\Lambda }_0\mathrm{}}(q^{})\overline{\mathrm{\Gamma }}^{(0)}[q^{},p;\mathrm{\Phi },\gamma ;\mathrm{\Lambda }_0]\right)_{LJ}\left(S_{BRS}^{int}(q,q^{})\right)_{IL},`$ (13)
with $`S_{BRS}^{int}`$ the interaction part of $`S_{BRS}`$ and
$$\left(S_{BRS}^{int}(p,q)\right)_{IJ}=\frac{\delta }{\delta \mathrm{\Phi }_J(q)}\frac{\delta }{\delta \mathrm{\Phi }_I(p)}S_{BRS}^{int}.$$
For instance when $`\mathrm{\Phi }_I`$ and $`\mathrm{\Phi }_J`$ are vector fields one has
$$\left(S_{BRS}^{int}(p,q)\right)_{A_\nu ^bA_\mu ^a}=igฯต^{abc}t_{\mu \nu \rho }(p,q)A_\rho ^c(pq)g^2t_{\mu \nu \rho \sigma }^{abcd}_kA_\rho ^c(k)A_\sigma ^d(pqk),$$
(14)
where
$$t_{\mu \nu \rho }(p,q)=(pq)_\rho g_{\mu \nu }+(2q+p)_\mu g_{\nu \rho }(2p+q)_\nu g_{\mu \rho }$$
and
$`t_{\mu _1\mathrm{}\mu _4}^{a_1\mathrm{}a_4}=\left(ฯต^{a_1a_2c}ฯต^{ca_3a_4}ฯต^{a_1a_4c}ฯต^{ca_2a_3}\right)g_{\mu _1\mu _3}g_{\mu _2\mu _4}+\left(ฯต^{a_1a_3c}ฯต^{ca_2a_4}ฯต^{a_1a_4c}ฯต^{ca_3a_2}\right)g_{\mu _1\mu _2}g_{\mu _3\mu _4}`$
$`+\left(ฯต^{a_1a_3c}ฯต^{ca_4a_2}ฯต^{a_1a_2c}ฯต^{ca_3a_4}\right)g_{\mu _1\mu _4}g_{\mu _2\mu _3}`$
are the three and four-vector elementary vertices, respectively.
In the following subsections we compute the coefficients of the various field monomials in $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$.
### 4.1 $`Ac`$-vertex
There are three contributions <sup>3</sup><sup>3</sup>3This computation can be found in and is repeated here for completeness. to the $`A_\mu c`$vertex which are obtained inserting in (12) the first term of (LABEL:bG0) and setting $`(\gamma _i=w_\nu ,\mathrm{\Phi }_j=A_\nu )`$, $`(\gamma _i=w_\nu ,\mathrm{\Phi }_j=c)`$ and $`(\gamma _i=v,\mathrm{\Phi }_j=c)`$. The corresponding graphs are given in Fig 1.
Using the vertices of $`S_{BRS}`$ one obtains
$$_pA_\mu (p)c(p)\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu }^{(Ac)}(p;\mathrm{\Lambda }_0)$$
with
$$\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu }^{(Ac)}(p;\mathrm{\Lambda }_0)=2ig_q\left(t_{\nu \mu \nu }(q,p)2q_\mu \right)\frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)}{q^2}K_{0\mathrm{\Lambda }_0}(q+p).$$
The presence of the two cutoff functions having almost non-intersecting supports (i.e. $`q^2\mathrm{\Lambda }_0^2`$, $`(q+p)^2\mathrm{\Lambda }_0^2`$) ensures that this vertex is quadratically divergent in the $`\mathrm{\Lambda }_0\mathrm{}`$ limit but without logarithmic divergences. In this limit one gets
$$\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu }^{(Ac)}(p;\mathrm{\Lambda }_0)=ip_\mu [\widehat{\delta }_1\mathrm{\Lambda }_0^2\widehat{\delta }_2p^2+๐ช(p^4/\mathrm{\Lambda }_0^2)]$$
with
$$\widehat{\delta }_1=\frac{2g}{\mathrm{\Lambda }_0^2}_q\frac{(1K)(3K+2K^{}q^2)}{q^2},$$
(15)
and
$$\widehat{\delta }_2=2g_q\frac{(1K)(18K^{}+21K^{\prime \prime }q^2+4K^{\prime \prime \prime }q^4)}{6q^2},$$
(16)
where $`KK_{0\mathrm{\Lambda }_0}(q)`$ and the denotes the derivative with respect to $`q^2`$ and we have used the identity $`K_{\mathrm{\Lambda }_0\mathrm{}}(q)=1K_{0\mathrm{\Lambda }_0}(q)`$. The coefficients $`\widehat{\delta }_1`$ and $`\widehat{\delta }_2`$ are finite and cutoff function dependent. Recalling that $`K_{0\mathrm{\Lambda }_0}(0)=1`$ and that $`K_{0\mathrm{\Lambda }_0}(q)0`$ rapidly enough for $`q^2\mathrm{}`$, (15) and (16) can be rewritten as
$$\widehat{\delta }_1=\frac{2g}{\mathrm{\Lambda }_0^2}_q\frac{(12K)K}{q^2}$$
(17)
and
$$\widehat{\delta }_2=g\left(\frac{5r}{6}3_qK^2\right),$$
(18)
where $`r=i/(16\pi ^2)`$ (the factor $`i`$ comes from the $`q`$-integration). The fine-tuning equation (8) for the $`Ac`$-vertex becomes
$$\delta _1=\widehat{\delta }_1,\delta _2=\widehat{\delta }_2.$$
Then from (4) one finds that $`\sigma _1`$ and $`\sigma _2`$ are given by
$$\sigma _1^{(1)}=\frac{2ig^2}{\mathrm{\Lambda }_0^2}_q\frac{(12K)K}{q^2},$$
(19)
$$\sigma _2^{(1)}=ig^2\left(\frac{5r}{6}3_qK^2\right)$$
(20)
and their values depend, as shown in table 1, on the cutoff function.
### 4.2 $`AAc`$-vertex
In order to find the $`AAc`$-vertex one has to insert in (12) the functional $`\overline{\mathrm{\Gamma }}^{(0)}`$ obtained from the first iteration in (LABEL:bG0), i.e.
$$()^{\delta _J}_q^{}\left(D_{\mathrm{\Lambda }_0\mathrm{}}(q^{})S_{BRS}^{int}(q^{},p)\right)_{LJ}\left(S_{BRS}^{int}(q,q^{})\right)_{IL}.$$
(21)
One finds one contribution for $`(\gamma _i=w_\nu ,\mathrm{\Phi }_j=A_\nu )`$, two for $`(\gamma _i=w_\nu ,\mathrm{\Phi }_j=c)`$ and one for $`(\gamma _i=v,\mathrm{\Phi }_j=c)`$ (plus the terms obtained from the permutation of the two vectors).
The corresponding graphs are given in Fig 2. Using the vertices of $`S_{BRS}`$ one obtains
$$\frac{1}{2}_{p_1p_2}A_{\mu _1}(p_1)A_{\mu _2}(p_2)c(p_1p_2)\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu _1\mu _2}^{(AAc)}(p_1,p_2;\mathrm{\Lambda }_0)$$
with
$`\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu _1\mu _2}^{(AAc)}(p_1,p_2;\mathrm{\Lambda }_0)`$
$`={\displaystyle \frac{g^2}{2}}{\displaystyle _q}[t_{\rho \mu _1\nu }(q,p_1)t_{\nu \mu _2\rho }(q+p_1,p_2){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1)}{q^2(q+p_1)^2}}K_{0\mathrm{\Lambda }_0}(q+p_1+p_2)`$
$`(q+p_1+p_2)_\nu t_{\nu \mu _1\mu _2}(q,p_1){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1+p_2)}{q^2(q+p_1+p_2)^2}}K_{0\mathrm{\Lambda }_0}(q+p_1)`$
$`q_{\mu _1}(q+p_1)_{\mu _2}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1)}{q^2(q+p_1)^2}}(K_{0\mathrm{\Lambda }_0}(qp_2)+K_{0\mathrm{\Lambda }_0}(q+p_1+p_2))`$
$`(12)].`$
In the $`\mathrm{\Lambda }_0\mathrm{}`$ limit one gets
$$\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu _1\mu _2}^{(AAc)}(p_1,p_2;\mathrm{\Lambda }_0)=g_{\mu _1\mu _2}(p_1^2p_2^2)\widehat{\delta }_3+(p_{1\mu _1}p_{1\mu _2}p_{2\mu _1}p_{2\mu _2})\widehat{\delta }_4+๐ช(P^4/\mathrm{\Lambda }_0^2),$$
where $`P`$ is a combination of the external momenta $`p_1`$ and $`p_2`$,
$$\widehat{\delta }_3=g^2_q\frac{(1K)}{6q^4}[13K^22q^2(11K^{}+8K^2q^2+K^{\prime \prime }q^2)+K(13+15K^{}q^28K^{\prime \prime }q^4)]$$
(22)
and
$$\widehat{\delta }_4=g^2_q\frac{(1K)}{6q^4}[13K^2+2q^2(8K^{}+10K^2q^2K^{\prime \prime }q^2)+K(13+45K^{}q^2+10K^{\prime \prime }q^4)].$$
(23)
The fine-tuning equation (8) for the $`AAc`$-vertex allows to find the value of $`\sigma _3`$ in term of $`g`$ and the cutoff function. From $`\delta _3=\widehat{\delta }_3`$ and (4) one finds
$$\sigma _3^{(1)}=ig^2\left(\frac{37r}{36}_q\frac{13K(1K)^2+10q^4K^2}{6q^4}\right)$$
(24)
and its value for different choices of the cutoff function is given in table 2.
In order to check the consistency of our computation the fine-tuning equation $`\delta _4i(\sigma _2\sigma _3)=\widehat{\delta }_4`$ must be automatically satisfied with the couplings $`\sigma _2`$ and $`\sigma _3`$ previously determined and given in (20) and (24), respectively. Alternatively one has to prove the consistency condition $`\widehat{\delta }_3+\widehat{\delta }_4=g\widehat{\delta }_2`$. From (22) and (23) one finds
$$\frac{1}{g}(\widehat{\delta }_4+\widehat{\delta }_3)=g_q\frac{1K}{q^2}(K^{}+5KK^{}+6K^2q^2+3KK^{\prime \prime }q^2)$$
which becomes equal to (18) after integration by parts.
### 4.3 $`AAAc`$-vertex
The $`AAAc`$-vertex receives contribution from (21) and the term originating from the second iteration of (LABEL:bG0) i.e.
$$()^{\delta _J}_{q^{}q^{\prime \prime }}\left(D_{\mathrm{\Lambda }_0\mathrm{}}(q^{\prime \prime })S_{BRS}^{int}(q^{\prime \prime },p)\right)_{HJ}\left(D_{\mathrm{\Lambda }_0\mathrm{}}(q^{})S_{BRS}^{int}(q^{},q^{\prime \prime })\right)_{LH}\left(S_{BRS}^{int}(q,q^{})\right)_{IL}.$$
(25)
The corresponding graphs are shown in figs. 5-7 and the various contributions are computed in Appendix A. After performing the trace over the gauge indices this vertex can be written as
$$\frac{1}{3!}_{p_1p_2p_3}\left(A_{\mu _1}(p_1)A_{\mu _2}(p_2)\right)\left(A_{\mu _3}(p_3)c(p_1p_2p_3)\right)\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu _1\mu _2\mu _3}^{(AAAc)}(p_1,p_2,p_3;\mathrm{\Lambda }_0).$$
In the $`\mathrm{\Lambda }_0\mathrm{}`$ limit one obtains
$`\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu _1\mu _2\mu _3}^{(AAAc)}(p_1,p_2,p_3;\mathrm{\Lambda }_0)=3i[\widehat{\delta }_7(p_{1\mu _1}g_{\mu _2\mu _3}+p_{2\mu _2}g_{\mu _1\mu _3})+2\widehat{\delta }_8p_{3\mu _3}g_{\mu _1\mu _2}`$
$`+\widehat{\delta }_9(p_{1\mu _2}g_{\mu _1\mu _3}+p_{2\mu _1}g_{\mu _2\mu _3})+\widehat{\delta }_{10}(p_{1\mu _3}+p_{2\mu _3})g_{\mu _1\mu _2}+\widehat{\delta }_{11}(p_{3\mu _2}g_{\mu _1\mu _3}+p_{3\mu _1}g_{\mu _2\mu _3})]`$
$`+๐ช(P^4/\mathrm{\Lambda }_0^2),`$ (26)
where
$$\widehat{\delta }_7=\widehat{\delta }_9=\widehat{\delta }_{11}=g^3_q\frac{(1K)}{6q^4}[31K^3+K^2(124K^{}q^247)+K(16111K^{}q^2)+14K^{}q^2]$$
(27)
and
$$\widehat{\delta }_8=\frac{1}{2}\widehat{\delta }_{10}=g^3_q\frac{(1K)}{6q^4}[23K^3+K^2(56K^{}q^225)+K(248K^{}q^2)+K^{}q^2].$$
(28)
By using the fine-tuning equation (8), together with the results (4) and (24), the couplings $`\sigma _5`$ and $`\sigma _6`$ are given by
$$\sigma _5^{(1)}=ig^2\left(\frac{3r}{2}+_q\frac{K(1K)(23K^212K11)10K^2q^4}{6q^4}\right),$$
$$\sigma _6^{(1)}=ig^2\left(\frac{2r}{3}+_q\frac{(1K)(9K^3+12K^2+3K)}{q^4}\right)$$
and their values for different cutoff functions are given in table 3.
### 4.4 $`wcc`$-vertex
The $`wcc`$-vertex is obtained inserting (21) in (12) and is given by the three graphs depicted in Fig. 3. Using the vertices of $`S_{BRS}`$ one gets
$$\frac{1}{2}_{p_1p_2}w_\mu (p_1p_2)c(p_1)c(p_2)\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu }^{(wcc)}(p_1,p_2;\mathrm{\Lambda }_0)$$
with
$`\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu }^{(wcc)}(p_1,p_2;\mathrm{\Lambda }_0)`$
$`=g{\displaystyle _q}[(qp_1p_2)_\mu {\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)K_{\mathrm{\Lambda }_0\mathrm{}}(qp_1p_2)K_{0\mathrm{\Lambda }_0}(qp_2)}{q^2(qp_1p_2)^2}}`$
$`q_\mu {\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_2)[K_{0\mathrm{\Lambda }_0}(q+p_1+p_2)+K_{0\mathrm{\Lambda }_0}(qp_1)]}{q^2(q+p_2)^2}}`$
$`+(12)].`$
In the $`\mathrm{\Lambda }_0\mathrm{}`$ limit one obtains
$$\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu }^{(wcc)}(p_1,p_2;\mathrm{\Lambda }_0)=i(p_1+p_2)_\mu [\widehat{\delta }_5+๐ช(P^2/\mathrm{\Lambda }_0^2)],$$
where
$$\widehat{\delta }_5=g_q\frac{(1+4K3K^2)K^{}}{q^2}=0$$
as integration by parts can show. Thus from (4) the one-loop value of the coupling $`\sigma _4`$ is given by (24).
### 4.5 $`wccA`$-vertex
The fine-tuning equation for this vertex is directly obtained form the the relation between $`\delta _5`$ and $`\delta _6`$ in (4), thus this vertex must vanish.
The graphs which contribute to this vertex are obtained inserting (25) in (12) and are given in fig. 4.
All the terms can be collected in the following monomial
$$_{p_1p_2p_3}(A_\mu (p_3)c(p_2))(w_\nu (p_1p_2p_3)c(p_1))\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu \nu }^{(Accw)}(p_3,p_2,p_1,p_3;\mathrm{\Lambda }_0).$$
The complete expression of $`\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu \nu }^{(Accw)}`$ is not needed since
$$\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu \nu }^{(Accw)}(p_3,p_2,p_1,p_3;\mathrm{\Lambda }_0)=g_{\mu \nu }\widehat{\delta }_6+๐ช(P^2/\mathrm{\Lambda }_0^2)$$
and therefore in the $`\mathrm{\Lambda }_0\mathrm{}`$ limit one can set to zero all the external momenta. In this limit one obtains
$$g_{\mu \nu }\widehat{\delta }_6=g^2_q\frac{(1K)^3K}{q^6}[q^2g_{\mu \nu }+q_\mu q_\nu +q_\rho t_{\rho \nu \mu }(q,0)],$$
which vanishes.
## 5 Conclusions
The computation presented in this paper has shown that the requirement that the physical effective action satisfies the ST identity translates into a fine-tuning equation which allows to determine the couplings of the relevant, non-invariant interactions in the bare action $`\mathrm{\Pi }(\mathrm{\Lambda }_0)`$. Once the field normalization and the gauge coupling are fixed at the physical point $`\mathrm{\Lambda }=0`$, the problem of assigning the boundary conditions of the RG flow is finally solved. We explicitly compute the non-invariant couplings at one-loop, they turns out to be finite. This procedure systematically generalizes to higher orders. There are actually two crucial points which deserve mentioning. First of all one must discuss the locality of $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$. At one-loop order this has been explicitly shown in section 4 and is ensured by the fact that at tree level and at the UV scale the functional $`(\frac{\delta ^2\mathrm{\Gamma }}{\delta \mathrm{\Phi }\delta \mathrm{\Phi }})^1`$ is given by either a relevant vertex or a sequence of relevant vertices joint by propagators with a cutoff function $`K_{\mathrm{\Lambda }_0\mathrm{}}(q+P)`$, where $`P`$ is a combination of external momenta. Since the integral in (LABEL:dgh) is damped by these cutoff functions, only the contributions with a restricted number of propagators survive in the $`\mathrm{\Lambda }_0\mathrm{}`$ limit. One can infer from power counting that they are of the relevant type. A similar argument holds for the possible non-local contributions coming from $`K_{0\mathrm{\Lambda }_0}(p)`$. Nevertheless at higher loops one could worry about non-local terms which may arise from the full propagators, $`\mathrm{\Pi }(\mathrm{\Lambda }_0)`$ and the proper vertices generated in the expansion of $`(\frac{\delta ^2\mathrm{\Gamma }}{\delta \mathrm{\Phi }\delta \mathrm{\Phi }})^1`$. With a little thought, it is easy to realize that the terms of this expansion which survive in the $`\mathrm{\Lambda }_0\mathrm{}`$ limit have less than three propagators, i.e. one more than in the one-loop case. This related to the fact that at higher loops the $`w`$-$`c`$-vertex in $`\mathrm{\Pi }(\mathrm{\Lambda }_0)`$ contributes to (LABEL:dgh) and therefore all the fields of $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$ originate from the inversion of $`\frac{\delta ^2\mathrm{\Gamma }}{\delta \mathrm{\Phi }\delta \mathrm{\Phi }}`$ (recall that the relevant part of the functional $`\mathrm{\Delta }_\mathrm{\Gamma }`$ contains at most four fields). For the same reason, irrelevant proper vertices with at most six legs have to be taken into account. By dimensional analysis non-local parts of these vertices are proportional to negative powers of $`\mathrm{\Lambda }_0`$, yet they can contribute to the relevant part of $`\widehat{\mathrm{\Delta }}_\mathrm{\Gamma }`$ since in (LABEL:dgh) the loop momentum $`q`$ is of the order of $`\mathrm{\Lambda }_0`$. As a consequence higher derivative interactions (i.e. vertices with higher powers of the momenta, but a restricted number of fields), are also involved in the fine-tuning. In particular one has to consider irrelevant interactions involving the BRS sources. Therefore at higher loops the fine-tuning procedure is rather cumbersome but well defined since the irrelevant vertices are completely determined by the flow equation (3) while the relevant ones are given by the fine-tuning at the lower loop orders.
Another issue to discuss is the finiteness of the non-invariant couplings at higher loops. The presence in (LABEL:dgh) of the cutoff functions $`K_{0\mathrm{\Lambda }_0}(q+P_i)`$ and $`K_{\mathrm{\Lambda }_0\mathrm{}}(q+P_j)`$, having almost non-intersecting supports, makes the $`q`$-integration in (LABEL:dgh) finite. Actually the cutoff function $`K_{0\mathrm{\Lambda }_0}(q)`$ must fall off more rapidly than any negative power of $`q`$ for $`q^2>\mathrm{\Lambda }_0^2`$, in order to compensate the powers of $`q`$ in the irrelevant vertices. Divergent contributions to the non-invariant couplings $`\sigma _i`$ can be found only when we consider in (LABEL:dgh) the relevant vertices $`z_i(\mathrm{\Lambda }_0)`$, but they can be re-absorbed in field and gauge coupling redefinition.
Clearly, more elegant formulations exist for a pure gauge theory, such as dimensional regularization with minimal subtraction, which preserves BRS invariance and thus avoids the fine-tuning. However the RG formulation is general and can be applied to chiral gauge theories without anomalies along the same lines. In this case all the regularization procedures break the gauge symmetry and the fine-tuning is unavoidable. Moreover in the dimensional regularization with minimal subtraction scheme the breaking of the symmetry requires the introduction of all the possible non-invariant counterterms <sup>4</sup><sup>4</sup>4 Recently these counterterms have been systematically computed at one-loop oder in the dimensional regularization scheme. while in the RG approach only interactions which are invariant under global chiral transformation need to be considered in the fine-tuning procedure .
As a final remark we should mention that it has been suggested to use gauge invariant variables, such as the Wilson loop, to overcome the difficulty of the fine-tuning. However is not obvious how this procedure can be extended to chiral gauge theories.
Acknowledgements We have greatly benefited from discussions with G. Marchesini and F. Vian.
## Appendix A
In this appendix we compute the various contributions to the $`AAAc`$-vertex. We first consider in (12) the terms with $`\gamma _i=w_\mu `$. In this case both the contributions to the functional $`\overline{\mathrm{\Gamma }}^{(0)}`$ given in (21) and (25) are needed to compute this vertex. The former involves the four-vector vertex given in (14) and the corresponding graphs are shown in Fig. 5.
The contribution to $`\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu _1\mu _2\mu _3}^{(AAAc)}(p_1,p_2,p_3;\mathrm{\Lambda }_0)`$ from the the graph in fig. 5a is (recall that $`p_1`$, $`p_2`$ and $`p_3`$ are the momenta of the vector fields and that one has to consider the three permutations obtained by choosing the two external vectors which enters in the four-vector vertex)
$`3ig^3{\displaystyle _q}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)}{q^2}}K_{0\mathrm{\Lambda }_0}(q+p_1+p_2+p_3)\{2g_{\mu _1\mu _2}t_{\mu \mu _3\mu }(q+p_{12},p_3){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{12})}{(q+p_{12})^2}}`$
$`+g_{\mu _1\mu _3}t_{\mu \mu _2\mu }(q+p_{13},p_2){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{13})}{(q+p_{13})^2}}+g_{\mu _2\mu _3}t_{\mu \mu _1\mu }(q+p_{23},p_1){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{23})}{(q+p_{23})^2}}`$
$`+[t_{\mu _1\mu _2\mu _3}(q+p_{13},p_2)2t_{\mu _3\mu _2\mu _1}(q+p_{13},p_2)]{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{13})}{(q+p_{13})^2}}`$
$`+[t_{\mu _2\mu _1\mu _3}(q+p_{23},p_1)2t_{\mu _3\mu _1\mu _2}(q+p_{23},p_1)]{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{23})}{(q+p_{23})^2}}`$
$`[t_{\mu _1\mu _3\mu _2}(q+p_{12},p_3)+t_{\mu _2\mu _3\mu _1}(q+p_{12},p_3)]{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{12})}{(q+p_{12})^2}}\}.`$
For $`\mathrm{\Lambda }_0\mathrm{}`$ this graph gives the following contribution to the various coefficients $`\widehat{\delta }_i`$ in (LABEL:d711)
$`\widehat{\delta }_7^{(5a)}={\displaystyle _q}{\displaystyle \frac{(1K)(7K^27K^{}q^2K(710K^{}q^2))}{2q^4}}`$
$`\widehat{\delta }_8^{(5a)}={\displaystyle _q}{\displaystyle \frac{(1K)(5K^25K^{}q^2K(56K^{}q^2))}{2q^4}}`$
$`\widehat{\delta }_9^{(5a)}={\displaystyle _q}{\displaystyle \frac{(1K)(2K^2+7K^{}q^2K(2+13K^{}q^2))}{2q^4}}`$
$`\widehat{\delta }_{10}^{(5a)}={\displaystyle _q}{\displaystyle \frac{(1K)(19K^210K^{}q^219K(1K^{}q^2))}{2q^4}}`$
$`\widehat{\delta }_{11}^{(5a)}={\displaystyle _q}{\displaystyle \frac{(1K)(7K^27K^{}q^2K(712K^{}q^2))}{2q^4}}.`$
The graph in Fig. 5b gives
$`3ig^3{\displaystyle _q}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)}{q^2}}K_{0\mathrm{\Lambda }_0}(q+p_1+p_2+p_3)\{2g_{\mu _1\mu _2}t_{\mu \mu _3\mu }(q,p_3){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_3)}{(q+p_3)^2}}`$
$`+g_{\mu _1\mu _3}t_{\mu \mu _2\mu }(q,p_2){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_2)}{(q+p_2)^2}}+g_{\mu _2\mu _3}t_{\mu \mu _1\mu }(q,p_1){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1)}{(q+p_1)^2}}`$
$`[2t_{\mu _1\mu _2\mu _3}(q,p_2)t_{\mu _3\mu _2\mu _1}(q,p_2)]{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_2)}{(q+p_2)^2}}`$
$`[2t_{\mu _2\mu _1\mu _3}(q,p_1)t_{\mu _3\mu _1\mu _2}(q,p_1)]{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1)}{(q+p_1)^2}}`$
$`[t_{\mu _1\mu _3\mu _2}(q,p_3)+t_{\mu _2\mu _3\mu _1}(q,p_3)]{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_3)}{(q+p_3)^2}}\}.`$
In the $`\mathrm{\Lambda }_0\mathrm{}`$ limit the various coefficients $`\widehat{\delta }_i`$ for this term are given by
$`\widehat{\delta }_7^{(5b)}={\displaystyle _q}{\displaystyle \frac{(1K)(11K7)K^{}}{2q^4}}`$
$`\widehat{\delta }_8^{(5b)}={\displaystyle _q}{\displaystyle \frac{(1K)(9K5)K^{}}{2q^4}}`$
$`\widehat{\delta }_9^{(5b)}={\displaystyle _q}{\displaystyle \frac{(1K)(9K^29K7K^{}q^2+8KK^{}q^2)}{2q^4}}`$
$`\widehat{\delta }_{10}^{(5b)}={\displaystyle _q}{\displaystyle \frac{(1K)(9K^29K+10K^{}q^211KK^{}q^2)}{2q^4}}`$
$`\widehat{\delta }_{11}^{(5b)}={\displaystyle _q}{\displaystyle \frac{(1K)(9K7)K^{}}{2q^4}}.`$
Finally from Fig. 5c we get
$`3ig^3{\displaystyle _q}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)}{q^2}}K_{0\mathrm{\Lambda }_0}(q+p_1+p_2+p_3)\{{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(qp_3)}{(qp_3)^2}}[2g_{\mu _1\mu _2}q_{\mu _3}g_{\mu _2\mu _3}q_{\mu _1}g_{\mu _1\mu _3}q_{\mu _2}]`$
$`+{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(qp_2)}{(qp_2)^2}}[g_{\mu _1\mu _3}q_{\mu _2}+g_{\mu _1\mu _2}q_{\mu _3}2g_{\mu _2\mu _3}q_{\mu _1}]`$
$`+{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(qp_1)}{(qp_1)^2}}[g_{\mu _2\mu _3}q_{\mu _1}+g_{\mu _1\mu _2}q_{\mu _3}2g_{\mu _1\mu _3}q_{\mu _2}]\}.`$
The $`\widehat{\delta }_i`$ for this graph are
$`\widehat{\delta }_7^{(5c)}={\displaystyle _q}{\displaystyle \frac{(1K)(2K^22KK^{}q^2KK^{}q^2)}{2q^4}}`$
$`\widehat{\delta }_8^{(5c)}=\widehat{\delta }_{11}^{(5c)}={\displaystyle _q}{\displaystyle \frac{(1K)(2K^22K+K^{}q^23KK^{}q^2)}{2q^4}}`$
$`\widehat{\delta }_9^{(5c)}={\displaystyle _q}{\displaystyle \frac{(1K)(K^2K+K^{}q^22KK^{}q^2)}{q^4}}`$
$`\widehat{\delta }_{10}^{(5c)}={\displaystyle _q}{\displaystyle \frac{(1K)(4K^24K+K^{}q^25KK^{}q^2)}{2q^4}}.`$
All the remaining contributions to $`\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu _1\mu _2\mu _3}^{(AAAc)}(p_1,p_2,p_3;\mathrm{\Lambda }_0)`$ are generated from the part of the functional $`\overline{\mathrm{\Gamma }}^{(0)}`$ given in (25). For $`\gamma _i=w_\mu `$ there are four different terms according to the position of the ghost field in (25) which are depicted in Fig. 6.
The contribution from the graph in Fig. 6a is
$`ig^3{\displaystyle _q}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)}{q^2}}K_{0\mathrm{\Lambda }_0}(q+p_1+p_2+p_3)`$
$`\times \{t_{\mu \mu _1\nu }(q,p_1)t_{\nu \mu _2\rho }(q+p_1,p_2)t_{\rho \mu _3\mu }(q+p_{12},p_3){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{12})}{(q+p_1)^2(q+p_{12})^2}}`$
$`+t_{\mu \mu _3\nu }(q,p_3)t_{\nu \mu _2\rho }(q+p_3,p_2)t_{\rho \mu _1\mu }(q+p_{23},p_1){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_3)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{23})}{(q+p_3)^2(q+p_{23})^2}}\}`$
$`+\text{permutations},`$
where the permutations are performed among the vector fields. For $`\mathrm{\Lambda }_0\mathrm{}`$ the contribution of this graph to the various coefficients $`\widehat{\delta }_i`$ in (LABEL:d711) is
$`\widehat{\delta }_7^{(6a)}=2\widehat{\delta }_8^{(6a)}=\widehat{\delta }_9^{(6a)}=\widehat{\delta }_{10}^{(6a)}=\widehat{\delta }_{11}^{(6a)}=`$
$`5{\displaystyle _q}{\displaystyle \frac{(1K)^2(K^22K^{}q^2K(14K^{}q^2))}{q^4}}.`$
The graph in Fig. 6b gives
$`ig^3{\displaystyle _q}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1)}{q^2(q+p_1)^2}}q_{\mu _1}\{(q+p_1)_{\mu _2}(q+p_{12})_{\mu _3}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{12})}{(q+p_{12})^2}}K_{0\mathrm{\Lambda }_0}(qp_3)`$
$`+(q+p_1)_{\mu _3}(q+p_{13})_{\mu _2}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{13})}{(q+p_{13})^2}}K_{0\mathrm{\Lambda }_0}(qp_2)\}+\text{permutations}.`$
The $`\widehat{\delta }_i`$ for this graph are
$`\widehat{\delta }_7^{(6b)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(5K^2K^{}q^2K(5+4K^{}q^2))}{12q^4}}`$
$`\widehat{\delta }_8^{(6b)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(K^2K^{}q^2K)}{12q^4}}`$
$`\widehat{\delta }_9^{(6b)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(K^2+K^{}q^2K(14K^{}q^2))}{12q^4}}`$
$`\widehat{\delta }_{10}^{(6b)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(4K^2+K^{}q^2K(14K^{}q^2))}{12q^4}}`$
$`\widehat{\delta }_{11}^{(6b)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(K^2+2K^{}q^2K)}{12q^4}}.`$
From Fig. 6c we get the contribution
$`ig^3{\displaystyle _q}\{q_{\mu _3}(q+p_3)_\mu t_{\mu \mu _2\mu _1}(qp_{12},p_2){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_3)K_{\mathrm{\Lambda }_0\mathrm{}}(qp_{12})}{(q+p_3)^2(qp_{12})^2}}K_{0\mathrm{\Lambda }_0}(qp_1)`$
$`+q_{\mu _1}(q+p_1)_\mu t_{\mu \mu _3\mu _2}(qp_{23},p_3){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1)K_{\mathrm{\Lambda }_0\mathrm{}}(qp_{23})}{(q+p_1)^2(qp_{23})^2}}K_{0\mathrm{\Lambda }_0}(qp_2)\}`$
$`\times {\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)}{q^2}}+\text{permutations}`$
which gives
$`\widehat{\delta }_7^{(6c)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(4K^2+K^{}q^2K(4+5K^{}q^2))}{6q^4}}`$
$`\widehat{\delta }_8^{(6c)}=\widehat{\delta }_{11}^{(6c)}={\displaystyle _q}{\displaystyle \frac{(1K)^2KK^{}}{2q^4}}`$
$`\widehat{\delta }_9^{(6c)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(5K^24K^{}q^2K(58K^{}q^2))}{12q^4}}`$
$`\widehat{\delta }_{10}^{(6c)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(19K^2+4K^{}q^2K(19+14K^{}q^2))}{12q^4}}.`$
From Fig. 6d one has
$`ig^3{\displaystyle _q}q_\mu \{t_{\mu \mu _1\nu }(qp_1p_2p_3,p_1)t_{\nu \mu _2\mu _3}(qp_{23},p_2){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(qp_{23})}{(qp_{23})^2}}K_{0\mathrm{\Lambda }_0}(qp_3)`$
$`+t_{\mu \mu _3\nu }(qp_1p_2p_3,p_3)t_{\nu \mu _2\mu _1}(qp_{12},p_2){\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(qp_{12})}{(qp_{12})^2}}K_{0\mathrm{\Lambda }_0}(qp_1)\}`$
$`\times {\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)K_{\mathrm{\Lambda }_0\mathrm{}}(qp_1p_2p_3)}{q^2(qp_1p_2p_3)^2}}+\text{permutations}`$
and finds
$`\widehat{\delta }_7^{(6d)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(5K^27K^{}q^2K(5+22K^{}q^2))}{12q^4}}`$
$`\widehat{\delta }_8^{(6d)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(15K^2+7K^{}q^2K(15+22K^{}q^2))}{12q^4}}`$
$`\widehat{\delta }_9^{(6d)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(2K^2+11K^{}q^22K(1+14K^{}q^2))}{12q^4}}`$
$`\widehat{\delta }_{10}^{(6d)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(49K^2+K^{}q^2K(49+26K^{}q^2))}{12q^4}}`$
$`\widehat{\delta }_{11}^{(6d)}={\displaystyle _q}{\displaystyle \frac{(1K)^2(3K^210K^{}q^2K(334K^{}q^2))}{12q^4}}.`$
Finally there is a contribution to $`\widehat{\mathrm{\Delta }}_{\mathrm{\Gamma }\mu _1\mu _2\mu _3}^{(AAAc)}(p_1,p_2,p_3;\mathrm{\Lambda }_0)`$ for $`\gamma _i=v`$ which is depicted in Fig. 7 and gives
$`ig^3{\displaystyle _q}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q)}{q^2}}K_{0\mathrm{\Lambda }_0}(q+p_1+p_2+p_3)`$
$`\times \{q_{\mu _1}(q+p_1)_{\mu _2}(q+p_{12})_{\mu _3}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_1)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{12})}{(q+p_1)^2(q+p_{12})^2}}`$
$`+q_{\mu _3}(q+p_3)_{\mu _2}(q+p_{23})_{\mu _1}{\displaystyle \frac{K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_3)K_{\mathrm{\Lambda }_0\mathrm{}}(q+p_{23})}{(q+p_3)^2(q+p_{23})^2}}\}`$
$`+\text{permutations}.`$
The contribution to the $`\widehat{\delta }_i`$ of this graph
$$\widehat{\delta }_7^{(7)}=2\widehat{\delta }_8^{(7)}=\widehat{\delta }_9^{(7)}=\widehat{\delta }_{10}^{(7)}=\widehat{\delta }_{11}^{(7)}=_q\frac{(1K)^2(K^2+K^{}q^2K(1+2K^{}q^2))}{3q^4}.$$
After putting together all these results one obtains (27) and (28).
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# Topology of billiard problems, II
## 1. Introduction
Let $`X๐^{m+1}`$ be a closed smooth strictly convex hypersurface. We will consider the billiard system in the $`(m+1)`$-dimensional convex body $`T`$, bounded by $`X`$. Recall, that we view the billiard ball as a point, which moves in $`T`$ in a straight line, except when it hits $`X=T`$, where it rebounds, making the angle of incidence equal the angle of reflection.
G.D. Birkhoff studied periodic billiard trajectories in plane convex billiards. Papers , deal with the problem of estimating the number of periodic trajectories in convex billiards in $`๐^{m+1}`$, where $`m>1`$. In we studied the number of billiard trajectories having fixed distinct end points and making a prescribed number of reflections.
The purpose of this paper, which continues , is twofold. Firstly, we obtain estimates on the number of closed billiard trajectories, which start and end at a given point $`AX`$ and make a prescribed number $`n`$ of reflections at the hypersurface $`X`$. This problem may look as a special case of the fixed end billiard problem , but as we show, presence of symmetry allows to get much stronger estimates than . Secondly, we give a linear in $`n`$ estimate on the number of $`n`$-periodic trajectories.
The following Theorem 1 gives an estimate on the number of closed billiard trajectories. It deals with $`๐_2`$-orbits of billiard trajectories. Any such $`๐_2`$-orbit is determined by a sequence of reflection points $`x_1,x_2,\mathrm{},x_nX`$, such that $`x_ix_{i+1}`$ for $`i=1,\mathrm{},n1`$ and $`x_1A`$, $`x_nA`$. The reverse sequence $`x_n,x_{n1},\mathrm{},x_1`$ determines the same $`๐_2`$-orbit.
###### Theorem 1.
Let $`X๐^{m+1}`$ be a closed smooth strictly convex hypersurface, $`AX`$.
(I) For any $`n1`$ the number of distinct $`๐_2`$-orbits of closed billiard trajectories inside $`X`$, which start and end at $`A`$, and make $`n`$ reflections is at least
$`\begin{array}{cc}n,\hfill & \text{if }m3\text{ is odd},\hfill \\ & \\ [n/2]+1,\hfill & \text{if }m2\text{ is even}.\hfill \end{array}`$ (1.4)
(II) For any even $`n2`$ the number of distinct $`๐_2`$-orbits of closed billiard trajectories inside $`X`$, which start and end at $`A`$, and make $`n`$ reflections is at least
$`\begin{array}{ccc}[\mathrm{log}_2n]+m1,\hfill & \text{if }m3\text{ is odd},\hfill & \\ & & \\ [\mathrm{log}_2n]+m2,\hfill & \text{if }m2\text{ is even and }n4,\hfill & \\ & & \\ m,\hfill & \text{if }m2\text{ is even and }n=2\text{.}\hfill & \end{array}`$ (1.10)
(III) If $`n2`$ is even, and the billiard data $`(X,A,n)`$ is generic (cf. below), then the number of distinct $`๐_2`$-orbits of closed billiard trajectories inside $`X`$, which start and end at $`A`$, and make $`n`$ reflections is at least
$`mn/2.`$ (1.11)
First we explain the genericity assumption in statement (III). The billiard data $`(X,A,n)`$ determines a continuous function
$`X^{\times n}๐,(x_1,\mathrm{},x_n){\displaystyle \underset{i=0}{\overset{n}{}}}|x_ix_{i+1}|,`$ (1.12)
(the total length), where we understand $`x_0=A=x_{n+1}`$. This function is smooth at all configurations $`(x_1,\mathrm{},x_n)X^{\times n}`$ with $`x_ix_{i+1}`$ for $`i=0,\mathrm{},n`$. The data $`(X,A,n)`$ is generic if any critical configuration $`(x_1,\mathrm{},x_n)X^{\times n}`$ of the total length function (1.12), satisfying the above condition $`x_ix_{i+1}`$, is Morse. Compare , .
Statements (I) and (II) give different lower bounds on the number of closed billiard trajectories. (I) is linear in $`n`$; it is better than (II) for large $`n`$. On the other hand, (II) may be better than (I) if the dimension $`m=dimX`$ of the boundary of billiard domain is large.
Let us compare Theorem 1 with the lower bound on the number of billiard trajectories with fixed distinct end points, obtained in . In Theorem 1 we speak about $`๐_2`$-orbits of billiard trajectories. Each $`๐_2`$-orbit contains one or two billiard trajectories. For $`n`$ even, each $`๐_2`$-orbit contains precisely two distinct billiard trajectories. Hence, we see that for $`n`$ even statement (I) of Theorem 1 predicts twice number of closed billiard trajectories, compared to the estimate of for the billiard trajectories with fixed ends. Also, for large $`m`$ statements (II) and (III) give much larger lower bounds than corresponding estimates of Theorem 1 of .
Statement (III) includes the case $`m=1`$ (the plane billiards) and gives the estimate $`n/2`$. The billiard in the unit circle has precisely $`n/2`$ orbits of closed billiard trajectories with a given initial point.
It is reasonable to expect that for any even $`n2`$ the number of distinct $`๐_2`$-orbits of closed billiard trajectories inside $`X`$, which start and end at $`A`$, and make $`n`$ reflections is at least
$`\begin{array}{ccc}n+m1,\hfill & \text{if }m3\text{ is odd},\hfill & \\ & & \\ n/2+m1,\hfill & \text{if }m2\text{ is even},\hfill & \end{array}`$ (1.16)
Such estimate would imply both statements (I) and (II) of Theorem 1. The methods of this paper do not to prove this assertion, although the gap looks very small.
The proof of Theorem 1 is based on a computation of the cohomology ring of a relevant configuration space of points on the sphere $`S^m`$. We apply the technique of the critical point theory, based on the cup-length estimates together with a refinement, suggested by E. Fadell and S. Huseini , related to the notion of category weight of cohomology classes.
Next we state the main result concerning $`n`$-periodic trajectories.
###### Theorem 2.
Let $`X๐^{m+1}`$ be a smooth strictly convex hypersurface. For any odd prime $`n`$ there exist at least
$`\begin{array}{cc}n,\hfill & \text{if }m\text{ is odd},\hfill \\ (n+1)/2,\hfill & \text{if }m\text{ is even}\hfill \end{array}`$ (1.19)
distinct $`D_n`$-orbits of $`n`$-periodic billiard trajectories inside $`X`$.
This theorem complements the results of . In it is shown that for $`m3`$ and odd $`n`$ the number of distinct $`D_n`$-orbits of $`n`$-periodic billiard trajectories inside $`X๐^{m+1}`$ is not less than $`[\mathrm{log}_2(n1)]+m`$ and it at least $`(n1)m`$ for generic billiards $`X๐^{m+1}`$. These results from are similar to statements (II) and (III) of Theorem 1. Theorem 2 above has several advantages compared to . It gives a linear in $`n`$ estimate, which is better for large $`n`$ than the logarithmic estimate of . Also, it allows the case $`m=2`$ which corresponds to convex billiards in 3-dimensional Euclidean space. On the other hand, the result of is better for large $`m`$.
The proof of Theorem 2 is based on a computation of the cohomology rings of cyclic configuration spaces of spheres with rational coefficients. The case of $`๐_2`$-coefficients was computed in .
I would like to thank S. Tabachnikov for useful discussions.
## 2. Cohomology of the closed string configuration spaces of spheres
Let
$`G_n=G(S^m;A,A,n)`$ (2.1)
denote the closed string configuration space of $`S^m`$, i.e. the space of all configurations $`(x_1,\mathrm{},x_n)`$, where $`x_iS^m`$, such that $`x_1A`$, $`x_nA`$ and $`x_ix_{i+1}`$ for all $`i=1,\mathrm{},n1`$. There is a natural involution
$`T:G_nG_n,T(x_1,\mathrm{},x_n)=(x_n.x_{n1},\mathrm{},x_1),`$ (2.2)
which will be important for the sequel.
###### Theorem 3.
The cohomology group $`H^i(G_n;๐)`$ is nonzero only in dimensions
$$i=0,(m1),\mathrm{\hspace{0.17em}2}(m1),\mathrm{},(n1)(m1)$$
and for these values $`i`$ the group $`H^i(G_n;๐)`$ is free abelian of rank 1. One may choose additive generators
$$\sigma _iH^{i(m1)}(G_n;๐),i=0,1,\mathrm{},n1,$$
such that for $`m3`$ odd, the multiplication is given by
$`\sigma _i\sigma _j=\{\begin{array}{c}{\displaystyle \frac{(i+j)!}{i!j!}}\sigma _{i+j},\text{if}i+jn1,\hfill \\ \\ 0,\text{if}i+j>n1\hfill \end{array}`$ (2.6)
and for $`m2`$ even, it is given by
$`\sigma _i\sigma _j=\{\begin{array}{c}{\displaystyle \frac{[(i+j)/2]!}{[i/2]![j/2]!}}\sigma _{i+j},\text{if }i+jn1\text{ and }i\text{ or }j\text{ is even,}\hfill \\ \\ 0,\text{if either }i+j>n1\text{, or both }i\text{ and }j\text{ are odd.}\hfill \end{array}`$ (2.10)
Reflection (2.2) acts for $`m>1`$ odd by
$`T^{}(\sigma _i)=(1)^i\sigma _i,`$ (2.11)
and for $`m>1`$ even by
$`T^{}(\sigma _i)=(1)^{[i/2]+ni}\sigma _i,i=0,1,\mathrm{},n1.`$ (2.12)
###### Proof.
Consider the map
$$G_n=G(S^m;A,A,n)S^mA,(x_1,\mathrm{},x_n)x_n.$$
It is a smooth fibration with fiber $`G(S^m;A,B,n1)`$, where $`AB`$. Since the base $`S^mC`$ is contractible, we obtain that the inclusion
$`G(S^m;A,B,n1)G_n`$ (2.13)
is a homotopy equivalence. Hence, the integral cohomology ring of $`G_n`$ coincides with $`H^{}(G(S^m;A,B,n1);๐)`$, which we calculate below.
Theorem 8 from describes algebra $`H^{}(G(S^m;A,B,n1);๐ค)`$, where $`๐ค`$ is an arbitrary field. From this description it is clear that the dimension of the cohomology does not depend on field $`๐ค`$. Therefore, we conclude that the integral cohomology $`H^i(G(S^m;A,B,n1);๐)`$ has no torsion; it is a free abelian group of rank one for $`i=r(m1)`$, where $`r=0,1,\mathrm{},n1`$, and it vanishes for all other values of $`i`$.
Let $`CS^m`$ be a point distinct from $`A`$ and $`B`$. We obtain an inclusion of configuration spaces $`\varphi ^{}:G(S^mC;A,B,n1)G(S^m;A,B,n1)`$, where we identify $`S^mC`$ with $`๐^m`$. The cohomology algebra $`H^{}(G(๐^m;A,B,n1);๐)`$ has generators $`s_0,\mathrm{},s_{n1}`$ and the full list of relations was described in Proposition 7 of . From remark 9 in we know that the induced map $`\varphi ^{}`$ on cohomology with arbitrary field of coefficients $`๐ค`$ is injective. This implies that the induced map on integral cohomology
$`\varphi ^{}:H^{}(G(S^m;A,B,n1);๐)H^{}(G(๐^m;A,B,n1);๐)`$ (2.14)
is injective and $`\varphi ^{}`$ maps indivisible classes from $`H^{}(G(S^m;A,B,n1);๐)`$ into indivisible classes in $`H^{}(G(๐^m;A,B,n1);๐)`$.
We claim that for any $`r=0,1,\mathrm{},n1`$ there exists an indivisible class
$$\sigma _rH^{r(m1)}(G(S^m;A,B,n1);๐),$$
such that
$`\varphi ^{}(\sigma _r)=\{\begin{array}{cc}\underset{0i_1<\mathrm{}<i_r<n}{}s_{i_1}\mathrm{}s_{i_r}\hfill & \text{for }m\text{ odd},\hfill \\ & \\ (1)^{[r/2]+nr}\underset{0i_1<\mathrm{}<i_r<n}{}(1)^{i_1+\mathrm{}+i_r}s_{i_1}\mathrm{}s_{i_r}\hfill & \text{for }m\text{ even}\hfill \end{array}`$ (2.18)
(compare with formulae (4.3) and (4.4) from ). Indeed, applying Remark 9 from with $`๐ค=๐`$, we see that the image of the generator of the group $`H^{r(m1)}(G(S^m;A,B,n1);๐)๐`$ under homomorphism $`\varphi ^{}`$ equals an integral multiple of the expression in the RHS of (2.18). Since the classes in RHS of (2.18) are indivisible, and since we know that $`\varphi ^{}`$ maps indivisible classes to indivisible classes, we conclude that a there exists generator $`\sigma _r`$ with the required property.
The product formulae (2.6) and (2.10) for classes $`\sigma _r`$ follow since they hold for the products $`\varphi ^{}(\sigma _i)\varphi (\sigma _j)H^{}(G(๐^m;A,B,n1);๐)`$ as can be easily checked using the arguments of the proof of Theorem 8 from .
Now we want to find the action of the reflection $`T:G_nG_n`$ on classes $`\sigma _i`$. It is clear that $`T^{}(\sigma _i)=\pm \sigma _i`$, and we need to calculate the sign. Consider the following diagram of natural inclusions
$$\begin{array}{ccc}G(๐^m;A,B,n1)& & G(S^m;A,B,n1)\\ & & \\ G(๐^m;A,A,n)& & G(S^m;A,A,n)\end{array}$$
(where $`๐^m=S^mC`$ as above) and the induced diagram of cohomology groups
$$\begin{array}{ccc}H^{}(G(๐^m;A,A,n);๐)& \stackrel{\gamma }{}& H^{}(G(S^m;A,A,n);๐)\\ \beta & & \alpha \\ H^{}(G(๐^m;A,B,n1);๐)& \stackrel{\varphi ^{}}{}& H^{}(G(S^m;A,B,n1);๐)\end{array}$$
$`\alpha `$ is an isomorphism and $`\varphi ^{}`$ is injective. To understand $`\beta `$, note that $`G(๐^m;A,A,n)`$ is homotopy equivalent to the cyclic configuration space $`G(๐^m,n+1)`$ (cf. ) and so the cohomology $`H^{}(G(๐^m;A,A,n);๐)`$ has $`(m1)`$-dimensional generators $`s_0,s_1,\mathrm{},s_n`$ which satisfy relations of Proposition 2.2 from (we shift indices for convenience). Proof of Proposition 7 in shows that $`\beta (s_i)=s_i`$ for $`i=0,1,\mathrm{},n1`$ and $`\beta (s_n)=0`$. Hence, $`\beta `$ is an epimorphism with kernel equal the ideal generated by $`s_n`$.
The reflection $`T`$ acts also on $`G(๐^m;A,A,n)`$ (by formula (2.2). It is clear that the induced map $`T^{}:H^{}(G(๐^m;A,A,n);๐)H^{}(G(๐^m;A,A,n);๐)`$ acts on the generators $`s_i`$ as follows
$`T^{}(s_i)=(1)^ms_{ni},\text{where}i=0,1,\mathrm{},n.`$ (2.19)
Now we may calculate $`T^{}(\sigma _r)`$, where $`r=1,\mathrm{},n1`$. Fix a subsequence $`0<i_1<\mathrm{}<i_r<n`$ (we avoid indices $`0`$ and $`n`$). Suppose first that $`m`$ is odd. Then $`\varphi ^{}(\alpha (\sigma _r))`$ contains monomial $`s_{i_1}s_{i_2}\mathrm{}s_{i_r}`$; therefore $`\gamma (\sigma _r)`$ contains the same monomial with coefficient 1. Then $`T^{}(\gamma (\sigma _r))`$ contains monomial $`s_{ni_r}s_{ni_{r1}}\mathrm{}s_{ni_1}`$ with coefficient $`(1)^{mr}=(1)^r`$. The last monomial appear in $`\gamma (\sigma _r)`$ with coefficient 1. Since we know that $`T^{}(\sigma _r)=\pm \sigma _r`$ we conclude that $`T^{}(\sigma _r)=(1)^r\sigma _r`$.
Assume now that $`m`$ is even. Then $`\varphi ^{}(\alpha (\sigma _r))`$ contains monomial $`s_{i_1}s_{i_2}\mathrm{}s_{i_r}`$ with coefficient
$$(1)^{[r/2]+nr+i_1+\mathrm{}+i_r}.$$
Applying $`T^{}`$ and using (2.19) we see that the monomial $`s_{ni_r}s_{ni_{r1}}\mathrm{}s_{ni_1}`$ appears in $`T^{}(\gamma (\sigma _r))`$ with coefficient
$$(1)^{nr+i_1+\mathrm{}+i_r}$$
and in $`\gamma (\sigma _r)`$ with coefficient
$$(1)^{[r/2]+i_1+\mathrm{}+i_r}.$$
This shows that $`T^{}(\sigma _r)=(1)^{[r/2]+nr}\sigma _r`$. โ
## 3. Calculation of equivariant cohomology
Our purpose in this section is to compute the cohomology of $`G_n/๐_2`$, the factor-space of the space of closed string configurations $`G_n=G(S^m;A,A,n)`$ with respect to $`๐_2`$-action given by the reflection $`T:G_nG_n`$. For $`n`$ even $`T`$ acts freely, and $`H^{}(G_n/๐_2;๐)`$ coincides with the equivariant cohomology of $`G_n`$.
The problem is trivial for $`m=1`$; therefore everywhere in this section we will assume that $`m>1`$.
To compute the equivariant cohomology we will apply the method of the Morse theory. Namely, we will consider the simplest billiard in the standard unit sphere $`S^m๐^{m+1}`$ and the function of negative total length
$`L:G_n=G(S^m;A,A,n)๐,(x_1,\mathrm{},x_n){\displaystyle \underset{i=0}{\overset{n}{}}}|x_ix_{i+1}|.`$ (3.1)
Here we understand $`x_0=x_{n+1}=A`$. The critical points of $`L`$ are the billiard trajectories in $`S^m`$, which start and end at $`A`$ and make $`n`$ reflections. All such trajectories can easily be described.
Namely, fix a vector $`aS^m`$, $`aA`$, orthogonal to $`A`$ and an angle
$`\psi _k={\displaystyle \frac{2\pi k}{n+1}},k=1,2,\mathrm{},[(n+1)/2].`$ (3.2)
This choice $`(a,\psi _k)`$ determines the following billiard trajectory $`(x_1,\mathrm{},x_n)`$, where
$$x_j=A\mathrm{cos}(j\psi _k)+a\mathrm{sin}(j\psi _k),j=1,\mathrm{},n.$$
Note that for $`n`$ odd the trajectory determined by the pair $`(a,\psi _{(n+1)/2})`$ does not depend on $`a`$; it has the form $`(x_1,\mathrm{},x_n)`$, where $`x_j=A`$ for $`j`$ even and $`x_j=A`$ for $`j`$ odd.
We will denote by
$$V_pG_n,p=0,1,\mathrm{},[(n1)/2]$$
the variety of trajectories determined by all pairs $`(a,\psi _k)`$, where
$`k=[(n+1)/2]p`$ (3.3)
and $`aA`$ is an arbitrary point of the sphere $`S^{m1}S^m`$ orthogonal to $`A`$.
If $`n`$ is even then every submanifold $`V_p`$ is diffeomorphic to sphere $`S^{m1}`$.
If $`n`$ is odd, then $`V_0`$ is a single point and $`V_1,\mathrm{},V_{[(n1)/2]}`$ are diffeomorphic to the sphere $`S^{m1}`$.
The following statement is similar to Proposition 3.1 of I.K. Babenko .
###### Proposition 4.
Each $`V_pG_n`$ is a nondegenerate critical submanifold of function $`L`$ in the sense of Bott.
If $`n`$ is even then index of each $`V_p`$ equals $`2p(m1)`$ for $`p=0,1,\mathrm{},(n2)/2`$.
If $`n`$ is odd, then index of $`V_0`$ equals $`0`$ and for $`p=1,\mathrm{},(n1)/2`$ the index of $`V_p`$ equals $`(2p1)(m1)`$.
###### Proof.
Let $`e_1,\mathrm{},e_{m+1}๐^{m+1}`$ be an orthonormal base. We may assume that $`A=e_1`$. We want to calculate the Hessian of function $`L`$ at a billiard trajectory $`c_k=(x_1,\mathrm{},x_n)G_n`$, where
$$x_j=\mathrm{cos}(\psi _k)e_1+\mathrm{sin}(\psi _k)e_2,j=1,\mathrm{},n,$$
and
$`\psi _k={\displaystyle \frac{2\pi k}{n+1}},k=1,\mathrm{},[(n+1)/2].`$
Let $`x_j^{}`$ denote the orthogonal vector to $`x_j`$ lying in the $`(e_1,e_2)`$-plane, i.e.
$$x_j^{}=\mathrm{cos}(\psi _k+\pi /2)e_1+\mathrm{sin}(\psi _k+\pi /2)e_2.$$
Any tangent vector $`YT_{c_k}G_n=_jT_{x_j}S^m`$ is determined by numbers $`\mu _{r,j}๐`$, where $`r=0,1,\mathrm{},m1`$ and $`j=1,\mathrm{},n`$, such that the component of $`Y`$ in $`T_{x_j}S^m`$ equals
$$\mu _{0,j}x_j^{}+\underset{r=1}{\overset{m1}{}}\mu _{r,j}e_{r+2}.$$
A direct calculation of Hessian $`H(L)_{c_k}(Y,Y)`$ of $`L`$ gives the following quadratic form in variables $`\mu _{r,j}`$:
$`\begin{array}{ccc}H(L)_{c_k}(Y,Y)\hfill & =\hfill & {\displaystyle \frac{1}{2}}\mathrm{sin}(\psi _k/2){\displaystyle \underset{j=0}{\overset{n}{}}}(\mu _{0,j}\mu _{0,j+1})^2+\hfill \\ & & \\ & +\hfill & \left(2\mathrm{sin}(\psi _k/2)\right)^1\left[{\displaystyle \underset{r=1}{\overset{m1}{}}}Q_{\psi _k}(\mu _{r,1},\mathrm{},\mu _{r,n})\right],\hfill \end{array}`$ (3.7)
where in the first sum we understand $`\mu _{0,0}=0=\mu _{0,n+1}`$ and in the second sum the symbol $`Q_\psi (y_1,\mathrm{},y_n)`$ denotes the following quadratic form
$$Q_\psi (y_1,\mathrm{},y_n)=2\mathrm{cos}(\psi )\underset{i=1}{\overset{n}{}}y_i^2+2\underset{i=1}{\overset{n1}{}}y_iy_{i+1}.$$
We see that the Hessian splits as a direct sum of $`m`$ quadratic forms corresponding to different values $`r=0,1,\mathrm{},m1`$. The terms involving $`\mu _{0,j}`$ (the first sum) give a positive definite quadratic form. The rest $`m1`$ form are identical and their index and nullity equal the index and nullity of $`Q_{\psi _k}`$. Hence we conclude that the index and nullity of the Hessian equals $`m1`$ times the index and nullity of the form $`Q_{\psi _k}`$.
In order to calculate the index of $`Q_{\psi _k}`$ we observe that the eigenvalues of the following symmetric $`n\times n`$-matrix
$$\left[\begin{array}{cccccc}0& 1& 0& \mathrm{}& 0& 0\\ 1& 0& 1& \mathrm{}& 0& 0\\ 0& 1& 0& \mathrm{}& 0& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 0& 0& 0& \mathrm{}& 0& 1\\ 0& 0& 0& \mathrm{}& 1& 0\end{array}\right]$$
are given by
$`\lambda _s=2\mathrm{cos}\left({\displaystyle \frac{\pi s}{n+1}}\right),s=1,2,\mathrm{},n`$ (3.8)
and the eigenvector $`(v_{1,s},\mathrm{},v_{n,s})`$ corresponding to $`\lambda _s`$ is given by
$`v_{j,s}=\mathrm{sin}\left({\displaystyle \frac{\pi js}{n+1}}\right),j=1,\mathrm{},n.`$ (3.9)
This claim can be checked directly.
Therefore the eigenvalues of $`Q_{\psi _k}`$ are
$`2\left[\mathrm{cos}\left({\displaystyle \frac{\pi s}{n+1}}\right)\mathrm{cos}\left({\displaystyle \frac{2\pi k}{n+1}}\right)\right],s=1,2,\mathrm{},n`$ (3.10)
and the eigenvectors of $`Q_{\psi _k}`$ are given by (3.9).
Hence the index of $`Q_{\psi _k}`$ equals the number of integers $`s`$, such that $`2k<sn`$, which is $`n2k`$ for $`2kn`$ and $`0`$ if $`k=(n+1)/2`$ and $`n`$ is odd. Since (according to (3.3)), $`k=[(n+1)/2]p`$, we conclude that index of $`Q_{\psi _k}`$ equals
$$n2k=n2([(n+1)/2]p)=\{\begin{array}{cc}2p,\hfill & \text{if }n\text{ is even}\hfill \\ 2p1,\hfill & \text{if }n\text{ is odd}.\hfill \end{array}$$
The special case $`k=(n+1)/2`$ for $`n`$ odd corresponds to $`p=0`$; in this case the index and nullity of $`Q_{\psi _k}`$ equal $`0`$.
From (3.10) we see that the nullity of $`Q_{\psi _k}`$ equals 1 for any $`k`$ unless $`n`$ is odd and $`k=(n+1)/2`$.
The discussion above proves that on any critical submanifold $`V_p`$ the dimension of the kernel of Hessian of $`L`$ equals the dimension of $`V_p`$; hence all submanifolds $`V_p`$ are nondegenerate in the sense of Bott and their indices are as stated. โ
The normal bundle $`\nu (V_p)`$ splits as a direct sum $`\nu _+(V_p)\nu _{}(V_p)`$ of the positive and negative normal bundles with respect to the Hessian of $`L`$. One may describe the negative normal bundle $`\nu _{}(V_p)`$ as follows.
###### Lemma 5.
The negative normal bundle $`\nu _{}(V_p)`$ to $`V_p`$ is
$`\nu _{}(V_p)=\{\begin{array}{cc}\underset{2p\text{times}}{\underset{}{\xi \xi \mathrm{}\xi }},\hfill & \text{if }n\text{ is even},\hfill \\ & \\ \underset{2p1\text{times}}{\underset{}{\xi \xi \mathrm{}\xi }},\hfill & \text{if }n\text{ is odd and }p>0,\hfill \end{array}`$ (3.14)
where $`\xi `$ denotes the tangent bundle of sphere $`S^{m1}`$.
###### Proof.
Let $`S^{m1}S^m`$ be the equatorial sphere consisting of unit vectors orthogonal to $`A`$. Any point $`aS^{m1}`$ and an angle (3.2) determine a critical submanifold $`V_p`$. Fix an eigenvalue $`\lambda _s`$ (given by (3.8)), such that expression (3.10) is negative. Consider the subbundle $`\nu _s(V_p)`$ of the normal bundle $`\nu (V_p)`$ consisting of eigen vectors of the Hessian with eigenvalue $`\lambda _s`$. We want to show that $`\nu _s(V_p)`$ is isomorphic to $`\xi `$. This would clearly imply the Lemma.
Consider a billiard trajectory $`c_k=(x_1,\mathrm{},x_n)G_n`$ in the plane of vectors $`a`$ and $`A`$, where
$$x_j=\mathrm{cos}(\psi _k)A+\mathrm{sin}(\psi _k)a,j=1,\mathrm{},n,$$
and
$`\psi _k={\displaystyle \frac{2\pi k}{n+1}},k=[(n+1)/2]p.`$
Denote by $`\xi _a`$ the $`(m1)`$-dimensional subspace orthogonal to $`a`$ and $`A`$. We will show that there is an isomorphism between the fiber of $`\nu _s(V_p)`$ over $`c_k`$ and $`\xi _a`$, which depends continuously on $`a`$.
Let $`v_jT_{x_j}S^m`$, where $`j=1,2,\mathrm{},n`$, be a sequence of tangent vectors. Using (3.7) and (3.9) we find that a sequence of vectors $`(v_1,\mathrm{},v_n)`$ belongs to the fiber of $`\nu _s(V_p)`$ over the configuration $`c_k=(x_1,\mathrm{},x_n)`$ if and only if
$`v_j\xi _a,\text{and}v_j={\displaystyle \frac{\mathrm{sin}\left({\displaystyle \frac{\pi js}{n+1}}\right)}{\mathrm{sin}\left({\displaystyle \frac{\pi s}{n+1}}\right)}}v_1,j=1,\mathrm{},n.`$ (3.15)
We see that the first vector $`v_1`$ uniquely determines a tangent vector $`(v_1,\mathrm{},v_n)`$ to a configuration $`c_k`$ in the eigen-deriction $`\lambda _s`$. Moreover, $`v_1`$ can be an arbitrary vector in $`\xi _a`$. โ
Since $`\xi `$ is orientable we obtain:
###### Corollary 6.
The negative normal bundle $`\nu _{}(V_p)`$ is orientable.
Note that this Corollary is trivial for $`m>2`$ since then the sphere $`S^{m1}`$ is simply connected.
###### Corollary 7.
The function $`L:G_n๐`$ (cf. (3.1)) is a perfect Bott function.
###### Proof.
Note that the critical value $`L(V_p)`$ equals
$$L(V_p)=2(n+1)\mathrm{sin}\left(\frac{2\pi k}{n+1}\right),\text{where}k=[(n+1)/2]p.$$
Hence for $`p<p^{}`$ we have $`L(V_p)<L(V_p^{})`$.
Choose constants $`c_0,c_1,\mathrm{},c_{[(n1)/2]}๐`$ such that
$$L(V_p)<c_p<L(V_{p+1}),p=0,1,\mathrm{},[(n3)/2],\text{and}L(V_{[(n1)/2]})<c_{[(n1)/2]}.$$
Each $`F_p=L^1(\mathrm{},c_p])G_n`$ is a compact manifold with boundary and we obtain a filtration
$$F_0F_1\mathrm{}F_{[(n1)/2]},$$
and the inclusion $`F_{[(n1)/2]}G_n`$ is a homotopy equivalence (as follows easily from Proposition 4 in ). Using Corollary 6 and the Thom isomorphism we obtain
$`\begin{array}{ccc}H^j(F_p,F_{p1};๐)\hfill & \hfill & H^{j\text{ind}(V_p)}(V_p;๐)=\hfill \\ & & \\ & =\hfill & \{\begin{array}{cc}๐,\hfill & \text{if }j=\text{ind}(V_p)\text{ or }j=\text{ind}(V_p)+m1\hfill \\ & \\ 0,\hfill & \text{otherwise}\hfill \end{array}\hfill \end{array}`$ (3.22)
This holds true also for $`p=0`$ if we understand $`F_1=\mathrm{}`$.
Suppose that $`n`$ is even. Then cohomology group $`H^j(F_p,F_{p1};๐)`$ is isomorphic to $`๐`$ for $`j=2p(m1)`$ and for $`j=(2p+1)(m1)`$ and vanishes for all other $`j`$. Comparing with additive structure of $`H^{}(G_n;๐)`$ given by Theorem 3 we find
$`H^{}(G_n;๐){\displaystyle \underset{p=0}{\overset{[(n1)/2]}{}}}H^{}(F_p,F_{p1};๐),`$ (3.23)
which means perfectness of $`L`$.
Suppose now that $`n`$ is odd. Then $`H^j(F_0,F_1;๐)`$ is $`๐`$ for $`j=0`$ and vanishes for all other values of $`j`$. If $`p>0`$ then
$$H^j(F_p,F_{p1};๐)\{\begin{array}{c}๐,\text{for }j=(2p1)(m1)\text{ or }j=2p(m1)\hfill \\ 0,\text{otherwise}\hfill \end{array}$$
and thus perfectness (3.23) also holds.
Alternatively, for $`m>2`$ perfectness (3.23) follows without using Theorem 3 by considering the spectral sequence of filtration $`F_p`$
$$E_1^{p,q}=H^{p+q}(F_p,F_{p1};๐)H^{p+q}(G_n;๐)$$
and observing that for any of its differential $`d_r`$, with $`r1`$, either the source or the target vanish. Therefore, $`E_1=E_{\mathrm{}}`$. Moreover, every diagonal $`p+q=c`$ of $`E_{\mathrm{}}`$ contains at most one nonzero group. If $`m=2`$ the differential $`d_1`$ has nonzero source and target, and so the above argument does not work. โ
From this point we will assume that $`n`$ is even.
Then the reflection $`T:G_nG_n`$ acts freely and our purpose will be to calculate the cohomology of the factor-space $`G_n^{}=G_n/๐_2.`$ Function (3.1) is reflection invariant and so it determines a smooth function
$$L^{}:G_n^{}๐.$$
The critical points of $`L^{}`$ form nondegenerate (in the sense of Bott) critical submanifolds
$$V_0^{},V_1^{},\mathrm{},V_{n/21}^{},$$
where $`V_p^{}=V_p/๐_2`$. Index of $`V_p^{}`$ equals $`2p(m1)`$ (as follows from Proposition 4). Since each $`V_p`$ can be identified with $`S^{m1}`$ and under this identification the reflection $`T`$ acts as the usual antipodal map, we see that each $`V_p^{}`$ is diffeomorphic to the projective space $`\mathrm{๐๐}^{m1}`$.
###### Corollary 8.
The Poincarรฉ polynomial of $`G_n^{}=G(S^m;A,A,n)/๐_2`$ with coefficients in field $`๐_2`$ is
$$\frac{t^m1}{t1}\frac{t^{n(m1)}1}{t^{2(m1)}1},$$
and the sum of Betti numbers with coefficients in $`๐_2`$ is $`mn/2`$.
###### Proof.
We will give here a simple proof working for $`m>2`$. The case $`m=2`$ will follow from Theorem 11 below.
Consider filtration $`F_0F_1\mathrm{}F_{n/21}G_n`$ as in the proof of Corollary 7. Let $`F_p^{}`$ denote $`F_p/๐_2`$. We obtain a filtration $`F_0^{}F_1^{}\mathrm{}F_{n/21}^{}G_n^{}`$ such that the inclusion $`F_{n/21}^{}G_n^{}`$ is a homotopy equivalence and
$$H^j(F_p^{},F_{p1}^{};๐_2)H^{j2p(m1)}(\mathrm{๐๐}^{m1};๐_2),p=0,1,\mathrm{},n/21$$
(using the Thom isomorphism). Hence $`H^j(F_p^{},F_{p1}^{};๐_2)`$ is nonzero (and one-dimensional) only for $`2p(m1)j(2p+1)(m1)`$. The spectral sequence of filtration $`F_p^{}`$
$$E_1^{p,q}=H^{p+q}(F_p^{},F_{p1}^{};๐_2)H^{p+q}(G_n^{};๐_2)$$
has $`E_1^{p,q}๐_2`$ for $`p(2m3)qp(2m3)+(m1)`$ and $`E_1^{p,q}=0`$ otherwise. Hence for any differential $`d_r`$, where $`r1`$, either the source or the target vanish. Therefore, $`E_1=E_{\mathrm{}}`$ and our statement follows. โ
We will now calculate the Stiefel-Whitney classes of the negative normal bundle $`\nu _{}(V_p^{})`$. In particular, we will find out for which $`p`$ this bundle is orientable. This information is needed for computing the integral cohomology of $`G_n^{}`$.
###### Lemma 9.
The total Stiefel - Whitney class of the negative normal bundle $`\nu _{}(V_p^{})`$ equals
$$(1+\alpha )^{p(m1)}H^{}(V_p^{};๐_2),$$
where $`\alpha H^1(V_p^{};๐_2)๐_2`$ denotes the generator.
###### Proof.
As in the proof of Lemma 5 we obtain that the negative normal bundle $`\nu _{}(V_p^{})`$ splits as a direct sum of $`2p`$ vector bundles $`\eta _s`$ of rank $`m1`$, one for each negative eigenvalue
$$\lambda _s=2\left[\mathrm{cos}\left(\frac{\pi s}{n+1}\right)\mathrm{cos}\left(\frac{2\pi k}{n+1}\right)\right]$$
of the Hessian. Here $`k=n/2p`$.
Let $`\tau `$ denote the tangent bundle of $`\mathrm{๐๐}^{m1}`$. Let $`\gamma ^{}`$ be a rank $`m1`$ vector bundle over $`\mathrm{๐๐}^{m1}`$ such that its fiber over a line $`\mathrm{}\mathrm{๐๐}^{m1}`$ is the orthogonal complement $`\mathrm{}^{}`$.
We claim that
$$\eta _s\{\begin{array}{c}\tau \text{ if }s\text{ is even,}\hfill \\ \gamma ^{}\text{ if }s\text{ is odd.}\hfill \end{array}$$
Indeed, this bundle is obtained from the tangent bundle $`\xi `$ of $`S^{m1}`$ (cf. Lemma 5) by identifying the antipodal points, and under this identification the first vector $`v_1`$ should be replaced by the last vector $`v_n`$ (cf. (3.15)). Formulae (3.15) show that
$$v_n=\mathrm{cos}(\pi s)v_1=(1)^{s+1}v_1$$
and hence the bundle $`\eta _s`$ is obtained from $`\xi `$ by identifying the fibers over points $`a`$ and $`a`$ with a twist $`(1)^{s+1}`$. This implies our claim, cf. .
For given $`p`$ there are equal number of negative eigenvalues $`\lambda _s`$ of the Hessian on $`V_p`$ with even and with odd $`s`$. Therefore the bundle $`\nu _{}(V_p^{})`$ is isomorphic to a direct sum of $`p`$ copies of $`\tau \gamma ^{}`$.
The total Stiefel - Whitney class of $`\gamma ^{}`$ is $`(1+\alpha )^1`$ and the total Stiefel - Whitney class of $`\tau `$ is $`(1+\alpha )^m`$ (cf. ). Hence the total Stiefel - Whitney class of the negative bundle is
$$\left[(1+\alpha )^1(1+\alpha )^m\right]^p=(1+\alpha )^{(m1)p}.$$
###### Corollary 10.
If $`m`$ is odd, then the negative normal bundle $`\nu _{}(V_p^{})`$ is orientable for any $`p`$.
If $`m`$ is even, then the negative normal bundle $`\nu _{}(V_p^{})`$ is orientable for all even $`p`$ and it is non-orientable for all odd $`p`$.
###### Proof.
By Lemma 9 the first Stiefel - Whitney class of $`\nu _{}(V_p^{})`$ is $`p(m1)\alpha `$. This implies our statement. โ
Recall our permanent assumption $`m>1`$ and $`n`$ is even.
###### Theorem 11.
If $`m>1`$ is odd then
$$H^j(G_n^{};๐)\{\begin{array}{cc}๐,\hfill & \text{for }j=2i(m1)\text{,\hspace{1em}where }i=0,1,\mathrm{},n/21,\hfill \\ ๐_2,\hfill & \text{for }j\text{ even satisfying }2i(m1)<j(2i+1)(m1)\hfill \\ & \text{with }i\text{ as above},\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
If $`m`$ is even then
$$H^j(G_n^{};๐)\{\begin{array}{cc}๐,\hfill & \text{for }j=(4r+ฯต)(m1)\text{}r=0,1,\mathrm{},[(n2)/4]\text{}ฯต=0,1,\hfill \\ ๐_2,\hfill & \text{for }j=4r(m1)+i\text{, or }j=(4r^{}+2)(m1)+i^{}\text{, where}\hfill \\ & i=2,4,\mathrm{},m2\text{}r\text{ is as above, }i^{}=1,3,\mathrm{},m1\text{ and}\hfill \\ & 0r^{}(n4)/4\text{,}\hfill \\ 0,\hfill & \text{otherwise}.\hfill \end{array}$$
###### Proof.
Consider filtration $`F_0^{}F_1^{}\mathrm{}F_{n/21}^{}G_n^{}`$ (cf. proof of Corollary 8) and the associated spectral sequence
$$E_{}^{}{}_{1}{}^{p,q}=H^{p+q}(F_p^{},F_{p1}^{};๐)H^{p+q}(G_n^{};๐).$$
$`F_p^{}F_{p1}^{}`$ contains a single critical submanifold $`V_p^{}\mathrm{๐๐}^{m1}`$ with index $`2p(m1)`$. The normal bundle to $`V_p^{}`$ is orientable if $`p(m1)`$ is even and it is non-orientable if $`p(m1)`$ is odd. The Thom isomorphism gives
$`H^j(F_p^{},F_{p1}^{};๐)\{\begin{array}{cc}H^{j2p(m1)}(\mathrm{๐๐}^{m1};๐),\hfill & \text{if }p(m1)\text{ is even,}\hfill \\ & \\ H^{j2p(m1)}(\mathrm{๐๐}^{m1};\pm ๐)\hfill & \text{if }p(m1)\text{ is odd.}\hfill \end{array}`$ (3.27)
Here $`\pm Z`$ denotes the nontrivial local system of groups $`๐`$ over $`\mathrm{๐๐}^{m1}`$; its monodromy along the generator of $`\pi _1(\mathrm{๐๐}^{m1})`$ is multiplication by $`1`$.
For $`m`$ even we have
$$H^j(\mathrm{๐๐}^{m1};๐)=\{\begin{array}{cc}๐\hfill & \text{for }j=0\text{ and }j=m1\text{,}\hfill \\ ๐_2\hfill & \text{for }j=2,\mathrm{\hspace{0.17em}4},\mathrm{},m2,\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$
and
$$H^j(\mathrm{๐๐}^{m1};\pm ๐)=\{\begin{array}{cc}๐_2\hfill & \text{for }j=1,\mathrm{\hspace{0.17em}3},\mathrm{},m1,\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}$$
For $`m`$ odd we have
$$H^j(\mathrm{๐๐}^{m1};๐)=\{\begin{array}{cc}๐\hfill & \text{for }j=0\text{,}\hfill \\ ๐_2\hfill & \text{for }j=2,\mathrm{\hspace{0.17em}4},\mathrm{},m1,\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}$$
Therefore, in the above spectral sequence holds $`E_{}^{}{}_{1}{}^{p,q}=0`$ for $`p(2m3)qp(2m3)+(m1)`$. It implies that for $`m>2`$, either the source or the target of any differential $`d_r`$ vanish.
Hence for $`m>2`$ holds $`E_{}^{}{}_{1}{}^{}=E_{}^{}{}_{\mathrm{}}{}^{}`$ and any diagonal $`p+q=\mathrm{const}`$ contains at most one nonzero group. This proves our statement for $`m>2`$.
Assume now that $`m=2`$ and consider the first differential $`d_1:E_{}^{}{}_{1}{}^{r1,r}E_{}^{}{}_{1}{}^{r,r}`$. We have
$$E_{}^{}{}_{1}{}^{r1,r}H^{2r1}(F_{r1},F_{r2};๐)=\{\begin{array}{cc}๐,\hfill & \text{if }r\text{ is odd,}\hfill \\ ๐_2,\hfill & \text{if }r\text{ is even}\hfill \end{array}$$
and
$$E_{}^{}{}_{1}{}^{r,r}H^{2r}(F_r,F_{r1};๐)=\{\begin{array}{cc}0,\hfill & \text{if }r\text{ is odd,}\hfill \\ ๐,\hfill & \text{if }r\text{ is even.}\hfill \end{array}$$
We see that $`d_1`$ vanishes since there are no nonzero homomorphisms $`E_{}^{}{}_{1}{}^{r1,r}E_{}^{}{}_{1}{}^{r,r}`$ for any $`r`$.
The higher differentials $`d_r,r2`$ vanish by obvious reasons. Hence, the conclusion we made for $`m>2`$, holds also for $`m=2`$. โ
The following Theorem is the main result of this section. It describes the multiplicative structure of $`H^{}(G_n^{};๐)`$. Recall that we assume that $`n`$ is even.
###### Theorem 12.
For $`m>1`$ odd, $`H^{}(G_n^{};๐)`$ is the commutative ring given by sequence of generators
$$\delta _iH^{2i(m1)}(G_n^{};๐)๐,i=0,1,2,\mathrm{},$$
and
$$eH^2(G_n^{};๐)๐_2,$$
satisfying the following relations
$$\begin{array}{ccc}\delta _i\delta _j=\frac{(2i+2j)!}{(2i)!(2j)!}\delta _{i+j},\hfill & \delta _{n/2}=0,\hfill & \delta _0=1,\hfill \\ & & \\ 2e=0,\hfill & e^{(m+1)/2}=0.\hfill & \end{array}$$
If $`m`$ is even then $`H^{}(G_n^{};๐)`$ is the graded-commutative ring given by the generators
$`\delta _iH^{4i(m1)}(G_n^{};๐)๐,i=0,1,2,\mathrm{},`$
and also
$$\begin{array}{c}eH^2(G_n^{};๐)๐_2,aH^{m1}(G_n^{};๐)๐,bH^{2m1}(G_n^{};๐)๐_2,\hfill \end{array}$$
satisfying the following relations
$$\begin{array}{ccc}\delta _i\delta _j=\frac{(2i+2j)!}{(2i)!(2j)!}\delta _{i+j},\hfill & \delta _{[(n+2)/4]}=0,\hfill & \delta _0=1,\hfill \\ & & \\ 2e=0,\hfill & e^{m/2}=0,\hfill & \\ & & \\ a^2=0,\hfill & ab=0,\hfill & ae=0,\hfill \\ & & \\ 2b=0,\hfill & b^2=0,\hfill & \\ & & \\ \delta _kb=0\text{(if }n=4k+2\text{).}\hfill & & \end{array}$$
Remark. For $`m=2`$ the generator $`e`$ disappears since one of the above relations reads $`e=0`$. If $`m`$ is even and $`n=2`$ then $`b=0`$ since one of the relations gives $`\delta _0b=0`$.
###### Proof.
Consider the universal $`๐_2`$-bundle $`S^{\mathrm{}}\mathrm{๐๐}^{\mathrm{}}`$ and the associated fibration $`S^{\mathrm{}}\times _{๐_2}G_n\mathrm{๐๐}^{\mathrm{}}`$, having $`G_n`$ as the fiber. The total space $`S^{\mathrm{}}\times _{๐_2}G_n`$ is homotopy equivalent to $`G_n^{}`$. The Serre spectral sequence of this fibration converges to the cohomology algebra $`H^{}(G_n^{};๐)`$. The initial term is
$$E_2^{p,q}=H^p(\mathrm{๐๐}^{\mathrm{}};^q(G_n;๐)),$$
where $`^q(G_n;๐)`$, the cohomology of the fiber, is understood as a local system over $`\mathrm{๐๐}^{\mathrm{}}`$.
From Theorem 3 we know that $`H^q(G_n;๐)`$ is either $`๐`$ or trivial. There are two types of local systems with fiber $`๐`$ over $`\mathrm{๐๐}^{\mathrm{}}`$, which we will denote $`๐`$ and $`\pm ๐`$. Their structure is determined by the monodromy along any noncontractible loop of $`\mathrm{๐๐}^{\mathrm{}}`$, which is $`1`$ in the case of $`๐`$ and $`1`$ in the case of $`\pm ๐`$.
Assume first that $`m>1`$ is odd. From formula (2.12) we find that
$$^q(G_n;๐)\{\begin{array}{cc}๐,\hfill & \text{for }q=2i(m1)\text{,}\hfill \\ \pm ๐\hfill & \text{for }q=(2i+1)(m1)\text{,}\hfill \end{array}$$
where $`i=0,1,\mathrm{},n/21`$. Hence we find
$$E_2^{p,q}=\{\begin{array}{cc}๐,\hfill & \text{for }p=0\text{ and }q=2i(m1),\hfill \\ ๐_2,\hfill & \text{if }p>0\text{ is even and }q=2i(m1)\hfill \\ & \text{or if }p\text{ is odd and }q=(2i+1)(m1)\text{,}\hfill \\ 0,\hfill & \text{otherwise},\hfill \end{array}$$
where $`i=0,1,\mathrm{},n/21`$. As a bigraded algebra, $`E_2`$ can be identified with the tensor product
$$E_2^{0,}E_2^{,0}A,$$
where
$`E_2^{0,}H^2(G_n;๐),E_2^{,0}H^{}(\mathrm{๐๐}^{\mathrm{}};๐),`$
and $`A`$ is an exterior algebra with $`A^{0,0}๐`$, and $`A^{1,m1}๐_2`$. If $`xE_2^{1,m1}`$ is the generator, then relation $`x^2=0`$ follows from relation $`\sigma _1^2=2\sigma _2`$ (in the notations of Theorem 3). Here we denote $`H^2(G_n;๐)H^{}(G_n;๐)`$ the graded subring
$$H^2(G_n;๐)=\underset{i}{}H^{2i(m1)}(G_n;๐).$$
The structure of the ring $`H^2(G_n;๐)`$ follows from Theorem 3.
The first nontrivial differential is $`d_m`$. Since we know the additive structure of $`H^{}(G_n^{};๐)`$ (cf. Theorem 11) we find that the differential $`d=d_m:E_2^{1,m1}E_2^{m+1,0}`$ must be an isomorphism. On the other hand $`d:E_2^{0,2i(m1)}E_2^{m,(2i1)(m1)}`$ vanishes (since the range is the zero group). It follows that $`d:E_2^{p,j(m1)}E_2^{p+m,(j1)(m1)}`$ is nonzero iff both $`p`$ and $`j`$ are odd.
Figure 1 shows the nontrivial differential $`d=d_m`$. The fat circles denote group $`๐`$ and the small circles denote $`๐_2`$.
We conclude that the bigraded algebra $`E_{m+1}`$ is isomorphic to the tensor product of algebras
$$H^2(G_n;๐)H^{}(\mathrm{๐๐}^{m1};๐),$$
where $`H^{2i(m1)}(G_n;๐)`$ has bidegree $`(0,2i(m1))`$ and $`H^{2j}(\mathrm{๐๐}^{m1};๐)`$ has bidegree $`(2j,0)`$. It is clear that all further differentials vanish and hence $`E_{\mathrm{}}=E_{m+1}`$. Any diagonal $`p+q=c`$ contains at most one nonzero group, and hence the algebra $`H^{}(G_n^{};๐)`$ coincides with $`E_{\mathrm{}}`$. This proves our statement for $`m>1`$ odd.
Assume now that $`m`$ is even. Recall that we always assume that $`n`$ is even. From formula (2.12) we find that
$$^q(G_n;๐)\{\begin{array}{cc}๐,\hfill & \text{for }q=4i(m1)\text{, or }q=(4i+1)(m1)\text{,}\hfill \\ \pm ๐,\hfill & \text{for }q=(4i+2)(m1)\text{ or }q=(4i+3)(m1)\text{,}\hfill \end{array}$$
assuming that $`q<n(m1)`$. Hence we find
$$E_2^{p,q}=\{\begin{array}{cc}๐,\hfill & \text{for }p=0\text{ and }q=(4i+ฯต)(m1)\text{, where }ฯต=0,1,\hfill \\ ๐_2,\hfill & \text{if }p>0\text{ is even and }q=(4i+ฯต)(m1)\hfill \\ & \text{or if }p\text{ is odd and }q=(4i+2+ฯต)(m1)\text{,}\hfill \\ 0,\hfill & \text{otherwise}.\hfill \end{array}$$
As a bigraded algebra, $`E_2`$ can be identified with the tensor product
$$E_2^{0,}E_2^{,0}B^,,$$
where
$`E_2^{0,}H^4(G_n;๐)C^{},E_2^{,0}H^{}(\mathrm{๐๐}^{\mathrm{}};๐),`$
$`C^{}`$ is an exterior algebra with $`C^0๐`$ and $`C^{m1}๐`$ and $`B^,`$ is an exterior bigraded algebra with $`B^{0,0}๐`$, and $`B^{1,2(m1)}๐_2`$. If $`yE_2^{1,2(m1)}`$ denotes the generator then $`y^2=0`$ follows from relation $`\sigma _2^2=2\sigma _4`$, cf. Theorem 3. We denote by $`H^4(G_n;๐)H^{}(G_n;๐)`$ the graded subring
$$H^4(G_n;๐)=\underset{i}{}H^{4i(m1)}(G_n;๐).$$
Consider now the first nontrivial differential $`d=d_m:E_2^{p,q}E_2^{p+m,qm+1}`$. It is clear that it may be nonzero only for $`q`$ of the form $`q=(2i+1)(m1)`$. On the other hand, since we know the additive structure of the limit (cf. Theorem 11), we conclude that $`d:E_2^{0,m1}=๐E_2^{m,0}=๐_2`$ is onto. Using multiplicative properties of the spectral sequence we find that all the differentials shown on Figure 2 are epimorphic. In fact all differentials on Figure 2, except those which start at the $`q`$ axis, are isomorphisms (since they act between isomorphic groups). As before, the fat circles denote $`๐`$ and small circles denote $`๐_2`$.
Hence, to the next term $`E_{m+1}`$, survive classes $`\sigma _{4i}=\delta _i`$, and also $`a=2\sigma _1`$, $`eE_{m+1}^{2,0}๐_2`$ and $`bE_{m+1}^{1,2(m1)}`$ and their products $`\delta _ia`$, $`\delta _ie^j`$, and $`\delta _ibe^j`$ with $`j<m/2`$. It is clear that all further differentials vanish and in each diagonal $`p+q=c`$ there is at most one nonzero group. Therefore we conclude that ring $`H^{}(G_n^{};๐)`$ is isomorphic to $`E_{m+1}`$. Its structure coincides with the description given in Theorem 12. โ
## 4. Equivariant Lusternik - Schnirelman theory via nonsmooth critical point theory
In this section we firstly recall the basic notions of the critical point theory for nonsmooth functions, suggested recently in and . Secondly, we apply the nonsmooth critical point theory to get a simple independent exposition of a version of the equivariant Lusternik - Schnirelman theory of , , which we need for our applications to the billiard problems. One of the advantages of our approach is applicability to manifolds with boundary.
Let $`X`$ be a metric space endowed with the metric $`d`$. Given a point $`pX`$ and $`\delta >0`$, we denote by $`B(p,\delta )X`$ the ball of radius $`\delta `$ centered at $`p`$.
###### Definition 13.
Let $`f:X๐`$ be a continuous function. The weak slope of $`f`$ at a point $`pX`$, denoted $`|df|(p)`$, is defined as the supremum of all $`\sigma [0,\mathrm{}]`$ such that there exists $`\delta >0`$ and a continuous deformation $`\eta :B(p,\delta )\times [0,\delta ]X`$ with the following properties
$$\begin{array}{cc}d(\eta (q,t),q)t,& f(\eta (q,t))f(q)\sigma t\end{array}$$
for all $`qB(p,\delta )`$, $`t[0,\delta ]`$.
A point $`pX`$ is said to be a critical point of function $`f`$ if $`|df|(p)=0`$.
###### Example 14.
Let $`X`$ be a smooth Riemannian manifold without boundary, and let $`f:X๐`$ be a smooth function. Then the weak slope $`|df|(p)`$ coincides with the norm of the differential $`df(p)`$, viewed as a bounded linear functional on the tangent space $`T_p(X)`$.
###### Example 15.
Let $`X`$ be a smooth Riemannian manifold with boundary, and let $`f:X๐`$ be a smooth function. A point on the boundary $`pX`$ is a critical point of $`f`$ iff there is no tangent vector $`vT_pX`$ pointing inside $`X`$ such that the derivative $`v(f)<0`$ is negative. The last condition implies that
$`df_p|_{T_pX}=0,`$ (4.1)
i.e. the gradient of $`f`$ at point $`pX`$ is orthogonal to the boundary $`X`$. A point $`pX`$ is a critical point of $`f`$ iff (4.1) holds and the gradient of $`f`$ at $`p`$ has the inward direction. It is clear that the above conditions are independent of the Riemannian metric.
###### Proposition 16.
Let $`f:X๐`$ be a continuous function on a compact metric space $`X`$. Then the number of critical points of $`f`$ (in the sense of Definition 13) is at least $`\mathrm{cat}(X)`$, the Lusternik - Schnirelman category of $`X`$.
This follows from a much more general theorem 3.7 of .
We will apply the nonsmooth critical point theory to equivariant critical point theory of smooth functions. Compare , .
###### Proposition 17.
Let $`M`$ be a smooth compact $`G`$-manifold with boundary, where $`G`$ is a finite group. Let $`f:M๐`$ be a $`G`$-invariant smooth function. Suppose that at points of the boundary $`pM`$ the gradient of $`f`$ does not vanish and has the outward direction. Then the number of $`G`$-orbits of points $`pM`$ with $`df_p=0`$ is at least $`\mathrm{cat}(M/G)`$.
###### Proof.
Let $`X`$ denote the space of orbits $`X=M/G`$. Function $`f`$ determines a continuous function $`\stackrel{~}{f}:X๐`$. We want to show that any orbit $`xX`$, representing points $`pX`$ with $`df_p0`$, is not a critical point of $`\stackrel{~}{f}:X๐`$ in the sense of Definition 13. This would imply that the number of critical orbits of $`f`$ is at least the number of critical points of $`\stackrel{~}{f}`$; the later can be estimated from below by $`\mathrm{cat}(X)`$ by Proposition 16.
We will assume that $`M`$ is supplied with a $`G`$-invariant Riemannian metric. Let $`pM`$ be a point with $`df_p0`$. We want to construct a smooth vector field $`v`$ in a neighborhood of the orbit of $`p`$ having the following properties:
* $`v(f)_p<0`$;
* the norm of vector $`v_p`$ equals 1;
* $`v`$ is $`G`$-invariant;
* in case $`p`$ belongs the boundary $`M`$, the vector $`v_p`$ points inside $`M`$.
To construct such vector field $`v`$ one first finds a vector $`v_pT_pM`$ for each point $`p`$ of the orbit so that (a), (b) and (d) are satisfied. It is then possible to extend the vectors $`v_p`$ to form a smooth vector field $`v`$ in a neighborhood of the orbit of $`p`$ with properties (a), (b), (d). Then (c) can be achieved by averaging.
The flow determined by the vector field $`v`$, gives a deformation of a ball around the point $`\{p\}X`$, which represents the orbit of $`p`$, showing that the slope $`|d\stackrel{~}{f}|(p)`$ is positive. โ
## 5. Proof of Theorem 1
Let $`T๐^{m+1}`$ be a compact strictly convex domain bounding a smooth hypersurface $`X=T`$. Given a point $`AX`$ and an integer $`n`$, consider the configuration space $`G_n=G(X;A,A,n)`$ (cf. (2.1)) and the smooth function
$`L_X:G_n๐,L_X(x_1,\mathrm{},x_n)={\displaystyle \underset{i=0}{\overset{i=n}{}}}|x_ix_{i+1}|`$
(the negative total length), where we understand $`x_0=A=x_{n+1}`$. This function is invariant with respect to reflection $`T:G_nG_n`$ (cf. (2.2)). Hence $`L_X`$ determines a continuous function
$`L_X^{}:G_n^{}๐,G_n^{}=G_n/T,`$ (5.1)
and the critical points of $`L_X^{}`$ (in the sense of Definition 13) are in one-to-one correspondence with $`๐_2`$-orbits of closed billiard trajectories in $`X`$, which start and end at $`A`$ and make $`n`$ reflections. This follows from Lemma 2 in and from the argument in the proof of Proposition 17.
Note that for $`n`$ is even, $`T`$ acts freely on $`G_n`$, the factor $`G_n^{}=G_n/T`$ is a smooth manifold and the function $`L_X^{}`$ is smooth. In this case the nonsmooth critical point theory coincides with the usual one.
We claim:
The number of critical points of $`L_X^{}`$ is at least the Lusternik - Schnirelman category $`\mathrm{cat}(G_n^{})`$; moreover, assuming that $`n`$ is even and the function $`L_X^{}`$ is Morse, the number of critical points of (5.1) is at least the sum of Betti numbers of $`G_n^{}`$ with $`๐_2`$ coefficients.
The italiced statement does not follow directly from the traditional Morse-Lusternik-Schnirelman theory, since $`G_n^{}`$ is not compact. However, as in , , one may fix $`ฯต>0`$ and consider the following compact subset
$$G_ฯตG_n,G_ฯต=\{(x_1,\mathrm{},x_n)X^{\times n}:\underset{i=0}{\overset{n}{}}|x_ix_{i+1}|ฯต\}.$$
If $`ฯต>0`$ is small enough then:
* $`G_ฯต`$ is a compact manifold with boundary;
* the inclusion $`G_ฯตG_n`$ is a $`๐_2`$-equivariant homotopy equivalence;
* all critical points of $`L_X`$ are contained in $`G_ฯต`$;
* at every point of $`G_ฯต`$ the gradient of $`L_X`$ has the outward direction.
Cf. , Proposition 4.1 and , Proposition 4.
Since $`G_ฯต^{}=G_ฯต/T`$ is a compact smooth manifold with boundary, we may apply the Morse-Lusternik-Schnirelman theory to it. Condition (d) implies that the critical points of the restriction of $`L_X^{}`$ on $`G_ฯต^{}`$ should not be taken into the account (cf. Proposition 17). Therefore, the number of critical points of $`L_X^{}|_{G_ฯต^{}}`$ is at least $`\mathrm{cat}(G_ฯต^{})=\mathrm{cat}(G_n^{})`$. If $`L_X^{}|_{G_ฯต^{}}`$ is Morse, then the number of its critical points is at least the sum of Betti numbers of $`G_ฯต^{}`$, which is the same as the sum of Betti numbers of $`G_n^{}`$.
In the proof of statement (I) of Theorem 1 we will use the following general simple remark:
for any regular covering map $`p:\stackrel{~}{X}X`$ holds
$`\mathrm{cat}(X)\mathrm{cat}(\stackrel{~}{X}).`$ (5.2)
Indeed, if $`AX`$ is an open subset which is contractible to a point in $`X`$ then $`\stackrel{~}{A}=p^1(A)`$ is a disjoint union of open subsets of $`\stackrel{~}{X}`$, such that each is contractible to a point in $`\stackrel{~}{X}`$. Hence, any categorical open cover $`A_1A_2\mathrm{}A_k=X`$ produces a categorical open cover $`\stackrel{~}{A}_1\stackrel{~}{A}_2\mathrm{}\stackrel{~}{A}_k`$ of $`\stackrel{~}{X}`$.
The above remark applies to the two-fold cover $`G_nG_n^{}`$ giving
$$\mathrm{cat}(G_n^{})\mathrm{cat}(G_n)\mathrm{cl}(\mathrm{G}_\mathrm{n})+1,$$
where $`\mathrm{cl}(\mathrm{G}_\mathrm{n})`$ is the cohomological cup-length of $`G_n`$ (Froloff - Elsholz Theorem).
Now we use Theorem 3 to compute the cup-length of $`G_n`$. In $`m3`$ is odd then $`\sigma _1^{n1}=(n1)!\sigma _{n1}0H^{(n1)(m1)}(G_n;๐)`$ and hence $`\mathrm{cl}(\mathrm{G}_\mathrm{n})=\mathrm{n}1`$. Therefore $`\mathrm{cat}(G_n^{})n`$. This proves statement (I) in the case $`m3`$ odd.
If $`m`$ is even, then the longest nontrivial cup-product in $`H^{}(G_n;๐)`$ is
$$\{\begin{array}{cc}\sigma _1\sigma _2^{k1}\hfill & \text{if }n=2k\text{ is even},\hfill \\ \sigma _2^k,\hfill & \text{if }n=2k+1\text{ is odd.}\hfill \end{array}$$
We conclude that for $`m`$ even the cup-length of $`G_n`$ equals $`[n/2]`$ and therefore $`\mathrm{cat}(G_n^{})[n/2]+1`$. Together with the information collected above this proves statement (I) for $`m`$ even.
To prove statement (II) of Theorem 1 we will use Theorem 12 to estimate the Lusternik - Schnirelman category of $`G_n^{}`$. Note that Theorem 12 requires the assumption that $`n`$ is even. Suppose first that $`m3`$ is odd. Then (in the notations of Theorem 12) we have a nonzero cohomology product
$`\delta _1\delta _2\delta _{2^2}\mathrm{}\delta _{2^s}e^{(m1)/2},`$ (5.3)
where $`s`$ is the largest integer with $`2^{s+1}1n/21`$, i.e. $`s=[\mathrm{log}_2(n)]2`$. Note that class $`eH^2(G_n^{};๐)`$ has order $`2`$, i.e. $`2e=0`$. Nontriviality of the above product is equivalent to the claim that the product $`\delta _1\delta _2\delta _{2^2}\mathrm{}\delta _{2^s}`$ is an odd multiple of the class $`\delta _{1+2+2^2+\mathrm{}+2^s}`$. Indeed, we use the relation
$$\delta _i\delta _j=\left(\begin{array}{c}2i+2j\\ 2i\end{array}\right)\delta _{i+j},$$
and the well-known fact that the binomial coefficient $`\left(\begin{array}{c}2i+2j\\ 2i\end{array}\right)`$ is even if and only if $`i`$ and $`j`$, in their binary expansions, have a 1 on the same place.
Now we will use the notion of category weight of a cohomology class, introduced by E. Fadell and S. Huseini . We claim that the category weight of $`eH^2(G_n^{};๐)`$ equals $`2`$. Indeed, $`e`$ equals the image of a class $`e^{}H^1(G_n^{};๐_2)`$ under the Bockstein homomorphism $`\beta :H^1(G_n^{};๐_2)H^2(G_n^{};๐)`$, i.e. $`e=\beta (e^{})`$. Hence by Theorem (1.2) of E. Fadell and S. Huseini , the category weight of $`e`$ is $`2`$. Therefore, nontriviality of product (5.3) implies
$$\mathrm{cat}(G_n^{})(s+1)+2\frac{m1}{2}+1=[\mathrm{log}_2n]+m1.$$
This proves statement (II) for $`m3`$ odd.
Consider now the case when $`m2`$ is even. First we will assume that $`n8`$ and $`n+2`$ is not a power of $`2`$. Then we have a nontrivial cohomological product
$`\delta _1\delta _2\delta _{2^2}\mathrm{}\delta _{2^s}be^{(m2)/2},`$ (5.4)
where $`s=\left[\mathrm{log}_2\left[{\displaystyle \frac{n+2}{4}}\right]\right]1`$. As above, nontriviality of (2.6) implies
$$\mathrm{cat}(G_n^{})(s+1)+1+2\frac{m2}{2}+1=\left[\mathrm{log}_2\left[\frac{n+2}{4}\right]\right]+m[\mathrm{log}_2n]+m2.$$
If $`n+2=2^r`$ is a power of $`2`$, where $`r4`$, then the product
$`\delta _1\delta _2\delta _{2^2}\mathrm{}\delta _{2^s}e^{(m2)/2},`$
(we skip $`b`$ because of the last relation in Theorem 12) is nonzero, where $`s=r3`$. In this case we obtain
$$\mathrm{cat}(G_n^{})(s+1)+2\frac{m2}{2}+1=s+m=[\mathrm{log}_2n]+m2.$$
We are left to consider the cases $`n=2,\mathrm{\hspace{0.17em}4},\mathrm{\hspace{0.17em}6}`$ with $`m`$ even. Here we have a nontrivial cup-product $`be^{(m2)/2}`$ and hence
$$\mathrm{cat}(G_n^{})1+2\frac{m2}{2}+1=m.$$
This implies the estimate of statement (II) of Theorem 1 for the specified values of $`n`$ and $`m`$.
For $`m>1`$ statement (III) of Theorem 1 follows from Corollary 8. If $`m=1`$ then the space $`G_1^{}=G(S^1;A,A,n)/๐_2`$ consists of $`n/2`$ connected components and each is contractible; this can be established by arguments similar to those used in ยง7 of . Hence the sum of Betti numbers of $`G_1^{}`$ is $`n/2`$.
## 6. Cohomology of cyclic configuration spaces of spheres
The cyclic configuration space $`G(X,n)`$ of a space $`X`$ is defined (cf. ) as the set of all configurations $`(x_1,\mathrm{},x_n)X^{\times n}`$ with $`x_ix_{i+1}`$ for $`i=1,\mathrm{},n1`$ and $`x_nx_1`$. The dihedral group $`D_n`$ acts naturally on $`G(X,n)`$.
In we showed that information about the cohomology ring of the factor-space $`G(S^m,n)/D_n`$ leads to estimates on the number of $`n`$-priodic orbits of convex billiards in $`(m+1)`$-dimensional space $`๐^{m+1}`$. The rings $`H^{}(G(S^m,n);๐_2)`$ and $`H^{}(G(S^m,n)/D_n;๐_2)`$ were computed in .
In this section we will describe the cohomology of the cyclic configuration space $`G(S^m,n)`$ with other fields of coefficients. It turns out that the answer depends on the parity of $`m`$; therefore we state the even and the odd dimensional cases in the form of two separate theorems.
The results of this section will be used in the proof of Theorem 2.
###### Theorem 18.
Let $`m3`$ be odd. The ring $`H^{}(G(S^m,n);๐)`$ is given by generators
$$uH^m(G(S^m,n);๐),\sigma _iH^{i(m1)}(G(S^m,n);๐),i=1,\mathrm{},n2,$$
and relations:
$`u^2=0,\sigma _i\sigma _j=\{\begin{array}{cc}{\displaystyle \frac{(i+j)!}{i!j!}}\sigma _{i+j},\hfill & \text{if}i+jn2,\hfill \\ & \\ 0,\hfill & \text{if}i+j>n2,\hfill \end{array}`$ (6.4)
One may show that the statement of Theorem 18 holds with $`๐`$ replaced by an arbitrary field of coefficients $`๐ค`$. However, the short proof we give below, works only in the case $`๐ค=๐`$. On the other hand for our purposes of this paper it is enough to know the rational cohomology $`H^{}(G(S^m,n);๐)`$. The case of a field $`๐ค`$ of positive characteristic may be proven using Theorem 3 of and computing the spectral sequence similarly to the proof of Theorem 4 in .
The following theorem gives the answer for $`m`$ even.
###### Theorem 19.
Let $`๐ค`$ be a field of characteristic $`2`$. For any even $`m2`$ and odd $`n3`$ the cohomology algebra $`H^{}(G(S^m,n);๐ค)`$ has generators
$$wH^{2m1}(G(S^m,n);๐ค),\sigma _{2i}H^{2i(m1)}(G(S^m,n);๐ค),i=1,\mathrm{},(n3)/2,$$
such that
$`w^2=0,\sigma _{2i}\sigma _{2j}=\{\begin{array}{cc}{\displaystyle \frac{(i+j)!}{i!j!}}\sigma _{2(i+j)},\hfill & \text{if }i+j(n3)/2\text{.}\hfill \\ & \\ 0,\hfill & \text{if}i+j>(n3)/2.\hfill \end{array}`$ (6.8)
###### Proof of Theorem 18.
Consider fibration
$`p:G(S^m,n)S^m,`$ (6.9)
where the image of a cyclic configuration $`(x_1,\mathrm{},x_n)G(S^m,n)`$ under projection $`p`$ is given by $`p(x_1,\mathrm{},x_n)=x_1`$. The fiber of $`p`$ is the configuration space $`G(S^m;A,A,n1)`$. Consider the Serreโs spectral sequence of this fibration. The cohomology of the fiber $`G(S^m;A,A,n1)`$ is described by Theorem 3; it has generators $`\sigma _1,\mathrm{},\sigma _{n2}`$, which multiply according to (2.6).
This spectral sequence may have only one nonzero differential $`d_m`$. We will show that this differential vanishes $`d_m=0`$. This would clearly imply our statement.
Since we may write $`\sigma _i=(i!)^1(\sigma _1)^i`$, it is enough to show that $`d_m(\sigma _1)=0`$. Vanishing $`d_m(\sigma _1)=0`$ follows from the fact that fibration (6.9) admits a continuous section $`s:S^mG(S^m,n)`$ and thus the transgression is trivial. To construct $`s`$, fix a nowhere zero tangent vector field $`V`$ on the sphere $`S^m`$ (recall that $`m`$ is odd). For $`xS^m`$, the tangent vector $`V(x)`$ determines a half circle starting at $`x`$, tangent to $`V(x)`$ and ending at the antipodal point $`x`$. Then the section $`s`$ can be defined by
$$s(x)=(x_1,x_2,\mathrm{},x_n),xS^m,$$
where $`x_1=x,x_n=x`$ and the points $`x_2,\mathrm{},x_{n1}`$ are situated on the half circle making equal angles as shown on the following picture.
Analytically we may write
$$x_j=\mathrm{cos}\left(\frac{(j1)\pi }{n1}\right)x+\mathrm{sin}\left(\frac{(j1)\pi }{n1}\right)V(x),j=1,\mathrm{},n.$$
###### Proof of Theorem 19.
First we will assume that $`m>2`$; the case $`m=2`$ will be treated separately later.
We will describe the additive structure of $`H^{}(G(S^m,n);๐ค)`$, using approach of the Morse theory.
Let $`S^m๐^{m+1}`$ be the unit sphere. Consider the total length function
$$L:G(S^m,n)๐,$$
where for $`(x_1,\mathrm{},x_n)G(S^m,n)`$ we have
$$L(x_1,x_2,\mathrm{},x_n)=|x_1x_2||x_2x_3|\mathrm{}|x_nx_1|.$$
The critical points of $`L`$ are $`n`$-periodic billiard trajectories in the unit sphere; hence the critical configurations are regular $`n`$-gons lying in two-dimensional central sections of the sphere. A regular $`n`$-gon is determined by two first vectors $`x_1,x_2S^m`$, which must make an angle of the form
$$\alpha _p=\frac{2\pi }{n}(\frac{n1}{2}p),\text{where}p=0,1,\mathrm{},(n3)/2.$$
Recall, that we assume that $`n`$ is odd. Fixing $`p=0,1,\mathrm{},(n3)/2`$, we obtain a variety of critical configurations, which we will denote by $`V_pG(S^m,n)`$. Each $`V_p`$ has dimension $`2m1`$ and is diffeomorphic to the Stiefel manifold of pairs of mutually orthogonal vectors in $`๐^{m+1}`$. Since we assume that $`m`$ is even and the characteristic of $`๐ค`$ is $`2`$, we have $`H^{}(V_p;๐ค)H^{}(S^{2m1};๐ค)`$. Note also that $`V_p`$ is simply connected (since $`m>2`$).
I.K. Babenko has shown (cf. , Proposition 3.1) that function $`L`$ is nondegenerate in the sense of Bott and the index of each critical submanifold $`V_p`$ equals $`2p(m1)`$. Moreover, it is clear that $`L(V_p)<L(V_p^{})`$ for $`p<p^{}`$.
Fix $`\epsilon >0`$ small enough and consider the submanifold $`G_\epsilon (S^m,n)G(S^m,n)`$, where
$`G_\epsilon (S^m,n)=\{(x_1,\mathrm{},x_n)(S^m)^{\times n}:{\displaystyle \underset{i=1}{\overset{n}{}}}|x_ix_{i+1}|\epsilon \}.`$
If $`\epsilon >0`$ is sufficiently small then (according to Proposition 4.1 of ) $`G_\epsilon (S^m,n)`$ is a compact manifold with boundary containing all the critical points of $`L`$ and such that the inclusion $`G_\epsilon (S^m,n)G(S^m,n)`$ is a $`D_n`$-equivariant homotopy equivalence. Moreover, at every point of the boundary $`G_\epsilon (S^m,n)`$ the gradient of $`L`$ has the outward direction.
Choose constants $`c_0,c_1,\mathrm{},c_{(n3)/2}`$ such that $`L(V_p)<c_p<L(V_{p+1})`$ for $`0p<(n3)/2`$ and $`c_{(n3)/2}=0`$. Let
$$F_p=L^1((\mathrm{},c_p])G_\epsilon (S^m,n).$$
We obtain a filtration $`F_0F_1\mathrm{}F_{(n3)/2}=G_\epsilon (S^m,n).`$ Since the inclusion $`F_{(n3)/2}G(S^m,n)`$ is a homotopy equivalence, we may use the spectral sequence of this filtration in order to calculate the cohomology of $`G(S^m,n)`$.
We claim that this filtration is perfect, i.e. the Poincarรฉ polynomial of the cyclic configuration space $`G(S^m,n)`$ equals the sum of the Poincarรฉ polynomials of the pairs $`(F_p,F_{p1})`$. The initial term of the spectral sequence is
$$E_1^{p,q}=H^{p+q}(F_p,F_{p1};๐ค).$$
Uisng the Thom isomorphism (recall that $`V_p`$ is simply connected), we find that $`H^j(F_p,F_{p1};๐ค)`$ is isomorphic to $`H^{j2p(m1)}(V_p;๐ค)`$; hence $`H^j(F_p,F_{p1};๐ค)`$ is one-dimensional for $`j=2p(m1)`$ and for $`j=2p(m1)+2m1`$ and vanishes for all other values of $`j`$. This follows since in $`F_{p+1}F_p`$ there is a single non-degenerate critical submanifold $`V_p`$, which has index $`2p(m1)`$ and $`V_p`$ is diffeomorphic to the Stiefel manifold $`V_{m+1,2}`$.
The gradient of $`L`$ at points of the boundary $`G_\epsilon (S^m,n)`$ has the outward direction and hence the points of the boundary do not contribute to the usual statements of the Morse - Bott critical point theory.
For a given $`p`$ there are precisely two values of $`q`$ such that $`E_1^{p,q}`$ is nonzero ($`q=p(2m3)`$ and $`q=p(2m3)+2m1`$). From the geometry of the differentials we see that all the differentials $`d_r`$, $`r1`$, must vanish if $`m>2`$. This proves that the cohomology $`H^j(G(S^m,n);๐ค)`$ is one dimensional for $`j=2p(m1)`$ and $`j=2p(m1)+2m1`$, where $`p=0,1,\mathrm{},(n3)/2,`$ and $`H^j(G(S^m,n);๐ค)`$ vanishes for other values of $`j`$.
Having recovered the additive structure of $`H^{}(G(S^m,n);๐ค)`$, we may use Theorem 3 to find its multiplicative structure. The mapping $`(x_1,x_2,\mathrm{},x_n)x_1`$ is a Serre fibration $`G(S^m,n)S^m`$; its fiber is $`G(S^m:A,A,n1)`$. The Serre spectral sequence has only two nonzero columns and $`d_m`$ is the only differential which could be nonzero. In the $`0`$-th columns we have classes $`\sigma _i`$ in dimensions $`i(m1)`$, and in the $`m`$-th column we have classes $`\sigma _iu`$ having dimension $`i(m1)+m`$, cf. Theorem 3. Since we already know the additive structure of $`H^{}(G(S^m,n);๐ค)`$, we conclude that the differential
$$d_m:E_2^{0,i(m1)}E_2^{m,(i1)(m1)}$$
is an isomorphism for $`i`$ odd and vanishes for $`i`$ even. Hence the classes $`\sigma _{2i}`$ and $`\sigma _{2i+1}u`$ survive. Now, we set $`w=\sigma _1u`$, and the conclude that $`H^{}(G(S^m,n);๐ค)`$ has the multiplicative structure as stated in Theorem 19.
For $`m=2`$ the above argument, based on the spectral sequence of the filtration $`F_0F_1\mathrm{}F_{(n3)/2}=G_\epsilon (S^m,n),`$ is not sufficient, since, in principle, this spectral sequence could have a nonzero differential, shown on the picture. Also, for $`m=2`$ the critical submanifolds $`V_p`$ are not simply connected and so the Thom isomorphisms for the negative normal bundles of the Hessian may require additional twists by flat line bundles (depending on the orientability of the negative normal bundles of the critical submanifolds).
However, in the case $`m=2`$ a different argument can be applied. Consider the action of $`SO(3)`$ on $`G(S^2,n)`$ arising from the standard action of $`SO(3)`$ on $`S^2`$. Fix a point $`AS^2`$ and consider $`G(S^2;A,A,n1)`$ as being canonically embedded in $`G(S^2,n)`$. We obtain the map
$`SO(3)\times G(S^2;A,A,n1)G(S^2,n),(R,c)Rc,`$ (6.10)
given by applying an orthogonal matrix $`RSO(3)`$ to a configuration of points on the sphere $`cG(S^2;A,A,n1)`$. It is easy to see that (6.10) is a fibration with fiber $`S^1`$. If $`c=(A,x_1,\mathrm{},x_{n1})`$ is a configuration of points on $`S^2`$ such that $`Ax_1`$, $`x_ix_{i+1}`$ for $`i=1,\mathrm{},n1`$ and $`x_{n1}A`$, then the fiber of fibration (6.10) over $`c`$ consists of the space of all pairs $`(R_\varphi ,R_\varphi (c))`$, where $`R_\varphi SO(3)`$ denotes the rotation by angle $`\varphi [0,2\pi ]`$ about $`A`$.
The cohomology algebra of the total space of this fibration
$$H^{}(SO(3)\times G(S^2;A,A,n1);๐ค)H^{}(S^3;๐ค)H^{}(G(S^2;A,A,n1);๐ค)$$
is given by Theorem 3. It has a generator $`w`$, with $`\mathrm{deg}w=3`$ (coming from a generator of $`H^3(SO(3);๐ค)`$) and also classes $`\sigma _i`$, where $`i=0,1,\mathrm{},n2`$, with $`\mathrm{deg}\sigma _i=i`$, which are pullbacks of the generators of $`H^{}(G(S^2;A,A,n1);๐ค)`$, cf. Theorem 3. We have the relation $`w^2=0`$ and each product $`\sigma _i\sigma _j`$ equals a multiple of $`\sigma _{i+j}`$, the coefficient indicated in formula (2.10).
Let us show that the restriction map from the total space to the fiber
$$H^1(SO(3)\times G(S^2;A,A,n1);๐ค)H^1(S^1;๐ค)$$
is onto. Since $`H^1(SO(3);๐ค)=0`$, our statement is equivalent to the following. Let $`c=(A,x_1,\mathrm{},x_{n1})`$ be a fixed configuration. We obtain an embedding $`f:S^1G(S^2;A,A,n1)`$ given by $`\varphi R_\varphi (c)`$, where $`\varphi [0,2\pi ]`$. We claim that the induced map $`f^{}:H^1(G(S^2;A,A,n1);๐ค)H^1(S^1;๐ค)`$ is onto. In other words, we want to show that the cohomology class $`f^{}(\sigma _1)H^1(S^1;๐ค)`$ is nonzero.
We may assume that the antipode $`A^{}`$ of $`A`$ does not appear in the configuration $`c`$. Identify $`S^2A^{}`$ with $`๐^2`$ using the stereographic projection with $`A^{}`$ as a center; this leads to the following commutative diagram
$$\begin{array}{ccc}S^1& \stackrel{g}{}\hfill & G(๐^2;0,0,n1)\\ & & \\ & f\hfill & h\\ & & \\ & & G(S^2;A,A,n1)\end{array}$$
where $`g`$ is given by rotations of a fixed configuration $`c^{}=(0,y_1,y_2,\mathrm{},y_{n1})`$ of points on the plane, $`c^{}G(๐^2;0,0,n1)`$, around the origin $`0๐^2`$. Clearly, the space $`G(๐^2;0,0,n1)`$ is homotopy equivalent to $`G(๐^2,n)`$ and thus the cohomology algebra $`H^{}(G(๐^2;0,0,n1);๐ค)`$, as given by Proposition 2.2 of , has 1-dimensional generators $`s_1,\mathrm{},s_n`$, which satisfy the relations $`s_i^2=0`$ for $`i=1,\mathrm{},n`$ and also a relation of degree $`n1`$, cf. formula (4) in . From Remark 9 in we obtain that
$`h^{}(\sigma _1)={\displaystyle \underset{i=1}{\overset{n}{}}}(1)^{i+1}s_i.`$ (6.11)
Let $`sH^1(S^1;๐ค)`$ denote the generator corresponding to the usual anti-clockwise orientation of the circle. Then
$`g^{}(s_i)=s,i=1,2,\mathrm{},n.`$ (6.12)
Indeed, $`g^{}(s_i)=d_is`$, where $`d_i`$ is the degree of the following map $`S^1S^1`$
$$\varphi \frac{R_\varphi (y_i)R_\varphi (y_{i1})}{|R_\varphi (y_i)R_\varphi (y_{i1})|}=R_\varphi (\frac{y_iy_{i1}}{|y_iy_{i1}|}),\varphi [0,2\pi ],$$
and hence it is clear that $`d_i=1`$. Here $`R_\varphi `$ denotes the plane rotation by angle $`\varphi `$. Comparing (6.11) and (6.12) we obtain
$$f^{}(\sigma _1)=g^{}h^{}(\sigma _1)=g^{}(\underset{i=1}{\overset{n}{}}(1)^{i+1}s_i)=s,$$
where we have used the assumption that $`n`$ is odd. (Note that for $`n`$ even the above arguments give $`f^{}(\sigma _1)=0`$.)
Let us examine the Serre spectral sequence of fibration (6.10). It has two rows and may have one nontrivial differential. Since we know that the fundamental class of the fiber $`sH^1(S^1;๐ค)`$ survives, i.e. application of the differential to it gives zero, it follows that all the differentials in the Serre spectral sequence vanish. We conclude that the cohomology algebra of the base $`H^{}(G(S^2,n);๐ค)`$ is the factor of $`H^{}(SO(3)\times G(S^2;A,A,n1);๐ค)`$ with respect to the ideal generated by class $`\sigma _1`$. Since $`\sigma _{2i+1}=\sigma _1\sigma _{2i}`$, we obtain that $`H^{}(G(S^2,n);๐ค)`$ has generators $`w`$ with $`\mathrm{deg}w=3`$ and $`\sigma _{2i}`$, with $`\mathrm{deg}\sigma _{2i}=2i`$, where $`i=0,1,\mathrm{},(n3)/2`$, which satisfy relations (6.8).
## 7. Proof of Theorem 2
Let $`T๐^{m+1}`$ be a compact strictly convex domain with smooth boundary $`X=T`$. Consider the smooth function
$`L_X:G(X,n)๐,L_X(x_1,\mathrm{},x_n)={\displaystyle \underset{i=1}{\overset{i=n}{}}}|x_ix_{i+1}|`$
(the negative total length), where we understand the indices cyclically modulo $`n`$, i.e. $`x_{n+1}=x_1`$. The critical points of $`L_X`$ are in 1-1 correspondence with $`n`$-periodic billiard trajectories in $`X`$.
Fix $`ฯต>0`$ and consider
$$G_ฯตG(X,n),G_ฯต=\{(x_1,\mathrm{},x_n)X^{\times n}:\underset{i=1}{\overset{n}{}}|x_ix_{i+1}|ฯต\}.$$
According to Proposition 4.1 from , if $`ฯต>0`$ is small enough then:
* $`G_ฯต`$ is a compact manifold with boundary;
* the inclusion $`G_ฯตG(X,n)`$ is a $`D_n`$-equivariant homotopy equivalence;
* all critical points of $`L_X`$ are contained in $`G_ฯต`$;
* at every point of $`G_ฯต`$ the gradient of $`L_X`$ has the outward direction.
Now we apply Proposition 17 with $`M=G_ฯต`$, $`f=L_X`$, and $`G=D_n`$. We conclude that the number of $`D_n`$-orbits of $`n`$-periodic billiard trajectories in $`X`$ is at least
$$\mathrm{cat}(G_ฯต/D_n)=\mathrm{cat}(G(X,n)/D_n).$$
Since we assume that $`n`$ is a odd prime, the action of $`D_n`$ on $`G(X,n)`$ is free, and we may use inequality (5.2) which gives
$$\mathrm{cat}(G(X,n)/D_n)\mathrm{cat}(G(X,n))\mathrm{cl}(\mathrm{G}(\mathrm{S}^\mathrm{m},\mathrm{n}))+1.$$
Theorems 18 and 19 allow to estimate $`\mathrm{cat}(G(S^m,n)`$. Assume first that $`m`$ is odd, $`m>1`$. Then (according to Theorem 18) we have a nonzero cup-product
$$\sigma _1^{n2}u,$$
which shows that the cup-length of $`G(S^m,n)`$ for odd $`m>1`$ is at least $`n1`$. This gives lower bound $`n`$ on the number of $`D_n`$-orbits of $`n`$-periodic billiard trajectories in $`X`$ for $`m`$ odd.
If $`m`$ is even, then (by Theorem 19) we have a nonzero cup-product
$$\sigma _2^{\frac{n3}{2}}wH^{}(G(S^m,n);๐ค),$$
where $`๐ค`$ is a field of characteristic $`2`$. This shows that for even $`m`$ the cup-length of $`G(S^m,n)`$ for even $`m`$ is at least $`(n1)/2`$. This gives lower bound $`(n+1)/2`$ on the number of $`D_n`$-orbits of $`n`$-periodic billiard trajectories in $`X`$ for $`m`$ even.
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# Breaking conjugate pairing in thermostatted billiards by magnetic field
## I Introduction
Thermostatted dynamical systems have raised considerable interest recently as a testing ground for ideas in nonequilibrium statistical mechanics . In particular, questions concerning the role played by chaotic dynamics in the appearance of nonequilibrium stationary states in dissipative systems have been in the focus of research activities . One of the most remarkable features of these models is that they are dissipative and time reversal symmetric at the same time. Some, but not all, thermostatted systems have another interesting common property known as the conjugate pairing rule (CPR): the Lyapunov exponents of the system form pairs summing up to the same (negative) value . It has a practical relevance too: with CPR, one pair of Lyapunov exponents can be used to determine the sum of all the exponents, which is known to be connected to the transport properties of the system . CPR is trivially present in conservative Hamiltonian systems (the sum being zero due to simplecticity); however, there is no obvious reason to expect anything similar in dissipative systems. In fact, CPR in thermostatted systems was first discovered by numerical studies .
The simplest system in which CPR can be checked is the three-dimensional (periodic) Lorentz gas (3DLG): due to its three degrees of freedom, it has four nontrivial Lyapunov exponents. Dettmann et al. have shown numerically that the 3DLG with external electric field and Gaussian isokinetic (GIK) thermostat exhibits conjugate pairing; later, this has been proven analytically for conservative forces and hard-wall scatterers . It has also been demonstrated that this system can be connected to a Hamiltonian dynamics.
In this paper, we check the effect of an external magnetic field on the validity of CPR in the GIK thermostatted cubic lattice 3DLG. In particular, we will focus on two features possibly related to CPR: reversibility (an extension of time reversal symmetry) and the existence of a Hamiltonian formulation. Both can be controlled by the direction of the magnetic field with respect to that of the electric field and the lattice. Our numerical results show that CPR is not affected by breaking reversibility, and it also holds for cases with perpendicular electric and magnetic field vectors for which there is a connection to Hamiltonian dynamics. However, CPR breaks down for nonperpendicular fields, i.e. in the case when no Hamiltonian connection has been found.
In Sec. II, the equations of motion for billiards with GIK thermostat in magnetic field are presented, together with a discussion of reversibility and the Hamiltonian connection for perpendicular fields. The numerical results for the 3DLG and our conclusions are presented in Sec. III and IV, respectively.
## II Thermostatted billiards in magnetic field
### A The dynamics
The kinetic energy of a particle moving under the influence of external fields can be kept constant by adding a special frictionlike force to the system. Since this force can be deduced from Gaussโs principle of least constraint, and it is kinetic energy that is kept constant, the technique is called Gaussian isokinetic (GIK) thermostat . In billiards, this is equivalent of particle momentum $`๐ฉ`$ changing only in direction, but not in magnitude $`p`$, during the โfreeโ flights between collisions with the hard-wall boundaries. Choosing the unit of mass to be the mass of the particle, the corresponding equations of motion are
$$\dot{๐ช}=๐ฉ,\dot{๐ฉ}=๐
_e\alpha ๐ฉ$$
(1)
where $`๐ช=(x,y,z)`$ is the position of the particle, $`๐
_e`$ stands for the external forces, while the GIK thermostat corresponds to the choice
$$\alpha =\frac{๐
_e๐ฉ}{p^2}.$$
(2)
For simplicity, we will choose length and time units in our studies so that $`p=1`$, but care must be taken when substituting 1 for $`p^2`$ in terms like $`\alpha `$ above, especially in the derivation of tangent space equations for the calculation of Lyapunov exponents.
In our model, the external force $`๐
_e`$ contains the (constant) electric and magnetic fields $`๐`$ and $`๐`$:
$$๐
_e=๐+๐ฉ\times ๐$$
(3)
(we have defined the unit of electric charge to be that of the particle). The full dynamics also includes the secular collisions with the hard-wall boundaries, changing the momentum $`๐ฉ_i`$ to $`๐ฉ_f`$ instantaneously:
$$๐ฉ_f=(I2๐ง๐ง)๐ฉ_i$$
(4)
where $`I`$ is the ($`3\times 3`$) identity matrix, $`๐ง`$ is the normal vector of the boundary at the collision point and โ$``$โ denotes the diadic product. In our 3DLG, the scatterers are hard spheres of radius $`R`$, arranged into a regular cubic lattice with distance $`d`$ between the centers of nearest neighbor scatterers. For simplicity, we choose the length scale so that $`R=1`$.
### B Reversibility
Without magnetic field, Eqs. (1) and (2) ensure time reversal symmetry for the dynamics, which means that for each solution $`\mathrm{\Gamma }_+(t)=(๐ช(t),๐ฉ(t))^T`$ there exists another one tracing the same path backward in time:
$$\mathrm{\Gamma }_{}(t)=(๐ช(t),๐ฉ(t))^T.$$
(5)
The pairing of solutions by time reversal symmetry is important in these models: it is used e.g. in showing that the average current flows in the direction of the external electric field . This symmetry cannot hold if $`๐0`$, but the more general property of reversibility may still be true, depending on the particular choice of $`๐`$ and $`๐`$. Reversibility means the existence of a transformation $`G`$ in phase space which is an involution (i.e., $`G^2`$ is the identity) mapping each solution $`\mathrm{\Gamma }_+(t)`$ to another one $`\mathrm{\Gamma }_{}(t)`$ in the following manner:
$$\mathrm{\Gamma }_{}(t)=G\mathrm{\Gamma }_+(t).$$
(6)
In terms of the the phase space flow $`\varphi ^t`$ defined by $`\mathrm{\Gamma }(t)=\varphi ^t\mathrm{\Gamma }(0)`$, this requirement can be written as
$$G\varphi ^tG=\varphi ^t,$$
(7)
i.e., bracketing the flow by $`G`$ โreverses the direction of timeโ.
Ordinary time reversal symmetry is equivalent to $`G=G_0`$ just flippping the direction of the momentum: $`G_0(๐ช,๐ฉ)=(๐ช,๐ฉ)^T`$. For $`๐0`$, the flow can be reversed by the transformation $`G_B=MG_0`$ where $`M`$ is a mirroring of $`๐ช`$ and $`๐ฉ`$ with respect to the plane containing $`๐`$ and $`๐`$ (the proof of this statement is left to the Appendix). In the Lorentz gas, reversibility of the full dynamics also requires that the invariant plane of $`M`$ be a symmetry plane of the lattice too. This gives us an easy way to control reversibility in the Lorentz gas: choosing directions for $`๐`$ and $`๐`$ in a symmetry plane of the lattice leads to reversible dynamics, otherwise we have no reversibility.
### C Hamiltonian formalism
A nontrivial result for GIK thermostatted systems without magnetic field is that a Hamiltonian formulation of the dynamics exists provided the force $`๐
_e`$ is the gradient of a scalar field $`\mathrm{\Phi }(๐ช)`$ . Then there is a Hamiltonian $`H(๐,๐)`$ so that the GIK equations of motion for the physical variables $`๐ช`$ and $`๐ฉ`$ can be obtained from the canonical equations of motion for $`๐`$ and $`๐`$ through a suitable coordinate transformation. It is straightforward to check that the Hamiltonian $`H(๐,๐)=\frac{1}{2}[e^\mathrm{\Phi }๐^2e^\mathrm{\Phi }]`$ has canonical equations leading to Eq. (1) if one assumes the transformations $`๐ช=๐`$ and $`๐ฉ=e^\mathrm{\Phi }๐`$. However, it is important to stress that this connection holds only if we make explicit use of the constraint $`p=1`$ and its equivalent $`H=0`$ in the GIK and canonical equations, respectively.
The extension of the Hamiltonian formulation to cases with $`๐0`$ is not as obvious as for conservative systems because of the factor $`e^\mathrm{\Phi }`$ in front of $`๐^2`$ in the โkinetic energyโ term of the Hamiltonian. Nevertheless, we may still follow a similar route by defining $`\mathrm{\Phi }(๐ช)`$ through $`๐=\mathrm{\Phi }`$ as usual and replacing $`๐`$ by $`๐๐(๐ช)`$ in $`H`$, where the vector $`๐(๐ช)`$ is connected to the magnetic field. This leads to the Hamiltonian
$$H_B(๐,๐)=\frac{1}{2}[e^\mathrm{\Phi }(๐๐)^2e^\mathrm{\Phi }].$$
(8)
A lengthy but straightforward calculation shows that the canonical equations for $`H_B=0`$ can be connected to the GIK equations of motion for $`p=1`$ by the transformation
$$๐ช=๐,๐ฉ=e^\mathrm{\Phi }(๐๐)$$
(9)
if we assume the following relationship between $`๐`$ and $`๐`$:
$$๐=e^\mathrm{\Phi }\text{rot}๐.$$
(10)
Note that this is an extension of the usual relationship $`๐=\text{rot}๐`$ for the GIK thermostat. However, due to the presence of $`e^\mathrm{\Phi }`$ in Eq. (10), we do not necessarily have a solution $`๐`$ for arbitrary $`๐`$ and $`๐`$. Indeed, since $`๐`$ must satisfy Maxwellโs equation $`\text{div}๐=0`$, this condition leads to the restriction $`\mathrm{๐๐}=0`$. Therefore, we can use the Hamiltonian formulation given above only in the case when $`๐`$ is perpendicular to $`๐`$.
## III Numerical results
We have calculated numerically the Ljapunov spectrum of the GIK thermostatted 3DLG with constant electric and magnetic fields. The Lyapunov exponents $`\lambda _1>\lambda _2>\mathrm{}>\lambda _6`$ can be measured by following the evolution of a full set of linearly independent tangent space vectors along a very long trajectory and applying repeated reorthogonalization and rescaling to them; see Ref. for a detailed description of this method. The effect of collisions were taken into account by the formula presented in Ref. . In all cases studied we have obtained finite time exponents converging to their infinite time limits as in the example plotted in Fig. 1. The fluctuations in the measured values typically tend to zero as $`1/\sqrt{N}`$, where $`N`$ is the number of collisions, so for reliable results we needed very long runs with $`N=10^7`$ collisions or more. The data also show that the largest Ljapunov exponent is positive, i.e. the motion is chaotic, and that two of the exponents are zero as expected.
We have choosen the coordinate axes $`x`$, $`y`$ and $`z`$ aligned with the lattice axes. Through the directions of the field vectors, we can have reversible or non-reversible dynamics in our model, with or without a Hamiltonian representation, independently. In the simulations, we fixed $`๐`$ along the $`x`$ axis, so that it lies in the symmetry planes $`y=0`$ and $`z=0`$, and controlled the above properties by chosing the direction of $`๐`$ accordingly. In particular, the dynamics is reversible e.g. for $`B_y=0`$; meanwhile, there exists a Hamiltonian formulation as given in Sec. II C for $`B_x=0`$.
Figure 1 shows the results of a simulation for $`๐=(0,B\mathrm{cos}\varphi ,B\mathrm{sin}\varphi )`$ with $`\varphi =\pi /20`$, i.e., for perpendicular fields and without reversibility. In Fig. 2, we plotted the sums of the pairs $`\lambda _1+\lambda _6`$ and $`\lambda _2+\lambda _5`$. They both converge rapidly to the same value, thus CPR seems to hold in this case. It is also worth noting that the difference between the two sums disappears much faster than the fluctuations in the individual exponents. We have obtained similar results for other values of the angle $`\varphi `$, including reversible flows (e.g. $`\varphi =0`$). These results demonstrate that reversibility is not needed for CPR to hold.
In the second type of simulations we have choosen $`๐=(B\mathrm{sin}\varphi ,0,B\mathrm{cos}\varphi )`$, so that for $`\varphi 0`$ the two field vectors are not perpendicular and the Hamiltonian formulation of Sec. II C does not apply. The numerical Lyapunov spectrum looks qualitatively the same as in Fig. 1, but the sums of the two pairs seem to converge to different values as shown in Fig. 3 for the angle $`\varphi =7\pi /20`$. In other words, CPR is broken in this case; other values of $`\varphi 0`$ have lead to similar results. The difference between Figs. 2 and 3 is very clear: the quantity $`\mathrm{\Delta }=\lambda _1+\lambda _6(\lambda _2+\lambda _5)`$ converges to zero quite fast if CPR holds, while it stays definitely positive in the case without CPR.
## IV Conclusions
We have demonstrated that in the GIK thermostatted 3DLG the CPR can be broken by an external magnetic field which is not perpendicular to the electric field. For perpendicular fields, however, CPR holds, and the convergence of the pair sums to each other seems to be much faster than that of the individual exponents indicating that CPR is valid for all times in these cases just as in the 3DLG without magnetic field . This phenomenon is called strong CPR. The perpendicular cases are also characterized by the existence of a Hamiltonian formulation. There exist other nontrivial examples for systems with strong CPR and a Hamiltonian formulation, too: e.g., the Gaussian isoenergetic thermostat with a special interparticle potential or the ideal Sllod gas . These examples suggest that there may be a direct connection between strong CPR and the existence of a Hamiltonian formulation. We will examine this question in a separate paper . Although we are not aware of any counterexamples, the question concerning the existence of systems with strong CPR but without a Hamiltonian formulation is still open.
Our results also show that time reversal symmetry, or reversibility in general, is not needed for CPR to hold. Indeed, one of the first examples for CPR in dissipative systems has been a Hamiltonian system with a constant viscous damping which has no time reversal symmetry.
## Acknowledgments
This work was supported by the Bolyai Jรกnos Research Grant of the Hungarian Academy of Sciences and by the Hungarian Scientific Research Foundation (Grant Nos. OTKA F17166 and T032981).
## Appendix
We show that the flow defined by Eqs. (1)โ(3) is reversible with respect to the transformation $`G_B=MG_0`$ as given in Sec. II B. Equation (7) can be rewritten for the time derivative $`F`$ of the flow as $`GFG=F`$. From Eq. (1) one can see that $`F(๐ช,๐ฉ)=(๐ฉ,๐)^T`$, whith $`๐(๐ช,๐ฉ)`$ given by the expression for $`\dot{๐ฉ}`$. Now we can write that
$`G_BFG_B(๐ช,๐ฉ)`$ $`=`$ $`G_BF(M๐ช,M๐ฉ)`$
$`=`$ $`G_B(M๐ฉ,๐(M๐ช,M๐ฉ))`$
$`=`$ $`(๐ฉ,M๐(M๐ช,M๐ฉ))^T`$
$`=`$ $`(๐ฉ,๐(๐ช,๐ฉ)^T.`$
The last equality gives us the condition
$$๐(๐ช,๐ฉ)=M๐(M๐ช,M๐ฉ)$$
(11)
for the force acting on the particle.
Since $`๐`$ consists of the two parts of the Lorentz force and the thermostat, we can check these terms separately. For the electric field this means that $`๐=M๐`$, i.e., $`๐`$ must be in the invariant plane of $`M`$. For the term $`๐ฉ\times ๐`$, the right hand side of Eq. (11) reads as $`M(M๐ฉ\times ๐)=M(๐ฉ_{}\times ๐๐ฉ_{}\times ๐)=M(๐ฉ_{}\times ๐)+M(๐ฉ_{}\times ๐)`$, where $`๐ฉ_{}`$ and $`๐ฉ_{}`$ denote the components of $`๐ฉ`$ parallel and perpendicular to the invariant plane of $`M`$, respectively. If $`๐`$ is in this plane, then $`M(๐ฉ_{}\times ๐)=๐ฉ_{}\times ๐`$ and $`M(๐ฉ_{}\times ๐)=๐ฉ_{}\times ๐`$, so the magnetic part of the Lorentz force also satisfies Eq. (11). As for the thermostatting force, $`M((๐M๐ฉ)M๐ฉ)=((๐M๐ฉ)M^2๐ฉ=(๐๐ฉ)๐ฉ`$ also holds if $`๐=M๐`$. Thus the flow is reversed by $`G_B=MG_0`$ if the field vectors $`๐`$ and $`๐`$ are invariant under $`M`$.
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# Quantum interference and Coulomb interaction in arrays of tunnel junctions.
## I Introduction
During the past two decades much attention has been devoted to the study of disordered bulk metals with electron-electron interactions from the one hand and arrays of normal metallic grains connected by tunnel junctions from the other. The Coulomb interaction plays a very important role in both types of system and many non-trivial physical effects occur due to it. In disordered metals, e.g., the Coulomb interaction results in quantum corrections to conductivity and reduces the density of states, a phenomenon known as zero bias anomaly. Qualitatively similar effects were predicted and studied experimentally for arrays of tunnel junctions in the normal state, where a sufficiently strong Coulomb interaction can suppress the conductivity (Coulomb blockade of tunneling).
In spite of the similarities in the physical behavior of disordered metals and normal arrays of tunnel junctions, completely different approaches are used for the theoretical description of these respective systems. As concerns disordered metals with interaction, either diagrammatic methods or non-linear $`\sigma `$-models are employed. The starting point of these theories is a model of a weakly disordered bulk metal. On the other hand, for the description of Coulomb blockade effects in a junction array or a granular material, a completely different approach based on the theory of Ambegaokar, Eckern and Schรถn (AES) is commonly used. The free energy functional proposed by AES does not contain any disorder: the finite conductance obtained within this model is due to tunneling of electrons between grains and can be incorporated into the theory through a term describing the so-called quantum dissipation, first introduced phenomenologically in Ref. .
Although both approaches have been introduced almost 20 years ago, only a few indirect attempts have been made to reconcile them. We mention the work by Nazarov and Levitov and Shytov that treat the diffusive zero bias anomaly and the Coulomb blockade of tunneling on the same footing. More recently, Nazarov showed how Coulomb blockade phenomena survive in diffusive systems. Indeed, the properties of a granular metal without electron-electron interactions are qualitatively similar to those of a disordered bulk metal (see e.g. Ref. ) and it would be natural to expect that this qualitative similarity persists even in the presence of interactions. In fact, one may conjecture that bulk disordered metals from the one hand, and granular metals or arrays of tunnel junctions from the other, can be described within one unifying scheme.
In order to develop such a scheme, we consider in this paper a granular normal metal with Coulomb interaction between electrons. The consideration is simplified by taking into account only the long range part of the interaction that leads to Coulomb blockade effects. We assume that the macroscopic dimensionless conductance $`g_T`$ of the granular metal is large, which enables us to develop a perturbative theory with $`g_T^1`$ as the small parameter. Within this theory, physical quantities of interest can be calculated at arbitrary temperatures. The diagrammatic analysis is supplemented by the derivation of a $`\sigma `$-model that can be considerably simplified provided one does not take into account weak localization effects.
We demonstrate below that granular metals and networks of tunnel junctions can always be described using the standard techniques developed in the theory of disordered metals (expansions in cooperons and diffusons, $`\sigma `$\- model calculations). With the help of these techniques one can in principle calculate any physical quantity without using the notion of quantum dissipation. Disorder is inevitably present in the system even if electrons move ballistically within the grains. In the latter case any small irregularity in the shape of the grains causes the electron motion within the grains to be chaotic and this assumption is sufficient for our theory to be applicable. An integrable shape of the grains does not seem to be realistic, and even if it happened for isolated grains, tunneling from grain to grain would add an additional chaoticity. These ideas about intrinsic disorder in granular metals have been used in previous studies .
We find that, at not too low a temperature, the AES free energy functional gives correct results. However in the limit $`T0`$ AES theory is no longer applicable. The region of validity of the AES free energy functional is determined by the inequality $`Tg_T\delta `$, where $`\delta =\left(\nu V\right)^1`$ is the mean level spacing, $`\nu `$ is the density of states at the Fermi surface and $`V`$ is the volume of a single grain.
We conclude in particular that the AES notion of quantum dissipation at $`T=0`$ can only be applied to tunnel junctions connecting infinitely large conductors. If the volume of the conductors is finite the AES picture can be applied at finite temperatures only. Apparently, the notion of quantum dissipation should be treated with care. A qualitative discussion of the problem โdissipation versus dynamical screeningโ in the case of superconducting grains can be found in a recent lecture by Altshuler.
The remainder of the paper is organized as follows. In Sec. II we formulate the model and write physical quantities in terms of functional integrals over anticommuting fields. We decouple the Coulomb interaction by an integration over auxiliary fields. In Sec. III we consider the AES action and show that it does not correspond to the physics of normal metals with a screened Coulomb interaction. In Sec. IV we develop a diagrammatic technique. We show what kind of diagrams correspond to the AES action and demonstrate that, at low temperatures, additional contributions arise. Summing up these additional diagrams we arrive at expressions corresponding to the dynamically screened Coulomb interaction of a normal metal. Sec. V contains a derivation of a new action for a granular metal with electron-electron interaction which is applicable at arbitrary temperatures. The results are compared with the results obtained diagrammatically and with those obtained on the basis of the AES action. Our results are summarized in the Conclusion.
## II Choice of the model
We consider an array of normal metallic grains coupled to each other. The dimensionality of the array may be arbitrary. The grains are assumed to contain imperfections: there can be impurities inside them as well as on their surface. This implies that the electron motion in the grains is chaotic. The mean level spacing in a single grain is equal to $`\delta =\left(\nu V\right)^1`$. However, the shapes of the grains need not considerably differ from each other and we assume for simplicity that the grains are arranged in a cubic lattice. The electrons can hop from grain to grain; moreover, they interact with each other. We are interested only in the long range part of the Coulomb interaction and write it in a simplified form describing charging of the grains. In such a formulation the spin of the electrons is not important and can be taken into account at the end of the calculations when writing proper densities.
Under these assumptions the electron motion can be conveniently described by a functional integral of the type
$`{\displaystyle \mathrm{exp}\left(S[\psi ]\right)๐\psi },`$with an action $`S\left[\psi \right]`$ that can be written in the form
$$S[\psi ]=S_\mathrm{g}[\psi ]+S_\mathrm{t}[\psi ]+S_\mathrm{c}[\psi ].$$
(1)
The action $`S_\mathrm{g}\left[\psi \right]`$ in Eq. (1) describes the electron motion within the grains and we write it in the form
$$S_\mathrm{g}[\psi ]=\underset{i}{}_0^\beta ๐r๐\tau \psi _i^{}(\tau ,r)\left(_\tau \mu +\widehat{H}_i\right)\psi _i(\tau ,r),$$
(2)
where $`\psi _i(\tau ,r)`$ is a fermion field in grain $`i`$ at imaginary time $`\tau `$ and coordinate $`r`$ ($`\psi ^{}`$ is its complex conjugate), $`\mu `$ is the chemical potential, and $`\beta =T^1`$ is the inverse temperature. The fermion fields $`\psi _i\left(\tau \right)`$ satisfy the condition
$$\psi _i\left(\tau \right)=\psi _i\left(\tau +\beta \right).$$
(3)
The operator $`\widehat{H}_i`$ in Eq. (2) includes scattering by impurities and can be written as
$$\widehat{H}_i=\frac{1}{2m}_r^2+u_i(r),$$
(4)
where $`u_i\left(r\right)`$ is the impurity potential. We assume that it is Gaussian distributed with the correlation
$$u_i(r)u_j(r^{})=\frac{1}{2\pi \nu \tau _{\mathrm{imp}}}\delta (rr^{})\delta _{ij}.$$
(5)
The action $`S_\mathrm{t}\left[\psi \right]`$ stands for tunneling between the grains,
$$S_\mathrm{t}[\psi ]=\underset{ij}{}_0^\beta ๐\tau \psi _i^{}(\tau )t_{ij}\psi _j(\tau ),$$
(6)
and $`S_\mathrm{c}\left[\psi \right]`$ describes the charging of the grains
$$S_\mathrm{c}[\psi ]=\frac{e^2}{2}\underset{ij}{}_0^\beta ๐\tau n_i(\tau )C_{ij}^1n_j(\tau ),$$
(7)
where
$`n_i\left(\tau \right)={\displaystyle ๐r\psi _i^{}(\tau ,r)\psi _i(\tau ,r)}`$is the density field in grain $`i`$, $`e`$ is the electron charge, and $`C_{ij}`$ is the capacitance matrix. Eqs. (1 \- 7) describe the model completely and one can start explicit calculations.
Due to the Coulomb interaction, the action $`S[\psi ]`$ is not quadratic in $`\psi `$ and the integration over $`\psi `$ cannot be performed immediately. A convenient way to proceed in such a case is to decouple the term $`S_\mathrm{c}[\psi ]`$ by a Gaussian integration over auxiliary fields. This transformation can be written as follows:
$$๐(\psi ^{},\psi )e^{S[\psi ]}=๐ฉ๐Ve^{S_2[V]}๐(\psi ^{},\psi )e^{S_1[\psi ,V]},$$
(8)
where $`๐ฉ`$ is a normalization factor and $`V_i\left(\tau \right)`$ is the decoupling field. The action $`S_2[V]`$ in Eq. (8) has the form
$$S_2[V]=\frac{1}{2}_0^\beta ๐\tau \underset{ij}{}V_i(\tau )C_{ij}V_j(\tau ),$$
(9)
which shows that the variable $`V_i\left(\tau \right)`$ has the meaning of a voltage on grain $`i`$ at the time $`\tau `$. The new effective action $`S_1[\psi ,V]`$ reads
$`S[\psi ,V]=S_\mathrm{g}[\psi ,V]+S_\mathrm{t}[\psi ],`$with
$$S_\mathrm{g}[\psi ,V]=\underset{i}{}_0^\beta ๐\tau \psi _i^{}(\tau )\left(_\tau \mu +\widehat{H}_i+ieV_i(\tau )\right)\psi _i(\tau ).$$
(10)
One more transformation can be performed exactly. Following the procedure of Ref. where a single grain was considered, we represent $`V_i\left(\tau \right)`$ in the form
$$V_i\left(\tau \right)=V_i^0+\stackrel{~}{V}_i\left(\tau \right),$$
(11)
where $`V_i^0`$ is the static part and $`_0^\beta \stackrel{~}{V}_i\left(\tau \right)๐\tau =0`$. The replacement
$$\psi _i\left(\tau \right)\psi _i\left(\tau \right)\mathrm{exp}\left(i\varphi _i\left(\tau \right)\right)$$
(12)
with
$$\varphi \left(\tau \right)=e_0^\tau \stackrel{~}{V}_i\left(\tau ^{}\right)๐\tau ^{}$$
(13)
does not violate the condition given by Eq. (3) and we can remove the variable $`\stackrel{~}{V}_i\left(\tau \right)`$ from the action $`S_\mathrm{g}[\psi ,V]`$, Eq. (10). However, this variable appears in the action $`S_\mathrm{t}[\psi ]`$ as an additional phase of the field $`\psi \left(\tau \right)`$. As concerns the static part $`V_i^0`$, its fluctuations can be neglected even in a single isolated grain, provided the temperature is high $`T\delta `$ . This restriction is not necessary for the system of the coupled grains in the limit of large conductance $`g_T1`$ considered here.
Using Eqs. (1\- 13) we finally reduce the calculation of physical quantities to the computation of a functional integral of the form
$$\mathrm{exp}\left(S_0[\psi ]S_1[\psi ,\varphi ]S_2[\varphi ]\right)๐\psi ๐\varphi ,$$
(14)
where
$$S_0[\psi ]=\underset{i}{}_0^\beta ๐\tau \psi _i^{}(\tau )\left(_\tau \mu +\widehat{H}_i\right)\psi _i(\tau ),$$
(15)
$$S_1[\psi ,\varphi ]=\underset{ij}{}_0^\beta ๐\tau t_{ij}\psi _i^{}(\tau )\psi _j(\tau )\mathrm{exp}\left(i\varphi _{ij}\left(\tau \right)\right),$$
(16)
$$S_2[\varphi ]=_0^\beta ๐\tau \underset{ij}{}\frac{C_{ij}}{2e^2}\frac{d\varphi _i(\tau )}{d\tau }\frac{d\varphi _j(\tau )}{d\tau },$$
(17)
and $`\varphi _{ij}\left(\tau \right)=\varphi _i\left(\tau \right)\varphi _j\left(\tau \right)`$.
Eqs. (14-17) completely specify the model that will be studied in the subsequent sections. Disorder is still present in the operators $`\widehat{H}_i`$, Eq. (4), but the mean free path within the grains is assumed to be large, $`lk_01`$, where $`k_0`$ is the Fermi momentum. In this limit, the macroscopic conductivity is determined mainly by the tunneling conductance $`g_T`$,
$$g_T=\pi /(2e^2R_T)=2\pi ^2t^2\nu ^26.45k\mathrm{\Omega }/R_T$$
(18)
where $`R_T`$ is the tunneling resistance.
## III Quantum dissipation description of granular metals with Coulomb interaction
A functional integral formulation was used in Ref. to treat the quantum dynamics of a Josephson junction. The action derived in that work (AES action) was used later in the context of a normal tunnel junction , as well as in connection with arrays of tunnel junctions in a number of papers . The AES action can be obtained from Eqs. (14\- 17). First, one should average the Green function $`G_0`$ corresponding to the action $`S_0[\psi ]`$, Eq. (15), over impurities in the first Born approximation, which gives (in Fourier representation)
$$G_{0\epsilon }\left(๐ฉ\right)=\left(i\epsilon \xi (๐ฉ)+i\frac{\text{sgn}\left(\epsilon \right)}{2\tau _{\mathrm{imp}}}\right)^1,$$
(19)
where $`\tau _{\mathrm{imp}}`$ is defined in Eq. (5) and $`\xi (๐ฉ)=๐ฉ^2/2m\mu `$. After that one should make a cumulant expansion in the term $`S_1[\psi ,\varphi ]`$, Eq. (16). Keeping only the second order of the expansion and assuming for simplicity that the capacitance matrix $`C_{ij}`$ is diagonal one arrives at the AES action $`S_{\mathrm{AES}}[\varphi ]`$ ,
$$S_{\mathrm{AES}}[\varphi ]=\frac{1}{4E_c}\underset{i}{}\underset{0}{\overset{\beta }{}}๐\tau \left(\frac{d\varphi _i}{d\tau }\right)^2+\frac{g_T}{2}\underset{i,j}{}\underset{0}{\overset{\beta }{}}๐\tau ๐\tau ^{}\alpha (\tau \tau ^{})\left(1\mathrm{cos}\left(\varphi _{ij}(\tau )\varphi _{ij}(\tau ^{})\right)\right),$$
(20)
where
$$\alpha (\tau \tau ^{})=\frac{T^2}{\mathrm{sin}^2\pi T(\tau \tau ^{})}.$$
(21)
In Eq. (20) $`E_c`$ is the charging energy $`E_c=e^2/2C_{ii}`$. The second term in Eq. (20) contains the sum over neighboring grains and $`t`$ is the tunneling energy between them. In the limit of small phase fluctuations we can expand the second term in Eq. (20) with respect to $`\varphi _{ij}`$ and obtain
$$S[\varphi ]=\frac{1}{4E_c}\underset{i}{}\underset{0}{\overset{\beta }{}}๐\tau \left(\frac{d\varphi _i\left(\tau \right)}{d\tau }\right)^2+\frac{g_T}{2}\underset{i,j}{}\underset{0}{\overset{\beta }{}}๐\tau ๐\tau ^{}\alpha (\tau \tau ^{})\left(\varphi _{ij}(\tau )\varphi _{ij}(\tau ^{})\right)^2.$$
(22)
Using the periodicity of all functions in $`\beta `$ we write the Fourier expansion as
$$\varphi _{ij}(\tau )=T\underset{i\omega _n}{}\varphi _{ij}(i\omega _n)\mathrm{exp}(i\omega _n\tau ),\alpha (\tau )=T\underset{i\omega _n}{}\alpha (i\omega _n)\mathrm{exp}(i\omega _n\tau ),$$
(23)
where $`\omega _n=2\pi nT`$ are Matsubara frequencies. Hence we obtain for the action
$$S[\varphi ]=\frac{1}{4E_c}\underset{i}{}T\underset{\omega _n}{}\omega _n^2\varphi _i(\omega _n)^2+\frac{g_T}{\pi }\underset{i,j}{}T\underset{i\omega _n}{}\omega _n\varphi _{ij}(i\omega _n)^2.$$
(24)
The second term in Eq. (24) describing the tunneling is linear in frequency and keeps its form down to $`T=0`$. Therefore, it was attributed to quantum dissipation . Performing a Fourier transformation in space
$$\varphi _i(\omega _n)=\underset{๐ค}{}\varphi _{\omega _n}(๐ค)\mathrm{exp}(i\mathrm{๐ค๐}_i),$$
(25)
we rewrite the action $`S[\varphi ]`$ as
$$S[\varphi ]=\frac{1}{2}\underset{๐ค}{}T\underset{\omega _n}{}\left(\frac{\omega _n^2}{2E_c}+\frac{4g_T}{\pi }|\omega _n|\underset{a}{}(1\mathrm{cos}\mathrm{๐ค๐}_a)\right)|\varphi _{\omega _n}(๐ค)|^2,$$
(26)
where $`๐_a`$, $`a=x`$, $`y`$, $`z`$ are vectors connecting the centers of the neighboring grains. The phase-phase correlation function
$`\mathrm{\Pi }_{\mathrm{AES}}(\omega _n,๐ค)=T\varphi _{\omega _n}(๐ค)\varphi _{\omega _n}^{}(๐ค)`$can be immediately calculated using Eq. (26) and we obtain
$$\mathrm{\Pi }_{\mathrm{AES}}(\omega _n,๐ค)=\frac{4E_c}{\omega _n^2+\frac{8}{\pi }g_TE_c|\omega _n|_a(1\mathrm{cos}\mathrm{๐ค๐}_a)}.$$
(27)
Suppose that one assumes, following Refs., that Eq. (20) is applicable to a system of tunnel junctions down to $`T=0`$. This would imply in particular that Eq. (27) is correct for $`T0`$, too. However, the derivative $`d\varphi _i/d\tau `$ is proportional to the voltage on the grains which in turn is linearly related to the charge density. Multiplying Eq. (27) by $`\omega _n^2`$, one thus obtains the density-density correlation function $`K(\omega _n,๐ค)`$. Let us consider limit of small frequencies and wave vectors $`k`$. In this limit, the network should correspond to a bulk normal metal, where one should have the propagator corresponding to a screened Coulomb interaction. However, the limit $`\omega `$, $`k0`$ in Eq. (27) does not reproduce the screened Coulomb interaction.
How to resolve this discrepancy? In the next section we carry out an expansion in $`t_{ij}`$ and demonstrate that keeping only the second order, which led us to Eq. (20) is not sufficient and that, in the limit of small frequencies or temperatures, one should sum up an infinite class of diagrams. In section V we will then show how these processes can be included into an effective action formulation structurally similar to the AES approach.
## IV Screened Coulomb interaction in granular metals
In this section we present a detailed derivation of the density-density correlation function $`K(\omega _n,๐ค)`$ summing an infinite series of diagrams. For the computation we use the standard diagram technique with a modification suggested in Refs. to include tunneling between the grains. Within this technique one should make an expansion in the tunneling $`t_{ij}`$, the phases $`\varphi _i`$ and in the impurity potential $`u_i\left(r\right)`$. Below we denote the electron Green functions by solid lines, the phases $`\varphi _i`$ by wavy lines and the tunneling elements $`t_{ij}`$ by crossed circles. Impurity propagators corresponding to Eq. (4) are denoted by dashed lines.
Before turning to the quantitative discussion, let us briefly outline the skeleton of the analysis. To lowest order in the tunneling matrix elements, the polarization operator of the system is represented by the process depicted in Fig. 2. This diagram describes the (absolute square of) amplitude for tunneling from one grain into the next and the subsequent relaxation inside the โtarget grainโ (represented through the Green function). The quantitative evaluation of this process leads to the coupling constant $`g_T`$ of the AES approach.
On this level, coherence effects associated to mulitiple tunneling and/or impurity scattering are completely neglected; the tunneled electron โforgetsโ about its phase memory implying that the dissipative picture of the AES approach obtains. Indeed, the two Green functions depicted in Fig. 2 live in different grains which means that no phase correlation is possible. How can this picture change in principle? Including one more order in the tunneling, leads to corrections of the structure shown in Fig. 4. What makes these processes qualitatively different from those discussed above is that they include the possibility of phase coherent multiple impurity scattering: The two Green functions labeled $`i`$ or $`j`$ scatter off the same impurities and/or chaotic potential where the associated scattering phases may cancel due to the fact that one of the Green functions is advanced, the other retarded. The net two-particle modes emanating from such processes, โdiffusonsโ in the context of disordered systems, are represented through the hatched regions of Fig. 5, right. The key question now is, are such processes relevant or not? A crude estimate can be given as follows: It is known that for low temperatures (for a precise definition of โlowโ, see below), each diffuson mode diverges as $`\delta /T`$. The fact that we are considering processes of higher order in the tunneling amplitude introduces one more power of $`g_T`$. Thus, for $`T\delta g_T`$, higher order processes become as important as the first order contribution. For lower temperatures, these processes must be taken into account to obtain a physically correct picture. In the following we will put this discussion onto a firm basis and discuss how the coherent tunneling series can be summed in a controlled way.
Before starting the computation for a granular system we want to mention an important difference between the diagrams for the current-current and density-density correlation functions. Calculating the classical conductivity for a granular system in the lowest order in the tunneling we need not renormalize the current vertices by impurities. To understand this fact let us recall a well known result for bulk metals. The diagram for the Drude conductivity is shown in Fig. 1.
The second diagram in Fig. 1, renormalizing the current vertex, gives an additional integral over momentum that yields zero,
$$\frac{e}{m}๐ฉG_{0\epsilon }(๐ฉ)G_{0\epsilon }(๐ฉ)d^3p=0.$$
(28)
In Eq. (28), the Green function $`G_{0\epsilon }\left(๐ฉ\right)`$ is determined by Eq. (19). Diagrams with many impurity lines yield zero as well and the current vertices are not renormalized. The same is true for granular metals, which can be seen after a proper replacement of the current
$$e\frac{๐ฉ}{m}et๐\mathrm{sin}\mathrm{๐ฉ๐}.$$
(29)
As concerns the polarization operator or the density-density correlation function, the situation is different. In this case, instead of vector vertices we have scalar ones and the renormalization due to impurities can be important.
Expanding the functional integral, Eq. (14) in the tunneling term $`S_1`$, Eq. (16), we obtain to second order in $`t_{ij}`$ and in $`\varphi _i`$ the diagrams represented in Fig. 2.
The two electron lines relate to different grains. As the impurities in the different grains are not correlated, impurity lines connecting two Green functions are do not exist (although the diagram represents a polarization loop.) The second and third diagrams in Fig. 2 are equal to each other and have an opposite sign with respect to the first diagram. The analytical result for the sum of the three diagrams reads
$$P_0(\omega _n,๐ค)=|\omega _n|(2/\pi )g_T\underset{a=1}{\overset{3}{}}\left(1\mathrm{cos}k_ad\right),$$
(30)
where the dimensionless tunneling conductance $`g_T`$ is given by Eq. (18). We see from Eq. (30) that, although the Green functions $`G_{0\epsilon }\left(๐ฉ\right)`$ determined by Eq. (19) contain $`\tau _{\mathrm{imp}}`$, all information about the disorder drops out of the polarization loop. To calculate the phase-phase correlation function one should notice that the bare propagator corresponding to $`S_2`$, Eq. (17), has the form
$$\mathrm{\Pi }_0(\omega _n,๐ค)=\frac{4E_c}{\omega _n^2}$$
(31)
and diverges at $`\omega 0`$. Therefore, one should sum up the infinite geometrical series represented in Fig. 3.
The summation can be easily performed and we arrive at the propagator $`\mathrm{\Pi }_{\mathrm{AES}}(\omega ,๐ค)`$, Eq. (27). Summarizing, we conclude that, in order to reproduce the results obtained in the quadratic approximation of the AES action, Eqs. (22, 24, 26), one should sum up the diagrams of Fig. 3. On the other hand, the form of the propagator $`\mathrm{\Pi }_{\mathrm{AES}}(\omega _n,๐ค)`$ does not correspond to the propagator of a normal metal with a screened Coulomb interaction (see e.g. ), which signals that something is missing in this analysis.
To resolve this paradox one should consider diagrams of higher order in tunneling, which complicates the calculations. First of all, let us note that in order to consider higher order diagrams one should specify tunneling more explicitly. We assume that the radius of the area at which the grains contact each other much exceeds atomic distances (large number of conducting channels). At the same time, the potential barrier between the grains can be arbitrarily large, which can lead to an arbitrary tunneling conductance. Such a situation can be conveniently modeled by random tunneling matrix elements $`t_{pq}`$ correlated as
$$t_{pq}t_{p^{}q^{}}=t^2(\delta _{pp^{}}\delta _{qq^{}}+\delta _{pq^{}}\delta _{p^{}q}),$$
(32)
where $`t_{pq}`$ are written for the same contact. Correlations of the matrix elements of different contacts are assumed to be zero. To simplify notations we do not write subscripts numerating the contacts. Taking into account Eq. (32) is indeed very important. In order to illustrate this fact we consider two diagrams represented in Fig. 4a. We see immediately the difference between them: the first diagram is not averaged over $`t_{pq}`$ and can contains four different momenta. After averaging over $`t_{pq}`$ one obtains the second diagram containing only three different momenta.
As it has been mentioned, we will expand not only in the tunneling amplitude $`t`$ but also in the phases $`\varphi `$. Performing the expansion in the phases and denoting them by wavy lines we have three different possibilities as depicted in Fig. 4b.
Now we can start averaging over impurities. As usual , we average first the Green functions and obtain Eq. (19) for the average Green function $`G_{0\epsilon }\left(๐ฉ\right)`$. Then, we can consider averages with impurity lines connecting the Green functions on opposite sides of the diagrams in Fig. 4b. Diagrams with non-intersecting impurity lines are most important and we recognize the well-known diffusons.
In the present paper we consider the limit of sufficiently small grains, such that all relevant energies like temperature $`T`$, frequency $`\omega `$, tunneling energy $`t`$, etc. are much smaller than the Thouless energy $`E_T=\pi ^2D_0/R^2`$,where $`D_0`$ is the diffusion coefficient of a single grain and $`R`$ is the radius of the grain. In this limit the spectrum of the diffuson in a single grain is zero-dimensional (no dependence on momenta inside the grain). Coupling between the grains leads to a dependence on quasi-momentum $`๐ค`$. Diagrams that should be summed in order to give the complete form of the diffuson are represented in Fig. 5a.
Now let us present some details of the calculation of the diagrams in Fig. 4. The different classes of diagrams contributing to the polarization operator of the granular metals before impurity averaging are shown in Fig. 4b. Before impurity averaging the sum over Matsubara frequencies for the first diagram in Fig. 4b is
$$T\underset{\epsilon _n}{}G(i\epsilon _n+i\omega _n,๐ฉ_1)G(i\epsilon _n+i\omega _n,๐ฉ_\mathrm{๐})G(i\epsilon _n,๐ฉ_1)G(i\epsilon _n,๐ฉ_4).$$
(33)
Writing this expression we used Eq. (32). After impurity averaging of the first diagram in Fig. 4b, we obtain the diagram represented in Fig. 5a.
Now the disorder averaging can be done and we obtain, in a standard way, the average of the product of two Green functions for a granular metal, $`G^RG^A=D(\omega _n,๐ช)`$. Here
$$D=D^{(0)}+D^{(0)}\mathrm{\Sigma }D,$$
(34)
$`D^{(0)}(\omega _n,๐ค)=2\pi \nu /|\omega _n|`$ being the diffuson for a single isolated grain. The equation for the complete diffuson is shown in Fig. 5b. The self-energy $`\mathrm{\Sigma }`$ in Eq. (34) is the sum of the three diagrams in Fig. 5c. The second and third diagrams in Fig. 5c are equal to each other and have the opposite sign with respect to the first diagram. Solving Eq. (34) we obtain
$$D(\omega _n,๐ค)=\frac{2\pi \nu }{|\omega _n|+(2/\pi )g_T\delta \underset{a=1}{\overset{3}{}}(1\mathrm{cos}k_ad)}.$$
(35)
The calculation of the second diagram in Fig. 4b is analogous to the calculation of the first one. The third diagram in Fig. 4b is independent ofthe frequency $`\omega _n`$ and yields a constant. The diagram in Fig. 5a contains only one diffuson. More complicated diagrams can be drawn and one of them is depicted in Fig. 6.
However, all such many-diffuson contributions can be neglected provided the tunneling conductance $`g_T`$, Eq. (18), is large . A direct calculation of this diagram shows that it involves the small parameter $`1/g_T`$. This is similar to expansions in the diffusion modes for a bulk metal where the inverse conductivity is the expansion parameter. The condition $`g_T1`$ means that we are far from the Anderson metal-insulator transition.
The result of averaging and summation of the diagrams represented in Fig. 4 can be written as
$$P_1(\omega _n,๐ค)=\frac{|\omega _n|\delta \left((2/\pi )g_T\underset{a}{}(1\mathrm{cos}k_ad)\right)^2}{|\omega _n|+(2/\pi )g_T\delta \underset{a}{}(1\mathrm{cos}k_ad)}.$$
(36)
We note here that the functions $`P_0`$ and $`P_1`$ have a different sign. Comparing the function $`P_1(\omega _n,๐ค)`$, Eq. (36), with the quantum dissipation part $`P_0(\omega _n,๐ค)`$, Eq. (30), represented in Fig. 2 we see immediately that the contribution $`P_1(\omega _n,๐ค)`$, Eq. (36), can be neglected only if the temperature $`T`$ is sufficiently high $`T\left|\omega _n\right|g_T\delta `$ (we recall that the static component of the phase $`\varphi `$ has been neglected and therefore $`\omega _n0`$ in Eq. (36). So, the notion of quantum dissipation is applicable essentially at non-zero temperatures only for a granular material. However, it can be used for a contact connecting two bulk metals with an infinite volume.
At low temperatures $`Tg_T\delta `$, there is no reason to neglect the contribution $`P_1(\omega _n,๐ค)`$, Eq. (36), and its presence changes completely the form of the propagator. Adding the functions $`P_0(\omega _n,๐ค)`$, Eq. (30), and $`P_1(\omega _n,๐ค)`$, Eq. (36), we obtain the total polarization $`P(\omega _n,๐ค)`$
$$P(\omega _n,๐ค)=\frac{|\omega _n|^2(2/\pi )g_T\underset{a}{}(1\mathrm{cos}k_ad)}{|\omega _n|+(2/\pi )g_T\delta \underset{a}{}(1\mathrm{cos}k_ad)}.$$
(37)
Proper diagrams contributing to this function are represented in Fig. 7.
Now, we can write the final expression for the phase correlation function $`\mathrm{\Pi }(\omega _n,๐ค)`$ that should be written instead of $`\mathrm{\Pi }_{\mathrm{AES}}(\omega _n,๐ค)`$, Eq. (27). Using the bare propagator $`\mathrm{\Pi }_0(\omega _n,๐ค)`$, Eq. (31), and the self-energy part $`P(\omega _n,๐ค)`$, Eq. (37), we write the phase propagator $`\mathrm{\Pi }(\omega _n,๐ค)`$ in the form
$$\mathrm{\Pi }(\omega _n,๐ค)=\frac{\mathrm{\Pi }_0}{1\mathrm{\Pi }_0P}=\frac{4E_c/\omega _n^2}{1+4E_c\frac{(2/\pi )g_T\underset{a}{}(1\mathrm{cos}k_ad)}{|\omega _n|+(2/\pi )g_T\delta \underset{a}{}(1\mathrm{cos}k_ad)}}.$$
(38)
Using the relation between the phase $`\varphi `$ and the voltage $`V`$, Eq. (13), we derive an equation for the effective Coulomb interaction
$$V_{\mathrm{eff}}(\omega _n,๐ค)=\omega _n^2\mathrm{\Pi }(\omega _n,๐ค).$$
(39)
On the other hand, the dynamically screened Coulomb interaction in a disordered bulk metal can be written in the form
$$\stackrel{~}{V}_{\mathrm{eff}}(\omega _n,๐ค)=\frac{\stackrel{~}{V}_0(๐ค)}{1+\stackrel{~}{V}_0(๐ค)\frac{\nu D๐ค^2}{|\omega _n|+D๐ค^2}},$$
(40)
where $`\stackrel{~}{V}_0`$ is the bare Coulomb potential. We see that Eqs. (38, 39) written in the continuum limit correspond to Eq. (40).
Thus, we conclude that, when calculating physical quantities, the main contribution is due to small $`k`$ only in the limit $`Tg_T\delta `$. Provided this inequality is satisfied, the properties of the tunnel junction array are equivalent to the properties of a weakly disordered bulk metal with Coulomb interaction. In the opposite limit $`Tg_T\delta `$, one can describe the system in the โquantum dissipationโ approximation.
Calculations were performed in this section using a diagrammatic expansion in the lowest order in the field $`\varphi `$. On the other hand, the AES free energy functional, Eq. (20), is written for arbitrary values of $`\varphi `$. Can one generalize Eq. (39) to arbitrary values of $`\varphi `$? We will try to do this in the next section, deriving a simplified version of a replica $`\sigma `$-model and using a non-trivial saddle point.
## V Effective action for granular metals with Coulomb interaction.
In the preceding sections we analyzed effects of the Coulomb interaction on the electron motion in granular materials using a diagrammatic expansion. This approach works well when fluctuations of the phase $`\varphi `$ or, in other words, fluctuations of the voltages on the grains are small. However, one can imagine situations when the fluctuations are large. For example, one can try to consider non-perturbative excitations like instantons corresponding to an integer charge transfer between grains. In principle, the AES action, Eq. (20), can describe such excitations very well but, as we have seen previously, it can only be used at sufficiently high temperatures $`Tg_T\delta `$. So, our task now is to derive an action that will be applicable at lower temperatures.
The derivation at temperatures $`Tg_T\delta `$ is more complicated because now we should explicitly take into account disorder, which was not necessary for the derivation of the AES action (strictly speaking, disorder determines the mean free time $`\tau _{\mathrm{imp}}`$ in the Green functions used for derivation of the AES functional but this is a trivial contribution). On the other hand, the problem is not as complicated as the problem of Anderson localization in the presence of interactions considered in Refs. . In our diagrammatic expansions we considered the limit of large conductances $`g_T1`$ and neglected all weak localization corrections.
Nevertheless, we start the derivation of the action using the replica $`\sigma `$-model approach for interacting systems suggested by Finkelstein . Necessary simplifications will be made in the $`\sigma `$-model. Although there are difficulties in using the replica $`\sigma `$-models for non-perturbative calculations, our goal is more modest and the final results obtained in the limit $`g_T1`$ neglecting all weak localization corrections will not depend on replica indices at all.
The model under consideration has been formulated in Section II. The derivation of the $`\sigma `$-model can be carried out starting from Eqs. (1-7). Instead of the fields $`\psi `$ and $`V`$ one should write fields $`\psi =\{\psi ^a\}`$ and $`\{V^a\}`$ carrying the replica index $`a=1,\mathrm{}.r.`$ Upon calculating physical quantities for an arbitrary $`r`$, one should put $`r=0`$.
A proper $`\sigma `$-model for bulk systems with interaction has been derived in Refs. . A generalization to granular metals can been made without difficulties following Ref. , where a $`\sigma `$-model was written for a granular metal without interaction. Although one can proceed along the lines of Refs. , i.e. expanding the action obtained after integration over $`\psi `$ in the field $`V`$, a more economic way is to use the substitution given by Eqs. (12, 13), as well as the subsequent Eqs. (14-17). Of course, this is already an approximation because we neglect the static component of the phase $`\varphi `$. However, for our purposes this is not an essential restriction because we do not want to consider effects of localization. Moreover, working in the limit $`T\delta `$ or $`g_T1`$ allows us to ignore the static component of $`\varphi `$.
The derivation of the $`\sigma `$-model starting from Eqs. (14-17) is practically the same as the one presented in Ref. . As usual, one decouples the โeffective interactionโ of the type $`\psi ^4`$ that appears after averaging over impurities by a Gaussian integration over matrices $`Q`$. These matrices contain as elements both the replica indices and Matsubara frequencies (or two imaginary times $`\tau `$ and $`\tau ^{}`$). Neglecting the tunneling term, Eq. (16), one would obtain a zero-dimensional $`\sigma `$-model (we assume that all relevant energies are smaller than the Thouless energy $`E_T`$ of a single grain). The relevant tunneling term in the $`\sigma `$-model is obtained by a cumulant expansion in the tunneling. The only difference with respect to the model without interaction of Ref. is the presence of the phases $`\varphi `$ in Eq. (16), which leads to additional phase factors in the term describing the coupling between the grains.
The final result for the free energy $`F[Q,\varphi ]`$ can be written as
$`F[Q,\varphi ]=F_2[\varphi ]+F_\omega +F_\mathrm{T}[Q,\varphi ],`$ (41)
$`F_2[\varphi ]={\displaystyle \frac{1}{2e^2}}{\displaystyle \underset{i,j}{}}{\displaystyle \mathrm{tr}C_{ij}\frac{\varphi _i\left(\tau \right)}{\tau }\frac{\varphi _j\left(\tau \right)}{\tau }๐\tau },`$ (42)
$`F_\omega [Q]={\displaystyle \frac{\pi }{\delta }}{\displaystyle \underset{i}{}}{\displaystyle \mathrm{tr}(\widehat{\omega }_\tau Q_i(\tau ,\tau ))๐\tau },`$ (43)
$`F_\mathrm{T}[Q,\varphi ]={\displaystyle \frac{g_T}{4}}{\displaystyle \underset{i,j}{}}{\displaystyle \mathrm{tr}\left(e^{i\varphi _{ij}(\tau )}Q_i(\tau ,\tau ^{})e^{i\varphi _{ij}(\tau ^{})}Q_j(\tau ^{},\tau )\right)๐\tau ๐\tau ^{}},`$ (44)
where $`\varphi _{ij}\left(\tau \right)=\varphi _i\left(\tau \right)\varphi _j\left(\tau \right)`$ and the symbol tr implies a trace over both replica indices. The field $`\varphi `$ is diagonal in the replica indices, while the matrix $`Q(\tau ,\tau ^{})`$ is a $`2r\times 2r`$ matrix with the constraints
$$Q(\tau ,\tau ^{\prime \prime })Q(\tau ^{\prime \prime },\tau ^{})๐\tau ^{\prime \prime }=\delta \left(\tau \tau ^{}\right),\text{ tr}Q(\tau ,\tau )=0.$$
(45)
The action of the operator $`\widehat{\omega }`$ in Eq. (43) on an arbitrary function $`f(\tau ,\tau )`$ is given by the relation
$$\widehat{\omega }f(\tau ,\tau ^{})=i\underset{\tau ^{}\tau }{lim}\frac{}{\tau }f(\tau ,\tau ^{}).$$
(46)
In frequency representation this operator is equal to a vector of fermionic Matsubara frequencies. The matrix $`Q(\tau ,\tau ^{})`$, satisfying the constraints, Eq. (45), can be conveniently parametrized as
$$Q(\tau ,\tau ^{})=U(\tau ,\tau ^{\prime \prime })\mathrm{\Lambda }_{\tau ^{\prime \prime },\tau ^{\prime \prime \prime }}\overline{U}(\tau ^{\prime \prime \prime },\tau ^{})๐\tau ^{\prime \prime }๐\tau ^{\prime \prime \prime },$$
(47)
where
$$\mathrm{\Lambda }_{\tau ,\tau ^{}}=\frac{iT}{\mathrm{sin}T\pi \left(\tau \tau ^{}\right)}$$
(48)
and $`U,\overline{U}`$ are unitary matrices
$$U(\tau ,\tau ^{\prime \prime })\overline{U}(\tau ^{\prime \prime },\tau ^{})๐\tau ^{\prime \prime }=\delta \left(\tau \tau ^{}\right).$$
(49)
The matrix $`\mathrm{\Lambda }`$ in frequency representation has the form
$`\mathrm{\Lambda }_{mn}=\delta _{mn}\mathrm{sgn}\left(\epsilon _n\right).`$The limiting cases of the free energy $`F[Q,\varphi ]`$, Eqs. (41-46) are rather simple. Without electron-electron interaction the phase difference between neighboring grains equals to zero $`\varphi _{ij}=0`$. Such an action for granular metals corresponds to that derived within the supersymmetry scheme by one of the authors . The second limiting case is achieved at sufficiently high temperatures. In this limit disorder is not important and the matrix $`Q`$ does not fluctuate, being equal to the value $`\mathrm{\Lambda }`$, Eq. (48). Inserting $`Q=\mathrm{\Lambda }`$ into Eqs. (41-44) we reproduce immediately the AES action, Eq. (20) (in fact we obtain the $`r`$ times replicated AES functional but only one replica field is important for us).
At not too high a temperature, Eqs. (47-49) lead to a non-trivial behavior even if the disorder is weak and all effects related to weak localization can be neglected. The limit of weak disorder enables us to neglect fluctuations of $`Q`$ at given $`\varphi `$ and take its value from a saddle-point equation. We thus reduce the computation of the functional integral with the free energy functional to the solution of a saddle-point equation, substituting the solution to the free energy $`F[Q,\varphi ]`$, Eqs. (41-44), calculating a functional integral with the reduced free energy $`\overline{F}[\varphi ]`$
$$\overline{F}[\varphi ]=F[\overline{Q},\varphi ]$$
(50)
where $`\overline{Q}`$ is the solution of the saddle-point equation for a given $`\varphi `$.
Minimizing the functional $`F[Q,\varphi ]`$, Eqs. (41-44), with the constraints, Eqs. (45), we obtain the following equation
$$\frac{g_T}{2}\underset{j}{}[e^{i\varphi _{ij}\left(\tau \right)}\overline{Q}_i(\tau ,\tau ^{\prime \prime })e^{\varphi _{ij}\left(\tau ^{\prime \prime }\right)},\overline{Q}_j(\tau ^{\prime \prime },\tau ^{})]d\tau ^{\prime \prime }+\frac{\pi }{\delta }[\overline{Q}_i(\tau ,\tau ),\widehat{\omega })]=0,$$
(51)
where the summation over $`j`$ is performed over the nearest neighbors of $`i`$. In the commutator $`[..,..]`$ one should exchange properly the times when changing the order of the functions.
The Eq. (51) represents an integral equation that enables us to find, in principle, the solution $`K_i\left(\tau \right)`$ for arbitrary values of the parameter $`g_T\delta /T`$. In general, this equation can be solved only numerically. However, for $`g_T1`$ drastic simplifications arise. For large intergranular coupling, the phase $`\varphi `$ fluctuates only weakly from grain to grain which means that $`\varphi _{ij}`$ is small. Under these conditions, a solution of the diagonal form
$$\overline{Q}_i=e^{iK_i\left(\tau \right)}\mathrm{\Lambda }_{\tau ,\tau ^{}}e^{iK_i\left(\tau ^{}\right)}$$
(52)
can be sought for. As the solution is assumed to have a diagonal form, all replica indices decouple and the equations can be solved for each replica separately. Therefore we can drop the replica indices and consider Eq. (51) as an equation for a single function $`K_i\left(\tau \right)`$ for a given function $`\varphi _{ij}\left(\tau \right)`$.
In the high temperature limit $`Tg_T\delta `$ the second term in Eq. (51) is much larger than the first one and we arrive at the solution
$$K_i\left(\tau \right)=0,$$
(53)
which leads to the AES free energy functional, Eq. (20).
In the opposite limit of low temperatures $`Tg_T\delta `$ Eq. (51) can be simplified using the assumption that $`K_i\left(\tau \right)`$ varies slowly in space. Then, one may expand the exponentials in $`K_{ij}\left(\tau \right)=K_i\left(\tau \right)K_j\left(\tau \right)`$, which leads to the equation
$$g_T\underset{j}{}\mathrm{\Lambda }[\left(K_{ij}+\varphi _{ij}\right),\mathrm{\Lambda }]+\frac{i\pi }{\delta }[\frac{}{\tau },K_i]=0.$$
(54)
Eq. (54) is presented without writing the integration over imaginary times $`\tau `$ explicitly, but of course this integration is implied. Transforming this equation to frequency and momentum space we obtain
$`(2g_T{\displaystyle \underset{l=1}{\overset{3}{}}}(1\mathrm{cos}q_ld)(1\mathrm{sgn}(\omega _n)\mathrm{sgn}(\omega _m))+{\displaystyle \frac{\pi }{\delta }}(\omega _n\omega _m)(\mathrm{sgn}(\omega _n)\mathrm{sgn}(\omega _m))K_{q,nm}=`$ (55)
$`{\displaystyle \frac{i\pi }{\delta }}V_{q,nm}(\mathrm{sgn}(\omega _n)\mathrm{sgn}(\omega _m)),`$ (56)
which gives the solution
$$K_{k,n}=V_{k,n}i\frac{\mathrm{sgn}\omega _n}{(2/\pi )g_T\delta \underset{a=1}{\overset{3}{}}(1\mathrm{cos}kd_a)+|\omega _n|},$$
(57)
where $`K_{k,n}`$ and $`V_{k,n}=(i/e)\omega _n\varphi _nk`$ are the Fourier transforms of the functions $`K_i\left(\tau \right)`$ and $`V_i\left(\tau \right)`$ respectively. Substituting this ansatz for $`K`$ back into the action we obtain
$$F[V]=\frac{1}{4E_c}\underset{n}{}\underset{k}{}V_{k,n}\left(1+4E_c\frac{(2/\pi )g_T_a(1\mathrm{cos}k_ad)}{|\omega _n|+(2/\pi )g_T\delta _a(1\mathrm{cos}k_ad)}\right)V_{k,n}$$
(58)
where $`E_c`$ is the charging energy. In the limit of small characteristic momentum, $`kd^1`$, we recover the diffusively screened Coulomb interaction in a disordered evironment.
From here one can proceed to the calculation of physical observables such as the conductance, the density of states or others. To this end one should introduce configurations $`QT^1\overline{Q}T`$ fluctuating around the mean field configuration discussed above. Next one would follow the standard algorithm of doing calculations within the $`\sigma `$-model approach: (i) express the quantity of interest in terms of $`Q`$, (ii) compute the functional average over the effective action $`F[Q]=F[V,T]`$ as good as is possible.
Let us outline how the connection between the enlarged AES-type formulation, (41) - (44) and the Finkelstein approach for interacting disordered media can be made explicit. To do so, we subject our $`Q`$โs to a gauge transformation,
$$Q_ie^{i\varphi _i}Q_ie^{i\varphi _i}.$$
(59)
as a result (i) the hopping part of the action, $`F_\mathrm{T}`$ becomes $`\varphi `$-independent. However (ii) in the frequency part, $`\widehat{\omega }_\mathrm{T}\widehat{\omega }_\mathrm{T}+_\tau \varphi _i`$. Gaussian integration over $`_\varphi `$ then produces an effective action $`F[Q]`$ which, after taking a continuum limit, is identified as the action of the Finkelstein approach.
## VI Conclusion
In this paper we constructed a theoretical framework to describe electronic transport in arrays of tunnel junctions or granular metals, in the limit of large inter-granule conductance, $`g_T`$. Both disorder and the electron-electron interaction were taken into account. The prime objective of this enterprise was to unify two large, and seemingly non-overlapping theories of interacting metallic compounds: the AES approach, focusing on charging phenomena in individual grains and their impact on large scale transport behaviour, and the Finkelstein theory of disordered interacting metals with its emphasis on the interplay interaction/disorder. The key to the reconciliation of these two approaches was to observe that for low enough temperatures, $`T<g_T\delta `$, the effective action underlying the AES theory becomes incomplete. The physical reason is that for low temperatures the electrons and holes participating in the tunneling processes between individual grains maintain their quantum phase memory for a long time, largely in excess of the average tunneling time. This means that the particle tunneling is not only accompanied by charging and dissipation (as in the AES approach), but also by other, more long ranged physical processes. Specifically, we identified the quantum dissipation contained in the AES action as the high temperature limit of the long ranged screened electron-electron interaction, an observation first made in. We re-emphasize that these phenomena were not bound to the presence of a significant disorder concentration; indeed, none of the results discussed above, displayed dependence on some โdisorder concentrationโ. The only thing that mattered was chaoticity of the electron motion on scales set by the phase coherence length, a condition that is practically always met in real life systems.
Technically, two different routes for including these processes into the theory were proposed. One consisted of the perturbative summation of diagram classes associated to multiple chaotic scattering. The other, based on an effective action formulation, indentified what is โmissingโ in the AES action. Remarkably, this second approach readily led to a unification of the AES approach and the Finkelstein nonlinear $`\sigma `$-model for weakly disorderd interacting metals. With the benefit of hindsight, this fact is easy to understand: It is a well known fact in mesoscopic physics, that the long processes resulting from multiple scattering can be interpreted as a certain type of Goldstone modes. Within an effective action approach, these modes must be described by an own degree of freedom, the $`Q`$-matrices of the nonlinear $`\sigma `$-model. Thus it is no surprise that we obtained an action of the type (41 \- 44), involving $`Q`$-fields and the Coulomb phase fields of the AES approach, as an effective description of the low energy phase of the system. For large temperatures, the fluctuations of the $`Q`$-matrices became inessential and the AES action was retrieved. In contrast, the continuum limit of this action was identified as the Finkelstein model and the $`Q`$-matrices smoothly integrated into the AES approach, without leading to conceptual complications.
Let us make some remarks on potential experimental ramifications of our findings. It has been predicted in Refs. that two-dimensional normal arrays of tunnel junctions should undergo a Kosterlitz-Thouless-Berezinskii (KTB) phase transition at a temperature $`T_c`$ of the order of the charging energy $`E_c`$. At low temperatures, $`T<T_c`$, the array should be in an insulating state (Coulomb blockade), whereas for $`T>T_c`$ the array is conducting. In particular, at $`TT_c`$, the conductivity $`\sigma `$ of the array is predicted to increase with temperature according to a square-root cusp dependence, $`\sigma (T)\mathrm{exp}(2b/\sqrt{T/T_c1})`$, where $`b`$ is a constant of order unity. The experiments mentioned in the Introduction searched for this KTB transition. In view of our results, the applicability of the KTB scenario should be governed by the parameter $`g_T\delta /T_c`$. The experiments of Refs. were done on arrays with relatively large grains, such that $`g_T\delta /T_c1`$. Indeed, the results obtained in Refs. were in agreement with the KTB scenario. However, Ref. found thermally activated behavior of $`\sigma (T)`$, rather than the predicted square root cusp dependence on temperature. On the other hand, the experiment by Yamada et al. was done on arrays consisting of relatively small Cu grains with a size of about $`40\AA `$, such that $`g_T\delta /T_c20`$. Clearly this is beyond the range of applicability of Refs. and the KTB scenario should be treated with care in this case. Remarkably, Ref. concludes good agreement of the results with the theory . Given these discrepancies, we conclude that a careful analysis of the temperature-dependent conductivity of junction arrays in the framework of the theory presented in this paper would be of interest.
## VII ACKNOWLEDGMENTS
The authors thank A. Andreev, R. Fazio and A. Tschersich for helpful discussions. A support of the Graduiertenkolleg 384 and the Sonderforschungsbereich 237 is greatly appreciated.
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# 1 Diagrams contributing to the nucleon anapole form factor in sub-leading order coming from one insertion of an โ_{๐ โข๐กโข๐/๐โข๐}โฝยนโพ operator. Solid, dashed and wavy lines represent nucleon, pions and (virtual) photons, respectively; squares represent the parity-violating vertex from โโฝโปยนโพ_{๐คโข๐โข๐โข๐}; single filled circles stand for interactions from โโฝโฐโพ_{๐ โข๐กโข๐/๐โข๐} and double circles represent interactions from โโฝยนโพ_{๐ โข๐กโข๐/๐โข๐}. For simplicity only one possible orderings are shown here.
Parity-violating electron scattering has long played a role in understanding electroweak interactions, and has more recently been explored as a tool for the study of nucleon structure. The SAMPLE collaboration has carried out electron scattering measurements at a momentum transferred of $`Q^2=0.1`$ MeV<sup>2</sup> on both the proton and the deuteron , for a simultaneous extraction of the strange magnetic ($`G_M^s`$) and the axial form factor of the nucleon ($`G_A^e`$).
One quantity that contributes in electron scattering as $`G_A^e`$ is the anapole form factor, which is an extension for $`Q^2>0`$ of the anapole moment. The anapole is a parity-violating electromagnetic moment of a charge particle with spin . Recently the effect of the nuclear anapole moment in atomic parity violation was measured precisely in <sup>133</sup>Cs transitions , and a discrepancy with theory found. Parity violation in this case is enhanced by nuclear medium effects. No such enhancement is present in parity-violating electron scattering off the proton and deuteron; however, the anapole form factor could still be visible. Using previous estimates of the anapole moment , the proton data implies a positive value for $`G_M^s`$ , in disagreement with most theoretical predictions (for a summary, see Ref. ).
Experiments of current interest are performed at finite $`Q^2=q^2`$. For $`Q<M_{QCD}`$, where $`M_{QCD}1`$ GeV is the characteristic QCD mass scale, we are deep in the non-perturbative regime of QCD, where currently the only possible systematic calculations are in terms of hadrons. At $`QO(m_\pi )`$ the photon can resolve the pion cloud around the non-relativistic nucleon, and calculations are possible in Chiral Pertubation Theory (ChPT), which involves pions, nucleons, and delta isobars, and which has been successfully applied to hadronic and nuclear systems . The first anapole calculations were limited to $`Q^2=0`$ in leading and sub-leading orders . Recently, the full form factor of the nucleon was calculated in leading order . In this order the form factor comes entirely from the pion cloud and is purely isoscalar, while experiments are most sensitive to the isovector component . Here we report results of sub-leading contributions to the nuclear anapole form factor, where the isovector part first appears.
In the framework of ChPT, QCD symmetries are used as a guide to build the most general effective Lagrangian. The number of terms in the Lagrangian is not constrained by symmetries, which demands a power counting argument to order interactions according to the expected size of their contributions. In order to fullfill chiral symmetry requirements, pions couple derivatively in the chiral limit; this derivative coupling brings to the amplitude powers of pion momentum or powers of the delta-nucleon mass difference (comparable to the pion mass). Chiral symmetry breaking terms involve quark masses, so they bring into the amplitude powers of the pion mass. Thus one has a chiral index ($`\mathrm{\Delta }`$) available to order the Lagrangian terms, $`=_\mathrm{\Delta }^{\left(\mathrm{\Delta }\right)}`$. For strong interactions, the index counts powers of $`Q/M_{QCD}`$, and it is given by $`\mathrm{\Delta }=d+n/22`$, where $`n`$ is the number of fermions fields and $`d`$ counts the numbers of derivatives, powers of the pion mass, and of the delta-nucleon mass difference. In the presence of electromagnetic interactions, it is convenient to include in $`d`$ powers of the charge $`e`$ as well. Weak interactions, on the other hand, bring powers of a very small factor $`G_Ff_\pi ^2`$, where $`G_F`$ is the Fermi constant and $`f_\pi `$ the pion decay constant. Since we count these factors explicitly, negative indices appear.
Based on this power counting argument the interactions relevant to our problem are the following. The parity-conserving terms are well known :
$`_{str/em}^{(0)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(D_\mu ๐
\right)^2{\displaystyle \frac{1}{2}}m_\pi ^2๐
^2+\overline{N}ivDN{\displaystyle \frac{g_A}{f_\pi }}\overline{N}\left(๐SD๐
\right)N+\mathrm{}`$ (1)
$`_{str/em}^{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{4m_N}}\overline{N}\left[(vD)^2D^2\right]N+i{\displaystyle \frac{g_A}{2m_Nf_\pi }}\overline{N}\{SD,๐vD๐
\}N`$ (2)
$`{\displaystyle \frac{i}{4m_N}}\overline{N}[S^\mu ,S^\nu ]\left[1+\kappa ^s+(1+\kappa ^v)\tau _3\right]NF_{\mu \nu }+\mathrm{}`$
Here $`๐
`$ denotes the pion field with $`f_\pi =93`$ MeV the pion decay constant; $`N`$ represents the heavy nucleon field of four-velocity $`v^\mu `$ and spin $`S^\mu `$ (in the nucleon rest frame $`v^\mu =(1,\stackrel{}{0})`$ and $`S^\mu =(0,\stackrel{}{\sigma }/2)`$); $`A_\mu `$ is the photon field and $`F_{\mu \nu }`$ is the photon strength field; $`D_\mu =(_\mu ieQA_\mu )`$ is the covariant derivative, with $`Q_{ab}^{(\pi )}=i\epsilon _{3ab}`$ for a pion and $`Q^{(N)}=(1+\tau _3)/2`$ for a nucleon; and โโฆโ stands for other interactions with more pions, nucleons and deltas. The pion-nucleon coupling $`g_A`$ and the magnetic photon-nucleon couplings $`\kappa ^{(s)}`$ and $`\kappa ^{(v)}`$ are not determined from symmetry but expected to be $`O(1)`$; indeed, one finds $`g_A=1.267`$, $`\kappa ^{(s)}=0.12`$, and $`\kappa ^{(v)}=5.62`$ .
The relevant parity-violating terms were discussed in Ref. :
$`_{weak}^{(1)}`$ $`=`$ $`{\displaystyle \frac{h_{\pi NN}^{(1)}}{\sqrt{2}}}\overline{N}(๐\times ๐
)_3N+\mathrm{}`$ (3)
$`_{weak}^{(0)}`$ $`=`$ $`{\displaystyle \frac{2}{f_\pi ^2}}\overline{N}S^\mu \{(h_A^{(1)}+h_A^{(2)}\tau _3)[(๐
\times _\mu ๐
)_3+eA_\mu (๐
^2\pi _3^2)]`$ (4)
$`+h_A^{(2)}(๐
\times ๐)_3_\mu \pi _3\}N`$
$`+{\displaystyle \frac{1}{f_\pi }}\overline{N}\left[\left(h_V^{(0)}+{\displaystyle \frac{4}{3}}h_V^{(2)}\right){\displaystyle \frac{1}{2}}๐vD๐
2h_V^{(2)}\tau _3vD\pi _3\right]N+\mathrm{}`$
$`_{weak}^{(2)}`$ $`=`$ $`{\displaystyle \frac{2}{m_N^2}}\overline{N}\left(\stackrel{~}{a}_0+\stackrel{~}{a}_1\tau _3\right)S_\mu N_\nu F^{\mu \nu }+\mathrm{}`$ (5)
Here $`h_{\pi NN}^{(1)}`$, $`h_A^{(1,2)}`$ and $`h_V^{(0,2)}`$ are, respectively, Yukawa, axial-vector and vector parity-violating pion-nucleon couplings, with superscripts refering to isospin $`\mathrm{\Delta }I=0,1`$ and 2. On the basis of naive dimensional analysis, $`h_{\pi NN}^{(1)}f_\pi O(G_Ff_\pi ^2M_{QCD})`$, and $`h_A^{(1,2)}h_V^{(0,2)}O(G_Ff_\pi ^2)`$. Also, $`\stackrel{~}{a}_{0,1}`$ are short-range contributions to the anapole moment, expected to be of $`O(eG_Ff_\pi ^2/m_N^2)=O(eG_F/(4\pi )^2)`$.
The current-current electron-nucleon interaction has the form
$$iT=ie\overline{e}\left(k^{}\right)\gamma ^\mu e\left(k\right)D_{\mu \nu }\left(q\right)\overline{N}\left(p^{}\right)J_{an}^\nu \left(q\right)N\left(p\right),$$
(6)
where $`e(k)`$ ($`N(p)`$) is an electron (nucleon) spinors of momentum $`k`$ ($`p`$), $`e`$ is the electron charge, $`iD_{\mu \nu }(q)=i\eta _{\mu \nu }/q^2`$ is the photon propagator with $`q^2=(pp^{})^2Q^2<0`$, and the nucleon anapole current $`iJ_{an}^\mu `$ reads
$$J_{an}^\mu (q)=\frac{2}{m_N^2}\left[a_0F_A^{(0)}(q^2)+a_1F_A^{(1)}(q^2)\tau _3\right]\left(S^\mu q^2Sqq^\mu \right),$$
(7)
where $`a_0`$ and $`a_1`$ are the isoscalar and isovector anapole moments, and $`F_A^{(0)}(q^2)`$ and $`F_A^{(1)}(q^2)`$ their corresponding form factors.
The diagrams contributing to the nucleon anapole form factor in next-to-leading order (NLO) are shown in Figs. 1,2,3. We classify them according to the combination of couplings that appear.
The NLO diagrams of Fig. 1 are built from the leading interactions in $`_{str/em}^{(0)}`$ and $`_{weak}^{(1)}`$, plus one insertion of an operator from $`_{str/em}^{(1)}`$. This insertion can be (i) a kinetic correction โeither in the nucleon propagator or in the external energyโ to the leading order (LO) diagrams computed in Ref. ; or (ii) a sub-leading (magnetic) photon-nucleon interaction. The size of these diagrams is $`O(eG_FQ^2/(4\pi )^2)`$. Indeed, LO contributions are $`O(eG_FM_{QCD}Q/(4\pi )^2)`$ , and NLO is of relative size $`O(Q/M_{QCD})`$. (For example, the diagram $`\text{1}e`$ has a kinetic insertion of $`Q^2/m_N`$ and an extra propagator $`1/Q`$ compared to the corresponding LO diagram.) Diagrams (c), (g) and (j) do not contribute to the anapole form factor because they are proportional to $`v^\mu `$ and the diagram (d) vanishes because it is proportional to $`Sv=0`$. Diagram (i) gives a pure isovector contribution, but it gets cancelled by the isovector part of diagram (k). Therefore, the sum of all diagrams in Fig. 1 is a purely isoscalar result.
The diagrams in Fig. 2 have axial-vector vertices from $`_{weak}^{(0)}`$. They have both isovector and isoscalar parts. To evaluate the size of the contributions represented by these diagrams, one takes, for example, the diagram 2a: it has a parity-violating two pion-nucleon axial vertex of the order $`G_FQ`$, a photon-pion vertex of $`O(eQ)`$, two pion propagators each one of $`O(1/Q^2)`$, and the loop integration of $`O(Q^4/(4\pi ^2))`$. Diagrams of this type are then also of $`O(eG_FQ^2/(4\pi )^2)`$.
In Fig. 3, diagrams contain vector couplings coming from $`_{weak}^{(0)}`$. Since the parity-violating vector coupling is $`O(Q/M_{QCD})`$ smaller than the LO Yukawa coupling, these contributions are clearly also $`O(eG_FQ^2/(4\pi )^2)`$. Diagrams (b) and (d) are proportional to $`v^\mu `$ and do not contribute to the anapole form factor. Diagrams (a) and (c) give a purely isovector contribution.
Finally, there are short range contributions from $`_{weak}^{(2)}`$ depicted in Fig. 4. From the size of $`\stackrel{~}{a}_{0,1}`$, we see that these contributions are also $`O(eG_FQ^2/(4\pi )^2)`$.
Note that to this order there are no contributions from the delta isobar . Deltas would contribute at this order through intermediate states of diagrams with one pion loop, e.g. diagram 1c with one nucleon propagator replaced by a delta: at least there would be one $`\pi N\mathrm{\Delta }`$ vertex, either parity conserving or violating, and both kinds of vertices have the same $`i\gamma _5`$ structure, which vanishes in the framework of ChPT. The first non-vanishing delta contribution shows up in an order higher than we are considering here.
Let us first discuss the isoscalar component, which did not vanish in leading order ,
$$a_0^{LO}=\frac{eg_Ah_{\pi NN}^{(1)}}{48\sqrt{2}\pi f_\pi }\frac{m_N^2}{m_\pi }.$$
(8)
As the final contribution represented by the diagrams in Fig. 1 is isoscalar, we add it to the isoscalar contribution of the diagrams in Fig. 2, and find for the anapole moment in next-to-leading order,
$$a_0^{NLO}=\stackrel{~}{a}_0(\mu )+\frac{em_N^2}{(4\pi )^2f_\pi ^2}\left(\frac{g_Ah_{\pi NN}^{(1)}f_\pi }{\sqrt{2}m_N}+\frac{h_A^{(1)}}{3}\right)\mathrm{ln}\left(\frac{\mu ^2}{m_\pi ^2}\right),$$
(9)
with
$`\stackrel{~}{a}_0(\mu )`$ $`=`$ $`\stackrel{~}{a}_0+{\displaystyle \frac{em_N^2}{(4\pi )^2f_\pi ^2}}[({\displaystyle \frac{g_Ah_{\pi NN}^{(1)}f_\pi }{\sqrt{2}m_N}}+{\displaystyle \frac{h_A^{(1)}}{3}})({\displaystyle \frac{1}{\epsilon }}+1\gamma +\mathrm{ln}4\pi )`$ (10)
$`{\displaystyle \frac{1}{3}}({\displaystyle \frac{g_Ah_{\pi NN}^{(1)}f_\pi }{\sqrt{2}m_N}}+{\displaystyle \frac{2h_A^{(1)}}{3}})],`$
where $`\mu `$ is the renormalization scale and $`\gamma =0.5772157`$ is the Euler constant. As usual in ChPT, the only term that can be calculated explicitly is non-analytic in the pion mass; it has the expected size, that is, it is $`O(m_\pi /M_{QCD})`$ smaller than $`a_0^{LO}`$. This result for the anapole moment agrees with that of a previous calculation . The term in $`h_A^{(1)}`$ agrees with Ref. .
The total isoscalar form factor reads
$`F_0^{LO+NLO}(Q^2)`$ $`=`$ $`1+{\displaystyle \frac{a_0^{LO}}{(a_0^{LO}+a_0^{NLO})}}\left[F_0^{LO}(Q^2)1\right]`$ (11)
$`+{\displaystyle \frac{1}{(a_0^{LO}+a_0^{NLO})}}{\displaystyle \frac{em_N^2}{3(4\pi f_\pi )^2}}\{{\displaystyle \frac{g_Ah_{\pi NN}^{(1)}f_\pi }{\sqrt{2}m_N}}[F^{NLO1}(Q^2)1]`$
$`{\displaystyle \frac{2h_A^{(1)}}{3}}[F^{NLO2}(Q^2)1]\}`$
where $`F_0^{LO}(Q^2)`$ is the leading-order form factor given by
$$F_0^{LO}(Q^2)=\frac{3}{2}\left\{\left(\frac{2m_\pi }{\sqrt{Q^2}}\right)^2+\left[\left(\frac{2m_\pi }{\sqrt{Q^2}}\right)^2+1\right]\frac{2m_\pi }{\sqrt{Q^2}}\mathrm{arctan}\frac{\sqrt{Q^2}}{2m_\pi }\right\},$$
(12)
$`F^{NLO1}(Q^2)`$ comes from the diagrams in Fig. 1,
$$F^{NLO1}(Q^2)=3\left[\left(\frac{2m_\pi }{Q}\right)^2+2\right]\left[1\frac{1}{2}\sqrt{1+\left(\frac{2m_\pi }{Q}\right)^2}\mathrm{ln}\frac{\sqrt{1+\left(\frac{2m_\pi }{Q}\right)^2}+1}{\sqrt{1+\left(\frac{2m_\pi }{Q}\right)^2}1}\right],$$
(13)
and $`F^{NLO2}(Q^2)`$ comes from the diagrams in Fig. 2,
$$F^{NLO2}(Q^2)=3\left[\left(\frac{2m_\pi }{Q}\right)^2+1\right]\left[1\frac{1}{2}\sqrt{1+\left(\frac{2m_\pi }{Q}\right)^2}\mathrm{ln}\frac{\sqrt{1+\left(\frac{2m_\pi }{Q}\right)^2}+1}{\sqrt{1+\left(\frac{2m_\pi }{Q}\right)^2}1}\right].$$
(14)
As in lowest order, the momentum dependence is fixed by the pion cloud, and therefore the scale for momentum variation is determined by $`2m_\pi `$. Because there are several contributions to the form factor, for which we follow the conventional normalization to 1, the exact form depends also on the coupling constants that contribute to the anapole moment. Unfortunately these are currently not well determined by other data; once they are, one can plot the form to this order. Here we can only study โreasonableโ estimates of the momentum dependence. Assuming $`\stackrel{~}{a}_0(\mathrm{\Lambda }_{\chi SB})=0`$ where $`\mathrm{\Lambda }_{\chi SB}4\pi f_\pi `$ is the chiral symmetry breaking scale, we rewrite
$`F_0^{LO+NLO}(Q^2)`$ $``$ $`F_0^{LO}(Q^2)+{\displaystyle \frac{3m_\pi }{\pi m_N}}\left(1r\right)\mathrm{ln}\left({\displaystyle \frac{\mathrm{\Lambda }_{\chi SB}^2}{m_\pi ^2}}\right)\left[F_0^{LO}(Q^2)1\right]`$ (15)
$`+{\displaystyle \frac{m_\pi }{\pi m_N}}\left\{\left[F^{NLO1}(Q^2)1\right]2r\left[F^{NLO2}(Q^2)1\right]\right\},`$
where $`r=\sqrt{2}m_Nh_A^{(1)}/3g_Af_\pi h_{\pi NN}^{(1)}1/3`$. In Fig. 5 we show $`F_0^{LO}(Q^2)`$ and $`F_0^{LO+NLO}(Q^2)`$ for several values of $`r`$.
From the form factor is easy to extract closed forms for the mean square radius. We find
$$r_0^2^{LO+NLO}=\frac{3}{10m_\pi ^2}\frac{1}{(a_0^{LO}+a_0^{NLO})}\left[a_0^{LO}\frac{2em_N^2}{3(4\pi f_\pi )^2}\left(\frac{4g_Ah_{\pi NN}^{(1)}f_\pi }{\sqrt{2}m_N}h_A^{(1)}\right)\right],$$
(16)
Using the same estimates as for the form factor,
$$r_0^2^{LO+NLO}\frac{3}{10m_\pi ^2}\left[1+\frac{6m_\pi }{\pi m_N}\left(1r\right)\left(\mathrm{ln}\frac{\mathrm{\Lambda }_{\chi SB}}{m_\pi }1\right)\frac{2m_\pi }{\pi m_N}\right].$$
(17)
For $`r`$ ranging from $`2`$ to 2, $`r_0^2^{LO+NLO}`$ ranges from 3 to $`1\times 10^5`$ MeV<sup>-2</sup>.
The isovector anapole moment $`a_1^{NLO}`$ comes from contributions represented by the diagrams in Figs. 2,3. We find
$$a_1^{NLO}=\frac{em_N^2}{6(4\pi f_\pi )^2}\left[2h_A^{(2)}+g_A\left(h_V^{(0)}+\frac{4}{3}h_V^{(2)}\right)\right]\mathrm{ln}\left(\frac{\mu ^2}{m_\pi ^2}\right)+\stackrel{~}{a}_1(\mu ),$$
(18)
where
$$\stackrel{~}{a}_1(\mu )=\stackrel{~}{a}_1+\frac{em_N^2}{6(4\pi f_\pi )^2}\left[2h_A^{(2)}+g_A\left(h_V^{(0)}+\frac{4}{3}h_V^{(2)}\right)\right]\left(\frac{1}{\epsilon }+1\gamma \frac{2}{3}+\mathrm{ln}4\pi \right).$$
(19)
Again, our result has the expected size and agrees with Ref. . The term in $`h_A^{(2)}`$ agrees with Ref. .
Contrary to the isoscalar part, the isovector anapole form factor first appears in next-to-leading order and reads
$$F_1^{NLO}(Q^2)=1\frac{em_N^2}{9(4\pi f_\pi )^2}\frac{1}{a_1^{NLO}}\left[2h_A^{(2)}+g_A\left(h_V^{(0)}+\frac{4}{3}h_V^{(2)}\right)\right]\left[F^{NLO2}(Q^2)1\right].$$
(20)
Again, for illustration we consider some representative values of $`\stackrel{~}{a}_1(\mu )`$: $`\stackrel{~}{a}_1(\mathrm{\Lambda }_{\chi SB})=0`$, $`\stackrel{~}{a}_1(\mathrm{\Lambda }_{\chi SB})=2\alpha \mathrm{ln}\left(\frac{\mathrm{\Lambda }_{\chi SB}^2}{m_\pi ^2}\right)`$, $`\stackrel{~}{a}_1(550\mathrm{M}\mathrm{e}\mathrm{V})=0`$, $`\stackrel{~}{a}_1(550\mathrm{M}\mathrm{e}\mathrm{V})=2\alpha \mathrm{ln}\left(\frac{(550\mathrm{M}\mathrm{e}\mathrm{V})^2}{m_\pi ^2}\right)`$, with $`\alpha =\frac{em_N^2}{6(4\pi f_\pi )^2}\left[2h_A^{(2)}+g_A\left(h_V^{(0)}+\frac{4}{3}h_V^{(2)}\right)\right]`$ and they all are summarized as
$$F_1(Q^2)1+s\frac{2}{3}\mathrm{ln}^1\left(\frac{\mu ^2}{m_\pi ^2}\right)\left[F^{NLO2}(Q^2)1\right],$$
(21)
where $`s=1`$ for $`\stackrel{~}{a}_1(\mu )=0`$ and $`s=1`$ for $`\stackrel{~}{a}_1(\mu )=2\alpha \mathrm{ln}(\mu ^2/m_\pi ^2)`$, $`\mu =0.55,1.2`$ GeV. Fig. 6 shows $`F_1^{NLO}(Q^2)`$ for these four cases of $`s`$ and $`\mu `$.
The isovector mean square radius is
$$r_1^2^{NLO}=\frac{1}{10m_\pi ^2}\frac{em_N^2}{a_1^{NLO}(4\pi f_\pi )^2}\left[2h_A^{(2)}+g_A\left(h_V^{(0)}+\frac{4}{3}h_V^{(2)}\right)\right].$$
(22)
Again, using the estimated form factor (21) we have
$$r_1^2^{NLO}s\frac{6}{10m_\pi ^2}\mathrm{ln}^1\left(\frac{\mu }{m_\pi }\right)^2.$$
(23)
For $`\mu =\mathrm{\Lambda }_{\chi SB}`$ one obtains $`r_1^2^{NLO}=s(370\mathrm{MeV})^2`$ and for $`\mu =550`$ MeV, $`r_1^2^{NLO}=s(298\mathrm{MeV})^2`$, where $`s=\pm 1`$.
We have thus for the first time calculated the momentum dependence of the anapole form factor in next-to-leading order in ChPT. Using dimensional analysis to estimate currently unknown parameters, we see that the variation with momentum is $``$ 20% at $`Q300`$ MeV in both isoscalar and isovector channels. The overall size of the anapole contribution to electron scattering is thus likely not very different than that given by the anapole moment itself. We can compare our result for the isovector component to the forthcoming SAMPLE measurement. The SAMPLE collaboration will extract an axial contribution as seen by the electron, $`G_A^e(0.1\mathrm{MeV}^2)`$ . If this value is very different from the tree-level result, it can only be assigned to the anapole form factor if the parameters are substantially larger than the naive dimensional expectation. Using our previous estimate,
$$2h_A^{(2)}+g_A(h_V^{(0)}+\frac{4}{3}h_V^{(2)})=\frac{6G_F(4\pi f_\pi )^2}{\eta F_A^{(1)}(Q^2)}\mathrm{ln}^1\left(\frac{\mathrm{\Lambda }_{\chi SB}}{m_\pi }\right)^2[G_A^e(Q^2)+G_A(Q^2)G_A^s(Q^2)],$$
(24)
where $`\eta =8\sqrt{2}\pi \alpha /(14\mathrm{sin}^2\theta _W)=3.45`$, $`G_A(0)=1.267`$, $`G_A^s(0)=0.12`$, $`G_A(Q^2)=G_A(0)/D(Q^2)`$, $`G_A^s(Q^2)=G_A^s(0)/D(Q^2)`$, $`D(Q^2)=1+Q^2/M_A^2`$, and $`M_A=1.061`$ GeV. For example, $`G_A^e(0.1\mathrm{MeV}^2)0.25`$ requires $`2h_A^{(2)}+g_A(h_V^{(0)}+\frac{4}{3}h_V^{(0)})10^5`$, a hundred times larger in magnitude than dimensional analysis estimate. This is very unlikely, especially considering a recent estimate in the chiral quark model .
In any case, in the future, when parity-violating pion-nucleon parameters are determined from other processes, one can use the results reported here to make firmer predictions for the anapole contribution at various transferred momenta.
Acknowledgements
We thank Bob McKeown and the group at the Kellogg Lab for getting us interested in this problem, and Mike Musolf for discussions. CMM and JSV acknowledge fellowships from FAPESP (Brazil), grants 99/00080-5 and 99/05388-8. This research was supported in part by the US National Science Foundation.
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# Local optical spectroscopy of semiconductor nanostructures in the linear regime
## Introduction
The recent achievements in the field of semiconductor nanostructures have prompted a strong effort in developing local experimental probes, in order to obtain spatial maps of the nanostructures and their quantum states. While conventional optical spectroscopy gives information on a large region containing thousands of nanostructures, confocal diffraction-limited microscopy has allowed the investigation of individual nanostructures . To probe the spatial distribution of quantum states, the spatial resolution must be reduced much below the optical wavelength; this has been obtained by means of near-field scanning optical microscopy (NSOM) . In semiconductor quantum wires and dots the resolution of these experiments has been increasing in recent years.
From the theoretical point of view it was soon recognized that the interpretation of NSOM spectroscopic data requires to take into account the effects of the fiber tip and dielectric discontinuities on the electromagnetic (EM) field generated in the sample. For example, the near-field distribution of the EM-field and its interaction with arrays of point-like particles have been studied in detail.
On the other hand, the interactions of a highly inhomogeneous EM-field with the quantum states in the semiconductor nanostructures received much less attention . A theoretical effort in this direction is important for different reasons. First, when the dipole approximation is abandoned and the non-local response of the medium is taken into account, local absorption itself is in principle ill defined (i.e., it is not independent of the EM-field distribution, as we will show); a general theoretical reformulation is therefore required. In addition, it may be expected that spatial interference of quantum states plays an important role when variations of the electromagnetic field occur on a ultra-short length scale, i.e., on the scale of the Bohr radius; hence, the necessity to describe the local absorption via a non-local susceptibility. The analogy with ultra-fast time-resolved spectroscopies , that have demonstrated the importance of phase coherence in the quantum-mechanical time evolution of photoexcited carriers , suggests that similar effects may occur in the space domain.
To investigate the response of semiconductor nanostructures under these conditions, we have recently proposed a theoretical approach based on a microscopic description of electronic quantum states and their Coulomb interaction. Our approach is intended to treat very high resolution probes, which might be capable to reveal Coulomb induced coherence effects; therefore, we consider an inhomogeneous EM-field distribution with a spatial extension of the order of the Bohr radius of the material . In this paper we describe in detail our theoretical approach and present absorption spectra calculated in the linear response regime for a set of semiconductor quantum wires (QWR) with realistic geometry and composition, focusing on T-shaped structures as those obtained by the cleaved-edge overgrowth technique. We find that new features in the space-resolved optical spectra arise, particularly in coupled nanostructures, owing to interference effects in the interacting electron-hole wavefunction, and conclude that Coulomb effects on the local spectra must be taken into account for a correct assignment of the experimental features.
In Sec. I, we derive the microscopic expression of the non-local susceptibility, including Coulomb interaction between electrons and holes, which is valid both in the linear and non-linear regimes. In Sec. II we show how a proper definition of local absorption can be introduced in the case of spatially inhomogeneous EM field, which, however, depends on the shape of the EM-field distribution. In Sec. III we focus on the linear regime and we apply our scheme to single and coupled wire structures, studying, in particular, the effects of non-locality and Coulomb-interactions on local spectra.
## I The non-local susceptibility
In this section we derive a microscopic expression (i.e., based on microscopic electron and hole wavefunctions), of the non-local optical susceptibility $`๐`$; this will be obtained through a comparison between the macroscopic and the microscopic expressions for the optical polarization of the system. The knowledge of $`๐`$ allows to calculate the absorbed power defined in Sec. II.
The macroscopic polarization $`๐(๐ซ,t)`$ induced by an electromagnetic field $`๐(๐ซ,t)`$ is in general given by
$$๐(๐ซ,t)=๐๐ซ^{}๐t^{}๐(๐ซ,๐ซ^{};t,t^{})๐(๐ซ^{},t^{}),$$
(1)
where $`๐(๐ซ,๐ซ^{};t,t^{})`$ is the non-local (both in space and time) susceptibility tensor. When the time dependence of $`๐(๐ซ,๐ซ^{};t,t^{})`$ is through $`tt^{}`$ only (stationary regime), the above equation can be transformed into a local equation in the frequency ($`\omega `$) domain, i.e.,
$$๐(๐ซ,\omega )=๐(๐ซ,๐ซ^{},\omega )๐(๐ซ^{},\omega )๐๐ซ^{},$$
(2)
where $`๐(๐ซ,\omega )`$ and $`๐(๐ซ,\omega )`$ are the Fourier transforms of the time-dependent electric field and optical polarization in Eq. (1).
In the usual case of a homogeneous EM-field distribution the non-locality of $`๐`$ is neglected, and $`๐\delta (๐ซ๐ซ^{})`$ in (2). In contrast, in order to describe the response of excitonic states to an EM-field with a spatial extension which is comparable to the Bohr radius, the non-local character of $`๐`$ in Eq. (2) must be fully retained. Note also that, contrary to bulk states, excitonic states in a nanostructure do not have translational invariance; hence, $`๐`$ depends separately on the spatial coordinates $`๐ซ`$, $`๐ซ^{}`$ and not on the relative coordinate alone.
From a microscopic point of view the local (i.e., space-dependent) polarization can be written as:
$$๐(๐ซ,t)=q\widehat{๐ฟ}^{}(๐ซ,t)๐ซ\widehat{๐ฟ}(๐ซ,t),$$
(3)
where $`q`$ is the electronic charge, $`\mathrm{}`$ denotes a proper ensemble average, and the field operator $`\widehat{๐ฟ}(๐ซ,t)`$ in the Heisenberg picture describes the microscopic time evolution of the carrier system.
Since in this paper we shall mainly focus on optical (i.e., electron-hole pairs) excitations, it is convenient to work within the so-called electron-hole picture. This corresponds to writing the field operator $`\widehat{๐ฟ}(๐ซ,t)`$ as a linear combination of electron and hole single-particle states:
$$\widehat{๐ฟ}(๐ซ,t)=\underset{e}{}\widehat{c}_e(t)\mathrm{\Psi }_e(๐ซ)+\underset{h}{}\widehat{d}_h^{}(t)\mathrm{\Psi }_h^{}(๐ซ),$$
(4)
where $`\widehat{c}_e`$ and $`\widehat{d}_h`$ denote destruction operators for an electron in state $`e`$ and a hole in state $`h`$. Here, $`e`$ and $`h`$ are appropriate sets of quantum numbers labelling the conduction and valence states involved in the optical transition, which are described by the single-particle wavefunctions $`\mathrm{\Psi }_{e/h}(๐ซ)`$ and energy levels $`ฯต_{e/h}`$ .
By inserting the above electron-hole expansion into Eq. (3), and neglecting intraband contributions (absent for the case of optical excitations), the local polarization can be rewritten as:
$$๐(๐ซ,t)=\underset{eh}{}\left[p_{eh}(t)๐_{eh}^{}(๐ซ)+\text{c.c.}\right],$$
(5)
where
$$๐_{eh}(๐ซ)=q\mathrm{\Psi }_e^{}(๐ซ)๐ซ\mathrm{\Psi }_h^{}(๐ซ)$$
(6)
is the local (i.e., space-dependent) dipole matrix element, and $`p_{eh}(t)=\widehat{d}_h\widehat{c}_e`$ are non-diagonal (i.e., interband) elements of the single-particle density matrix, also referred to as interband polarizations.
Within the mean-field Hartree-Fock approximation, the time evolution of the above interband polarizations $`p_{eh}(t)`$ is described by the so-called semiconductor Bloch equations (SBEs) :
$`{\displaystyle \frac{}{t}}p_{eh}`$ $`=`$ $`{\displaystyle \frac{1}{i\mathrm{}}}{\displaystyle \underset{e^{}h^{}}{}}(_{ee^{}}\delta _{hh^{}}+_{hh^{}}\delta _{ee^{}})p_{e^{}h^{}}`$ (9)
$`+{\displaystyle \frac{1}{i\mathrm{}}}๐ฐ_{eh}(1f_ef_h)+{\displaystyle \frac{p_{eh}}{t}}|_{coll},`$
$`{\displaystyle \frac{}{t}}f_e`$ $`=`$ $`{\displaystyle \frac{1}{i\mathrm{}}}{\displaystyle \underset{h^{}}{}}(๐ฐ_{eh^{}}p_{eh^{}}^{}๐ฐ_{eh^{}}^{}p_{eh^{}})+{\displaystyle \frac{f_e}{t}}|_{coll},`$ (10)
$`{\displaystyle \frac{}{t}}f_h`$ $`=`$ $`{\displaystyle \frac{1}{i\mathrm{}}}{\displaystyle \underset{e^{}}{}}(๐ฐ_{e^{}h}p_{e^{}h}^{}๐ฐ_{e^{}h}^{}p_{e^{}h})+{\displaystyle \frac{f_h}{t}}|_{coll},`$ (11)
where $`f_e=\widehat{c}_e^{}\widehat{c}_e`$ and $`f_h=\widehat{d}_h^{}\widehat{d}_h`$ denote electron and hole distribution functions, i.e., diagonal density-matrix elements. Here,
$`_{ee^{}}`$ $`=`$ $`ฯต_e\delta _{ee^{}}{\displaystyle \underset{e^{\prime \prime }}{}}V_{ee^{\prime \prime }e^{}e^{\prime \prime }}f_{e^{\prime \prime }},`$ (12)
$`_{hh^{}}`$ $`=`$ $`ฯต_h\delta _{hh^{}}{\displaystyle \underset{h^{\prime \prime }}{}}V_{hh^{\prime \prime }h^{}h^{\prime \prime }}f_{h^{\prime \prime }},`$ (13)
and
$$๐ฐ_{eh}=U_{eh}\underset{e^{}h^{}}{}V_{eh^{}he^{}}p_{e^{}h^{}}$$
(14)
are, respectively, the electron/hole and Rabi energies renormalized by the Coulomb interaction , and
$$V_{ijkl}=๐๐ซ๐๐ซ^{}\mathrm{\Psi }_i^{}(๐ซ)\mathrm{\Psi }_j^{}(๐ซ^{})V(๐ซ๐ซ^{})\mathrm{\Psi }_k(๐ซ^{})\mathrm{\Psi }_l(๐ซ)$$
(15)
are the matrix elements of the three-dimensional Coulomb interaction $`V(๐ซ๐ซ^{})`$ within the single-particle electron-hole representation. The last (collision) term in Eqs. (I) accounts for incoherent (i.e., scattering and diffusion) processes .
In the usual case of a homogeneous (i.e., space-independent) optical excitation $`๐^{}`$ the Rabi energy $`U_{eh}`$ within the dipole approximation is given by
$$U_{eh}(t)=๐_{eh}^{}๐^{}(t),$$
(16)
where
$$๐_{eh}^{}=๐_{eh}(๐ซ)๐๐ซ$$
(17)
is the total dipole matrix element. In contrast, for the case of a local optical excitation $`๐(๐ซ)`$ โthe one considered in this paperโ the electromagnetic field cannot be factorized as in Eq. (16); If, however, the space variation of the field is still negligible on the atomic scale, the Rabi energy for a local excitation is given by :
$$U_{eh}(t)=๐_{eh}(๐ซ)๐(๐ซ,t)๐๐ซ.$$
(18)
Let us now focus on the stationary solutions of the SBEs (I). They can be easily found in the so-called quasi-equilibrium regime, i.e., by assuming equilibrium distribution functions $`f_e`$, $`f_h`$ which, therefore, do not depend on time; let us define the index $`l=(e,h)`$ and the matrices
$`T_{ll^{}}`$ $`=`$ $`_{ee^{}}\delta _{hh^{}}+_{hh^{}}\delta _{ee^{}},`$ (20)
$`W_{ll^{}}`$ $`=`$ $`V_{eh^{}he^{}}(1f_ef_h),`$ (21)
$`S_{ll^{}}`$ $`=`$ $`T_{ll^{}}W_{ll^{}}.`$ (22)
Then, Eq. (9) can be rewritten as
$$\frac{p_l(t)}{t}=\frac{1}{i\mathrm{}}\underset{l^{}}{}S_{ll^{}}p_l^{}(t)+\frac{1}{i\mathrm{}}\overline{U}_l(t),$$
(23)
where $`\overline{U}_l(t)=U_{eh}(t)(1f_ef_h)`$.
Let us suppose that $`c_l^\lambda `$ and $`\mathrm{\Sigma }^\lambda `$ are the eigenvectors and eigenvalues, respectively, of the matrix $`S_{ll^{}}`$; note that, in general, $`\mathrm{\Sigma }^\lambda `$ is complex. The eigenvector components $`c_{eh}^\lambda `$ are the matrix elements of the unitary transformation connecting our original non-interacting basis $`|eh`$ with the excitonic basis $`|\lambda `$, $`c_{eh}^\lambda =eh|\lambda `$. By applying this unitary transformation, we can rewrite Eq. (23) in the excitonic basis,
$$\frac{p^\lambda (t)}{t}=\frac{1}{i\mathrm{}}\mathrm{\Sigma }^\lambda p^\lambda (t)+\frac{1}{i\mathrm{}}\overline{U}^\lambda (t),$$
(24)
where
$`p^\lambda (t)`$ $`=`$ $`{\displaystyle \underset{l}{}}c_l^\lambda p_l(t),`$ (25)
$`\overline{U}^\lambda (t)`$ $`=`$ $`{\displaystyle \underset{l}{}}c_l^\lambda \overline{U}_l(t).`$ (26)
If we Fourier transform Eq. (24) we find
$$p^\lambda (\omega )=\frac{\overline{U}^\lambda (\omega )}{\mathrm{\Sigma }^\lambda \mathrm{}\omega },$$
(27)
$`p^\lambda (\omega )`$ and $`\overline{U}^\lambda (\omega )`$ being the Fourier transforms of $`p^\lambda (t)`$ and $`\overline{U}^\lambda (t)`$, respectively.
Let us consider again the local polarization field $`๐(๐ซ,t)`$ in (5), which in our excitonic picture $`\lambda `$, can be rewritten as
$`๐(๐ซ,t)`$ $`=`$ $`{\displaystyle \underset{\lambda }{}}\left[๐^\lambda (๐ซ)p^\lambda (t)+\text{c.c.}\right]`$ (28)
$`=`$ $`{\displaystyle \underset{\lambda }{}}{\displaystyle _{\mathrm{}}^+\mathrm{}}\left[๐^\lambda (๐ซ)p^\lambda (\omega )+๐^\lambda (๐ซ)p^\lambda (\omega )\right]e^{i\omega t}๐\omega ,`$ (29)
with the definition $`๐^\lambda (๐ซ)=_lc_l^\lambda ๐_l(๐ซ)`$. By inserting the stationary solution (27), the dipole matrix element $`๐^\lambda (๐ซ)`$, and $`\overline{U}^\lambda (\omega )`$ we obtain
$`๐(๐ซ,\omega )={\displaystyle ๐๐ซ^{}\underset{\lambda ,eh,e^{}h^{}}{}}`$ $`c_{eh}^\lambda ๐_{eh}^{}(๐ซ)\times c_{e^{}h^{}}^\lambda ๐_{e^{}h^{}}(๐ซ^{})(1f_e^{}f_h^{})\times `$ (31)
$`\left[{\displaystyle \frac{1}{\mathrm{\Sigma }^\lambda \mathrm{}\omega }}+{\displaystyle \frac{1}{\mathrm{\Sigma }^\lambda +\mathrm{}\omega }}\right]๐(๐ซ^{},\omega ),`$
$`๐(๐ซ,\omega )`$ being the Fourier transform of $`๐(๐ซ,t)`$. The above microscopic result has exactly the form of the macroscopic polarization in Eq. (1), thus providing the desired microscopic expression for the non-local optical susceptibility tensor $`๐`$. If we neglect the non-resonant term in (31) (rotating wave approximation) we obtain
$$๐(๐ซ,๐ซ^{},\omega )=\underset{\lambda ,eh,e^{}h^{}}{}\frac{c_{eh}^\lambda ๐_{eh}^{}(๐ซ)\times c_{e^{}h^{}}^\lambda ๐_{e^{}h^{}}(๐ซ^{})\left(1f_e^{}f_h^{}\right)}{\mathrm{\Sigma }^\lambda \mathrm{}\omega }.$$
(32)
The above general expression describes the response of the system at the microscopic level, provided that the the single-particle wavefunctions entering the local dipole matrix elements $`๐_{eh}(๐ซ)`$ are available. For the description of the response to a local probe with the extension comparable to the Bohr radius in a typical semiconductor, like GaAs, it is sufficient to describe the electron and heavy-hole states within the envelope function approximation, including fluctuations of the wavefunctions at the atomic scale only through bulk parameters. Assuming isotropic electron and heavy-hole energy dispersion, we write, as usual , $`\mathrm{\Psi }_e(๐ซ)=u_c(๐ซ)\psi _e(๐ซ)`$ and $`\mathrm{\Psi }_h(๐ซ)=u_v(๐ซ)\psi _h(๐ซ)`$, where $`\psi _{e/h}(๐ซ)`$ are electron/hole envelope functions, and $`u_{c/v}(๐ซ)`$ are the atomic bulk wavefunctions at the conduction/valence edge. In this paper we consider only EM fields with a frequency corresponding to interband transition. Therefore, interpreting the space variables $`๐ซ`$, $`๐ซ^{}`$ in Eq. (31) as coarse grained at the atomic scale, we can write
$$๐_{eh}(๐ซ)=๐_b\psi _e^{}(๐ซ)\psi _h^{}(๐ซ),$$
(33)
where $`๐_b=\mathrm{\Omega }_c^1_{\mathrm{\Omega }_c}u_c(๐ซ)๐ซu_v(๐ซ)๐๐ซ`$ is the bulk dipole matrix element, with $`\mathrm{\Omega }_c`$ the volume of the unit cell. Within such approximation scheme, the susceptibility tensor $`๐`$ in (32) becomes diagonal, with identical elements given by
$$\chi (๐ซ,๐ซ^{},\omega )=|M_b|^2\underset{\lambda ,eh,e^{}h^{}}{}c_{eh}^\lambda c_{e^{}h^{}}^\lambda (1f_e^{}f_h^{})\frac{\psi _e(๐ซ)\psi _h(๐ซ)\psi _e^{}^{}(๐ซ^{})\psi _h^{}^{}(๐ซ^{})}{\mathrm{\Sigma }^\lambda \mathrm{}\omega }.$$
(34)
## II Local-absorption spectrum
Given the susceptibility function in (34), the total absorbed power in a generic semiconductor structure can be evaluated according to:
$$W(\omega )๐๐ซ๐๐ซ^{}\mathrm{}\left[E(๐ซ,\omega )\chi (๐ซ,๐ซ^{},\omega )E(๐ซ^{},\omega )\right].$$
(35)
In the usual definition of the absorption coefficient within the dipole approximation the non-locality of $`\chi `$ is neglected: $`\chi (๐ซ,๐ซ^{})\delta (๐ซ๐ซ^{})`$. When non-locality is taken into account, it is no longer possible to define an absorption coefficient that locally relates the absorbed power density with the light intensity.
However, considering a light field with a given profile $`\xi `$ centered around the beam position $`๐`$, $`E(๐ซ,\omega )=E(\omega )\xi (๐ซ๐)`$, we may define a local absorption that is a function of the beam position, and relates the total absorbed power to the power of a local excitation (illumination mode):
$$\alpha _\xi (๐,\omega )\mathrm{}\left[\chi (๐ซ,๐ซ^{},\omega )\right]\xi (๐ซ๐)\xi (๐ซ^{}๐)๐๐ซ๐๐ซ^{}.$$
(36)
This expression is in principle not limited to low-photoexcitation intensities; via $`f_e,f_h`$ appearing in Eq. (34) it provides a general description of linear as well as non-linear local response, i.e., from excitonic absorption to the gain regime. On the other hand, in the linear-response regime $`1f_ef_h1`$ and the quantity $`\mathrm{\Psi }^\lambda (๐ซ_๐,๐ซ_๐ก)=_{eh}c_{eh}^\lambda \psi _e(๐ซ_๐)\psi _h(๐ซ_๐ก)`$ can be identified with the exciton wavefunction; in this case the explicit form of the local-absorption coefficient (36) can be written as
$$\alpha _\xi (๐,\omega )=\mathrm{}\left[\underset{\lambda }{}\frac{\alpha _\xi ^\lambda (๐,\omega )}{\mathrm{\Sigma }^\lambda \mathrm{}\omega }\right],$$
(37)
where
$$\alpha _\xi ^\lambda (๐,\omega )\left|\mathrm{\Psi }^\lambda (๐ซ,๐ซ)\xi (๐ซ๐)๐๐ซ\right|^2.$$
(38)
The effects of spatial coherence of quantum states are easily understood in the linear regime on the basis of Eq. (38). For a spatially homogeneous EM-field, the absorption spectrum probes the average of $`\mathrm{\Psi }^\lambda `$ over the whole space (global spectrum). In the opposite limit of an infinitely narrow probe beam, $`\alpha _\xi ^\lambda (๐,\omega `$) maps $`|\mathrm{\Psi }^\lambda |^2`$; the local absorption is non-zero at any point where the exciton wavefunction gives a finite contribution. It is therefore clear that โforbiddenโ excitonic transitions, not present in the global spectrum, may appear in the local one. In the intermediate regime of a narrow but finite probe, it is possible that a cancellation of the contributions from $`\mathrm{\Psi }^\lambda `$ at different points in space takes place, leading to a non trivial localization of the absorption. The result will then be quite sensitive to the extension of the light beam.
## III Numerical results
The theoretical formulation of Secs. I and II is valid for semiconductors of arbitrary dimensionality. To illustrate the effects of non-locality and Coulomb interaction on the local absorption spectrum, we now consider quasi-one-dimensional (1D) nanostructures (quantum wires), subject to a local EM excitation propagating parallel to the free axis of the structure, $`z`$. For simplicity, we describe the narrow light beam by a gaussian EM-field profile, $`\xi (๐ซ)=\mathrm{exp}[(x^2+y^2)/2\sigma ^2]`$ . The explicit expressions for quasi-1D systems are derived in the Appendix.
As a prototype system, we have chosen to investigate systems composed of GaAs/AlAs T-shaped QWRs, which rank among the best available samples from the point of view of optical properties, and allow for a strong quantum confinement .
In Fig. 1(a) we show the ground-state effective wavefunction \[Eq. (41)\] for a single QWR, including the electron-hole interaction; the exciton is strongly localized at the intersection of the parent QWโs, the localization being dominated by that of the hole state which has a heavier effective mass . When the effect of a locally inhomogeneous EM field with a gaussian shape ($`\sigma =10`$ nm) is simulated \[Fig. 1(b)\], we find that the signal exibits a maximum at the location of the exitonic wavefunction, but the details of the shape of the wavefunction are lost as, for this particular sample, they take place on a scale shorter than $`\sigma `$.
The above situation for a single QWR can be contrasted with the situation for two coupled QWRs. In the latter case the exitonic states of the two QWRs are coupled by Coulomb interaction if their mutual distance is $`a_B`$; therefore, in this case the non-local character of the Coulomb interaction can be exposed by a local probe with $`\sigma a_B`$. To exemplify this, we show in Fig. 2 the effective wavefunction of (a) the ground and (b) the first excited excitonic states for two coupled, symmetric QWRs, including electron-hole Coulomb interaction. It should be noted that 1) the two excitonic states confined in the two QWRs are strongly coupled by effect of the Coulomb interaction and 2) the effective wavefunction is not positive definite but is even or odd for the ground and first excited state, respectively; as consequence, in a homogenous EM field only the ground state appears in the spectrum, while the first excited state is prohibited by a selection rule arising from the cancellation between positive and negative regions \[see Eq. (38)\]. This selection rule is relaxed in a local optical spectroscopy experiment, if variations of the EM field takes place on a scale comparable to the modulations of the effective wavefunction. In fact, when the center of mass of the beam does not coincide with a symmetry point of the structure, the symmetry of the whole system is broken; consequently, cancellations do not take place exactly; moreover, they are a function of the position and extension of the beam.
It should be stressed that the spatial dependence of the absorption in the coupled QWR structure is dominated by Coulomb interaction, thus making very high resolution local optical spectroscopy a very powerful tool. To demonstrate this aspect, we have simulated a local optical spectroscopy experiment by calculating the local absorption spectra while sweeping the tip of the probe across a double-QWR structure; the influence of inter-wire Coulomb interaction is demonstrated in Fig. 3, where full calculations including electron-hole interaction (center panels) are compared with calculations where the correlation is switched off (left panels). For this example we have chosen a set of asymmetric structures composed of two sligthly different QWRs, with various distances between the stems of the wires. In the uncorrelated spectra we can only distinguish two peaks arising from single-particle transitions localized in either wires; the two peaks shift in energy as a functions of the inter-wire distance, decreasing from top to bottom, as a result of the increasing overlap between the single-particle states localized in the two QWRs, and are accompained by a high-energy tail which is due to the single particle joint density of states. Note that there is no sign of spatially indirect transitions connecting an electron and a hole localized in different wires.
The situation is very different when Coulomb correlation is taken into account. First, we note that for the larger wire separation (top row) (i) the two main peaks, arising from a direct transitions located in either wires, are red-shifted by the exciton binding energy, and (ii) the high-energy continua are suppressed, as expected from previous studies of total absorption in quasi-1D structures . When the inter-wire distance is decreased, new peaks appear in the spectra whose energy, intensity and location is strongly dependent upon the coupling between the two wires, which increases from top to bottom in Fig. 3. These peaks result from interference between positive and negative regions of the effective wavefuctions, whose square modulus is shown in the right column for comparison. Figure 4 compares the local spectra obtained with a tip position located in the center of the right and left wire with the total absorption for the same set of coupled QWRs as in Fig. 3 .
## Conclusions
In summary, we have developed a general formulation of the theory of local optical absorption in semiconductor nanostructures, taking into account quantum confinement of electron and hole states and the electron-hole Coulomb interaction. We have proved that absorption is strongly influenced by the spatial interference in the exciton wavefunctions, which depends on the profile of the light beam. When the extension of the beam becomes comparable with the exciton Bohr radius, local spectra are expected to display different features with respect to integrated spectra, resulting from breaking of selection rules. Calculations performed for a set of coupled quantum wires show that the interpretation of near-field experiments will require a quantitative treatment of these effects as their spatial resolution increases.
###### Acknowledgements.
We thank C. Simserides for a careful reading of this manuscript. This work was supported in part by INFM through PRA โPROCRYโ, and by the EC under the TMR Network โUltrafastโ and the IT-project โSQIDโ.
## Calculation of the local absorption in the linear regime for quasi-1D systems
For a QWR the single-particle electron and hole envelope functions, appearing in (34), can be written as $`\psi _e(๐ซ)=\varphi _{\nu _e}^e(x,y)e^{ik_z^ez}`$ and $`\psi _h(๐ซ)=\varphi _{\nu _h}^h(x,y)e^{ik_z^hz}`$, respectively, where $`\nu _{e/h}`$ and $`k_z^{e/h}`$ are subband indices and wavevectors along the free axis. The envelope functions $`\varphi _\nu ^{e/h}(x,y)`$ are solutions of a Schrรถdinger equation with effective masses and band parameters appropriate for electron/heavy-holes in the 2D confinement potential of the QWR.
In the linear regime the local absorption can be written as \[Eq. 38\]
$$\alpha _\xi (X,Y,\omega )\underset{\lambda }{}\left|\mathrm{\Phi }^\lambda (x,y)\xi (xX,yY)๐x๐y\right|^2h(\omega \omega ^\lambda ).$$
(39)
where $`\omega ^\lambda `$ is the resonance frequency, $`h(\omega )`$ describes the line broadening, and
$$\mathrm{\Phi }^\lambda (x,y)\mathrm{\Psi }^\lambda (๐ซ,๐ซ)๐z.$$
(40)
We shall refer to $`\mathrm{\Phi }^\lambda (x,y)`$ as the effective exciton wavefunction; according to Eq. (39), when convoluted with the spatial distribution of the EM-field, $`\xi (xX,yY)`$, $`\mathrm{\Phi }^\lambda (x,y)`$ yields the contribution of the $`\lambda `$-th excitonic state to the local absorption $`\alpha _\xi (X,Y,\omega )`$;
Taking advantage of the translational invariance along $`z`$ we have
$$\mathrm{\Phi }^\lambda (x,y)=\underset{\nu _e\nu _h}{}P_{\nu _e\nu _h}^\lambda \varphi _{\nu _e}^e(x,y)\varphi _{\nu _h}^h(x,y),$$
(41)
where we have defined $`P_{\nu \nu ^{}}^\lambda =_{k_z}c_{\nu k_z\nu ^{}k_z}^\lambda `$. Note that only Fourier components of the polarization with $`k_z^e=k_z^h`$ contribute to the absorption.
In our calculations we use a plane-wave basis set to represent the $`(x,y)`$ dependence of the single-particle wavefunctions:
$$\varphi _\nu ^{e/h}(x,y)=\frac{1}{\sqrt{L_xL_y}}\underset{n_xn_y}{}c_{n_xn_y}^{e/h,\nu }e^{i(k_xx+k_yy)},$$
(42)
where $`k_\alpha =2\pi n_\alpha /L_\alpha `$ and $`\alpha =x,y`$. From Eqs. (41) and (42) we get
$$\mathrm{\Phi }^\lambda (x,y)=\underset{\nu _e\nu _h}{}P_{\nu _e\nu _h}^\lambda \underset{n_x^en_y^e}{}c_{n_x^en_y^e}^{e,\nu _e}e^{i(k_x^ex+k_y^ey)}\underset{n_x^hn_y^h}{}c_{n_x^hn_y^h}^{h,\nu _h}e^{i(k_x^hx+k_y^hy)}.$$
(43)
Therefore, we can write
$$\mathrm{\Phi }^\lambda (x,y)=\underset{n_xn_y}{}C_{n_xn_y}^\lambda e^{i(k_xx+k_yy)},$$
(44)
where the Fourier coefficients $`C_{n_xn_y}^\lambda `$ are given by
$$C_{n_xn_y}^\lambda =\underset{\nu _e\nu _h}{}P_{\nu _e\nu _h}^\lambda \left(\underset{n_x^en_y^en_x^hn_y^h}{\overset{\text{ }}{}}c_{n_x^en_y^e}^{e,\nu _e}c_{n_x^hn_y^h}^{h,\nu _h}\right),$$
(45)
and the primed summation is subjected to the conditions $`n_x^e+n_x^h=n_x,n_y^e+n_y^h=n_y`$.
Finally, if $`\xi `$ can be factorized as $`\xi (x,y)=\xi _x(x)\xi _y(y)`$, as is the case of a gaussian, then the integral in Eq. (39) is given by
$$\mathrm{\Phi }^\lambda (x,y)\xi (xX,yY)๐x๐y=\underset{n_xn_y}{}C_{n_xn_y}^\lambda \widehat{\xi }_x(k_x)\widehat{\xi }_y(k_y)e^{i(k_xX+k_yY)},$$
(46)
where
$$\widehat{\xi }_\alpha (k_\alpha )=\frac{1}{2\pi }\xi _\alpha (\alpha )e^{ik_\alpha \alpha }๐\alpha .$$
(47)
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# Prospects for observations of high-energy cosmic tau neutrinos
## I Introduction
Neutrino astronomy is now an emerging field and entails the need to have improved flux estimates as well as a good understanding of relevant detector capabilities for all flavor neutrinos, particularly in light of the recent growing experimental support for flavor oscillations . Several high-energy cosmic neutrino ($`>10^6`$GeV) detectors based on under water/ice muon detection are now at proposal or construction stages and alternative techniques for $`10^9`$ GeV neutrinos are being considered through coherent radio or acoustic pulses as well as through horizontal air shower measurements with conventional arrays or with fluorescent light either from the ground or from orbiting detectors . A number of astrophysical high-energy neutrino sources, such as Active Galactic Nuclei (AGN), have been discussed in the literature and predicted to produce fluxes that could be detected in some of these detectors . In the event of a successful detection of high-energy astrophysical neutrinos the range of parameter space for flavor oscillations that can be tested could be considerably enhanced provided a flavor identification can be done.
Cosmic tau neutrinos are possibly the easiest flavor to identify above 10<sup>6</sup> GeV. Two ideas have already been put forward based on the short decay lifetime of the $`\tau `$ produced in charged current interactions. There is a suggestion of measuring 10<sup>6</sup> GeV $`\nu _\tau `$ flux through double shower (double bang) events in under water/ice ฤerenkov telescopes . A more recent suggestion is to detect a small pile up of upgoing $`\mu `$-like events in the 10$`{}_{}{}^{4}`$ 10<sup>5</sup> GeV range with a fairly flat zenith angle dependence . On the other hand the LPM effect, that lengthens electromagnetic showers in water and ice, has been suggested to separate electron neutrino charged current interactions from the rest. This could be done with ฤerenkov light detectors or with the radio technique for energies above $`210^7`$ GeV . It is conceivable that a combination of several of such techniques will allow the establishment of neutrino flavor ratios at energies above $`10^6`$ GeV.
We will concentrate on cosmic tau neutrino detection in this article. Specifically, we discuss in some detail, the prospects for detection of high-energy cosmic tau neutrinos originating from the cores of AGN. We consider vacuum flavor oscillations as an example to illustrate the possibility offered by detectors in construction to distinguish between different neutrino flavors. For absolute event rates we use upper limit flux calculations as an example and consider $`1`$km<sup>2</sup> detector sizes which are now being planned . Both the energy ranges of interest and the relative numbers of $`\tau `$\- and $`\mu `$-like event rates are however independent of the assumed normalization of the neutrino fluxes.
We show that for the chosen neutrino flux, a km<sup>2</sup> size surface area under ice/water ฤerenkov light neutrino detector may be able to either set useful upper limits or may obtain first examples of the high-energy tau neutrinos originating from this cosmologically distant astrophysical source. The plan of the paper is as follows: In Section II, after a brief discussion of intrinsic production mechanisms of high-energy muon and tau neutrinos in AGNs, we estimate the relevant vacuum flavor oscillation probability. In Section III, we discuss in some detail the detection technique making use of the double shower structure of the tau neutrino charged current interactions and calculate the expected event rates for a typical km<sup>2</sup> surface size under water/ice detector. In Section IV, we summarize our results.
## II Intrinsic Cosmic Tau Neutrino Production and vacuum flavor oscillations
AGNs are the brightest objects in the sky and high-energy photons reaching tens of thousands of GeV have been observed from them. This is commonly interpreted as an indication that some kind of Fermi acceleration is taking place. In conventional models, electrons are the particles that get accelerated. It has been argued that if Fermi mechanisms are able to accelerate electrons in these objects, protons could also be accelerated by them. In proton acceleration models, the photons arise from neutral pion decays either in $`p\gamma `$ or $`pp`$ collisions. If this is true, electron and muon neutrinos are also expected to be produced at similar flux levels from charged pion decays. Neutrino detection can provide the signature for proton acceleration in AGN and it is one of the main goals of neutrino detectors in construction and design stages. For an update review of various $`\nu _e`$ and $`\nu _\mu `$ flux estimates from AGNs in $`p\gamma `$ and $`pp`$ collisions (as well as from some other interesting astrophysical/cosmological sites), see . We will here explore the expected tau neutrino fluxes intrinsically produced in the collisions and how these fluxes can vary in a possible neutrino oscillation scenario.
In $`p\gamma `$ collisions, high-energy $`\nu _e`$ and $`\nu _\mu `$ are mainly produced through the resonant reaction $`p+\gamma \mathrm{\Delta }^+n+\pi ^+`$. The same collisions will give rise to a greatly suppressed high-energy $`\nu _\tau `$ (and $`\overline{\nu }_\tau `$) flux mainly through the reaction $`p+\gamma D_S^++\mathrm{\Lambda }^0+\overline{D}^0`$. The production cross-section for $`D_S^+`$ is essentially up to three orders of magnitude lower than that of $`\mathrm{\Delta }^+`$ production for the relevant center of mass energy scale. Moreover the branching ratio of $`D_S^\pm `$ to decay eventually into $`\nu _\tau `$ ($`\overline{\nu }_\tau `$) is approximately two orders of magnitude lower than for $`\mathrm{\Delta }^+`$ to subsequently decay into $`\nu _e`$ and $`\nu _\mu `$ through $`\pi ^+`$. These two suppression factors along with the relevant kinematic limits give approximately the ratio of intrinsic fluxes of tau neutrinos and muon neutrinos as: $`(\nu _\tau +\overline{\nu }_\tau )/(\nu _\mu +\overline{\nu }_\mu )<\mathrm{\hspace{0.17em}10}^5`$.
In $`pp`$ collisions, the $`\nu _\tau `$ flux may be obtained through $`p+pD_S^++X`$. The relatively small cross-section for $`D_S^+`$ production together with the low branching ratio into $`\nu _\tau `$ implies that the $`\nu _\tau `$ flux in $`pp`$ collisions is also suppressed up to $`45`$ orders of magnitude relative to $`\nu _e`$ and/or $`\nu _\mu `$ fluxes. The situation is quite similar to the prompt atmospheric $`\nu _\tau `$ flux calculation; the result is basically a rescaling of the prompt $`\nu _\mu `$ flux from the decay of charmed $`D`$โs and results in a negligibly small $`\nu _\tau `$ flux for the energies under discussion .
In proton acceleration models the intrinsically produced tau neutrino flux is thus expected to be very small, typically a factor between $`10^5`$ and $`10^6`$ relative to electron and muon neutrino fluxes . However, recent experimental measurements of atmospheric neutrinos suggest that neutrinos could just have vacuum flavor oscillations and the tau neutrino flux would be dramatically enhanced.
It has been pointed out that there are no matter effects for high-energy cosmic tau neutrinos originating from cores of AGNs primarily because of relatively small matter density in the vicinity of core of the AGN for all relevant $`\delta m^2`$ . We will restrict the following discussion to vacuum oscillations between two flavors, $`\nu _\mu `$ and $`\nu _\tau `$, for simplicity.
The flavor precession probability for non vanishing vacuum mixing angle is obtained from the effective Hamiltonian matrix in the two flavor basis $`\psi ^T=(\nu _\mu ,\nu _\tau )`$:
$$\left(\begin{array}{cc}0& \frac{\delta }{2}\mathrm{sin}2\theta \\ \frac{\delta }{2}\mathrm{sin}2\theta & \delta \mathrm{cos}2\theta \end{array}\right),$$
(1)
where $`\delta =\delta m^2/2E`$ with $`\delta m^2=m^2(\nu _\tau )m^2(\nu _\mu )`$ and $`E`$ the neutrino energy, leading to the well known result:
$$P(\nu _\mu \nu _\tau )=\mathrm{sin}^22\theta \mathrm{sin}^2\left(\frac{\delta m^2}{4E}L\right).$$
(2)
If we take the values of $`\mathrm{sin}^22\theta `$ and $`\delta m^2`$ suggested by recent superkamiokande data ($`\mathrm{sin}^22\theta 1,\delta m^2\mathrm{\hspace{0.17em}10}^3`$ eV<sup>2</sup>) and $`L`$ 100 Mpc (1 pc $`310^{18}`$ cm) as a representative distance between the AGN and our galaxy, then the above rapidly oscillating probability averages out to $`\mathrm{\hspace{0.17em}1}/2`$ for all relevant neutrino energies to be considered for detection. Very similar fluxes of muon and tau neutrinos would thus be expected. Let us further note that after averaging the $`P`$ given by Eq. (2) is independent of not only $`E`$ but also $`\delta m^2`$ and thus leads to a constant suppression of high-energy cosmic muon neutrino flux.
The deficit measured by superkamiokande in atmospheric muon neutrino flux may currently be explained either through $`\nu _\mu \nu _\tau `$ or through $`\nu _\mu \nu _s`$, where $`\nu _s`$ is a sterile neutrinoAlthough, $`\nu _\mu \nu _s`$ is now being disfavoured .. In the first case and for high-energy neutrinos originating at cosmological distances, the ratio $`(\nu _\tau +\overline{\nu }_\tau )/(\nu _\mu +\overline{\nu }_\mu )`$ is close to 1/2. Therefore, a ratio different from 1/2 excludes this possibility.
## III Detection of high-energy cosmic tau neutrinos
High-energy cosmic tau neutrino detection could be achieved by making use of the characteristic double shower events or by the pileup effect expected as they travel through the Earth . Such events could be seen in conventional neutrino telescopes and in principle also with other alternative techniques that have been proposed. We will discuss in some detail the possibility of detecting double shower events for conventional underground telescopes by estimating rates using the the fluxes of Ref. and the oscillation probability addressed in the previous section. This is intended to provide a reference calculation.
The downgoing cosmic tau neutrinos reaching close to the surface of the detector may undergo a charged current deep inelastic scattering with nuclei inside/near the detector and produce a tau lepton in addition to a hadronic shower. This tau lepton traverses a distance, on average proportional to its energy, before it decays back into a tau neutrino and a second shower most often induced by decaying hadrons. The second shower is expected to carry about twice as much energy as the first and such double shower signals are commonly referred to as double bangs. As tau leptons are not expected to have further relevant interactions (with high-energy loss) in their decay timescale, the two showers should be separated by a clean $`\mu `$-like track .
We are going to restrict our estimate to downgoing neutrinos as at these energies tau neutrinos that go through the Earth interact. Effectively the process of interaction and tau decays can be regarded as an energy degradation to the range $`10^410^5`$ GeV . Unfortunately the two shower signature will be difficult to be resolved below $`310^5`$GeV (see below).
For downgoing cosmic tau neutrinos, the double bang event rate in water/ice is estimated using
$$\text{Rate}=A\text{d}EP_\tau (E,E_\tau ^{\mathrm{min}})\frac{\text{d}N}{\text{d}E},$$
(3)
where $`A`$ is the area of the neutrino telescope and $`P_\tau `$ gives the probability that a tau neutrino of energy $`E`$ produces two contained and separable showers with the tau lepton energy greater than $`E_\tau ^{\mathrm{min}}`$. It is given by:
$$P_\tau (E,E_\tau ^{\mathrm{min}})=\rho _\mathrm{m}N_A_0^{1\frac{E_\tau ^{\mathrm{min}}}{E}}\text{d}y\left[DR_\tau \right]\frac{\text{d}\sigma ^{CC}(E,y)}{\text{d}y},$$
(4)
where $`N_A`$ is the Avogadroโs number, $`\rho _\mathrm{m}`$ is the density of the detector medium, $`\text{d}\sigma ^{CC}/\text{d}y`$ is the charged current $`\nu _\tau N`$ differential cross-section, $`y`$ is the fraction of neutrino energy that is transferred to the hadron in the laboratory frame. $`D`$ is the detector length scale which we fix to be $`1`$km and the tau lepton range $`R_\tau `$ which must be contained within $`D`$ is given by:
$$R_\tau =\frac{E(1y)\tau \text{c}}{m_\tau \text{c}^2}.$$
(5)
In Eq. (5), $`\tau \text{c}`$ is the lifetime and $`m_\tau \text{c}^2`$ is the mass of the high-energy tau lepton.
The lower limit of integration in Eq. (3) is $`E_\tau ^{\mathrm{min}}`$. We take $`E_\tau ^{\mathrm{min}}`$ greater than $`\mathrm{\hspace{0.17em}2}10^6`$ GeV because at this energy the tau lepton range (separation between the two showers) in water is $``$ 100 m which allows a clear separation between the two showers. The upper limit of integration in Eq. (3) is taken to be $`E\stackrel{<}{_{}}\mathrm{\hspace{0.17em}2}10^7`$ GeV as for energies above it the tau lepton range exceeds the telescope size (see Fig. 1).
Finally in Eq. (3), d$`N/`$d$`E`$ is the differential high-energy tau neutrino flux and is obtained by multiplying $`P(\nu _\mu \nu _\tau )`$ given by Eq. (2) with d$`N`$/d$`E`$ for $`(\nu _\mu +\overline{\nu }_\mu )`$ taken from . In Fig. 2, we depict downgoing differential event rates for double shower events using the parton distributions MRS R<sub>1</sub> from for km<sup>2</sup> under water neutrino telescopes as an example. We have checked that other modern parton distributions give quite similar events rates and are therefore not depicted here. We have taken into account the fact that $`15\%`$ of the times the tau decay does not induce any shower. For comparison we also plot the $`\mu `$-like event rate induced by muon neutrinos. Note that these $`15\%`$ and the tau neutrino interactions in which the tau lepton decays outside the detector volume have identical ($`\mu `$-like) experimental signature.
The signature of double shower events depends on the detector capabilities for shower identification and energy resolution and difficulties can be envisaged. We have used 100 m as the minimum distance to resolve two showers, what is quite conservative in view of typical spacing between Optical Modules in an under water/ice detector. In Fig. 3, we show the dependence of shower size and shower separation on neutrino energy $`E`$ in ice and in water for which we have used the parametrization of . As shower size is basically proportional to energy, the size of the second shower is on average a factor of 2 higher than the first one (see also ). This value results by taking into account the relevant kinematics of the allowed decay channels and the corresponding branching ratios and using the average energy transfer $`y=0.25`$. The $`y`$ distribution and decay kinematics will lead to a spread in this ratio. While $`y=0.1`$ enhances the energy ratio of the second and first showers to a value of about 6, for $`y`$ values higher than 0.4 the ratio of the two shower sizes starts to be lower than unity obscuring the tau neutrino signature.
Another relevant point is the evaluation of the backgrounds, a double shower signature not induced by a tau neutrino. As it was discussed in such probability is very small and should not affect the detection of the high-energy cosmic tau neutrino. Also one should take into account the possibility that the muon component of a single cascade induced from a muon or an electron neutrino charged/neutral current interaction can be confused with the second shower of the tau lepton decay. However, in this case the size of the second shower is smaller than the first one which should be sufficient to distinguish it from a tau neutrino event. Thus, the selection criteria of amplitude of second shower greater than the first one typically by a factor of $``$ 2, depending on $`y`$ value, essentially makes the observation background free.
The high-energy neutrino telescopes have quite small double shower event rates (yr<sup>-1</sup>sr<sup>-1</sup>) due to small high-energy intrinsic tau neutrinos flux, thus any observed change in this situation may provide indirect evidence of neutrino mass. A corresponding comparable change in this situation is currently not expected from variations of astrophysical model inputs. The almost simultaneous measurement of the two showers may provide useful information on the incident neutrino energy as well as the $`y`$ distribution.
Summarizing, in the context of relevant backgrounds, we envisage essentially the simultaneous presence of two types of events (with different topologies) serving as background for the tau neutrino induced contained but separable double showers connected by a $`\mu `$-like track such that the amplitude of the second shower is typically 2 times the first one. The first type of background events are due to relatively long ($``$ 10 km) range muons passing through the detector identified as $`\mu `$-like tracks. Their estimated number is given by the upper slanted curve in Fig. 2. The second type of background is the single showers due to charged/neutral current interactions. These may be estimated as 1/10 of the continuous $`\mu `$-like tracks. Thus, the signature of the tau neutrinos as emphasized earlier remained distinct from these two type of backgrounds.
We emphasize that within the respective energy window, the essential factor in prospective detection of contained but separable double shower events connected by a $`\mu `$-like track as a signature of tau neutrinos is the difference in the incident tau neutrino energy dependences on spread and separation of the two showers. This difference is also clearly crucial for separating the tau neutrino events from the (relatively abundent) $`\mu `$-like events.
## IV Results
The intrinsic fluxes of the high-energy cosmic neutrinos originating from proton acceleration in cores of AGNs are estimated to have typically the following ratios: $`(\nu _\tau +\overline{\nu }_\tau )/(\nu _\mu +\overline{\nu }_\mu )<\mathrm{\hspace{0.17em}10}^5`$. Thus, if an enhanced $`(\nu _\tau +\overline{\nu }_\tau )/(\nu _\mu +\overline{\nu }_\mu )`$ ratio (as compared to no precession situation) is observed correlated to the direction of source for high-energy cosmic neutrinos, then it may be an evidence for vacuum flavor oscillations of neutrinos induced by non zero vacuum mixing angle depending on the finer details of the relevant high-energy cosmic neutrino spectra. For vacuum flavor oscillations of high-energy cosmic neutrinos, the relevant range of neutrino mixing parameters are: $`\delta m^2\mathrm{\hspace{0.17em}10}^3`$ eV<sup>2</sup> with $`\mathrm{sin}^22\theta \mathrm{\hspace{0.17em}1}`$.
We have identified the incident tau neutrino energy range and the relevant neutrino mixing parameters which may give rise to high-energy cosmic tau neutrino induced downward contained but separable double shower events. For $`210^6\stackrel{<}{_{}}E/\text{GeV}\stackrel{<}{_{}}\mathrm{\hspace{0.17em}2}10^7`$, a km<sup>2</sup> detector may be able to obtain first examples of downgoing high-energy cosmic tau neutrinos through contained but separable double shower events or may at least provide some useful relevant upper limits.
### Acknowledgments.
The authors acknowledge the financial support from Xunta de Galicia (XUGA-20602B98) and CICYT (AEN96-1773). H. A. also thanks Agencia Espaรฑola de Cooperaciรณn Internacional (AECI) and Japan Society for the Promotion of Science (JSPS) for financial support.
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# Modular categories of types B,C and D
## Introduction
Modular categories are tensor categories with additional structure (braiding, twist, duality, a finite set of dominating simple objects satisfying a non-degeneracy axiom). If we remove the last axiom, we get a pre-modular category. A pre-modular category provides invariants of links, tangles, and sometimes of $`3`$-manifolds. Any modular category yields a Topological Quantum Field Theory (TQFT) in dimension three .
In this paper we give an elementary construction of modular and pre-modular categories arising from the Kauffman skein relations, without use of the representation theory of quantum groups at roots of unity. Our method is based on the skein-theoretical construction of idempotents in the Birman-Murakami-Wenzl (BMW) algebras given in . This work follows the program of Turaev and Wenzl . We give four specifications of parameters $`\alpha `$ and $`s`$ (entering the Kauffman skein relations) which lead to different series of modular categories. In each case, the quantum parameter $`s`$ is a root of unity and $`\pm \alpha `$ is a power of $`s`$. The order $`l`$ of $`s^2`$ plays a key role in the discussion. When $`l`$ is odd, then either $`s^l=1`$ or $`s^l=1`$. We note that the two cases are quite different: only one of them lead to a modular category, the other one produces a non-modularizable pre-modular category.
It is well-known that the link invariant associated with the fundamental representation of the quantum group of type $`A_n`$ is a specialization of the Homfly polynomial. Taking the fundamental representations of the quantum groups of types $`B_n`$, $`C_n`$ or $`D_n`$ one obtains specializations of the Kauffman polynomial . More generally, with each of these quantum groups at a root of unity $`q`$ a pre-modular category can be associated . The order of $`q`$ determines the level $`k`$ of the category. It turns out that categories obtained from the quantum groups of types $`A_n`$ and $`A_k`$, where $`q`$ is $`(n+k)`$th root of unity, are isomorphic; here one has to consider either a non standard choice of the framing parameter, or the projective subcategory. The isomorphism interchanges the rank $`n`$ and the level $`k`$ of the category and it is known as the level-rank duality. This duality has no natural explanation in the context of quantum groups, because the roles of the parameters $`n`$ and $`k`$ are completely different there.
In our setting, both parameters $`n`$ and $`k`$ serve to restrict the size of the Weyl alcove, and we have natural symmetries interchanging them. Therefore, each of our (pre-) modular categories has its level-rank duality partner. In fact, all our specializations of parameters can be interpreted in two different ways as a quantum group specialization. Accordingly, we denote our categories by pairs of the letters $`B`$, $`C`$ and $`D`$ (we use just one of them if both coincide). Our main results can be formulated as follows.
* We recover the symplectic ($`C`$ in our notation) and $`BC`$ series of modular categories already obtained by Turaev and Wenzl . These series are constructed by killing negligible morphisms in the idempotent completed Kauffman category. In the $`BC`$ case we further use Bruguiรจresโ modularization procedure . This could be avoided here by considering a subcategory (see \[20, 9.9\]).
* We obtain two new series of modular categories in the orthogonal case: one in the even orthogonal case ($`D`$ series) and one in the mixed odd-even orthogonal case ($`BD`$ series). All of them are constructed by using Bruguiรจresโ modularization procedure.
* Except for the even orthogonal categories, we describe explicitly the representative sets of simple objects and state the Verlinde formulas, which give the dimensions of the TQFT modules. In the even orthogonal case, the complete description of the set of simple objects depends on a tricky computation which has still to be done.
* We find a correspondence between our categories and categories obtained by the quantum group method. We show that the categories constructed here give a complete set of invariants that can be obtained from quantum groups of types $`B`$, $`C`$ and $`D`$ by using non-spin modules.
The paper is organized as follows. In the first section we give the general definitions and theorems concerning pre-modular and modular categories. This includes Bruguiรจresโ modularization criterion, and an explicit description of a modularization functor for a modularizable pre-modular category whose transparent simple objects are invertible. In the second section we recall the main definitions and properties of the minimal idempotents in the BMW algebras constructed in . In the third section we construct the completed BMW category and use it in order to define series of pre-modular categories. In Section 4, studying transparent objects in these categories, we show that the symplectic category is modular and three other series satisfy Bruguiรจresโ modularization criterion. Then for modular categories we describe the representative sets of simple objects, give the Verlinde formulas and discuss spin and cohomological refinements. In the last section we explain how our pre-modular categories can be interpreted in terms of quantum groups.
Conventions. The manifolds throughout this paper are compact, smooth and oriented. By a link we mean an isotopy class of an unoriented framed link. Here, a framing is a non-singular normal vector field, up to homotopy. By a tangle in a $`3`$-manifold $`M`$ we mean an isotopy class of a framed tangle relative to the boundary. Here the boundary of the tangle is a finite set of points in $`M`$, together with a nonzero vector tangent to $`M`$ at each point. Note that a framing together with an orientation is equivalent to a trivialization of the normal bundle, up to homotopy. By an oriented link we mean an isotopy class of a link together with a trivialization of the normal bundle, up to homotopy. By an oriented tangle we mean an isotopy class of a tangle together with a trivialization of the normal bundle, up to homotopy relative to the boundary. Here the boundary of the tangle is a finite set of points in $`M`$, together with a trivialization of the tangent space to $`M`$ at each point. In the figures, a convention using the plane gives the preferred framing (blackboard framing).
Acknowledgments. The first and the second authors thank, respectively, the Laboratoire de Mathรฉmatiques de lโUniversitรฉ de Bretagne-Sud in Vannes and the Mathematisches Institut der Universitรคt Basel for their hospitality. The authors also wish to thank Alain Bruguiรจres and Thang Le explaining algebraic structures relevant to their constructions and for useful remarks on the preliminary version of this paper. This work was supported in part by the Sonderprogramm zur Fรถrderung des akademischen Nachwuchses der Universitรคt Basel.
## 1. Pre-modular categories and modularization
### 1.1. Pre-modular and modular categories
A ribbon category is a category equipped with a tensor product, braiding, twist and duality satisfying compatibility conditions . If we are given a ribbon category $`A`$, then we can define an invariant of links whose components are colored by objects of $`A`$. This invariant extends to a representation of the $`A`$-colored tangle category and more generally to a representation of the category of $`A`$-colored ribbon graphs \[18, I.2.5\]. Using the ribbon structure of $`A`$, we get traces of morphisms and dimensions of objects, for which we will use the terminology quantum trace and quantum dimension. More precisely, for any $`XOb(A)`$ and $`fEnd(X)`$ we denote by $`fEnd(\mathrm{trivial}\mathrm{object})`$ the quantum trace of $`f`$ and by $`X=\text{}_X`$ the quantum dimension of $`X`$. Throughout this paper $`\text{}_X`$ denotes the identity morphism of $`X`$.
Let $`๐ค`$ be a field. A ribbon category will be said to be $`๐ค`$-linear if the Hom sets are $`๐ค`$-vector spaces, composition and tensor product are bilinear, and $`End(\text{trivial object})=๐ค`$. We call an object $`X`$ of $`A`$ simple if the map $`uu\text{}_X`$ from $`๐ค=End(\mathrm{trivial}\mathrm{object})`$ to $`End(X)`$ is an isomorphism.
###### Definition 1.1.
A modular category , over the field $`๐ค`$, is a $`๐ค`$-linear ribbon category in which there exists a finite family $`\mathrm{\Gamma }`$ of simple objects $`\lambda `$ satisfying the four axioms below.
1. (Normalization axiom) The trivial object is in $`\mathrm{\Gamma }`$.
2. (Duality axiom) For any object $`\lambda \mathrm{\Gamma }`$, its dual $`\lambda ^{}`$ is isomorphic to an object in $`\mathrm{\Gamma }`$.
3. (Domination axiom) For any object $`X`$ of the category there exists a finite decomposition $`\text{}_X=_if_i\text{}_{\lambda _i}g_i`$, with $`\lambda _i\mathrm{\Gamma }`$ for every $`i`$.
4. (Non-degeneracy axiom) The following matrix is invertible.
$$S=(S_{\lambda \mu })_{\lambda ,\mu \mathrm{\Gamma }},$$
where $`S_{\lambda \mu }๐ค`$ is the endomorphism of the trivial object associated with the $`(\lambda ,\mu )`$-colored, $`0`$-framed Hopf link with linking $`+1`$.
It follows that $`\mathrm{\Gamma }`$ is a representative set of isomorphism classes of simple objects. If we remove the last axiom, we get a definition of a pre-modular category.
###### Definition 1.2.
An object $`\lambda `$ of a pre-modular category $`A`$ is called transparent, if for any object $`\mu `$ in $`A`$
$$\text{}.$$
Such an object is also called a central object. It is enough to have the above equality for any $`\mu `$ in a representative set of simple objects. Note that a category containing a nontrivial transparent simple object can not be modular, simply because the row in the $`S`$-matrix corresponding to this transparent object is colinear to the row of the trivial one. In the next subsection we show that the absence of nontrivial transparent simple objects implies (under a mild assumption) that the category is modular.
### 1.2. Properties of pre-modular categories
We will first give some general facts about pre-modular categories. Let $`A`$ be a pre-modular category and let $`\mathrm{\Gamma }(A)`$ be a representative set of isomorphism classes of its simple objects. We denote by $`\omega `$ the Kirby color, i.e. $`\omega =_{\lambda \mathrm{\Gamma }(A)}\lambda \lambda `$. We use here the same notation as before for traces and dimensions. In addition, we suppose that $`A`$ has no nontrivial negligible morphisms (we quotient out by negligible morphisms if necessary). Note that a morphism $`fHom_A(X,Y)`$ is called negligible if for any $`gHom_A(Y,X)`$ $`fg=0`$.
###### Proposition 1.1.
(Sliding property) The following two morphisms in $`A`$ are equal.
Here the dashed line represents a part of the closed component colored by $`\omega `$. This part can be knotted or linked with other components of a ribbon graph representing the morphism. Note that the morphism is unchanged if we reverse the orientation of this closed component.
###### Proof.
For $`c_i,d_j\mathrm{\Gamma }(A)`$, $`i=1,\mathrm{},n`$, $`j=1,\mathrm{},m`$, we put
$$Hom_A(c_1\mathrm{}c_n,d_1\mathrm{}d_m):=H_{c_1\mathrm{}c_n}^{d_1\mathrm{}d_m}.$$
With this notation the modules $`H_\mu ^{\lambda \nu }`$, $`H_{\mu \nu ^{}}^\lambda `$, $`H_\nu ^{}^{\mu ^{}\lambda }`$, $`H_{\nu ^{}\lambda ^{}}^\mu ^{}`$, $`H_\lambda ^{}^{\nu \mu ^{}}`$ and $`H_{\lambda ^{}\mu }^\nu `$ are mutually isomorphic, as well as the modules $`H_{\mu \nu ^{}\lambda ^{}}`$, $`H^{\lambda \nu \mu ^{}}`$ and all obtained from them by cyclic permutation of colors. For example, the map $`\mathrm{\Psi }:H_\mu ^{\lambda \nu }H_{\mu \nu ^{}}^\lambda `$ and its inverse are depicted below.
$$\text{};\text{}$$
Identifying these modules along the isomorphisms we get a symmetrized multiplicity module $`\stackrel{~}{H}^{\lambda \nu \mu ^{}}`$; here only the cyclic order of colors is important. We will represent the elements of $`\stackrel{~}{H}^{\lambda \nu \mu ^{}}`$ by a circle with one incoming line (colored with $`\mu `$) and two outgoing ones (colored with $`\lambda `$ and $`\nu `$), the cyclic order of lines is $`(\lambda \nu \mu )`$. The module $`\stackrel{~}{H}^{\mu \nu ^{}\lambda ^{}}`$ is dual to $`\stackrel{~}{H}^{\lambda \nu \mu ^{}}`$. The natural pairing is non-degenerate, since we have no negligible morphisms. We denote by $`a_i`$, $`iI^{\lambda \nu \mu ^{}}`$, a basis of $`\stackrel{~}{H}^{\lambda \nu \mu ^{}}`$, and by $`b_i`$ the dual basis with respect to this pairing. Applying the domination axiom we get that the natural map $`_\mu \stackrel{~}{H}^{\lambda \nu \mu ^{}}\stackrel{~}{H}^{\mu \nu ^{}\lambda ^{}}H_{\lambda \nu }^{\lambda \nu }`$ is an isomorphism. By writing the identity of $`\lambda \nu `$ in the basis corresponding to $`(a_ib_j)`$, we get the following decomposition formula (fusion formula)
(1)
$$\underset{\mu }{}\underset{iI^{\lambda \nu \mu ^{}}}{}\mu \text{}.$$
The calculations below establish the sliding property.
$`{\displaystyle \underset{\lambda \mathrm{\Gamma }(A)}{}}\lambda \text{}`$ $`=`$ $`{\displaystyle \underset{\lambda ,\mu }{}}{\displaystyle \underset{iI^{\lambda \nu \mu ^{}}}{}}\lambda \mu \text{}`$
$`=`$ $`{\displaystyle \underset{\lambda ,\mu }{}}{\displaystyle \underset{iI^{\lambda \nu \mu ^{}}}{}}\lambda \mu \text{}`$
$`=`$ $`{\displaystyle \underset{\mu \mathrm{\Gamma }(A)}{}}\mu \text{}`$
In the first and third equalities we use the fusion formula, the second equality holds by isotopy.
A more general statement is shown in .
###### Lemma 1.2.
(Killing property) Suppose that $`\omega `$ is nonzero. Let $`\lambda \mathrm{\Gamma }(A)`$, then the following morphism is nonzero in $`A`$ if and only if $`\lambda `$ is transparent.
###### Proof.
If $`\lambda `$ is transparent, then this morphism is equal to $`\omega \text{}_\lambda `$, which is nonzero. Conversely, if this morphism is nonzero, it is equal to $`c\text{}_\lambda `$ for some $`0c๐ค`$. Then, for any $`\nu \mathrm{\Gamma }(A)`$, we have
$$\text{}=c^1\text{}=c^1\text{}=\text{}.$$
The second equality holds by the sliding lemma. โ
###### Proposition 1.3.
A pre-modular category $`A`$ with $`\omega 0`$ which has no non-trivial transparent simple object is modular.
###### Proof.
We have to check the non-degeneracy axiom. Let us denote by $`\overline{S}`$ the matrix whose $`(\lambda ,\mu )`$ entry is equal to the value of the $`0`$-framed Hopf link with linking -1 and coloring of the components $`\lambda ,\mu `$. Then we have that
$$\text{}=\frac{S_{\lambda \nu }}{\nu }\text{}\text{ and }\text{}=\frac{\overline{S}_{\nu \mu }}{\nu }\text{}.$$
We deduce that the $`(\lambda ,\mu )`$ entry of the matrix $`S\overline{S}`$ is equal to the invariant of the colored link depicted below.
By using (1) and the killing property we obtain the formula
$$S\overline{S}=\omega I,$$
where $`I`$ is the identity matrix, which proves the invertibility of the $`S`$ matrix. โ
### 1.3. Bruguiรจresโ criterion
A process of constructing modular categories from pre-modular ones is called a modularization. Our reference for such construction is Bruguiรจresโ work . See also for an analogous development in the context of $``$-categories. Bruguiรจres considers abelian ribbon linear categories. Direct sums may be defined in a formal way, and a pre-modular category with direct sums is an abelian category. From now on our pre-modular categories are supposed to be equipped with direct sums (we add them if necessary) and hence are abelian.
###### Definition 1.3.
A modularization of a pre-modular category $`A`$ is a modular category $`\stackrel{~}{A}`$ together with a ribbon $`๐ค`$-linear functor $`F:A\stackrel{~}{A}`$ which is dominant, i.e. any object of $`\stackrel{~}{A}`$ is a direct factor of $`F(\lambda )`$ for some $`\lambda Ob(A)`$.
###### Definition 1.4.
A simple object $`\lambda `$ of a pre-modular category $`A`$ is bad if for any $`\mu `$ in a representative set of simple objects $`\mathrm{\Gamma }(A)`$, one has $`S_{\lambda \mu }=\lambda \mu `$.
###### Definition 1.5.
For any $`\lambda \mathrm{\Gamma }(A)`$, its twist coefficient $`t_\lambda `$ is defined by the equality given below.
The following fact was claimed in Corollary 3.5 of .
###### Theorem 1.4 (Bruguiรจresโ criterion).
Let $`๐ค`$ be an algebraically closed field of zero characteristic. Then an abelian pre-modular category $`A`$ over $`๐ค`$ is modularizable if and only if any bad object $`X`$ is transparent, has twist coefficient $`t_X=1`$ and quantum dimension $`X`$.
If $`A`$ is modularizable, then its modularization is unique up to equivalence.
Remark. Clearly, any transparent object is bad. If $`\omega 0`$, then any bad object is transparent. This follows from the killing property. Using this fact, Bruguiรจres statement can be slightly simplified .
### 1.4. Modularization functor
We want now to describe the modularization functors explicitly. The main idea consists of adding morphisms to the pre-modular category, that make transparent simple objects isomorphic to the trivial one.
For the remainder of this section we consider a pre-modular category $`A`$ with $`\omega 0`$, whose transparent simple objects have twist coefficient and quantum dimension equal to one. This corresponds to Bruguiรจresโ particular case \[7, Section 4\] and to Mรผger abelian case \[13, Section 5\]. The tensor product of two transparent simple objects is then a transparent simple object, and isomorphisms classes of transparent simple object form a group $`G`$ under tensor multiplication. We will follow the description of the modularization functor given in the proof of \[7, Lemma 4.3\]. As before, let $`\mathrm{\Gamma }(A)`$ be the representative set of simple objects of $`A`$.
If $`A`$ is self-dual (i.e. any object is isomorphic to its dual), then $`G`$ is isomorphic to $`(/2)^{|๐ฏ|}`$, where $`๐ฏ`$ is the set of independent generators of $`G`$. This covers all cases considered in the next sections.
In general, $`G`$ is isomorphic to $`_{i=1}^p/k_i`$, $`k_{i+1}|k_i`$, and admits the following presentation by generators and relations: $`G\{t_1,\mathrm{},t_p;t_i^{k_i}=1,i=1,\mathrm{},p\}`$. We fix, for each $`i`$, a transparent simple object representing the $`i`$th generator of $`G`$ and denote it by the same letter $`t_i`$. Let $`๐ฏ=\{t_1,\mathrm{}t_p\}`$ be the set of generating transparent simple objects. We denote by $`G_๐ฏ`$ the set of representatives of $`G`$ defined by $`๐ฏ`$, i.e.
$$G_๐ฏ=\{_it_i^{n_i};t_i๐ฏ,0n_i<k_i\}.$$
Furthermore, we choose for each $`i`$ an isomorphism $`\mathrm{\Phi }_i:t_i^{k_i}\mathrm{trivial}\mathrm{object}`$.
Let us define a category $`A^{}`$ as follows. We set $`Ob(A^{})=Ob(A)`$, we will however use the notation $`F`$ for the functor from $`A`$ to $`A^{}`$, and
$$Hom_A^{}(F(X),F(Y)):=_{WG_๐ฏ}Hom_A(X,YW).$$
For composition, we proceed as follows. Let $`fHom_A(X,YW)`$, $`gHom_A(Y,ZW^{})`$ with $`W,W^{}G_๐ฏ`$. Since the objects of $`G_๐ฏ`$ are transparent, we get a canonical isomorphism $`\mathrm{\Xi }:ZW^{}WZ(_it_i^{n_i})`$. We define $`F(g)F(f):=\mathrm{\Xi }(g\text{}_W)f`$, if $`n_i<k_i`$ for every $`i`$; otherwise we compose the right hand side of the previous formula with the isomorphisms $`\text{}_{n_ik_i}\mathrm{\Phi }_i`$ in order to reduce the exponents. Associativity results from the property
(2)
$$\mathrm{\Phi }_i\text{}_{t_i}=\text{}_{t_i}\mathrm{\Phi }_i$$
which is a consequence of
(3)
$$\text{}_{t_i}\text{}_{t_i}=\text{}$$
These are properties ($``$) in ; here we use that the transparent simple objects are invertible, so that $`t_it_i`$ is simple, and that their quantum dimensions and twist coefficients are equal to one.
We define the category $`\stackrel{~}{A}`$ as the idempotent completion of $`A^{}`$. It results from \[7, Section 4\] that $`\stackrel{~}{A}`$ is a modularization of $`A`$.
Remark. The category $`\stackrel{~}{A}`$ is called sometimes a modular extension of $`A`$ by $`G`$. Analogously, a modular extension of $`A`$ by any subgroup $`G^{}`$ of $`G`$ can be constructed. This gives a pre-modular category whose group of transparent objects is $`G/G^{}`$.
The next problem is to construct a representative set $`\mathrm{\Gamma }(\stackrel{~}{A})`$ of simple objects of $`\stackrel{~}{A}`$. There is an action of the group $`G`$ on the set $`\mathrm{\Gamma }(A)`$ of simple objects of $`A`$ by tensor multiplication. For $`X\mathrm{\Gamma }(A)`$, the dimension of $`End_{\stackrel{~}{A}}(F(X))`$ is equal to the order $`d`$ of the stabilizer subgroup $`Stab(X):=\{gG;gX=X\}`$.
If $`Stab(X)`$ is cyclic, then the algebra $`End_{\stackrel{~}{A}}(F(X))`$ is abelian; it is isomorphic to the group algebra of $`Stab(X)`$, and $`F(X)`$ decomposes in the category $`\stackrel{~}{A}`$ into $`d`$ non-isomorphic simple objects.
In the non-cyclic case it can be shown (cf. \[13, Section 5\]) that $`End_{\stackrel{~}{A}}(F(X))`$ is a twisted group algebra. The computation of the cocycle describing this twisted group algebra has to be done.
### 1.5. Generalized ribbon graphs
By Turaevโs theorem \[18, Ch. I, Theorem 2.5\] the morphisms of a ribbon category $`A`$ can be represented by $`A`$-colored ribbon graphs with coupons. More precisely, there exists a functor from the category $`Rib_A`$ of colored ribbon graphs to the category $`A`$ which respects the structures. We can extend the category $`Rib_A`$ by allowing tangles such that one of the ends of a band colored with an object $`t`$ of $`๐ฏ`$ is free. This means, it is connected neither to a coupon, nor to the source, nor to the target. An example of such a tangle is depicted below. It is considered as a morphisms from $`Y`$ to $`X`$.
This defines the extended category $`\stackrel{~}{Rib}_A^๐ฏ`$, which is also a ribbon category. We extend the invariant of closed colored graphs, i.e the map $`End_{Rib_A}(\text{trivial})๐ค`$ given by Turaevโs functor, in the following way. An extended closed colored graph is sent to zero, if the number of its free ends colored by $`t_i`$ is not divisible by $`k_i`$ for some $`i`$. Otherwise, it is sent to the invariant of $`Rib_A`$ for a graph obtained by closing the free ends with $`\mathrm{\Phi }_i`$.
Using the properties (3), (2), we can show that Turaevโs functor extends to a functor from $`\stackrel{~}{Rib}_A^๐ฏ`$ to the modular category $`\stackrel{~}{A}`$ which coincides with the invariant above for closed morphisms.
Remark. The modularization can be obtained from the ($`๐ค`$-linear) category $`\stackrel{~}{Rib}_A^๐ฏ`$ by first quotienting by negligible morphisms (using the invariant $`End_{Rib_A}(\text{trivial})๐ค`$ described above) and then completing with idempotents. Direct sums are not needed here. This process was sketched in .
## 2. Idempotents of BMW algebras
### 2.1. Kauffman skein relations.
Let $`M`$ be a 3-manifold (possibly with a given finite set $`l`$ of points on the boundary, and a nonzero tangent vector at each point). Let $`๐ค`$ be a field containing the nonzero elements $`\alpha `$ and $`s`$ with $`s^21`$.
We denote by $`๐ฎ(M)`$ (resp. $`๐ฎ(M,l)`$) the $`๐ค`$-vector space freely generated by links in $`M`$ (and tangles in $`M`$ that meet $`M`$ in $`l`$) modulo the Kauffman skein relations:
$$\text{}\text{}=(ss^1)\left(\text{}\right)$$
$$\text{}=\alpha \text{},\text{}=\alpha ^1\text{}$$
$$L=(\frac{\alpha \alpha ^1}{ss^1}+1)L.$$
We call $`๐ฎ(M)`$ the skein module of $`M`$. For example, $`๐ฎ(S^3)๐ค`$.
### 2.2. Birman-Murakami-Wenzl category
The Birman-Murakami-Wenzl (BMW) category $`K`$ is defined as follows. An object of $`K`$ is a standard oriented disc $`D^2`$ equipped with a finite set of points and a nonzero tangent vector at each point. Unless otherwise specified, we will use the second vector of the standard basis (the vector $`\sqrt{1}`$ in complex notation). If $`\beta =(D^2,l_0)`$ and $`\gamma =(D^2,l_1)`$ are two such objects, the module $`Hom_K(\beta ,\gamma )`$ is defined as the skein module $`๐ฎ(D^2\times [0,1],l_0\times 0l_1\times 1)`$. Composition is given by stacking of cylinders. We will use the notation $`K(\beta ,\gamma )`$ for $`Hom_K(\beta ,\gamma )`$ and $`K_\beta `$ for $`End_K(\beta )`$. The tensor product is defined by using $`j=j_1j_1:D^2D^2D^2`$, where, for $`ฯต=\pm 1`$, $`j_ฯต:D^2D^2`$ is the embedding which sends $`z`$ to $`\frac{ฯต}{2}+\frac{1}{4}z`$.
The BMW category is a $`๐ค`$-linear ribbon category. As before, we denote by $`f๐ค`$ the quantum trace of $`fK_\beta `$. The BMW categories defined using the parameters $`(\alpha ,s)`$ and $`(\alpha ,s^1)`$ are isomorphic.
Let us denote by $`n`$ the object of $`K`$ formed with the $`n`$ points $`\{(2j1)/n1;j=1,\mathrm{},n\}`$ equipped with the standard vector. Composition in the category $`K`$ provides a $`๐ค`$-algebra structure on $`K_n=End_K(n)`$, and we get the Birman-Murakami-Wenzl (BMW) algebra.
The BMW algebra $`K_n`$ is a deformation of the Brauer algebra (i.e. the centralizer algebra of the semi-simple Lie algebras of type B,C and D). It is known to be generically semi-simple and its simple components correspond to the partitions $`\lambda =(\lambda _1,...,\lambda _p)`$ with $`|\lambda |=_i\lambda _i=n2r`$, $`r=0,1,\mathrm{},[n/2]`$.
### 2.3. Idempotents
Let $`\lambda `$ be a partition. We denote by $`\mathrm{}_\lambda `$ the object of $`K`$ formed with one point for each cell of the Young diagram associated with $`\lambda `$. If $`c`$ has index $`(i,j)`$ ($`i`$-th row, and $`j`$-th column), then the corresponding point in $`D^2`$ is $`\frac{j+i\sqrt{1}}{n+1}`$. In we have constructed minimal idempotents $`\stackrel{~}{y}_\lambda K_\mathrm{}_\lambda `$. Let us recall their main properties in the generic case (i.e. with $`๐ค=(\alpha ,s)`$).
Branching formula:
(4)
$$\stackrel{~}{y}_\lambda \text{}{}_{1}{}^{}=\underset{\genfrac{}{}{0.0pt}{}{\lambda \mu }{|\mu |=|\lambda |+1}}{}\text{}+\underset{\genfrac{}{}{0.0pt}{}{\mu \lambda }{|\mu |=|\lambda |1}}{}\frac{\mu }{\lambda }\text{}$$
Here standard isomorphisms are used, in the first tangle between $`\mathrm{}_\lambda 1`$ and $`\mathrm{}_\mu `$, in the second tangle between $`\mathrm{}_\mu 1`$ and $`\mathrm{}_\lambda `$. The second tangle times $`\frac{\mu }{\lambda }`$ will be further denoted by $`\stackrel{~}{y}_{(\lambda ,\mu )}`$. Note that the quantum dimension $`\lambda `$ is nonzero in the generic case.
Braiding coefficient: Let $`i)\mu \lambda =c`$ or $`ii)\lambda \mu =c`$, where the cell $`c`$ has coordinates $`(i,j)`$. Let $`cn(c)`$ be the content of the cell $`c`$: $`cn(c)=ji`$. Then
(5)
$$i)\text{}=s^{2cn(c)}\stackrel{~}{y}_\mu ;ii)\text{}=\alpha ^2s^{2cn(c)}\stackrel{~}{y}_{(\lambda ,\mu )}.$$
Twist coefficient: A positive $`2\pi `$-twist of $`|\lambda |`$ lines with $`\stackrel{~}{y}_\lambda `$ inserted contributes the factor $`\alpha ^{|\lambda |}s^{2_{c\lambda }cn(c)}`$.
(6)
$$\text{}=\alpha ^{|\lambda |}s^{2_{c\lambda }cn(c)}\text{}$$
Quantum dimensions: Let $`n`$, we set
$$[n]_\alpha =\frac{\alpha s^n\alpha ^1s^n}{ss^1},[n]=\frac{s^ns^n}{ss^1}.$$
Then the quantum dimension of $`\lambda `$ is given by the following formula
(7)
$$\lambda =\lambda _{\alpha ,s}=\underset{(j,j)\lambda }{}\frac{[\lambda _j\lambda _j^{}]_\alpha +[hl(j,j)]}{[hl(j,j)]}\underset{ij}{\underset{(i,j)\lambda }{}}\frac{[d_\lambda (i,j)]_\alpha }{[hl(i,j)]}.$$
Here, $`hl(i,j)`$ denotes the hook-length of the cell $`(i,j)`$, i.e. $`hl(i,j)=\lambda _i+\lambda _j^{}ij+1`$, $`\lambda _i^{}`$ is the length of the $`i`$-th column of $`\lambda `$ and $`d_\lambda (i,j)`$ is defined by
$$d_\lambda (i,j)=\{\begin{array}{ccc}\lambda _i+\lambda _jij+1\hfill & \text{ if }& ij\hfill \\ \lambda _i^{}\lambda _j^{}+i+j1\hfill & \text{ if }& i>j.\hfill \end{array}$$
Observe that
(8)
$$\lambda _{\alpha ,s}=\lambda _{\alpha ,s}=\lambda _{\alpha ^1,s^1}=\lambda ^{}_{\alpha ,s^1}.$$
The formula (7) was first proved by Wenzl \[21, Theorem 5.5\]. If we define $`d_\lambda ^{}(i,j)`$ by
$$d_\lambda ^{}(i,j)=\{\begin{array}{ccc}\lambda _i+\lambda _jij+1\hfill & \text{ if }& i<j\hfill \\ \lambda _i^{}\lambda _j^{}+i+j1\hfill & \text{ if }& ij,\hfill \end{array}$$
then we can write Wenzlโs formula as follows.
(9)
$$\lambda =\underset{(i,j)\lambda }{}\frac{\alpha ^{\frac{1}{2}}s^{\frac{1}{2}d_\lambda (i,j)}\alpha ^{\frac{1}{2}}s^{\frac{1}{2}d_\lambda (i,j)}}{s^{\frac{1}{2}hl(i,j)}s^{\frac{1}{2}hl(i,j)}}\underset{(i,j)\lambda }{}\frac{\alpha ^{\frac{1}{2}}s^{\frac{1}{2}d_\lambda ^{}(i,j)}+\alpha ^{\frac{1}{2}}s^{\frac{1}{2}d_\lambda ^{}(i,j)}}{s^{\frac{1}{2}hl(i,j)}+s^{\frac{1}{2}hl(i,j)}}$$
### 2.4. Idempotents in the non-generic case
By a non-generic case we understand a choice of parameters in the field $`๐ค`$ such that $`s`$ is a root of unity, or $`\pm \alpha `$ is a power of $`s`$. A typical example is given by roots of unity in a cyclotomic field. As in the generic case, the idempotents $`\stackrel{~}{y}_\lambda `$ are obtained recursively by lifting to the BMW category the corresponding idempotent $`y_\lambda `$ in the Hecke category. The minimal idempotent $`y_\lambda `$ can be defined provided the quantum integers $`[m]`$ are not zero for $`m<\lambda _1+\lambda _1^{}`$, and $`\stackrel{~}{y}_\lambda `$ can further be obtained provided for some $`\mu \lambda `$, $`|\mu |=|\lambda |1`$, $`\stackrel{~}{y}_\mu `$ is defined and its quantum dimension is not zero. Under the above conditions, Wenzl path idempotent corresponding to a standard tableau $`t`$ with shapes $`\lambda (t)=\lambda `$ and $`\lambda (t^{})=\mu `$ is defined and could be used here. The minimality property of the idempotent $`\stackrel{~}{y}_\lambda `$ is
$$\stackrel{~}{y}_\lambda K_\mathrm{}_\lambda \stackrel{~}{y}_\lambda =๐ค\stackrel{~}{y}_\lambda .$$
The generic formulas of the previous subsection hold provided they make sense. In particular the branching formula is valid provided the minimal idempotents exist for all diagrams obtained from $`\lambda `$ by adding one cell.
We will consider in the following the case where $`\pm \alpha `$ is a power of $`s`$, and discuss which idempotents are obtained depending if $`s`$ is a root of unity or not. As explained in , in this case if we quotient out the BMW algebra by negligible morphisms (the annihilator of the trace), then we get a semi-simple algebra.
If neither $`\alpha `$, nor $`\alpha `$ are powers of $`s`$ but $`s`$ is a root of unity, then we obtain minimal idempotents corresponding to partitions $`\lambda `$ with $`\lambda _1+\lambda _1^{}<l+1`$, where $`l`$ is the order of $`s^2`$. These diagrams are called $`l`$-regular in . If we consider a diagram $`\mu `$ with $`\mu _1+\mu _1^{}=l+1`$, obtained from an $`l`$-regular diagram by adding one cell, then the generic element $`\stackrel{~}{Y}_\mu =[l]\stackrel{~}{y}_\mu `$ still can be defined and has nonzero trace. This element satisfies $`\stackrel{~}{Y}_\mu K_\mathrm{}_\mu \stackrel{~}{Y}_\mu =0`$, since $`[l]=0`$ in our specialization.
###### Lemma 2.1.
The element $`\stackrel{~}{Y}_\mu `$ belongs to the radical of the algebra $`K_\mathrm{}_\mu `$ (the intersection of the maximal left ideals).
###### Proof.
Let $`J`$ be a maximal left ideal of $`K_\mathrm{}_\mu `$. Suppose that $`J`$ does not contains $`\stackrel{~}{Y}_\mu `$, then, using maximality of $`J`$, we get that the left ideal $`J+K_\mathrm{}_\mu \stackrel{~}{Y}_\mu `$ is equal to $`K_\mathrm{}_\mu `$. We further have that $`\text{}_\mathrm{}_\mu =j+a\stackrel{~}{Y}_\mu `$, $`jJ`$, $`aK_\mathrm{}_\mu `$, and so $`\stackrel{~}{Y}_\mu =\stackrel{~}{Y}_\mu j+\stackrel{~}{Y}_\mu a\stackrel{~}{Y}_\mu =\stackrel{~}{Y}_\mu j`$ is in the ideal $`J`$, which contradicts the hypothesis. โ
This shows that the algebra $`K_\mathrm{}_\mu `$ is not semi-simple in this case and if we quotient out by negligible morphisms we will still have a non semi-simple algebra.
## 3. The completed BMW categories
In this section we define the completed BMW category and discuss specializations of parameters for which the quotient of the completed BMW category by negligible morphisms is a pre-modular category.
### 3.1. Completed BMW categories
Let $`๐`$ be a set of Young diagrams, such that the corresponding minimal idempotents exist. This means that for each element of $`๐`$ the conditions described in Section 2.4 are satisfied. In each case considered further this set will be the maximal set in which the recursive construction of the idempotents $`\stackrel{~}{y}_\lambda `$ works (this set corresponds to the affine Weyl alcove in the quantum group description).
We define the completed BMW category $`K^๐`$ as follows. An object of $`K^๐`$ is an oriented disc $`D^2`$ equipped with a finite set of points, with a trivialization of the tangent space at each point (usually the standard one), labeled with diagrams from $`๐`$. Let $`\beta =(D^2,l)=(D^2;\lambda ^{(1)},\mathrm{},\lambda ^{(m)})`$ be such an object. Then its expansion $`E(\beta )=(D^2,E(l))`$ is obtained by embedding the object $`\mathrm{}_{\lambda ^{(i)}}`$ in a neighborhood of the point labeled by $`\lambda ^{(i)}`$, according to the trivialization. The tensor product $`\stackrel{~}{y}_{\lambda ^{(1)}}\mathrm{}\stackrel{~}{y}_{\lambda ^{(m)}}`$ defines an idempotent $`\pi _\beta K_\beta `$. We define $`Hom_{K^๐}(\beta ,\gamma ):=\pi _\beta K(E(\beta ),E(\gamma ))\pi _\gamma .`$ We will use the notation $`K^๐(\beta ,\gamma )`$ and $`K_\beta ^๐`$ similarly as in $`K`$.
The duality extends to $`K^๐`$, and we obtain again a $`๐ค`$-linear ribbon category. Observe that the dual of an object is isomorphic to itself in a non-canonical way.
The equality of the categories $`K`$ for the parameters $`(\alpha ,s)`$ and $`(\alpha ,s^1)`$ extends to an isomorphism between the categories $`K^๐`$ and $`K^๐^{}`$, where $`๐^{}`$ is obtained from $`๐`$ by transposition of diagrams (i.e. exchange of rows and columns). For further discussion of duality, it is useful to note that this change of the parameter $`s`$ switches a primitive $`l`$th root of unity, into a primitive $`2l`$th root of unity if $`l`$ is odd.
We denote by $`\lambda `$ the object of $`K^๐`$ formed by a disc with the origin labeled by $`\lambda `$. The minimality property of the idempotent $`\stackrel{~}{y}_\lambda `$ implies that $`\lambda `$ is a simple object in $`K^๐`$.
Recall that a morphism $`fK^๐(\alpha ,\beta )`$ is negligible if for any $`gK^๐(\beta ,\alpha )`$ one has $`fg=0`$. Negligible morphisms form a tensor ideal in the category, and we obtain a quotient $`K^๐/Neg`$ which is a $`๐ค`$-linear ribbon category. The duality axiom is trivially satisfied here. Our aim is to discuss in which case this quotient category happen to be pre-modular.
We first consider the generic case. Here the set $`๐`$ contains all Young diagrams. We see from the branching formula that the completed category is semi-simple. Isomorphism classes of simple objects correspond to all Young diagrams, so that the category is not pre-modular. Moreover, from the braiding formula (5) we see that there is no non-trivial transparent simple object, so that we could not get a modularization even if we would consider an extended version of Bruguiรจresโ procedure.
We already have considered in Section 2.4 the case where $`s`$ is a root of unity, but neither $`\alpha `$ nor $`\alpha `$ is a power of $`s`$. Here the quotient of the idempotent completed category by negligible morphisms will not be semi-simple, because some endomorphism algebras are not.
We will now consider the specializations where $`\pm \alpha `$ is a power of $`s`$. Recall that $`1^{๐ญ+1}`$ and $`๐ช+1`$ denotes the column and the row Young diagrams with $`๐ญ+1`$ and $`๐ช+1`$ cells, respectively. Let us consider the following system of equations $`1^{๐ญ+1}=0`$ and $`๐ช+1=0`$, with $`๐ญ`$ and $`๐ช`$ minimal. Note that, if $`\pm \alpha `$ is a power of $`s`$, then at least one of these two equations has a solution. The first one is equivalent to $`\alpha =s^{2๐ญ+1}`$ or $`\alpha =\pm s^{๐ญ1}`$. We have to consider 4 cases.
> Case $`C_n`$: $`\alpha =s^{2n+1}`$ ($`๐ญ=n`$),
> Case $`B_n`$: $`\alpha =s^{2n}`$ ($`๐ญ=2n+1`$),
> Case $`B_n`$: $`\alpha =s^{2n}`$ ($`๐ญ=2n+1`$),
> Case $`D_n`$: $`\alpha =s^{2n1}`$ ($`๐ญ=2n`$),
The interpretation of the notation $`C_n`$, $`B_n`$, $`D_n`$ is that the given specialization of the Kauffman polynomial is obtained by using the fundamental representation of the corresponding quantum group. The specializations $`B_n`$ and $`B_n`$ are similar, but they are not equivalent; one should think of the fundamental object in the $`B_n`$ specialization as the deformation of the fundamental representation of $`so(2n+1)`$, with negative dimension $`2n+1`$.
The discussion of the equation $`๐ช+1`$ is similar. Note that quantum dimensions are unchanged if we replace $`s`$ by $`s^1`$ and interchange rows with columns. Here are the four cases.
> Case $`C_k`$: $`\alpha =s^{2k1}`$ ($`๐ช=k`$),
> Case $`B_k`$: $`\alpha =s^{2k}`$ ($`๐ช=2k+1`$),
> Case $`B_k`$: $`\alpha =s^{2k}`$ ($`๐ช=2k+1`$),
> Case $`D_k`$: $`\alpha =s^{2k+1}`$ ($`๐ช=2k`$),
We observe that, if $`1^{๐ญ+1}=๐ช+1=0`$ for some $`๐ญ`$, $`๐ช`$, then $`s`$ is a root of unity. We will consider the four cases corresponding to the vanishing of $`1^{๐ญ+1}`$, and then, according to the order of $`s^2`$, combine them with the condition corresponding to the lowest $`๐ช`$ for which $`๐ช+1`$ vanishes.
The cases $`\alpha =\pm 1`$, $`\alpha =s`$ and $`\alpha =s^1`$ will be excluded from the general discussion given in the next subsections. If $`\alpha =\pm 1`$ we get a category with two simple objects: the trivial object and $`\lambda =1`$. The second object is transparent and the category is modularizable iff $`\alpha =1`$. The corresponding link invariant is trivial. If $`\alpha =s`$ or $`\alpha =s^1`$, then the Kauffman polynomial is zero.
The case $`\alpha =s`$ (resp. $`\alpha =s^1`$) will be included in the general discussion and give the categories $`D^{1,k}`$, $`DB^{1,k}`$ and $`DB^{1,k}`$ (resp. $`D^{k,1}`$, $`BD^{k,1}`$ and $`BD^{k,1}`$). Note that the corresponding invariant of a link $`L=(L_1,\mathrm{},L_m)`$ is equal to $`2^\mathrm{}Ls^{_iL_i.L_i}`$. Here $`\mathrm{}L=m`$ is the number of components, and $`L_i.L_i`$ is the self linking number (the framing coefficient). The category is modularizable if $`s`$ is either a primitive root of order $`2l`$, $`l`$ even, or a primitive root of odd order $`l`$. One can show that the corresponding invariants of $`3`$-manifolds are those known as the $`U(1)`$ invariants .
### 3.2. The symplectic case
In this subsection let $`\alpha =s^{2n+1}`$ , $`n1`$. (For $`n=1`$ the specialized Kauffman polynomial is the Kauffman bracket, and we will recover the TQFTโs obtained in .)
If $`s`$ is generic, then we can construct the idempotent $`\stackrel{~}{y}_\lambda `$ for $`\lambda `$ in the set
$$\overline{\mathrm{\Gamma }}(C_n)=\{\lambda ;\lambda _1^{}n+1,\lambda _2^{}n\},$$
and $`\lambda `$ has non-vanishing quantum dimension (see formula (9)) if it belongs to
$$\mathrm{\Gamma }(C_n)=\{\lambda ;\lambda _1^{}n\}.$$
From the branching formula we get that the category $`K^{\mathrm{\Gamma }(C_n)}/Neg`$ is semi-simple; we will give more details in the proof of Proposition 3.2. A representative set of simple objects is the infinite set $`\mathrm{\Gamma }(C_n)`$, so that the category is not pre-modular.
The formula for the quantum dimension can be simplified as follows (see \[2, Prop. 7.6\], compare ).
###### Proposition 3.1.
Let $`\alpha =s^{2n+1}`$, with $`s`$ generic. Then, for a partition $`\lambda =(\lambda _1,\mathrm{},\lambda _n)`$, we have
$$\lambda =(1)^{|\lambda |}\underset{j=1}{\overset{n}{}}\frac{[2n+2+2\lambda _j2j]}{[2n+22j]}\underset{1i<jn}{}\frac{[2n+2+\lambda _ii+\lambda _jj][\lambda _ii\lambda _j+j]}{[2n+2ij][ji]}.$$
Let us suppose now that $`\alpha =s^{2n+1}`$ with $`s^2`$ a primitive $`l`$th root of unity and $`l2n+1`$. One can check that the above formula for quantum dimensions is still valid provided $`l2n+1`$. The condition $`l2n+1`$ ensures that $`1^{n+1}`$ is the smallest column with vanishing quantum dimension. Note that for $`l=2n+1`$ we have $`\alpha =\pm 1`$, and for $`l=2n+2`$, we have $`\alpha =s`$. In the following we discuss the equation $`๐ช+1=0`$ with $`๐ช`$ minimal according to $`l2n+3`$.
* If $`l2n+4`$ is even, then $`๐ช=l/2n1=k`$, and $`\alpha =s^{2n+1}=s^{2k1}`$. This will be the $`C_n`$-$`C_k`$ specialization.
* If $`l2n+3`$ is odd and $`s^l=1`$, then $`๐ช=2k+1`$, $`\alpha =s^{2n+1}=s^{2k}`$. This will be the $`C_n`$-$`B_k`$ specialization.
* If $`l2n+3`$ is odd and $`s^l=1`$, then $`๐ช=l2n=2k+1`$, $`\alpha =s^{2n+1}=s^{2k}`$. This will be the $`C_n`$-$`B_k`$ specialization.
The specializations $`C_n`$-$`B_k`$ and $`C_n`$-$`B_k`$ are similar because of the symmetry $`(\alpha ,s)(\alpha ,s)`$ for quantum dimensions. Note however that the twist coefficient is not preserved under this symmetry, so that the modularization problems will be distinct. We will show that the $`C_n`$-$`C_k`$ and $`C_n`$-$`B_k`$ specializations lead to modular categories.
$`๐^{n,k}`$ category. Let us consider the $`C_n`$-$`C_k`$ specialization of parameters with $`n,k1`$, i.e. $`\alpha =s^{2n+1}=s^{2k1}`$ and $`s`$ is a primitive $`2l`$th root of unity with $`l=2n+2k+2`$. We will use the following sets of Young diagrams:
$$\overline{\mathrm{\Gamma }}(C^{n,k})=\{\lambda ;\lambda _1k+1,\lambda _2k,\lambda _1^{}n+1,\lambda _2^{}n\},$$
$$\mathrm{\Gamma }(C^{n,k})=\{\lambda ;\lambda _1k,\lambda _1^{}n\}.$$
We can construct the minimal idempotent for each $`\lambda \mathrm{\Gamma }(C^{n,k})`$, since the quantum dimensions of these objects given by Proposition 3.1 do not vanish. Let $`\lambda \mathrm{\Gamma }(C^{n,k})`$. If $`\mu `$ is obtained from $`\lambda `$ by adding one cell, then $`\stackrel{~}{y}_\mu \overline{\mathrm{\Gamma }}(C^{n,k})`$ can be constructed. Moreover, if $`\mu `$ is not in $`\mathrm{\Gamma }(C^{n,k})`$, then $`\mu `$ vanishes, and so $`\stackrel{~}{y}_\mu `$ is negligible.
The category $`C^{n,k}`$ is defined as the quotient of the category $`K^{\mathrm{\Gamma }(C^{n,k})}`$ by negligible morphisms.
$`\mathrm{๐๐}^{n,k}`$ and $`\mathrm{๐๐}^{n,k}`$ categories. In the case of the $`C_n`$-$`B_k`$ (resp. $`C_n`$-$`B_k`$) specialization with $`n,k1`$ we have $`\alpha =s^{2n+1}=s^{2k}`$ and $`s`$ is a primitive $`2l`$th root of unity (resp. $`\alpha =s^{2n+1}=s^{2k}`$ and $`s`$ is a primitive $`l`$th root of unity), $`l=2n+2k+1`$. We proceed as above with
$$\overline{\mathrm{\Gamma }}(CB^{n,k})=\overline{\mathrm{\Gamma }}(CB^{n,k})=\{\lambda ;\lambda _1+\lambda _22k+2,\lambda _1^{}n+1,\lambda _2^{}n\},$$
$$\mathrm{\Gamma }(CB^{n,k})=\mathrm{\Gamma }(CB^{n,k})=\{\lambda ;\lambda _1+\lambda _22k+1,\lambda _1^{}n\},$$
$$CB^{n,k}=K^{\mathrm{\Gamma }(CB^{n,k})}/\mathrm{๐ญ๐พ๐},CB^{n,k}=K^{\mathrm{\Gamma }(CB^{n,k})}/\mathrm{๐ญ๐พ๐}.$$
###### Proposition 3.2.
For $`n,k1`$, the categories $`C^{n,k}`$, $`CB^{n,k}`$ and $`CB^{n,k}`$ with representative sets of simple objects $`\mathrm{\Gamma }(C^{n,k})`$, $`\mathrm{\Gamma }(CB^{n,k})`$ and $`\mathrm{\Gamma }(CB^{n,k})`$, respectively, are pre-modular.
###### Proof.
We have to prove the dominating property. The proof is the same in all cases, so we will use the notation $`\overline{\mathrm{\Gamma }}`$, $`\mathrm{\Gamma }`$ for $`\overline{\mathrm{\Gamma }}(A)`$, $`\mathrm{\Gamma }(A)`$ where $`A`$ is one of the categories mentioned in the claim. It is enough to show that the identity morphism of the object $`n`$ decomposes using the simple objects in $`\mathrm{\Gamma }`$. This is done by induction on $`n`$. For the step from $`n`$ to $`n+1`$, we have to decompose $`\text{}_\lambda \text{}_1`$, with $`\lambda \mathrm{\Gamma }`$. The key point is that any diagram obtained from $`\lambda `$ by adding one cell is in $`\overline{\mathrm{\Gamma }}`$. Hence we have that the branching formula holds and gives the required decomposition, because the idempotents indexed by partitions in $`\overline{\mathrm{\Gamma }}\mathrm{\Gamma }`$ are negligible. โ
### 3.3. The odd orthogonal case
We first consider the $`B_n`$ specialization $`\alpha =s^{2n}`$. If $`s`$ is generic, then we can construct the idempotent $`\stackrel{~}{y}_\lambda `$ for $`\lambda `$ in the set
$$\overline{\mathrm{\Gamma }}(B_n)=\{\lambda ;\lambda _1^{}+\lambda _2^{}2n+2\},$$
and $`\lambda `$ has non-vanishing quantum dimension (see formula (9)) if it belongs to
$$\mathrm{\Gamma }(B_n)=\{\lambda ;\lambda _1^{}+\lambda _2^{}2n+1\}.$$
As we did before, we get that the category $`K^{\mathrm{\Gamma }(B_n)}/Neg`$ is semi-simple. A representative set of simple objects is the infinite set $`\mathrm{\Gamma }(B_n)`$, so that the category is not pre-modular.
We have the following specialized formula for the quantum dimensions (see \[2, Prop. 7.6\]).
###### Proposition 3.3.
Let $`\alpha =s^{2n}`$, with $`s`$ generic. For a partition $`\lambda =(\lambda _1,\mathrm{},\lambda _n)`$, we have
$$\lambda =\underset{j=1}{\overset{n}{}}\frac{[n+\lambda _jj+1/2]}{[nj+1/2]}\underset{1i<jn}{}\frac{[2n+\lambda _ii+\lambda _jj+1][\lambda _ii\lambda _j+j]}{[2nij+1][ji]}.$$
In this case, the object $`1^{2n+1}`$ plays a special role.
###### Lemma 3.4.
Suppose that $`\alpha =s^{2n}`$, and $`s`$ is generic. Then the object $`1^{2n+1}`$ is transparent and it is the unique nontrivial transparent object in $`\mathrm{\Gamma }(B_n)`$. Its quantum dimension and twist coefficient are equal to one.
###### Proof.
An object $`\lambda \mathrm{\Gamma }(B_n)`$ is transparent if and only if for any (non-negligible) $`\mu `$ in the branching formula for $`\lambda `$, the braiding coefficient is equal to one. Indeed, if all braiding coefficients are equal to one, by summing over $`\mu `$ the left hand sides and right hand sides of (5) and applying the branching formula we have
$$\text{}=\text{}.$$
Using this equality repeatedly we conclude that $`\lambda `$ is transparent. Conversely, if $`\lambda `$ is transparent, its braiding coefficients are trivial.
The object $`1^{2n+1}`$ has only one braiding coefficient corresponding to the removal of the last cell, and this coefficient is one. (Two diagrams obtained by adding one cell to $`1^{2n+1}`$ are negligible.) It remains to check that any nontrivial $`\lambda \mathrm{\Gamma }(B_n)`$ distinct from $`1^{2n+1}`$ has at least one braiding coefficient distinct from $`1`$. If $`\mu `$ is obtained from such $`\lambda `$ by adding a cell in the first row, then $`\mu `$ is not zero, and the corresponding braiding coefficient in formula (5) is $`s^{2\lambda _1}1`$. For a column with $`j`$ cells, the generic quantum dimension reduces to
(10)
$$1^j=\frac{[0]_\alpha [1]_\alpha \mathrm{}[2j]_\alpha ([1j]_\alpha +[j])}{[j]!}.$$
This gives for $`1^{2n+1}`$
$$1^{2n+1}=\frac{[2n]\mathrm{}[1](0+[2n+1])}{[2n+1]!}=1.$$
The twist coefficient for $`1^{2n+1}`$ is $`\alpha ^{2n+1}s^{2n(2n+1)}=1`$. โ
###### Proposition 3.5.
In the category $`K^{\mathrm{\Gamma }(B_n)}/Neg`$,
a) the object $`1^{2n+1}1^{2n+1}`$ is isomorphic to the trivial object;
b) the objects $`1^{2n+1}\lambda `$ and $`\stackrel{~}{\lambda }`$ are isomorphic, where $`\lambda \mathrm{\Gamma }(B_n)`$, and $`\stackrel{~}{\lambda }`$ is the Young diagram such that $`\lambda _1^{}+\stackrel{~}{\lambda }_1^{}=2n+1`$ and $`\lambda _j^{}=\stackrel{~}{\lambda }_j^{}`$ for $`j>1`$,
###### Proof.
In the semi-simple category $`K^{\mathrm{\Gamma }(B_n)}/Neg`$ we can decompose the identity of the object $`1^{2n+1}1^{2n+1}`$ as we did in formula (1).
$$\underset{\mu }{}\underset{i}{}\mu \text{}.$$
Here all simple subobjects $`\mu `$ are transparent and hence have dimension $`1`$. By comparing the dimensions we see that there is only one such $`\mu `$ with multiplicity $`1`$. It should be trivial, because the duality gives a nonzero morphism from the trivial to $`1^{2n+1}1^{2n+1}`$. We deduce that this duality morphism is an isomorphism, which establishes $`a)`$.
We consider the morphism from $`1^{2n+1}\lambda `$ to $`\stackrel{~}{\lambda }`$ depicted below: the strings corresponding to the points in (the expansion of) $`1^{2n+1}`$ are joined to the first columns, the points which are not in the first column of $`\lambda `$ and $`\stackrel{~}{\lambda }`$ are joined directly.
One wants to show that this morphism is nonzero. We first consider the case where $`\lambda =1^j`$ has only one column. Let $`fHom(1^j1^{2n+1},1^{2n+1j})`$ be the morphism as above and $`gHom(1^{2n+1j},1^j1^{2n+1})`$ be its mirror image with respect to the target plane. Then $`gf=1^{2n+1}=1`$. In the general case, if we insert conveniently the isomorphism considered in the particular case between and $`\text{}_{1^{2n+1}\lambda }`$ and $`\text{}_{\stackrel{~}{\lambda }}`$ we obtain our nontrivial morphism. โ
We suppose now that $`\alpha =s^{2n}`$, with $`s^2`$ a primitive $`l`$th root of unity, $`l2n+1`$. In the following we discuss the equation $`๐ช+1=0`$, $`๐ช`$ minimal. If $`s`$ has order $`2n+1`$ and $`s^l=1`$, then $`\alpha =s^1`$ and the Kauffman polynomial is trivial.
* If $`l2n+2`$ is even, then $`๐ช=l2n+1=2k+1`$, $`\alpha =s^{2n}=s^{2k}`$; this will be the $`B_n`$-$`B_k`$ specialization.
* If $`l2n+1`$ is odd and $`s^l=1`$, then $`๐ช=l+12n=2k`$, $`\alpha =s^{2n}=s^{2k+1}`$; this will be $`B_n`$-$`D_k`$ specialization.
* If $`l2n+3`$ is odd and $`s^l=1`$, then $`๐ช=\frac{l1}{2}n=k`$, $`\alpha =s^{2n}=s^{2k1}`$ will be the $`B_n`$-$`C_k`$ specialization.
$`๐^{n,k}`$ category. Here we consider the $`B_n`$-$`B_k`$ specialization ($`\alpha =s^{2n}=s^{2k}`$) with $`n,k1`$, $`s`$ is a primitive $`2l`$th root of unity, $`l=2n+2k`$. Let
$$\mathrm{\Gamma }(B^{n,k})=\{\lambda ;\lambda _1+\lambda _22k+1,\lambda _1^{}+\lambda _2^{}2n+1\}.$$
We can define idempotents for any $`\lambda \mathrm{\Gamma }(B^{n,k})`$, and they have nonzero quantum dimension. Our general procedure give some more idempotents whose dimension vanishes, namely for each $`\lambda \overline{\mathrm{\Gamma }}(B^{n,k})\mathrm{\Gamma }(B^{n,k})`$ with
$$\overline{\mathrm{\Gamma }}(B^{n,k})=\{\lambda ;\lambda _1+\lambda _22k+2,\lambda _1^{}+\lambda _2^{}2n+2,\lambda _1+\lambda _1^{}2n+2k\}$$
we have $`\lambda =0`$. We define the category $`B^{n,k}`$ as the quotient of the category $`K^{\overline{\mathrm{\Gamma }}(B^{n,k})}`$ by negligible morphisms.
###### Proposition 3.6.
The category $`B^{n,k}`$ is pre-modular.
###### Proof.
Let $`\stackrel{~}{\mathrm{\Gamma }}(B^{n,k})=\mathrm{\Gamma }(B^{n,k})\{1^{2n+1}2k+1\}`$. We show that $`\stackrel{~}{\mathrm{\Gamma }}(B^{n,k})`$ is a set of dominating simple objects. As in the proof of Proposition 3.2, we decompose the tensor products $`\text{}_W\text{}_1`$, for $`W\stackrel{~}{\mathrm{\Gamma }}(B^{n,k})`$. The sublte point here is that some idempotent in the branching formula for the partition $`L=(2k,1^{2n1})\mathrm{\Gamma }(B^{n,k})`$ (i.e. $`L_1+L_1^{}=2n+2k`$) is missing. We will avoid this difficulty by using the isomorphism in Proposition 3.5 which still holds for $`\lambda \mathrm{\Gamma }(B^{n,k})`$.
More precisely, if $`W=\lambda `$ is in $`\mathrm{\Gamma }(B^{n,k})\{L\}`$, then the branching formula applies. If $`W=L`$, then we use the isomorphism between $`L`$ and $`1^{2n+1}2k`$ and we get a decomposition of $`L1`$ with subobjects $`(2k1,1^{2n})`$, $`(2k,1^{2n1})`$ and $`1^{2n+1}2k+1`$. If $`W=1^{2n+1}2k+1`$, then we get an isomorphism between $`1^{2n+1}2k+11`$ and $`L`$. โ
$`\mathrm{๐๐}^{n,k}`$ category. For the $`B_n`$-$`D_k`$ specialization with $`n,k1`$, we put $`l=2n+2k1`$, $`s`$ is a primitive root of unity of order $`2l`$, and $`\alpha =s^{2n}=s^{2k+1}`$. Let
$$\mathrm{\Gamma }(BD^{n,k})=\{\lambda ;\lambda _1+\lambda _22k,\lambda _1^{}+\lambda _2^{}2n+1\}.$$
We define the category $`BD^{n,k}`$ and prove pre-modularity as we did above.
$`\mathrm{๐๐}^{n,k}`$ category. The category $`BC^{n,k}`$ for $`n,k1`$ with parameters $`(\alpha ,s)`$ is isomorphic to the category $`CB^{k,n}`$ with parameters $`(\alpha ,s^1)`$. The isomorphism sends any simple object $`\lambda `$ to $`\lambda ^{}`$. The representative set of simple objects is $`\mathrm{\Gamma }(BC^{n,k})=\{\lambda ;\lambda ^{}\mathrm{\Gamma }(CB^{k,n})\}`$.
The specialization $`๐_n`$. Let us consider the case $`\alpha =s^{2n}`$. If $`s`$ is generic, we have $`\mathrm{\Gamma }(B_n)=\mathrm{\Gamma }(B_n)`$. The object $`1^{2n+1}`$ remains transparent, but its twist coefficient is $`(1)`$. Therefore, the categories we get here will be non-modularizable.
Let us suppose that $`s^2`$ is a primitive root of unity of order $`l2n+1`$. Then we have to consider the following cases.
* If $`l2n+2`$ is even, then $`๐ช=l2n+1=2k+1`$, $`\alpha =s^{2n}=s^{2k}`$; this will be the $`B_n`$-$`B_k`$ specialization.
* If $`l2n+1`$ is odd and $`s^l=1`$, then $`๐ช=l+12n=2k`$, $`\alpha =s^{2n}=s^{2k+1}`$; this will be $`B_n`$-$`D_k`$ specialization.
* If $`l2n+3`$ is odd and $`s^l=1`$, then $`๐ช=\frac{l1}{2}n=k`$, $`\alpha =s^{2n}=s^{2k1}`$ will be the $`B_n`$-$`C_k`$ specialization.
The categories $`B^{n,k}`$, $`BD^{n,k}`$ and $`BC^{n,k}`$ with $`n,k1`$ can be constructed analogously to the previous case. We have $`\mathrm{\Gamma }(B^{n,k})=\mathrm{\Gamma }(B^{n,k})`$, $`\mathrm{\Gamma }(BD^{n,k})=\mathrm{\Gamma }(BD^{n,k})`$ and $`\mathrm{\Gamma }(BC^{n,k})=\mathrm{\Gamma }(BC^{n,k})`$.
### 3.4. The even orthogonal case
In this subsection we suppose that $`\alpha =s^{2n1}`$, $`n1`$. If $`s`$ is generic, then we can construct the idempotent $`\stackrel{~}{y}_\lambda `$ for $`\lambda `$ in the set
$$\overline{\mathrm{\Gamma }}(D_n)=\{\lambda ;\lambda _1^{}+\lambda _2^{}2n+1\},$$
and $`\lambda `$ has non-vanishing quantum dimension (see formula (9)) if it belongs to
$$\mathrm{\Gamma }(B_n)=\{\lambda ;\lambda _1^{}+\lambda _2^{}2n\}.$$
We get that the category $`K^{\mathrm{\Gamma }(D_n)}/Neg`$ is semi-simple. A representative set of simple objects is the infinite set $`\mathrm{\Gamma }(D_n)`$.
We have the following specialized formula for the quantum dimension.
###### Proposition 3.7.
Let $`\alpha =s^{2n1}`$, with $`s`$ generic. For a partition $`\lambda =(\lambda _1,\mathrm{},\lambda _n)`$, we have
$$\lambda =\underset{1i<jn}{}\frac{[2n+\lambda _ii+\lambda _jj][\lambda _ii\lambda _j+j]}{[2nij][ji]}\text{ if }\lambda _n=0\text{;}$$
$$\lambda =2\underset{1i<jn}{}\frac{[2n+\lambda _ii+\lambda _jj][\lambda _ii\lambda _j+j]}{[2nij][ji]}\text{ if }\lambda _n0\text{.}$$
Suppose that $`s^2`$ is a primitive $`l`$th root of unity with $`l2n`$. We discuss the equation $`๐ช+1=0`$, $`๐ช`$ minimal.
* If $`l2n`$ is even, then $`๐ช=l2n+2=2k`$, $`\alpha =s^{2n1}=s^{2k+1}`$; this will be the $`D_n`$-$`D_k`$ specialization.
* If $`l2n+1`$ is odd and $`s^l=1`$, then $`๐ช=l2n+2=2k+1`$, $`\alpha =s^{2n1}=s^{2k}`$; this will be $`D_n`$-$`B_k`$ specialization.
* If $`l2n+1`$ is odd and $`s^l=1`$, then $`๐ช=l2n+2=2k+1`$, $`\alpha =s^{2n1}=s^{2k}`$ will be the $`D_n`$-$`B_k`$ specialization.
$`๐^{n,k}`$ category. We consider the $`D_n`$-$`D_k`$ specialization with $`n,k1`$. Let
$$\mathrm{\Gamma }(D^{n,k})=\{\lambda ;\lambda _1+\lambda _22k,\lambda _1^{}+\lambda _2^{}2n\}.$$
We define the category $`D^{n,k}`$ and prove pre-modularity as above. The dominating set of simple objects is here $`\mathrm{\Gamma }(D^{n,k})\{1^{2n}2k\}`$.
### 3.5. The level-rank duality
As it was already mentioned, the Kauffman polynomial obtained with the parameters $`(\alpha ,s)`$ and $`(\alpha ,s^1)`$ are equal. The corresponding BMW categories are also equal. From this we get an isomorphism between the constructed pre-modular categories. The image of a simple object $`\lambda `$ is $`\lambda ^{}`$. In fact the categories are equal; only the labelling of simple objects has changed. This provides the โlevel-rankโ duality isomorphism
> between $`C^{n,k}`$ and $`C^{k,n}`$, $`B^{n,k}`$ and $`B^{k,n}`$, $`D^{n,k}`$ and $`D^{k,n}`$;
> between $`CB^{n,k}`$ and $`BC^{k,n}`$, $`BD^{n,k}`$ and $`DB^{k,n}`$, $`CB^{n,k}`$ and $`BC^{k,n}`$,
> $`BD^{n,k}`$ and $`DB^{k,n}`$.
Here we use that $`\mathrm{\Gamma }(DB^{k,n})=\{\lambda ;\lambda _1+\lambda _22n+1;\lambda _1^{}+\lambda _2^{}2k\}`$. In conclusion, up to the level-rank duality, we have obtained the following seven series of pre-modular categories.
###### Theorem 3.8.
For $`n,k1`$ the categories $`C^{n,k}`$, $`CB^{n,k}`$, $`CB^{n,k}`$ $`B^{n,k}`$, $`BD^{n,k}`$, $`BD^{n,k}`$ and $`D^{n,k}`$ are pre-modular.
## 4. Modularization of the completed BMW categories
In this section we discuss the modularization question for our series of pre-modular categories.
### 4.1. Transparent simple objects
Let us first note that $`\omega =_{\mu \mathrm{\Gamma }(A)}\mu ^2`$ is nonzero if $`A`$ is one of the pre-modular categories constructed in Section 3; the values of $`\omega `$ are calculated e.g. in . Therefore, the results of Section 1.2 can be applied.
###### Lemma 4.1.
i) There is no non-trivial transparent simple object in the category $`C^{n,k}`$.
ii) The non-trivial transparent simple objects are $`1^{2n+1},\mathrm{\hspace{0.17em}2}k+1,\mathrm{\hspace{0.17em}1}^{2n+1}(2k+1)`$ in $`B^{n,k}`$ category; $`2k`$, $`1^{2n}`$, $`1^{2n}2k`$ in $`D^{n,k}`$ category; $`2k`$, $`1^{2n+1}`$, $`1^{2n+1}2k`$ in $`BD^{n,k}`$ and $`BD^{n,k}`$ categories; $`2k+1`$ in $`CB^{n,k}`$ and $`CB^{n,k}`$ categories.
The quantum dimensions of these objects are equal to one.
###### Corollary 4.2.
The category $`C^{n,k}`$ with $`\mathrm{\Gamma }(C^{n,k})`$ as a representative set of simple objects is modular.
Proof of the Lemma. Recall that a simple object $`\lambda `$ is transparent if and only if for any (non-negligible) $`\mu `$ in the branching formula for $`\lambda `$, the braiding coefficient is equal to one. Then $`i)`$ follows.
For $`ii)`$ we verify that for each $`\lambda `$ mentioned in the lemma all braiding coefficients are equal to one. Let us do it in the $`B^{n,k}`$ category for $`\lambda =2k+1`$. Then only $`\mu =2k`$ appears in the branching formula for $`\lambda `$. We have $`\lambda \mu =c`$, $`cn(c)=2k`$ and the braiding coefficient is $`\alpha ^2s^{4k}=s^{4n4k}=1`$. Other cases can be done analogously. We see that there is no other transparent simple object in these categories.
The quantum dimensions can be calculated directly using (10) and
$$j=\frac{[0]_\alpha [1]_\alpha \mathrm{}[j2]_\alpha ([j1]_\alpha +[j])}{[j]!}.$$
$`\mathrm{}`$
###### Lemma 4.3.
For pre-modular categories constructed in Section 3 the transparent simple objects form a group under tensor multiplication. This group is isomorphic to $`_2\times _2`$ for $`D`$, $`B`$, and $`BD`$ series and to $`_2`$ for $`CB`$ series.
###### Proof.
It is sufficient to show that the transparent simple objects have order 2, i.e. any non-trivial transparent simple object $`t`$ satisfies the equation: $`tt\mathrm{trivial}\mathrm{object}`$. Clearly, $`tt`$ contains the trivial object and decomposes into a sum of transparent simple ones. Comparing the quantum dimensions on the left and right hand side of this decomposition formula we get the result. โ
The twist coefficients of the transparent objects listed in Lemma 4.1 are equal to $`1`$, except for the objects $`(2k+1)`$ and $`1^{2n+1}(2k+1)`$ in the $`B^{n,k}`$ category, $`1^{2n+1}`$ and $`1^{2n+1}2k`$ in $`BD^{n,k}`$ category, and $`(2k+1)`$ in $`CB^{n,k}`$ category, whose twist coefficients are $`(1)`$. Applying Bruguiรจresโ criterion, we conclude.
###### Corollary 4.4.
The categories $`D^{n,k}`$, $`BD^{n,k}`$, $`CB^{n,k}`$ are modularizable and $`B^{n,k}`$, $`BD^{n,k}`$, $`CB^{n,k}`$ are not modularizable.
Remark. The non-modularizable categories provide invariants of closed framed 3-manifolds (see ). Here a framing is a trivialization of the tangent bundle up to isotopy. A choice of a framing is equivalent to the choice of a spin structure and a 2-framing (or $`p_1`$-structure) on the 3-manifold.
### 4.2. Modular categories $`\stackrel{~}{\mathrm{๐๐}}^{n,k}`$, $`\stackrel{~}{\mathrm{๐๐}}^{n,k}`$ and $`\stackrel{~}{๐}^{n,k}`$.
Applying the modularization procedure described in Section 1 to the category $`CB^{n,k}`$ we get the modular category $`\stackrel{~}{CB}^{n,k}`$ with the following representative set of simple objects
$$\mathrm{\Gamma }(\stackrel{~}{CB}^{n,k})=\{\lambda ;\lambda _1k,\lambda _1^{}n\}.$$
The stabilizer subgroup for all elements of $`\mathrm{\Gamma }(CB^{n,k})`$ is here trivial.
In the $`BD^{n,k}`$ case, a simple object $`\lambda `$ with $`\lambda _1=k`$ has $`Stab(\lambda )=_2`$. The algebra $`End_{\stackrel{~}{BD}^{n,k}}(\lambda )`$ is two-dimensional. It is generated by the tangle $`a_\lambda `$ having one free vertex colored by $`2k`$. We normalize it such that $`a_\lambda ^2=1_\lambda .`$ The minimal idempotents of $`End_{\stackrel{~}{BD}^{n,k}}(\lambda )`$ are $`p_\lambda ^\pm =1/2(\text{}_\lambda \pm a_\lambda )`$. We define the simple objects $`\lambda _\pm `$ by means of idempotents $`\stackrel{~}{y}_\mu p_\lambda ^\pm `$. Their quantum dimensions are $`\lambda /2`$. As a result,
$$\mathrm{\Gamma }(\stackrel{~}{BD}^{n,k})=\{\lambda ;\lambda _1<k,\lambda _1^{}n\}\{\lambda _\pm ;\lambda _1=k,\lambda _1^{}n\}$$
is the representative set of simple objects for the modular category $`\stackrel{~}{BD}^{n,k}`$.
In the $`D^{n,k}`$ case, the diagrams belonging to the set $`\mathrm{\Gamma }_1=\{\lambda ;\lambda _1<k,\lambda _1^{}<n\}`$ have the trivial stabilizer. An object $`\lambda `$ from $`\mathrm{\Gamma }_2=\{\lambda ;\lambda _1=k,\lambda _1^{}<n\lambda _1<k,\lambda _1^{}=n\}`$ has the stabilizer equal to $`_2`$. We decompose it into $`\lambda _\pm `$ analogously to the previous case. An object from $`\mathrm{\Gamma }_3=\{\lambda ;\lambda _1=k,\lambda _1^{}=n\}`$ has the stabilizer of order 4. The algebra $`End_{\stackrel{~}{D}^{n,k}}(\lambda )`$, $`\lambda \mathrm{\Gamma }_3`$, is either abelian or isomorphic to the algebra of $`2\times 2`$ matrices.
In the first case, $`\lambda `$ will decompose into the direct sum of four non-isomorphic simple objects in the modular category $`\stackrel{~}{D}^{n,k}`$. In the second case $`\lambda `$ will decompose into two isomorphic simple objects in $`\stackrel{~}{D}^{n,k}`$. It is a nontrivial open problem to decide which alternative holds for a given $`\lambda `$. The answer may differ for distinct $`\lambda `$. To any $`\lambda \mathrm{\Gamma }_3`$ correspond $`m_\lambda \{1,4\}`$ simple objects in $`\mathrm{\Gamma }(\stackrel{~}{D}^{n,k})`$. If $`m_\lambda =1`$, we denote the object by $`\widehat{\lambda }`$; if $`m_\lambda =4`$, we denote the objects by $`{}_{\pm }{}^{}\lambda _{\pm }^{}`$. Finally, the representative set of simple objects $`\mathrm{\Gamma }(\stackrel{~}{D}^{n,k})`$ of the modular category $`\stackrel{~}{D}^{n,k}`$ is
$$D_1=\mathrm{\Gamma }_1\{\lambda _\pm ;\lambda \mathrm{\Gamma }_2\}\{{}_{\pm }{}^{}\lambda _{\pm }^{};\lambda \mathrm{\Gamma }_3,m_\lambda =4\}\{\widehat{\lambda };\lambda \mathrm{\Gamma }_3,m_\lambda =1\}.$$
## 5. Verlinde formulas
Recall that by Turaevโs work any modular category $`\stackrel{~}{A}`$ with a set $`\mathrm{\Gamma }`$ of simple objects gives rise to a TQFT. The dimension of the TQFT module associated with a genus $`g`$ closed surface is given by the Verlinde formula:
(11)
$$d_g(\stackrel{~}{A})=\left(\underset{\lambda \mathrm{\Gamma }}{}\lambda ^2\right)^{g1}\underset{\lambda \mathrm{\Gamma }}{}\lambda ^{2(1g)}.$$
In this section we calculate the dimensions of TQFT modules arising from the modular categories constructed above.
Let us introduce the notation $`[n]_s=s^ns^n`$ for $`n`$.
###### Theorem 5.1.
i) The genus $`g`$ Verlinde formulas are
$$d_g(C^{n,k})=((2n+2k+2))^{n(g1)}\times $$
$$\times \underset{n+kl_1>\mathrm{}>l_n>0}{}\left(\underset{j=1}{\overset{n}{}}[2l_j]_s\underset{1i<jn}{}[l_i+l_j]_s[l_il_j]_s\right)^{2(1g)};$$
$$d_g(\stackrel{~}{CB}^{n,k})=((2n+2k+1))^{n(g1)}\times $$
$$\times \underset{n+kl_1>\mathrm{}>l_n>0}{}\left(\underset{j=1}{\overset{n}{}}[2l_j]_s\underset{1i<jn}{}[l_i+l_j]_s[l_il_j]_s\right)^{2(1g)};$$
$$\frac{d_g(\stackrel{~}{BD}^{n,k})}{(2n+2k1)^{k(g1)}}=2\underset{n+k1\alpha _1>\mathrm{}>\alpha _k>0}{}\left(\underset{1i<jk}{}[\alpha _i+\alpha _j]_s[\alpha _i\alpha _j]_s\right)^{2(1g)}+$$
$$+\underset{n+k1\alpha _1>\mathrm{}>\alpha _k=0}{}\left(\underset{1i<jk}{}[\alpha _i+\alpha _j]_s[\alpha _i\alpha _j]_s\right)^{2(1g)}.$$
$$\frac{d_g(\stackrel{~}{D}^{n,k})}{(2n+2k2)^{n(g1)}}=\underset{n+k2l_1>\mathrm{}>l_n=0}{}\underset{1i<jn}{}\left([l_i+l_j]_s[l_il_j]_s\right)^{2(1g)}+$$
$$+\mathrm{\hspace{0.33em}\hspace{0.33em}2}^{2g1}\underset{n+k1=l_1>\mathrm{}>l_n=0}{}\underset{1i<jn}{}\left([l_i+l_j]_s[l_il_j]_s\right)^{2(1g)}+$$
$$+\mathrm{\hspace{0.33em}\hspace{0.33em}2}\underset{n+k2l_1>\mathrm{}>l_n>0}{}\underset{1i<jn}{}\left([l_i+l_j]_s[l_il_j]_s\right)^{2(1g)}+$$
$$+\underset{n+k1=l_1>\mathrm{}>l_n>0}{}(m_{(l\delta )})^g\underset{1i<jn}{}\left([l_i+l_j]_s[l_il_j]_s\right)^{2(1g)}.$$
Here $`\delta =(n,n1,\mathrm{},1)`$.
ii) We have the following level-rank duality formulas.
$$d_g(C^{n,k})=d_g(C^{k,n})d_g(\stackrel{~}{D}^{n,k})=d_g(\stackrel{~}{D}^{k,n})$$
Remark. The Verlinde formula for $`C^{1,2}`$ calculates the number of the spin structures with Arf invariant zero on the surface of genus $`g`$: $`d_g(C^{1,2})=2^{g1}(1+2^g)`$. This fact should be interpreted via the corresponding TQFT, which is the is the one associated with the well known Rochlin invariant of spin $`3`$-manifolds .
###### Proof.
i) We substitute Propositions 3.1, 3.3, 3.7 and calculations of Sections 4.4-4.6 in into (11).
Let us consider the $`C^{n,k}`$ case in details. Here $`\alpha =s^{2k1}`$. By Proposition 3.3 and the calculations of Section 4.5 in we have
$$\underset{\lambda \mathrm{\Gamma }(C^{n,k})}{}\lambda ^2=\frac{((2n+2k+2))^n}{\left(_{j=1}^n[2n+22j]_s_{1i<jn}[2n+2ij]_s[ji]_s\right)^2}.$$
Furthermore,
$$\underset{\lambda \mathrm{\Gamma }(C^{n,k})}{}\lambda ^{2(1g)}=\frac{\underset{n+kl_1>\mathrm{}>l_n>0}{}\left(_{j=1}^n[2l_j]_s_{1i<jn}[l_i+l_j]_s[l_il_j]_s\right)^{2(1g)}}{\left(_{j=1}^n[2n+22j]_s\underset{1i<jn}{}[2n+2ij]_s[ji]_s\right)^{2(1g)}}.$$
Here we used the bijection $`\mathrm{\Gamma }(C^{n,k})T:=\{(l_1,\mathrm{},l_n),n+kl_1>\mathrm{}>l_n>0\}`$ sending $`\lambda `$ to $`\lambda +(n,n1,\mathrm{},1)`$. Substituting the last two formulas into (11) we get the result.
For the third formula we use that
$$\underset{\lambda \mathrm{\Gamma }(BD^{n,k})}{}\lambda ^2=4\underset{\lambda \mathrm{\Gamma }(\stackrel{~}{BD}^{n,k})}{}\lambda ^2.$$
This is because the action of the group $`_2\times _2`$ of the transparent objects on $`\{\lambda ;\lambda _1<k,\lambda _1^{}n\}`$ preserves the quantum dimension and $`\lambda _\pm =1/2\lambda `$.
ii) By (8) we have for any $`p`$
$$\underset{\lambda _1^{}n}{\underset{\lambda _1k}{}}\lambda _{s^{2n+1},s}^p=\underset{\lambda _1^{}n}{\underset{\lambda _1k}{}}\lambda ^{}_{s^{2n+1},s^1}^p=\underset{\lambda _1n}{\underset{\lambda _1^{}k}{}}\lambda _{s^{2k+1},s}^p.$$
The second formula can be shown analogously.
## 6. Refinements
In this section we construct spin and cohomological refinements of the quantum invariants arising from the modular category $`C^{n,k}`$.
We work here in $`C^n`$-$`C^k`$ specialization, i.e. $`\alpha =s^{2k1}`$, $`s`$ is a primitive $`2l`$th root of unity, $`l=2n+2k+2`$. Recall $`\mathrm{\Gamma }(C^{n,k})=\{\lambda ;\lambda _1k,\lambda _1^{}n\}.`$ Let us introduce a $`_2`$-grading on the category $`C^{n,k}`$ corresponding to the parity of the number of cells in Young diagrams. According to this grading, we decompose the Kirby element: $`\omega =\omega _0+\omega _1`$.
###### Lemma 6.1.
Let $`U_\epsilon (\lambda )`$ be the $`\epsilon `$-framed unknot colored with $`\lambda `$ and $`\epsilon =\pm 1`$.
i) For $`kn=2mod4`$, we have $`U_\epsilon (\omega _0)=0`$.
ii) For $`kn=0mod4`$, we have $`U_\epsilon (\omega _1)=0`$.
###### Proof.
Let us call the graded sliding property the equality drawn in Proposition 1.1 by replacing $`\omega `$ on the left-hand side by $`\omega _\nu `$ and $`\omega `$ on the right-hand side by $`\omega _{\nu +1}`$ with $`\nu =0,1`$. The proof of this identity can be adapted from the one of this proposition.
Using twice the graded sliding property, we can see that the morphism drawn below is nonzero only if $`\lambda =0`$ or $`\lambda =k^n`$.
Then
(12)
$$U_1(\omega _\nu )U_1(\omega _\nu )=H_{1,0}(\omega _0,\omega _\nu )=(1+\alpha ^{kn}s^{nk(kn)}s^{l\nu })\omega _\nu $$
where $`H_{1,0}(\omega _0,\omega _\nu )`$ is the Hopf link whose $`\omega _0`$-colored component has framing 1 and $`\omega _\nu `$-colored one is $`0`$-framed. The first equality is due to the graded sliding property. In the second one we use the twist and braiding coefficients for $`\lambda =0,k^n`$ and the fact that
$$\underset{ck^n}{}cn(c)=\frac{nk}{2}(kn).$$
Substituting the values of $`\alpha `$ and $`l`$ into (12) we get the result. โ
The following statement is the direct consequence of this lemma and the construction of refined invariants described in \[4, Section 4\].
###### Theorem 6.2.
The quantum invariants arising from the modular category $`C^{n,k}`$ can be written as sums of refined invariants corresponding to different spin structures if $`kn=2mod4`$ and to $`_2`$-cohomology classes if $`kn=0mod4`$.
One can show by the same method that other categories do not provide refined invariants.
## 7. Comparison with the quantum group approach
The aim of this section is to find a correspondence between pre-modular categories that have been constructed in Section 3 and those that arise from the quantum group method.
### 7.1. Modular categories from quantum groups
We keep notation of , . Let $`(a_{ij})_{1i,jl}`$ be the Cartan matrix of a simple complex Lie algebra $`๐ค`$. There are relatively prime integers $`d_1,\mathrm{},d_l`$ in $`\{1,2,3\}`$ such that the matrix $`(d_ia_{ij})`$ is symmetric. Let $`d=max(d_i)`$. We fix a Cartan subalgebra $`๐ฅ`$ of $`๐ค`$ and fundamental roots $`\alpha _1,\alpha _2,\mathrm{},\alpha _l`$ in the dual space $`๐ฅ^{}`$. Let $`๐ฅ_{}^{}`$ be the $``$-vector space spanned by the fundamental roots. The root lattice $`Y`$ is the $``$-lattice generated by $`\alpha _i`$, $`i=1,\mathrm{},l`$. We define an inner product on $`๐ฅ_{}^{}`$ by $`(\alpha _i|\alpha _j)=d_ia_{ij}`$. Then $`(\alpha |\alpha )=2`$ for every short root $`\alpha `$. The inner product normalized such that every long root has length two will be denoted by $`(.|.)^{}`$. We have $`(.|.)^{}=(.|.)/d`$. Let $`\lambda _1,\mathrm{},\lambda _l`$ be the fundamental weights, then $`(\lambda _i|\alpha _j)=d_i\delta _{ij}`$. The weight lattice $`X`$ is the $``$-lattice generated by $`\lambda _1,\mathrm{},\lambda _l`$. Let $`\rho =\lambda _1+\mathrm{}+\lambda _l`$. The Weyl chamber is defined by $`C=\{x๐ฅ_{}^{};(x|\alpha _i)0,i=1,\mathrm{},l\}.`$ Let us denote by $`\alpha _0`$ (resp. $`\beta _0`$) the short (resp. the long) root in the Weyl chamber $`C`$.
Let $`U_q(๐ค)`$ be the quantum group associated with $`๐ค`$ and $`q`$ be a primitive root of unity of order $`r`$ (notation coincides with \[11, Section 1\]). Let $`h^{}`$ be the dual Coxeter number. The case when $`rdh^{}`$ is divisible by $`d`$ was mainly studied in the literature. In that case, simple $`U_q(๐ค)`$-modules corresponding to weights in
$$C_L=\{xC;(x|\beta _0)^{}L\}$$
form a pre-modular category . Here $`L:=r/dh^{}`$ is the level of the category. The quantum dimension of $`\mu X`$ is given by
(13)
$$\mu =\underset{\text{positive roots}\alpha }{}\frac{v^{(\mu +\rho |\alpha )}v^{(\mu +\rho |\alpha )}}{v^{(\rho |\alpha )}v^{(\rho |\alpha )}},$$
its twist coefficient is $`v^{(\mu +2\rho |\mu )}`$, where $`v^2=q`$. The modularization of these categories was studied in .
In the case when $`(r,d)=1`$ and $`r>h`$ ($`h`$ is the Coxeter number), pre-modular categories can also be constructed . The set of simple objects corresponds to weights in
$$C_L^{}=\{xC;(x|\alpha _0)L\}$$
with $`L:=rh`$. Le showed that if $`(r,d\mathrm{det}(a_{ij}))=1`$ the set of modules in $`C_L^{}Y`$ generates a modular category.
We say that two pre-modular categories are equivalent if there exists a bijection between their sets of simple objects providing an equality of the corresponding colored link invariants. For modularizable categories this implies that the associated TQFTโs are isomorphic (compare \[18, III,3.3\]).
### 7.2. Comparison of C cases
Any weight $`\mu C`$ of $`C_n`$ is of the form $`\mu =\lambda _1e_1+\mathrm{}+\lambda _ne_n`$ with $`(e_i|e_j)=\delta _{ij}`$ and integers $`\lambda _1\mathrm{}\lambda _n0`$ (compare \[14, p.293\]). With any $`\mu `$ a Young diagram $`\lambda =(\lambda _1,\mathrm{},\lambda _n)`$ can be associated.
###### Theorem 7.1.
The pre-modular categories associated with $`U_q(C_n)`$ and $`U_q(C_k)`$ at a primitive root of unity $`q`$ of order $`r=2n+2k+2`$ are equivalent to $`C^{n,k}`$.
###### Proof.
A colored $`m`$-component link invariant of a pre-modular category $`A`$ with $`\mathrm{\Gamma }(A)`$ as a representative set of simple objects can be considered as a multilinear function from $`\mathrm{\Gamma }(A)^m`$ to $`๐ค`$. Here we supply $`\mathrm{\Gamma }(A)`$ with a ring structure by considering direct sums and tensor products. It is easy to see from the previous discussion, that there exists an isomorphism between such rings in our case. Indeed, for $`U_q(C_n)`$ we have $`d=2`$, $`h^{}=n+1`$, $`L=r/2n1=k`$, $`\beta _0=2e_1`$, and $`C_LX=\{\mu ;\lambda _1k\}`$. After the identification of $`\mu `$ with $`\lambda `$, this coincides with $`\mathrm{\Gamma }(C^{n,k})`$. The ring structure is preserved under this identification. Furthermore, it is known that these rings are generated by the fundamental module corresponding to $`\mu =e_1`$ and the object $`\lambda =1`$. Therefore, it is sufficient to verify the equality of invariants colored by these two objects. The fact, that the link invariant associated with this fundamental module is a specialization of the Kauffman polynomial was shown in . In order to identify the parameters, compare the quantum dimensions of simple objects given by (13) and Proposition 3.1. We show that $`s^2=q`$. The equivalence between $`U_q(C_k)`$ and $`C^{k,n}`$ can be shown analogously. Then we use the level-rank duality. โ
Analogously, the category $`CB^{n,k}`$ is equivalent to $`U_q(C_n)`$ with $`r=l=2n+2k+1`$. Indeed, we have $`(r,d)=1`$, $`h=2n`$, $`L=r2n=2k+1`$, $`\alpha _0=e_1+e_2`$, and $`C_L^{}X=\{\mu ;\lambda _1+\lambda _22k+1\}`$.
### 7.3. Comparison of B cases
Any weight $`\mu C`$ of $`B_n`$ can be written in the form $`\mu =\lambda _1e_1+\mathrm{}+\lambda _ne_n`$, where $`(e_i|e_j)=2\delta _{ij}`$ and half-integers $`\lambda _1\mathrm{}\lambda _n0`$. If $`\lambda _i`$, $`i=1,\mathrm{},n`$, the partition $`\lambda =(\lambda _1,\mathrm{},\lambda _n)`$ defines a Young diagram associated with $`\mu `$. If at least one of $`\lambda _i`$ is a half-integer, we call $`\mu `$ a spin module. Our construction of simple objects can be considered as a quantum analog of the Weyl construction and it does not produce spin modules. Let us compare the quantum dimension and/or twist coefficient of a non-spin module $`\mu `$ and the corresponding Young diagram $`\lambda `$ given by (13) and Proposition 3.3. They coincide if $`v^2=q=s`$.
Let us first consider the case when $`r`$ is even and $`r>4n`$. Here $`h^{}=2n1`$. Let $`r=4n+4k`$ with $`k1`$. We have $`\beta _0=e_1+e_2`$ and $`L=r/22n+1`$. Then
$$C_LX=\{\mu ;\lambda _1+\lambda _22k+1\}.$$
We conclude that the quotient by spin modules of the pre-modular category for $`B_n`$ at $`(4n+4k)`$th root of unity is equivalent to the modular extension of $`B^{n,k}`$ by $`G^{}`$ generated by $`1^{2n+1}`$. Using the level-rank duality, we get the equivalence of the pre-modular category for $`B_k`$ at $`(4n+4k)`$th root of unity with the modular extension of $`B^{n,k}`$ by $`G^{\prime \prime }`$ generated by $`2k+1`$.
Let us put $`r=4n+4k2`$ with $`k1`$. Then we get analogously that the category $`BD^{n,k}`$ is equivalent to the quotient (by spin modules) of the pre-modular category for $`B_n`$ at $`(4n+4k2)`$th root of unity.
For odd $`r>h=2n`$ we set $`r=2n+2k+1`$ with $`k1`$. Then $`(r,d)=1`$, $`\alpha _0=e_1`$ and $`L=r2n=2k+1`$. We have $`C_L^{}X=\{\mu ;\lambda _1k+1/2\}`$. We see that the quotient by spin modules of the pre-modular category for $`B_n`$ on $`(2n+2k+1)`$th root of unity is equivalent to $`\stackrel{~}{BC}^{n,k}`$.
### 7.4. Comparison of D cases
Any weight of $`D_n`$ can be written in the form $`\mu _\pm =\lambda _1e_1+\mathrm{}+\lambda _{n1}e_{n1}\pm \lambda _ne_n`$ with $`(e_i|e_j)=\delta _{ij}`$ and half-integers $`\lambda _1\mathrm{}\lambda _n0`$. Here we have $`v=s`$, $`d=1`$, $`h=2n2`$ and $`\beta _0=e_1+e_2`$. Setting $`r=2n+2k2`$ with $`k1`$ we get
$$C_LX=\{\mu _\pm ;\lambda _1+\lambda _22k\}$$
For non spin modules, this coincides with the set of simple objects of the modular extension of $`D^{n,k}`$ by $`G^{}`$ generated by $`1^{2n}`$. Therefore, the modular categories for $`D_n`$ and $`D_k`$ at $`(2n+2k2)`$th root of unity are equivalent to $`\stackrel{~}{D}^{n,k}`$.
For $`r=2n+2k1`$ ($`k1)`$ we get that the modular extension of $`DB^{n,k}`$ (isomorphic to $`BD^{k,n}`$) by $`G^{}`$ as above is equivalent to the quotient by spin modules of the pre-modular category for $`D_n`$.
As a result, any pre-modular category defined in Section 3 is equivalent to a quantum group category. Moreover, our categories produce a complete set of invariants that can be obtained from quantum groups of types B,C and D by using non-spin modules.
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# Untitled Document
Infinitesimally weak coupling, infinitely strong singularity
of the scattering potential
T. Dolinszky
KFKI-RMKI, H-1525 Budapest 114, POB 49, Hungary
Email address: $`<`$Dolinszky@sgiserv.rmki.kfki.hu$`>`$
Abstract
In scattering by singular potentials $`g^2U(s;r)`$, the coupling constant $`g^2`$ is continuously decreased to zero while the stage $`s`$ of singularity raised simultaneously beyond all limits by some functional relation $`F(g^2;s)=0`$. In the extreme situation of this double limit, even the mere existence of a nontrivial physical scattering problem is questionable. By iterating a pair of integral equations, the relevant solution is developed here in terms of wave functions into a pair of convergent series, each of which reduces in the double limit $`\{g^20;s\mathrm{}\}`$ to a single term calculable by quadrature.
Just as in the regular case, also in the cases of repulsive singular potentials $`g^2U(s;r)`$ the problem of scattering at extreme values of the parameters involved is expected to become solvable by some simple, asymptotically exact expressions. In this paper a review will be given over the main cases of varying the potential parameters contained either in linear ($`g^2`$) or nonlinear (s) positions. The simplest example is the increase, at invariable form factor, of the linear parameter beyond all limits. This is the strong coupling limit, i.e. $`\{g^2\mathrm{};s=\mathrm{fixed}\}`$. For singular potentials this problem has already been solved by a smooth version of the semiclassical approach . The complementary case is manifested by the variation of the nonlinear parameter $`s`$. The notation to be applied will ensure that the stage of singularity should increase, at fixed value of the coordinate $`r`$, with increasing values of $`s`$ to infinity. The asymptotical situation $`\{g^2=\mathrm{fixed};s\mathrm{}\}`$ will be referred to here as the โsupersingularityโ limit. This extreme scattering problem was also attacked by a semiclassical procedure, which furnished correct and simple results in the limit mentioned for a variety of singular potentials . Nevertheless, within our scheme of extreme scattering problems, the most interesting point seems to be the $`simultaneous`$ variation of linear and nonlinear potential parameters. A particular example is the double limit $`\{g^20;s\mathrm{}\}`$. Such a problem is, of course, uniquely specified only by adding to the expression $`g^2U(s;r)`$ as input information a functional of the form $`F(g^2;s)=0`$, which governs the interdependence of the parameters themselves. We are going to scrutinize cases of such double limits via combining various classes of potentials with different types of interdependence between linear and nonlinear pararameters. The underlying formalism is supplied by the approach developed for solving the supersingularity problem in . That argument will be briefly outlined below. A spinless particle is scattered by a central singular potential at the energy $`k^2`$ in the channel of index $`l`$. To start the discussion with, we introduce a triad of auxiliary orbital angular momenta such as
$$\lambda _ฯต^2(l)=(l+\frac{1}{2})^2;\lambda _\tau ^2(l)=l(l+1);\lambda ^2(l)=\frac{1}{2}[\lambda _ฯต^2(l)+\lambda _\tau ^2(l)].$$
$`(1)`$
The concept of the โmatching distanceโ $`R`$, into which the variable parameters $`g^2`$ and $`s`$ will be lumped together, is introduced by the โMaster equationโ as
$$k^2R^2g^2R^2U(s;R)\lambda ^2=0,\mathrm{whence}R=R(g^2,s).$$
$`(2)`$
The dimensionless radial coordinate $`t`$, understood as
$$t=\frac{r}{R};t_>^<1\mathrm{if}r_>^<R,$$
$`(3)`$
works as an essential technical means. The exact radial Schroedinger equation is recast in the new variable as
$$\left\{\frac{\mathrm{d}^2}{\mathrm{d}t^2}+k^2R^2g^2R^2U(s;Rt)\frac{l(l+1)}{t^2}\right\}u^\pm (t)=0,[0t].$$
$`(4)`$
The regular solution $`u^+(t)`$ will be represented by a pair of series, one for the โexponentialโ (or $`ฯต`$) and another one for the โtrigonometricโ (or $`\tau `$) region as follows:
$$u^+(t)=u_ฯต^+(t)=\underset{n=0}{\overset{\mathrm{}}{}}w_{ฯตn}^+(t),[t<1];$$
$`(5)`$
and
$$u^+(t)=u_\tau ^+(t)=\underset{m=0}{\overset{\mathrm{}}{}}w_{\tau m}^+(t),[t>1].$$
$`(6)`$
The notation used here is resolved by the following set of identities:
$$w_{ฯต0}^\pm (t)=\left(\frac{k^2}{K_ฯต^2(t)}\right)^{\frac{1}{4}}\mathrm{e}^{\pm R_1^tdt^{}|K_ฯต(t^{})|};$$
$`(7)`$
$$w_{\tau 0}^\pm (t)=\left(\frac{k^2}{K_\tau ^2(t)}\right)^{\frac{1}{4}}\{C^\pm \mathrm{cos}[R_1^tdt^{}|K_\tau (t^{})|]+S^\pm \mathrm{sin}[R_1^tdt^{}|K_\tau (t^{})|]\},$$
$`(8)`$
and the iteration scheme
$$w_{ฯตn}^+(t)=_0^tdt^{}G_ฯต^+(t,t^{})\mathrm{\Delta }_ฯต(t^{})w_{ฯตn1}^+(t^{}),[t<1],$$
$`(9)`$
$$w_{\tau m}^+(t)=_1^tdt^{}G_\tau ^+(t,t^{})\mathrm{\Delta }_\tau (t^{})w_{\tau m1}^+(t^{}),[t>1],$$
$`(10)`$
where $`n,m=1,2,3\mathrm{}`$. The constants $`C^+`$ and $`S^+`$ are specified by requiring smooth matching at $`t=1`$, in principle of the infinite series (5) and (6) themselves, in practice, however, of their higher order, \[N,M\], cut-off approximations . As regards $`C^{}`$ and $`S^{}`$, they can be freely chosen but for the condition $`C^+S^{}C^{}S^+`$. Furthermore, the local wave number squares have been understood as
$$K_\gamma ^2(t)=\{k^2g^2U(s;Rt)\frac{\lambda _\gamma ^2}{R^2t^2}\},[\gamma =(_\tau ^ฯต),t_>^<1],$$
$`(11)`$
while the resolvents are given by the definitions
$$G_\gamma ^+(t,t^{})=\frac{1}{d_\gamma ^+}[w_\gamma ^+(t)w_\gamma ^{}(t^{})w_\gamma ^{}(t)w_\gamma ^+(t^{})],[\gamma =ฯต,\tau ],$$
$`(12)`$
with the Wronskians
$$d_ฯต^+=2kR,d_\tau ^+=C^+S^{}C^{}S^+.$$
$`(13`$
Finally, the residual potentials are given in the respective regions by
$$\mathrm{\Delta }_\gamma (t)=\frac{5}{16}\left(\frac{1}{K_\gamma ^2(t)}\frac{\mathrm{d}K_\gamma ^2(t)}{\mathrm{d}t}\right)^2+\frac{1}{4}\frac{1}{K_\gamma ^2(t)}\frac{\mathrm{d}^2K_\gamma ^2(t)}{\mathrm{d}t^2}\frac{\lambda _\gamma ^2l(l+1)}{t^2}.$$
$`(14)`$
The series expansions (5)-(6) had been found absolutely convergent whenever two integrals, $`P_\gamma (t),[\gamma =ฯต,\tau ]`$, are bounded. That is to say, the convergence criteria read
$$P_\gamma (t)R_{t_\gamma }^t\mathrm{d}t^{}|p_\gamma (t^{})|<c_\gamma <\mathrm{},[\gamma =(_\tau ^ฯต),t_\gamma =(_1^0),t_>^<1],$$
$`(15)`$
where the concepts of the โdiscriminantsโ, namely
$$p_\gamma (t)\frac{\mathrm{\Delta }_\gamma (t)}{RK_\gamma (t)},[\gamma =ฯต,\tau ]$$
$`(16)`$
were introduced. The potentials to be included in the discussion will occur as products of 3 factors, such as a coupling constant $`g^2`$, a core factor $`V_ฯต(s;r)`$ and a tail factor $`V_\tau (r)`$. The function $`V_ฯต(s;r)`$ will be singular at $`r=0`$ either exponentially or powerlaw in $`r`$, while $`V_\tau (r)`$ should decrease for $`r\mathrm{}`$ exponentially or powerlike. Owing to the simultaneous variation of the parameters $`g^2`$ and $`s`$, an everywhere extreme and a locally extreme effect will face each other. Increasing values of $`s`$ should correspond, by definition, to raising stages of the singularity. The interparameter relationship $`F(g^2;s)=0`$ is to appear decomposed into a pair of $`R`$-functions. Out of them, the function $`g^2(R)`$ will be supplied as input information while $`s(R)`$ introduced via the Master equation (2). In this way, the explicit presence of both the linear and the nonlinear parameters can be eliminated from the asymptotical formulas. The limit $`R\mathrm{}`$ will be checked for each potential class separately to recover the double limit $`g^2(R)0;s(R)\mathrm{}`$.
Our choice of both the $`R`$-function $`g^2(R)`$ and of the $`r`$-functions $`V_ฯต(s;r)`$ and $`V_\tau (r)`$ is either an exponential (E) or a powerlaw (P) dependence. It is therefore convenient to refer to each of our potential classes by a triad of the capitals $`E`$ or $`P`$, e.g. EEE, EPP, PEE etc., in the order of $`g^2(R),V_ฯต(r),V_\tau (r)`$. Case EEE This is, perhaps, the most interesting potential class in our discussions. A rapidly decreasing coupling constant will compete with a rapidly raising stage of the $`r=0`$ point singularity of the interaction. The set of formulae below leads from the definition of the fixed parameter form of the potential up to proving fulfilment of the criteria for convergence of the series (5)-(6) in the double limit considered. Accordingly, we write
$$g^2U(s;r)=\frac{1}{r_0^2}\mathrm{e}^{\frac{R}{r_0}}\mathrm{e}^{\frac{r_1s}{r}}\mathrm{e}^{\frac{r}{r_2}},$$
$`(17)`$
with the fixed positive constants $`r_0,r_1,r_2`$ and the variable $`s`$. The variation of the singularity parameter $`s(R)`$ is governed by the Master equation (2), the exact form of which reads in this potential class
$$\mathrm{e}^{\frac{r_1s(R)}{R}}=(k^2\frac{\lambda ^2}{R^2})r_0^2\mathrm{e}^{R(\frac{1}{r_0}+\frac{1}{r_2})}.$$
$`(18)`$
Considered as the definition of the function $`s(R)`$, this equation implies for $`R\mathrm{}`$ the order relationship O$`\{s(R)\}`$=O$`\{\frac{R^2}{r_0r_2}\}`$. This verifies our expectation is equivalent to the double limit $`\{g^20;s\mathrm{}\}`$. Upon incorporating Eq. (18) into the definition (11) one obtains
$$K_\gamma ^2(t)k^2\{1(k^2r_0^2)^{\frac{1}{t}1}\mathrm{e}^{R[(\frac{1}{r_0}+\frac{1}{r_2})\frac{1}{t}(\frac{1}{r_0}+\frac{1}{r_2}t)]}\frac{\lambda _\gamma ^2}{k^2R^2t^2}\}$$
$`(19)`$
for $`R\mathrm{}`$. The notation is the same as the one used in Eq.(11). Hence the discriminants $`p_\gamma (t)`$ of the definition (16) are extracted, first for the region $`ฯต`$, as
$$p_ฯต(t)\frac{R}{16k}\left[\left(\frac{1}{r_0}+\frac{1}{r_2}\right)\frac{1}{t^2}+\frac{1}{r_2}\right]^2\mathrm{e}^{\frac{R}{2}[(\frac{1}{r_0}(\frac{1}{t}1)+\frac{1}{r_2}(\frac{1}{t}t)]},[R\mathrm{}].$$
$`(20)`$
As to the region $`\tau `$, the local wave number square (19) contains an exponentially vanishing term, which greatly simplifies the formalism. Indeed, one simply gets in the long run
$$p_\tau (t)\frac{3\lambda _\tau ^2}{2k^2R^2t^4},[R\mathrm{}].$$
$`(21)`$
Returning to the definitions (15)-(16), one concludes from the relationship (20) that the function $`P_ฯต(t)`$ is majorized in $`t=(0,1)`$ for the case EEE by $`\mathrm{\Gamma }(2)=1`$. As to the integral $`P_\tau (t)`$, it does not involve in $`t=(1,\mathrm{})`$ any singularity and so it also remains finite. The local wave number square (11) contains in the region $`\tau `$ for $`R\mathrm{}`$ in each of our potential classes exponentially vanishing interaction contributions only. These become asymptotically negligible in comparison to the energy and the centrifugal term. As a consequence, expression (11) reduces for $`\gamma =\tau `$ to the very same formula (21), independently of the actual potential. Thereby, the convergence of the series (6) is guaranteed in every case. The further discussions can be therefore restricted to the respective $`ฯต`$ regions.
Case EEP Within the potential classes to be included in the present discussions, the potential tail exerts virtually no influence on the conflict between the vanishing coupling constant and the increasing singularity of the core factor. Therefore, no essential difference is expected between the cases EEE and EEP. The present class of potentials is introduced as
$$g^2U(s;r)=\frac{1}{r_0^2}\mathrm{e}^{\frac{R}{r_0}}\mathrm{e}^{\frac{r_1s}{r}}\left(\frac{r_2}{r_2+r}\right)^\sigma ,[\sigma >8],$$
$`(22)`$
where the quantities $`r_0,r_1,r_2`$ all are positive and fixed against variation. The asymptotical Master equation (2), which specifies the function $`s(R)`$ for large values of $`R`$, becomes in our double limit
$$\mathrm{e}^{\frac{r_1s(R)}{R}}\left(k^2\frac{\lambda ^2}{R^2}\right)r_0^2\mathrm{e}^{\frac{R}{r_0}}\left(\frac{R}{r_2}\right)^\sigma ,[R\mathrm{}],$$
$`(23)`$
whence one extracts O$`\{s(R)\}>`$O$`\{\frac{R^2}{r_0r_1}\}`$ for $`R\mathrm{}`$. The formulae (11) and (23) combine then into
$$K_\gamma ^2(t)k^2\left\{1[k^2r_0^2\mathrm{e}^{\frac{R}{r_0}}(\frac{R}{r_2})^\sigma ]^{\frac{1}{t}1}\frac{\lambda _{\gamma }^{}{}_{}{}^{2}}{k^2R^2t^2}\right\}.$$
$`(24)`$
Hence one concludes for the exponential region that by the identity (16)
$$p_ฯต(t)\frac{1}{16}\left(kr_0\right)^{(\frac{1}{t}1)}t^{\frac{\sigma }{2}4}\frac{1}{kR}\left(\frac{r_2}{R}\right)^{\frac{\sigma }{2}3}\mathrm{e}^{\frac{R}{2r_0}(\frac{1}{t}1)}.$$
$`(25)`$
The integrability of this expression in $`t=(0,1)`$ is by Eq.(22) obvious.
Case PEE This class should lie near the pure supersingular case, where $`g^2=\mathrm{fixed}`$. The potential is introduced as
$$g^2U(s;r)=\frac{1}{r_0^2}\left(\frac{r_0}{R}\right)^{\sigma _0}\mathrm{e}^{\frac{r_1s}{r}}\mathrm{e}^{\frac{r}{r_2}}.$$
$`(26)`$
The large-$`R`$ form of the Master equation (2) reads so
$$\mathrm{e}^{\frac{r_1s(R)}{R}}k^2r_0^2\left(\frac{R}{r_0}\right)^{\sigma _0}\mathrm{e}^{\frac{R}{r_2}},[R\mathrm{}],$$
$`(27)`$
which suggests the relationship O$`\{s(R)\}>`$O$`\{\frac{R^2}{r_1r_2}\}`$. Incorporation of the definition (27) into Eq.(11) yields in the region $`ฯต`$
$$K_ฯต^2(t)k^2\left(k^2r_0^2\right)^{\frac{1}{t}1}\left(\frac{R}{r_0}\right)^{\sigma _0(\frac{1}{t}1)}\mathrm{e}^{\frac{R}{r_2}(\frac{1}{t}t)},[R\mathrm{}].$$
$`(28)`$
This expression furnishes at $`R\mathrm{}`$ the discriminant (16) as
$$p_ฯต(t)\frac{1}{16}\left(\frac{1}{t^2}+1\right)^2\frac{1}{kR}\left(\frac{R}{r_0}\right)^2\left(kr_0\right)^{1\frac{1}{t}}\left(\frac{r_0}{R}\right)^{\frac{1}{2}\sigma _0(\frac{1}{t}1)}\mathrm{e}^{\frac{R}{2r_2}(\frac{1}{t}t)}.$$
$`(29)`$
The exponential factor involved guarantees the existence of $`P_ฯต(t)`$ in $`t=(0,1)`$.
Case PEP We shall now treat the scattering potentials
$$g^2U(s;r)=\frac{1}{r_0^2}\left(\frac{r_0}{R}\right)^{\sigma _0}\mathrm{e}^{\frac{r_1s}{r}}\left(\frac{r_2}{r_2+r}\right)^{\sigma _2},[\sigma _2>8].$$
$`(30)`$
The corresponding Master equation (2) becomes asymptotically
$$\mathrm{e}^{\frac{r_1s(R)}{R}}k^2r_0^2\left(\frac{R}{r_0}\right)^{\sigma _0}\left(\frac{R}{r_2}\right)^{\sigma _2},[R\mathrm{}].$$
$`(31)`$
The order relationship between the parameters is extracted now as O$`\{s(R)\}>`$ O$`\{\frac{R}{r_1}\}`$. The local wavenumber square (11) and the discriminant (16) are therefore obtained in the region $`ฯต`$ as
$$K_ฯต^2(t)k^2\left[k^2r_0^2\frac{R^{\sigma _0+\sigma _2}}{r_0^{\sigma _0}r_2^{\sigma _2}}\right]^{\frac{1}{t}1}\frac{1}{t^{\sigma _2}},[R\mathrm{}],$$
$`(32)`$
and
$$p_ฯต\frac{1}{16}t^{\frac{\sigma _2}{2}4}\frac{1}{kR}\mathrm{ln}\left(\frac{R^{\sigma _0+\sigma _2}}{r_0^{\sigma _0}r_2^{\sigma _2}}\right)\left[\frac{R^{\sigma _0+\sigma _2}}{r_0^{\sigma _0}r_2^{\sigma _2}}\right]^{\frac{1}{2}(\frac{1}{t}1)}.$$
$`(33)`$
The integrability of the last expression is by analysis obvious both at fixed and increasing values of $`R`$ as well as near and off the origin $`t=0`$.
Case EPE Off the singularity region this potential class develops in our double limit the strongest suppression. Indeed,
$$g^2U(s;r)=\frac{1}{r_0^2}\mathrm{e}^{\frac{R}{r_0}}\left(\frac{r_1+r}{r}\right)^s\mathrm{e}^{\frac{r}{r_2}}.$$
$`(34)`$
The Master equation (2) can now be recast for asymptotical parameter values as
$$\mathrm{e}^{\frac{r_1s(R)}{R}}k^2r_0^2\mathrm{e}^{R(\frac{1}{r_0}+\frac{1}{r_2})},[R\mathrm{}].$$
$`(35)`$
The singularity parameter $`s(R)`$ increases thus proportionally to $`R^2`$. Incorporation of the expression (35) into Eq. (11) yields for the exponential region
$$K_ฯต^2(t)\frac{1}{r_0^2}\left[k^2r_0^2\mathrm{e}^{R(\frac{1}{r_0}+\frac{1}{r_2})}\right]^{\frac{1}{t}}\mathrm{e}^{R(\frac{1}{r_0}+\frac{t}{r_2})},[R\mathrm{}].$$
$`(36)`$
The discriminant (16) is extracted hence as
$$p_ฯต(t)\frac{1}{16}\left(\frac{1}{r_0}+\frac{1}{r_2}\right)^2\left(\frac{r_0R}{t^4}\right)\mathrm{e}^{\frac{1}{2}R(\frac{1}{r_0}+\frac{1}{r_2})\frac{1}{t}},[R\mathrm{}].$$
$`(37)`$
Near the singularity point $`t=0`$, the exponential decrease of the potential at $`t=\mathrm{fixed}`$ dominates for $`R\mathrm{}`$ the powerlaw increase there. The quantity $`P_ฯต(t)`$ is thus finite. Case EPP This interaction is very similar to
the previous one within the region near the singularity point. The potential reads now
$$g^2U(s;r)=\frac{1}{r_0^2}\mathrm{e}^{\frac{R}{r_0}}\left(\frac{r_1+r}{r}\right)^s\left(\frac{r_2}{r_2+r}\right)^\sigma ,[\sigma >2].$$
$`(38)`$
The Master equation (2) governs the large-$`R`$ dependence of the singularity parameter $`s`$ as
$$\mathrm{e}^{\frac{r_1s(R)}{R}}k^2r_0^2\left(\frac{R}{r_2}\right)^\sigma ,[R\mathrm{}].$$
$`(39)`$
Hence one extracts the order relationship $`\mathrm{O}\{s(R)\}>\mathrm{O}\{\frac{R}{r_1}\}`$ for $`R\mathrm{}`$. On the other hand, the asymptotical forms of (11) and (16) follow from relationship (39) as
$$K_ฯต^2(t)k^2\frac{1}{t^\sigma }\left[k^2r_0^2\mathrm{e}^{\frac{R}{r_0}}(\frac{R}{r_2})^\sigma \right]^{\frac{1}{t}1},[R\mathrm{}],$$
$`(40)`$
as well as the simultaneously and exponentially decreasing discriminant
$$p_ฯต(t)\frac{1}{16}\frac{R}{r_0^2k^2t^4}\mathrm{e}^{\frac{R}{r_0}(\frac{1}{t}1)},[R\mathrm{}].$$
$`(41)`$
This again means convergence of the corresponding series (5).
Case PPP The interaction behind this symbol is written in the variable $`r`$ as
$$g^2U(s;r)=\frac{1}{r_0^2}\left(\frac{r_0}{R}\right)^{\sigma _0}\left(\frac{r_1+r}{r}\right)^s\left(\frac{r_2}{r_2+r}\right)^{\sigma _2},[\sigma _2>4].$$
$`(42)`$
The asymptotical Master equation is now extracted as
$$\mathrm{e}^{\frac{r_1s(R)}{R}}k^2r_0^2\left(\frac{R}{r_0}\right)^{\sigma _0}\left(\frac{R}{r_2}\right)^{\sigma _2},[R\mathrm{}].$$
$`(43)`$
The increase of $`s(R)`$ for large values of the matching distance is slightly more rapid than that of $`\frac{R}{r_1}`$. The local wave number square becomes in our double limit
$$K_ฯต^2(t)k^2\frac{1}{t^{\sigma _2}}\left[k^2r_0^2\left(\frac{R}{r_0}\right)^{\sigma _0}\left(\frac{R}{r_2}\right)^{\sigma _2}\right]^{\frac{1}{t}1},$$
$`(44)`$
while the discriminant (16) develops then the asymptotical form
$$p_ฯต(t)\frac{1}{16}\mathrm{ln}\left(\frac{R^{\sigma _0+\sigma _2}}{r_0^{\sigma _0}r_2^{\sigma _2}}\right)\frac{1}{kR}t^{\frac{1}{2}(\sigma _24)}\left[k^2r_0^2\frac{R^{\sigma _0+\sigma _2}}{r_0^{\sigma _0}r_2^{\sigma _2}}\right]^{\frac{1}{2}(\frac{1}{t}1)}.$$
$`(45)`$
The exponential decay involved in the limit $`R\mathrm{}`$ for $`t<1`$ ensures the existence of $`P_ฯต(t)`$ in region $`ฯต`$. Case PPE
The core factor implies, in fact, for the double limit we are interested in, again a hidden exponential dependence on the singularity parameter $`s`$ . Indeed,
$$g^2U(s;r)=\frac{1}{r_0^2}\left(\frac{r_0}{R}\right)^{\sigma _0}\left(\frac{r_1+r}{r}\right)^s\mathrm{e}^{\frac{r}{r_2}}.$$
$`(46)`$
By analysis, one obtains the Master equation in the form
$$\mathrm{e}^{\frac{r_1s(R)}{R}}k^2r_0^2\left(\frac{R}{r_0}\right)^{\sigma _0}\mathrm{e}^{\frac{R}{r_2}},[R\mathrm{}].$$
$`(47)`$
This result implies O$`\{s(R)\}>`$O$`\{\frac{R^2}{r_1r_2}\}`$. One also concludes from the asymptotical expression (47) that
$$K_ฯต^2(t)k^2\left[k^2r_0^2\left(\frac{R}{r_0}\right)^{\sigma _0}\right]^{\frac{1}{t}1}\mathrm{e}^{\frac{R}{r_2}(\frac{1}{t}t)},[R\mathrm{}],$$
$`(48)`$
and
$$p_ฯต(t)\frac{1}{16}\frac{1}{kR}\left(\frac{R}{r_2}\right)^2\left(\frac{1}{t^2}+1\right)^2\mathrm{e}^{\frac{R}{r_2}(\frac{1}{t}t)},[R\mathrm{}].$$
$`(49)`$
Except for the single point $`t=1`$, this expression exponentially vanishes in the limit $`R\mathrm{}`$ within the region $`ฯต`$. Consequently, the function $`P_ฯต(t)`$ of the identity (15) does exist also in this case. The behaviour of the functions $`p_\gamma (t)`$, $`[\gamma =ฯต,\tau ]`$, of (16) have been studied for eight classes of repulsive singular potentials along both of the complementary regions $`ฯต`$ and $`\tau `$. Owing to the existence and boundedness of the functions $`P_\gamma (t)`$ of (15), both series (5) and (6) are absolutely convergent and reduce in the limit we are interested in to the respective leading terms . Accordingly, the scattering wave functions develop for $`R\mathrm{}`$ the following asymptotical forms
$$u^+(t)\left(\frac{k^2}{K_ฯต^2(t)}\right)^{\frac{1}{4}}\mathrm{e}^{R_1^tdt^{}|K_ฯต(t^{})|},[t<1],$$
$`(50)`$
as well as
$$u^+(t)\left(\frac{k^2}{K_\tau ^2(t)}\right)^{\frac{1}{4}}\left\{C_0^+\mathrm{cos}[R_1^tdt^{}K_\tau (t^{})]+S_0^+\mathrm{sin}[R_1^tdt^{}K_\tau (t^{})]\right\},[t>1].$$
$`(51)`$
The constants $`C_0^+`$ and $`S_0^+`$ involved are, in fact, $`R`$-dependent and fixed uniquely by postulating smooth matching of the external wave function (51) to (50), the internal one, at $`t=1`$. The functions $`K_\gamma (t)`$ are supplied for inclusion into (50)-(51) by the large-$`R`$ expressions (19), (24), (28), (32), (36), (40), (44) and (48) for the respective potential classes. The overall conclusions extracted can be lumped into the following three points: (a) The double limits of combining vanishing linear and diverging nonlinear potential parameters may give rise, at different types of interdependence of these variable constants, to reasonable scattering problems, (b) These are solved by pairs of absolutely convergent series, (c) the lengths of which get reduced, just in the limit scrutinized, to single terms calculable by quadrature. Finally, only a slight hint at philosophy. The coupling constant $`g^2`$ may be regarded as the $`quantity`$ inherent in the singularity of the scattering potential, while the stage $`s`$ of singularity could be a measure of its $`quality`$. The above argument may thus yield an example for treating the relationship between โqualityโ and โquantityโ under extreme circumstances.
Acknowledgement Many thanks are due to my colleagues, including Dr. G. Bencze and Dr. I. Racz, for valuable discussions. The work was supported by the Hungarian NSF under Grant No. OTKA 00157.
References
T.Dolinszky: J.Math.Phys. 36, 1621(1995) T.Dolinszky: J.Math.Phys. 38, 16 (1997) T.Dolinszky: Supersingular scattering: math-ph./0002047 24 Feb 2000
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# STUDY OF DEEP INELASTIC ๐โข๐-SCATTERING AT HIGH ๐ธ^๐ WITH ZEUS AT HERA
## 1 Introduction
During the running periods 1994โ97 ($`e^+p`$) and 1998โ99 ($`e^{}p`$), ZEUS has collected data corresponding to integrated luminosities of $`47\text{pb}^1`$ and $`16\text{pb}^1`$, respectively. These data allow the investigation of the high-$`Q^2`$ regime both in the $`e^+p`$ and the $`e^{}p`$ channel. For CC the new results from $`e^{}p`$ are compared to previously published $`e^+p`$ data. For NC new results from $`e^{}p`$ and the extracted $`xF_3`$ points are shown. For CC $`e^+p`$ ($`e^{}p`$) the kinematic range is $`Q^2>200\text{Ge}\text{V}^2`$ ($`Q^2>\mathrm{1\hspace{0.17em}000}\text{Ge}\text{V}^2`$) and for NC $`e^{}p`$ it is $`Q^2>200\text{Ge}\text{V}^2`$ and $`0.0032<x<0.65`$. $`xF_3`$ has been measured for $`Q^2>\mathrm{3\hspace{0.17em}000}\text{Ge}\text{V}^2`$.
It should be noted that the center-of-mass energy has been raised from $`\sqrt{s}=300\text{GeV}`$ in 1994โ97 to $`\sqrt{s}=318\text{GeV}`$ in 1998โ99 by increasing the proton beam energy from $`E_p=820\text{GeV}`$ to $`E_p=920\text{GeV}`$.
## 2 Charged Current (CC)
To leading order, the $`e^\pm p\begin{array}{c}\text{ }\\ \\ \nu \end{array}X`$ cross section can be written as
$$\frac{d^2\sigma ^{CC}(e^\pm p)}{dxdQ^2}=\frac{G_F^2}{2\pi }\left(\frac{M_W^2}{Q^2+M_W^2}\right)^2\{\begin{array}{cc}\hfill \left(\overline{u}+\overline{c}\right)+\left(1y\right)^2\left(d+s\right):& e^+p\hfill \\ \hfill \left(u+c\right)+\left(1y\right)^2\left(\overline{d}+\overline{s}\right):& e^{}p\hfill \end{array},$$
(1)
where $`G_F`$ is the Fermi constant, $`M_W`$ the mass of the $`W`$ boson and $``$ $`u`$ , $``$ $`d`$ , $``$ $`c`$ and $``$ $`s`$ are the quark momentum distributions. Measuring the high-$`x`$ $`e^+p`$ cross section thus mainly probes the $`d`$ valence distribution, whereas $`e^{}p`$ mainly carries information on the $`u`$ valence distribution. In contrast to $`e^{}p`$ scattering, for $`e^+p`$ the valence contribution to the cross section is suppressed by the factor $`(1y)^2`$.
The single differential cross sections $`d\sigma /dQ^2`$ for $`e^{}p`$ $`^\mathrm{?}`$ and $`e^+p`$ $`^\mathrm{?}`$ are shown as functions of $`Q^2`$ in Fig. 1a. Figure 1b shows the ratio between the two cross sections. The increase in the cross section by more than an order of magnitude when switching from $`e^+p`$ to $`e^{}p`$ for $`Q^2\mathrm{10\hspace{0.17em}000}\text{Ge}\text{V}^2`$ is evident. It is mainly due to the higher $`u`$ quark content of the proton wrt. its $`d`$ quark content and the additional suppression of the $`d`$ quark distribution in the $`e^+p`$ case. Only a small fraction of the increase originates from the increased proton beam energy. The $`Q^2`$ dependence of the propagator term in Eq. 1 permits the determination of the $`W`$ mass from a fit (not shown) to the measured $`d\sigma /dQ^2`$ points $`^\mathrm{?}`$. Fixing $`G_F`$ to the SM value yields $`M_W=81.4_{2.6}^{+2.7}(\mathrm{stat}.)\pm 2.0\text{(syst.)}_{3.0}^{+3.3}\text{(PDF) \hspace{0.17em}GeV}`$, which is compatible with the world average. Note that in $`ep`$ scattering space-like $`W`$โs are exchanged whereas e.g. at Tevatron or LEP the $`W`$โs are produced on-shell.
Figure 1c shows $`d\sigma /dx`$ versus $`x`$ for $`e^{}p`$ and $`e^+p`$. Note that in the case of $`e^+p`$ the data are for $`Q^2>200\text{GeV}^2`$, whereas for $`e^{}p`$ the region $`Q^2>\mathrm{1\hspace{0.17em}000}\mathrm{GeV}^2`$ was selected. Nevertheless, for $`x>0.04`$ the $`e^{}p`$ cross section exceeds the $`e^+p`$ cross section. The errors on the measured cross sections are large in the high-$`x`$ range and of the same order of magnitude as the uncertainties of the theoretical predictions (not shown). Hence the data can not yet contribute to an improvement of the uncertainties of the PDFโs in this region.
## 3 Neutral Current (NC)
To leading order, the NC cross section can be written as
$$\frac{d^2\sigma ^{NC}(e^\pm p)}{dxdQ^2}=\frac{2\pi \alpha ^2}{xQ^4}\left[Y_+F_2^{NC}Y_{}xF_3^{NC}y^2F_L^{NC}\right],$$
(2)
where $`Y_\pm =1\pm (1y)^2`$. In contrast to the charged current case, the exchanged boson couples to all quark flavors, yielding the structure functions
$$F_2=x\underset{f}{}A_f\left[q_f+\overline{q}_f\right]xF_3=x\underset{f}{}B_f\left[q_f\overline{q}_f\right],$$
(3)
where the sum runs over the different quark flavors $`f`$, $`A_f`$ and $`B_f`$ are the electroweak coupling factors and $``$ $`q`$ are the quark momentum distributions. The contribution of the longitudinal structure function $`F_L`$ can be neglected for the selected kinematic range. For $`Q^2M_Z^2`$ ($`M_Z`$ being the $`Z`$ mass), also the contribution of $`xF_3`$ to the cross section can be neglected. However, for $`Q^2M_Z^2`$ the weak and electromagnetic forces become comparable in size, implying a sizable contribution of $`xF_3`$.
Figure 3 shows the $`e^{}p`$ reduced cross section $`\stackrel{~}{\sigma }=\frac{d^2\sigma ^{NC}}{dxdQ^2}\frac{xQ^4}{2\pi \alpha ^2}\frac{1}{Y_+}`$ as a function of $`Q^2`$ at fixed values of $`x`$ ranging from $`0.65`$ down to $`0.0032`$. Both the CTEQ4D $`^\mathrm{?}`$ and MRST(99) $`^\mathrm{?}`$ parameterizations describe the data well over the whole $`x`$ range. The cross section is dominated by $`F_2`$ at low $`Q^2`$, where scaling violation is driven by QCD, whereas at high $`Q^2`$ the $`xF_3`$ contribution becomes significant and causes an increase in the cross section.
$`xF_3`$ has been determined from the difference of $`e^{}p`$ and $`e^+p`$ $`^\mathrm{?}`$ cross sections using $`16\text{pb}^1`$ of $`e^{}p`$ data ($`\sqrt{s}=318\text{GeV}`$) and $`30\text{pb}^1`$ of $`e^+p`$ data ($`\sqrt{s}=300\text{GeV}`$). Figure 3 shows the extracted $`xF_3`$ versus $`x`$ for five values of $`Q^2`$ ranging from $`\mathrm{3\hspace{0.17em}000}\text{GeV}^2`$ up to $`\mathrm{30\hspace{0.17em}000}\text{GeV}^2`$. Comparing the sizes of the statistical errors to the $`F_L`$ contributions (corrections to the calculated $`xF_3`$ arising from different $`\sqrt{s}`$ values of the two data sets), calculated from CTEQ4D, justifies the assumption $`F_L=0`$. The two theoretical predictions from CTEQ4D and MRST(99) are very similar and both describe the data well.
## 4 Summary
$`47\text{pb}^1`$ of $`e^+p`$ and $`16\text{pb}^1`$ of $`e^{}p`$ data have been analysed to obtain high-$`Q^2`$ NC and CC cross sections. The CC cross sections $`d\sigma /dQ^2`$ and $`d\sigma /dx`$ have been measured for $`Q^2>\mathrm{1\hspace{0.17em}000}\text{Ge}\text{V}^2`$ ($`e^{}p`$) and $`Q^2>200\text{Ge}\text{V}^2`$ ($`e^+p`$), respectively. The $`e^{}p`$ NC cross section $`d^2\sigma /dxdQ^2`$ has been determined for $`Q^2>200\text{Ge}\text{V}^2`$ and $`0.0032<x<0.65`$. Combining the $`e^+p`$ and $`e^{}p`$ data sets made it possible to extract the structure function $`xF_3`$ for the first time in the high-$`Q^2`$ regime, $`Q^2>\mathrm{3\hspace{0.17em}000}\text{Ge}\text{V}^2`$. All measured cross sections and $`xF_3`$ are well described by the standard model predictions using standard PDFโs.
## References
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# To appear in Journal of Mathematical Physics (August 2000) Ill-posedness in the Einstein equations
## I Introduction
Taken at face value, the Einstein equations in their original form are second-order equations for the metric components. However, rarely are they used in their original form for numerical applications beyond the harmonic gauge. It is much more common to use the 3+1 splitting, introducing the intrinsic and extrinsic curvatures of a spacelike slice as the fundamental variables, in terms of which the Einstein equations become a system of equations that are first-order in time and second-order in space . Some variations are taken, such as decomposing the variables into trace-free densities and the traces , and, additionally, partially converting the second-spatial derivatives to derivatives of first-order variables .
Alhtough much has been learned in recent years about turning the 3+1 forms further down into a completely first-order system , little if anything has been said about these mixed first-in-time, second-in-space forms so widely used.
We investigate here the question of stability of some of these forms under small changes of the initial data, namely, the question of well-posedness. We take a particular approach to this question, based on quite standard norms for periodic solutions. The sense in which the problems that we touch upon are said to be well-posed or stable is the following. A system of equations for $`m`$ variables $`u(x^i,t)`$, $`i=1,2,3`$, would be stable if the norm of the solution is bounded by the norm of the initial data in terms of constants independent of the initial data, namely:
$$u(,t)ae^{bt}f(),$$
(1)
where $`a,b`$ are the same constants for all initial data $`f(x^i)=u(x^i,0)`$. In the case of linear periodic problems, for instance, this means that $`a,b`$ must be independent of the spectral frequency of the initial data. This definition is quite standard . Well-posedness in this or equivalent sense is normally expected of physical systems, as well as of successful approximation schemes, including numerical simulations.
A problem for which the estimate (1) does not hold is referred to as ill posed. While showing that the estimate holds for all the solutions of a well-posed problem can be accomplished via standard algebraic criteria, showing that the estimate does not hold for a certain ill-posed problem may require no more than finding a counterexample. A suitable counterexample would consist of a particular sub-family of solutions for which the estimate does not hold.
By systematically finding โcounterexamplesโ, we are able to observe in Section II that the standard ADM form in the two most widely used gauges (geodesic and harmonic slicings) is ill posed in the sense defined above, and that its most recent conformally-decomposed version is ill posed as well. We may consider this as a contribution to the direct analytic investigation of the standard ADM form, which some authors have termed an outstanding problem.
This observation might cause a sudden loss of charm to these forms of the Einstein equations. In this respect, it is definitely not our intention to question the relevance of ill-posed problems in physics. We refer the reader to page 230 of , where the increasing importance of such problems is rightfully appreciated. After all, the main drawback of having to deal with an ill-posed system is surely the current unavailability of relevant results from mathematical physics.
Far from questioning the use of the ADM forms in numerical simulations, in Section III we include a numerical simulation of the standard ADM equations with geodesic slicing and periodic boundaries. We show that in spite of the ill-posed character, the simulation can be carried out to long times with no signs of instability apparent as yet. Furthermore, we refer the reader to where numerical simulations with another equally ill-posed version of the equations is integrated for long times with no apparent instabilities. We suggest that the ADM forms may retain their charm, originating probably from the relatively small number of fundamental variables and apparent compactness of the equations, compared to fully first-order forms. Nevertheless, it is likely that numerical simulations of these equations might be suject to their inherent instabilites, and an appropriate discretization for long-time evolution may not suggest itself in an obvious manner.
We conclude in Section IV with some remarks about the reach and relevance of the results.
## II Ill-posed ADM forms
Because the reductions of the Einstein equations that we are interested in are rather large systems, we first illustrate the procedure that we intend to use in the much simpler case of the 1+1 wave equation. Our procedure is, essentially, a rather systematic way of finding counterexamples to (1). We take it after an example in page 229 of , credited to Hadamard . (It is hardly contestable that any counterexample will suffice, irrespective of how particularly wicked!)
### A The ill-posed form of the wave equation
Letโs consider the case of the 1+1 wave equation:
$$\ddot{\psi }=\psi _{xx}$$
(2)
where $`\dot{}/t`$ and the sublabel $`x`$ stands for $`/x`$. Letโs reduce the wave equation to first-order-in-time, second-order-in-space form by defining a second variable $`\eta \dot{\psi }`$. We obtain thus a system
$`\dot{\eta }`$ $`=`$ $`\psi _{xx}`$ (4)
$`\dot{\psi }`$ $`=`$ $`\eta `$ (5)
for a variable $`u=\{\eta ,\psi \}`$ with initial values $`f=\{\eta (x^j,0),\psi (x^j,0)\}`$. Letโs consider, for simplicity, the case of solutions of periodicity $`L`$. A solution is
$`\psi `$ $`=`$ $`\mathrm{cos}(\omega t)\mathrm{sin}(\omega x)`$ (6)
$`\eta `$ $`=`$ $`\omega \mathrm{sin}(\omega t)\mathrm{sin}(\omega x)`$ (7)
where $`\omega =2\pi n/L`$ and $`n`$ is an integer. Different initial data are here labeled by different values of $`\omega `$, and so are the solutions arising from them, so we can think that at any given time and position, the value of the solution is a function of the initial data through $`\omega `$. Letโs calculate the norms:
$`f()={\displaystyle \frac{1}{L}}{\displaystyle _0^L}\psi (x,0)^2+\eta (x,0)^2dx={\displaystyle \frac{1}{L}}{\displaystyle _0^L}\mathrm{sin}^2(\omega x)๐x={\displaystyle \frac{1}{2}}\text{for all }\omega `$
and
$`u(,t)`$ $`=`$ $`{\displaystyle \frac{1}{L}}{\displaystyle _0^L}\psi (x,t)^2+\eta (x,t)^2dx`$ (8)
$`=`$ $`{\displaystyle \frac{1}{L}}(\mathrm{cos}^2(\omega t)+\omega ^2\mathrm{sin}^2(\omega t)){\displaystyle _0^L}\mathrm{sin}^2(\omega x)๐x`$ (9)
$`=`$ $`{\displaystyle \frac{1}{2}}(\mathrm{cos}^2(\omega t)+\omega ^2\mathrm{sin}^2(\omega t))`$ (10)
so we have
$`u(,t)=\left(\mathrm{cos}^2(\omega t)+\omega ^2\mathrm{sin}^2(\omega t)\right)f().`$
Because $`\omega ^2`$ has no upper bound in the full spectrum of $`\omega `$, there are no constants $`a`$ and $`b`$ such that $`\left(\mathrm{cos}^2(\omega t)+\omega ^2\mathrm{sin}^2(\omega t)\right)ae^{bt}`$ for all initial data (all $`\omega `$). So we have a subset of initial data for which no estimate holds, which is sufficient to assert that there is no estimate good for the entire set of data. This form of the wave equation is ill posed.
This is sometimes interpreted as implying that a finite difference scheme for these equations would not progress forward in time without instabilities even at short times, on the basis that it is virtually impossible to filter out the high frequencies $`\omega `$ .
In the following, we examine two of the most commonly used versions of the 3+1 splitting of the Einstein equations, namely the standard ADM form, and the conformally-decomposed version that appeared in . Because the latter is more involved, we develop it first in some detail.
### B Ill-posedness of the conformally-decomposed version of the ADM form
The system of interest has appeared in , and is based on earlier work in . It is a system of 15 equations for 15 variables $`(\varphi ,K,\stackrel{~}{\gamma }_{ij},\stackrel{~}{A}_{ij},\stackrel{~}{\mathrm{\Gamma }}^i)`$, and is referred to as System II in , to distinguish it from the standard 3+1 Einstein equations , which we display in the next subsection, Eqs. (II C). These variables are related to the intrinsic metric $`\gamma _{ij}`$ and extrinsic curvature $`K_{ij}`$ as follows:
$`e^{4\varphi }`$ $`=`$ $`det(\gamma _{ij})^{1/3}`$ (12)
$`\stackrel{~}{\gamma }_{ij}`$ $`=`$ $`e^{4\varphi }\gamma _{ij}`$ (13)
$`K`$ $`=`$ $`\gamma ^{ij}K_{ij}`$ (14)
$`\stackrel{~}{A}_{ij}`$ $`=`$ $`e^{4\varphi }\left(K_{ij}{\displaystyle \frac{1}{3}}\gamma _{ij}K\right)`$ (15)
$`\stackrel{~}{\mathrm{\Gamma }}^i`$ $`=`$ $`\stackrel{~}{\gamma }^{ij},_j`$ (16)
where $`\stackrel{~}{\gamma }^{ij}`$ is the inverse of $`\stackrel{~}{\gamma }_{ij}`$. The Einstein evolution equations (II C) in terms of these variables are equivalent to the following:
$`{\displaystyle \frac{d}{dt}}\varphi `$ $`=`$ $`{\displaystyle \frac{1}{6}}\alpha K`$ (18)
$`{\displaystyle \frac{d}{dt}}\stackrel{~}{\gamma }_{ij}`$ $`=`$ $`2\alpha \stackrel{~}{A}_{ij}`$ (19)
$`{\displaystyle \frac{d}{dt}}K`$ $`=`$ $`\gamma ^{ij}D_iD_j\alpha +\alpha \left(\stackrel{~}{A}_{ij}\stackrel{~}{A}^{ij}+{\displaystyle \frac{1}{3}}K^2\right)+{\displaystyle \frac{1}{2}}\alpha (\rho +S)`$ (20)
$`{\displaystyle \frac{d}{dt}}\stackrel{~}{A}_{ij}`$ $`=`$ $`e^{4\varphi }((D_iD_j\alpha )^{TF}+\alpha (R_{ij}^{TF}S_{ij}^{TF}))+\alpha (K\stackrel{~}{A}_{ij}2\stackrel{~}{A}_{il}\stackrel{~}{A}^l{}_{j}{}^{})`$ (21)
$`{\displaystyle \frac{}{t}}\stackrel{~}{\mathrm{\Gamma }}^i`$ $`=`$ $`2\stackrel{~}{A}^{ij}\alpha ,_j+2\alpha (\stackrel{~}{\mathrm{\Gamma }}_{jk}^i\stackrel{~}{A}^{kj}{\displaystyle \frac{2}{3}}\stackrel{~}{\gamma }^{ij}K,_j\stackrel{~}{\gamma }^{ij}S_j+6\stackrel{~}{A}^{ij}\varphi ,_j)`$ (23)
$`{\displaystyle \frac{}{x^j}}(\beta ^l\stackrel{~}{\gamma }^{ij},_l2\stackrel{~}{\gamma }^{m(j}\beta ^{i)},_m+{\displaystyle \frac{2}{3}}\stackrel{~}{\gamma }^{ij}\beta ^l,_l).`$
Here $`\alpha `$ is the lapse function, $`\beta ^i`$ is the shift vector, and $`\stackrel{~}{\mathrm{\Gamma }}_{jk}^i`$ are the connection coefficients of $`\stackrel{~}{\gamma }_{ij}`$. The superscript <sup>TF</sup> denotes trace-free part, e.g. $`R_{ij}^{TF}=R_{ij}\gamma _{ij}R/3`$. Indices are raised and lowered with $`\stackrel{~}{\gamma }^{ij}`$ and its inverse. We use the shorthand notation
$$\frac{d}{dt}\frac{}{t}\mathrm{\pounds }_\beta $$
(24)
where $`\mathrm{\pounds }_\beta `$ is the Lie derivative along $`\beta ^i`$. Although for the solution to (II B) to be a solution to the full set of Einstein equations it is necessary that the initial data satisfy the set of four additional constraints, in the following, we do not need to consider the four constraint equations explicitly, since they do not affect the well-posedness of the evolution system. We assume that the constraints are imposed on the initial data, thus selecting, from the set of solutions to (II B), the subset that satisfies the ten Einstein equations.
The system (II B) is first-order in time and second-order in space, being generically represented in the form
$$\dot{u}=A^{ij}(x^k,t,u)u,_{ij}+B^i(x^k,t,u,u_{,k})u,_i+C(x^k,t,u)P(x^k,t,u,u_{,k},/x^j)u.$$
(25)
Any time that an evolution system can be represented in this form, we interpret the right-hand side as an evolution operator acting on a solution. In this case, the evolution operator is $`P`$, and contains all the terms in the right-hand side of (II B). It is essential to point out that the properties of stability of a system like (25) are encoded in the principal terms of the operator $`P`$, namely, in $`A^{ij}(x^i,t,u)`$. This means that we can restrict our attention to a system of the form
$$\dot{u}=A^{ij}(x^i,t,u)u,_{ij}.$$
(26)
The lower-order terms that differentiate $`A^{ij}(x^i,t,u)`$ from $`P`$ do not affect the existence of an estimate of the form (1) (see, for instance, p. 139 of ). If there is such an estimate for (26), then there is one for (25) as well, and for any other system with a right-hand-side that differs from $`P`$ only in first and zeroth order terms. If there is no estimate for (26), then there is no estimate for (25) either, nor for any system that differs from (II B) in first-derivatives or undifferentiated terms.
In the following, we focus on the principal terms of the evolution operator of (II B), namely, the exact terms that contain the highest derivatives of the dynamical fields in the right-hand-side. In this case, the principal terms are
$`\dot{\varphi }`$ $`=`$ $`0,`$ (28)
$`\dot{\stackrel{~}{\gamma }_{ij}}`$ $`=`$ $`0,`$ (29)
$`\dot{K}`$ $`=`$ $`0,`$ (30)
$`\dot{\stackrel{~}{A}_{ij}}`$ $`=`$ $`e^{4\varphi }\alpha ({\displaystyle \frac{1}{2}}\stackrel{~}{\gamma }^{lm}\stackrel{~}{\gamma }_{ij,lm}2(\varphi ,_{ij}{\displaystyle \frac{1}{3}}\stackrel{~}{\gamma }_{ij}\stackrel{~}{\gamma }^{lm}\varphi ,_{lm})),`$ (31)
$`\dot{\stackrel{~}{\mathrm{\Gamma }}^i}`$ $`=`$ $`\beta ^l\stackrel{~}{\gamma }^{ij},_{jl},`$ (32)
where $`\dot{}/t`$. Second-derivatives of the lapse and shift do not contribute to the principal part of the evolution operator of (II B) if they are assumed to be arbitrarily given as source functions. If they were given dynamically, in terms of the metric or extrinsic curvature, then their second-derivatives would contribute to the principal part of the evolution operator and should be included (as an example, see the case of the harmonic slicing below).
For our purposes, it is much simpler to work with system (II B) than with (II B) without affecting our conclusions. The system (II B) differs from (II B), but only in terms that are of first and zeroth order. Clearly the solutions will be different, but not their stability properties. It may not be obvious that the terms that are essential to make (31) trace-free are of first-order (not second), and therefore do not need to be included in our discussion. The reader may as well consider them as included, since their inclusion does not affect our argument in any way.
We can show that (II B) is ill posed by finding one family of solutions for which no estimate of the form (1) holds. Essentially the same procedure that gave us the result for the wave equation gives the analogous result for (II B), and consequently, for (II B). However, because the procedure consists of finding explicit sloutions, the results are necessarily restricted by the gauge. We will determine ill-posedness in two cases: geodesic and harmonic slicing. For geodesic slicing, assume $`\alpha =1`$ and $`\beta ^i=0`$. Consider the periodic solution
$`\varphi `$ $`=`$ $`{\displaystyle \frac{1}{4}}\mathrm{log}\left(1+{\displaystyle \frac{1}{2}}\mathrm{cos}(kx)\right),`$ (34)
$`\stackrel{~}{\gamma }_{ij}`$ $`=`$ $`\delta _{ij},`$ (35)
$`K`$ $`=`$ $`0,`$ (36)
$`\stackrel{~}{A}_{ij}`$ $`=`$ $`{\displaystyle \frac{\left(\frac{1}{2}+\mathrm{cos}(kx)\right)}{4\left(1+\frac{1}{2}\mathrm{cos}(kx)\right)^3}}\left(k_ik_j{\displaystyle \frac{1}{3}}kk\delta _{ij}\right)t,`$ (37)
$`\stackrel{~}{\mathrm{\Gamma }}^i`$ $`=`$ $`0,`$ (38)
where $`kxk^ix^j\delta _{ij}`$, and $`k^i=2\pi n^i/L`$ with integer $`n^i`$. The initial data for this solution are
$`\varphi (x,0)`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mathrm{log}\left(1+{\displaystyle \frac{1}{2}}\mathrm{cos}(kx)\right),`$ (40)
$`\stackrel{~}{\gamma }_{ij}(x,0)`$ $`=`$ $`\delta _{ij},`$ (41)
$`K(x,0)`$ $`=`$ $`0,`$ (42)
$`\stackrel{~}{A}_{ij}(x,0)`$ $`=`$ $`0,`$ (43)
$`\stackrel{~}{\mathrm{\Gamma }}^i(x,0)`$ $`=`$ $`0.`$ (44)
The norm is defined as
$$u(,t)\frac{1}{L^3}_{cube}d^3x\left(\varphi ^2+\underset{ij}{}(\stackrel{~}{\gamma }_{ij})^2+\underset{i}{}(\stackrel{~}{\mathrm{\Gamma }}^i)^2+K^2+\underset{ij}{}(\stackrel{~}{A}_{ij})^2\right).$$
(45)
Letโs calculate the norms at the initial time and at time $`t`$. We have
$$u(,0)f()=3+\frac{1}{L^3}_{cube}\left(\frac{1}{4}\mathrm{log}\left(1+\frac{1}{2}\mathrm{cos}(kx)\right)\right)^2d^3x,$$
(46)
and
$`u(,t)`$ $`=`$ $`3+{\displaystyle \frac{1}{L^3}}{\displaystyle _{cube}}\left({\displaystyle \frac{1}{4}}\mathrm{log}\left(1+{\displaystyle \frac{1}{2}}\mathrm{cos}(kx)\right)\right)^2d^3x`$ (48)
$`+{\displaystyle \frac{1}{L^3}}{\displaystyle _{cube}}{\displaystyle \frac{2}{3}}(kk)^2t^2\left({\displaystyle \frac{\mathrm{cos}(kx)+\frac{1}{2}}{4(1+\frac{1}{2}\mathrm{cos}(kx))^3}}\right)^2d^3x.`$
It is our purpose to demonstrate that the norm $`u(,t)`$ can not be bounded independently of $`\omega \sqrt{kk}`$. For this purpose, we start by factoring out $`f()`$, namely:
$$u(,t)=f()\left(1+\frac{2}{3}\frac{(kk)^2t^2}{16f()}\frac{1}{L^3}_{cube}\left(\frac{\mathrm{cos}(kx)+\frac{1}{2}}{(1+\frac{1}{2}\mathrm{cos}(kx))^3}\right)^2d^3x\right).$$
(49)
Because $`1+\frac{1}{2}\mathrm{cos}(kx)3/2`$, we have that
$$\left(\frac{\mathrm{cos}(kx)+\frac{1}{2}}{(1+\frac{1}{2}\mathrm{cos}(kx))^3}\right)^2\left(\left(\frac{2}{3}\right)^3\left(\mathrm{cos}(kx)+\frac{1}{2}\right)\right)^2,$$
(50)
and because $`_{cube}(\mathrm{cos}(kx)+\frac{1}{2})^2d^3x=3L^3/4`$ then
$$\frac{1}{L^3}_{cube}\left(\frac{\mathrm{cos}(kx)+\frac{1}{2}}{1+\frac{1}{2}\mathrm{cos}(kx)}\right)^2d^3x\frac{3}{4}\left(\frac{2}{3}\right)^6.$$
(51)
Using this inequality into (49) we obtain
$$u(,t)f()\left(1+\frac{2}{3}\frac{(kk)^2t^2}{16f()}\frac{3}{4}\left(\frac{2}{3}\right)^6\right).$$
(52)
Also because $`1+\frac{1}{2}\mathrm{cos}(kx)3/2`$, we have that
$$\frac{1}{f()}\frac{1}{3+\left({\displaystyle \frac{\mathrm{log}(3/2)}{4}}\right)^2}$$
(53)
which, if plugged into (52), yields
$$u(,t)f()\left(1+\frac{2}{3}\frac{(kk)^2t^2}{16}\frac{1}{3+\left({\displaystyle \frac{\mathrm{log}(3/2)}{4}}\right)^2}\frac{3}{4}\left(\frac{2}{3}\right)^6\right).$$
(54)
Because $`(kk)^2`$ is unbounded, then $`u(,t)`$ increases out of bound at large frequencies $`\omega `$. This shows that an estimate of the type (1) does not exist. Therefore the system (II B) is ill posed. The addition of first-derivatives or of undifferentiated terms will not turn (II B) into a well-posed system, from which it follows that (II B) is ill posed as well. The argument may be impossible to generalize to the case of arbitrary lapse and shift, but presently it suffices to make our point.
Consider now the harmonic slicing $`\alpha =\sqrt{det\gamma _{ij}}`$ with $`\beta ^i=0`$. In this case, the principal terms of the evolution operator of the system (II B) are not (II B), because the second-order derivatives of the lapse are now dynamical and must be considered. We actually have $`\alpha =e^{6\varphi }`$ and $`\alpha ,_{ij}=6e^{6\varphi }(\varphi ,_{ij}+6\varphi ,_i\varphi ,_j)`$. Thus the principal terms of the evolution of (II B) in the harmonic gauge are
$`\dot{\varphi }`$ $`=`$ $`0,`$ (56)
$`\dot{\stackrel{~}{\gamma }_{ij}}`$ $`=`$ $`0,`$ (57)
$`\dot{K}`$ $`=`$ $`6e^{2\varphi }\stackrel{~}{\gamma }^{kl}\varphi ,_{kl},`$ (58)
$`\dot{\stackrel{~}{A}_{ij}}`$ $`=`$ $`e^{2\varphi }({\displaystyle \frac{1}{2}}\stackrel{~}{\gamma }^{lm}\stackrel{~}{\gamma }_{ij,lm}8(\varphi ,_{ij}{\displaystyle \frac{1}{3}}\stackrel{~}{\gamma }_{ij}\stackrel{~}{\gamma }^{lm}\varphi ,_{lm})),`$ (59)
$`\dot{\stackrel{~}{\mathrm{\Gamma }}^i}`$ $`=`$ $`\beta ^l\stackrel{~}{\gamma }^{ij},_{jl},`$ (60)
where $`\dot{}/t`$. A periodic solution is
$`\varphi `$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{log}\left(1+{\displaystyle \frac{1}{2}}\mathrm{cos}(kx)\right),`$ (62)
$`\stackrel{~}{\gamma }_{ij}`$ $`=`$ $`\delta _{ij},`$ (63)
$`K`$ $`=`$ $`6t{\displaystyle \frac{\left(\frac{1}{2}+\mathrm{cos}(kx)\right)}{\left(1+\frac{1}{2}\mathrm{cos}(kx)\right)}}kk,`$ (64)
$`\stackrel{~}{A}_{ij}`$ $`=`$ $`8t{\displaystyle \frac{\left(\frac{1}{2}+\mathrm{cos}(kx)\right)}{\left(1+\frac{1}{2}\mathrm{cos}(kx)\right)}}\left(k_ik_j{\displaystyle \frac{1}{3}}kk\delta _{ij}\right),`$ (65)
$`\stackrel{~}{\mathrm{\Gamma }}^i`$ $`=`$ $`0.`$ (66)
With the norm (45) and by following very similar calculations as in the case of geodesic slicing, one can readily see that the following inequality holds:
$$u(,t)f()\left(1+(kk)^2t^2\left(\frac{2}{3}\right)^2\frac{59}{3+\left({\displaystyle \frac{\mathrm{log}(3/2)}{2}}\right)^2}\right).$$
(67)
As in the previous cases, we can see that the norm is not bounded because of the presence of $`\omega ^4`$. This shows that the harmonic slicing does not โturnโ system (II B) into a well-posed form. This appears to contradict standard theorems on the well-posedness of the Einstein equations in the harmonic gauge. However, it does not. The difference between the use of the harmonic gauge in standard proofs of well-posedness and the treatment in the present paper is that the standard proofs are carried out with the Einstein equations either in full first-order form or in the original second-order form, whereas here we are considering the mixed case of first-order in time and second-order in space.
### C Ill-posedness of the standard ADM form
We now consider the standard ADM equations in the form proposed in , which are of wide use in numerical applications. The equations are
$`\dot{\gamma }_{ij}`$ $`=`$ $`2\alpha K_{ij}+2D_{(i}\beta _{j)}`$ (69)
$`\dot{K}_{ij},`$ $`=`$ $`\alpha R_{ij}2\alpha K_{ik}K_j^k+\alpha KK_{ij}D_iD_j\alpha +\beta ^kD_kK_{ij}2K_{k(i}D^k\beta _{j)},`$ (70)
where $`\gamma _{ij}`$ is the intrinsic metric of the slice at constant $`t`$, $`K_{ij}`$ is the extrinsic curvature of the slice, defined by (70), $`\alpha `$ is the lapse function and $`\beta ^i`$ is the shift vector. Here we also benefit from restricting attention to the principal terms in the right-hand-side, namely the exact second-derivative terms. Assuming non-dynamical choices of lapse and shift (ruling out the harmonic slicing, in particular), the principal terms of the evolution operator of the system are
$`\dot{\gamma }_{ij}`$ $`=`$ $`0,`$ (72)
$`\dot{K}_{ij}`$ $`=`$ $`{\displaystyle \frac{\alpha }{2}}\left(2\gamma ^{kl}\gamma _{l(i,j)k}\gamma ^{kl}\gamma _{ij,kl}\gamma ^{kl}\gamma _{kl,ij}\right).`$ (73)
Consider the following periodic solution to (II C) with $`\alpha =1`$ (geodesic slicing):
$`\gamma _{ij}`$ $`=`$ $`\left(1+{\displaystyle \frac{1}{2}}\mathrm{cos}(kx)\right)\delta _{ij},`$ (75)
$`K_{ij}`$ $`=`$ $`t{\displaystyle \frac{\mathrm{cos}(kx)}{\left(1+\frac{1}{2}\mathrm{cos}(kx)\right)}}\left(k_ik_j+\delta _{ij}kk\right).`$ (76)
With the norm
$$u(,t)\frac{1}{L^3}_{cube}d^3x\left(\underset{ij}{}(\gamma _{ij})^2+\underset{ij}{}(K_{ij})^2\right),$$
(77)
we have
$$u(,t)=f()+6(kk)^2t^2\frac{1}{L^3}_{cube}d^3x\frac{\mathrm{cos}^2(kx)}{(1+\frac{1}{2}\mathrm{cos}(kx))^2},$$
(78)
and
$$f()=\left(\frac{3}{2}\right)^3.$$
(79)
It is very simple to see that the following inequality holds:
$$u(,t)f()\left(1+\frac{2^5}{3^4}(kk)^2t^2\right)$$
(80)
Because of the presence of $`\omega ^4`$, we conclude that the norm is not bounded in terms of the initial data and the standard ADM equations are ill-posed for $`\alpha =1`$, in the same sense as system (II B) is.
For completeness, we end this section by showing that even the harmonic gauge suffers from the same type of ill-posedness. For the harmonic gauge we have $`\alpha =\sqrt{det\gamma _{ij}}`$, thus $`D_iD_j\alpha =(\alpha /2)\gamma ^{kl}\gamma _{kl,ij}+\mathrm{}`$, so that the principal terms of (II C) are
$`\dot{\gamma }_{ij}`$ $`=`$ $`0,`$ (82)
$`\dot{K}_{ij}`$ $`=`$ $`{\displaystyle \frac{\alpha }{2}}\left(2\gamma ^{kl}\gamma _{l(i,j)k}\gamma ^{kl}\gamma _{ij,kl}2\gamma ^{kl}\gamma _{kl,ij}\right).`$ (83)
Consider the following periodic solution to (II C):
$`\gamma _{ij}`$ $`=`$ $`\left(1+{\displaystyle \frac{1}{2}}\mathrm{cos}(kx)\right)\delta _{ij},`$ (85)
$`K_{ij}`$ $`=`$ $`{\displaystyle \frac{t}{4}}\left(1+{\displaystyle \frac{1}{2}}\mathrm{cos}(kx)\right)^{\frac{1}{2}}\mathrm{cos}(kx)\left(4k_ik_j+\delta _{ij}kk\right).`$ (86)
With the norm (77) it is straightforward to see that the following inequality holds:
$$u(,t)=f()\left(1+\frac{5}{18}(kk)^2t^2\right).$$
(87)
It is impossible to bound the terms in parenthesis in the right-hand-side by a factor of the form $`ae^{bt}`$ with $`a`$ and $`b`$ independent of $`\omega =\sqrt{kk}`$. Thus an estimate of the form (1) does not hold, and the standard ADM equations in the harmonic gauge are ill posed.
## III Numerical experiments
We have seen in previous sections that the standard ADM form of the Einstein equations is ill-posed in a certain definite sense, and that so are the conformally-decomposed version (II B) and even the 1+1 wave equation in flat space, against maybe widespread intuition. Although this may create a difficulty in the stability analysis of these systems, we do not think that this necessarily implies an obstruction to numerical integration of any of them, in general. For particular applications, it is possible that the bad behavior at high frequencies may be disregarded. On the other hand, there may be discretizations suitable for numerical evolution for long enough times, not necessarily arbitrarily long.
In this section we present two numerical experiments with these ill-posed systems. In the first place, we show that in the case of the ill-posed form of the 1+1 wave equation there exists a stable discretization. This in principle implies that the numerical integration is not hampered in any way. The fact that a stable discretization exists in this case in spite of the ill-posedness is very unusual; it is possible that the 1+1 wave equation be an exception to the rule.
Secondly, we present a discretization of the standard ADM equations in the geodesic slicing which runs for impressively long times without any signs of instabilities.
### A Stable discretization for the ill-posed wave equation
In this subsection we discretize the ill-posed form of the wave equation, namely (2). This is a standard exercise, but a very illuminating one. Our intention is to emphasize that the discretization is stable, which means that the discretized equations have no modes that are amplified by the evolution. This is in spite of the ill-posed character of the continuous equations that the discretization is modeling.
We use the leapfrog discretization, which is explicitly given by
$`\eta _j^{n+1}`$ $`=`$ $`{\displaystyle \frac{2\mathrm{\Delta }t}{h^2}}\left(\psi _{j+1}^n2\psi _j^n+\psi _{j1}^n\right)+\eta _j^{n1}`$ (89)
$`\psi _j^{n+1}`$ $`=`$ $`2\mathrm{\Delta }t\eta _j^n+\psi _j^{n1}`$ (90)
where $`\mathrm{\Delta }t`$ represents the time step, and $`h`$ represents the spacing between the grid points, namely $`h=\mathrm{\Delta }x`$. The grid points are equally spaced in the interval $`1x1`$, $`x_i=1+(i1)h`$ for $`i=1\mathrm{}N`$ and $`h=2/(N1)`$.
In order to carry out a stability analysis , we use the ansatz
$`\eta _j^n=\xi ^ne^{ijkh}\eta _0`$ (91)
$`\psi _j^n=\xi ^ne^{ijkh}\psi _0`$ (92)
where $`i\sqrt{1}`$. Substituting this ansatz into (89), we obtain
$$\left(\begin{array}{cc}(\xi ^21)& 4\frac{\mathrm{\Delta }t}{h^2}(\mathrm{cos}(kh)1)\xi \\ 2\mathrm{\Delta }t\xi & (\xi ^21)\end{array}\right)\left(\begin{array}{c}\eta _0\\ \psi _0\end{array}\right)=0$$
(93)
For a non-trivial solution we need the determinant of the system to be zero, namely
$$(\xi ^21)^2+2\alpha ^2(1\mathrm{cos}(kh))\xi ^2=0$$
(94)
where $`\alpha \frac{2\mathrm{\Delta }t}{h}`$. The solution is
$$\xi ^2=(c1)\pm \sqrt{(c1)^21}$$
(95)
with $`c\alpha ^2(1\mathrm{cos}(kh))`$. The discretization is stable if $`|\xi |1`$. A sufficient condition for this to happen in our case is that $`c2`$, where we have $`\xi \overline{\xi }=1`$, i.e. the discretization is not only stable but unimodular. The requirement for $`c2`$ is that $`\alpha 1`$. This means that for our discretization to be stable and unimodular we only need to take the time step smaller than one-half the grid size $`h`$.
We implemented a straightforward Fortran code based upon the discretization (89), with periodic boundary conditions in the domain $`1x1`$. As expected, the code reproduces very well the evolution of a pulse of compact support of the form
$$\psi =\{\begin{array}{cc}\frac{A}{w^8}((tvx)^2w^2)& \mathrm{for}|tvx|w,\\ 0& \mathrm{otherwise},\end{array}$$
(96)
where the evaluation of the condition is to be understood modulo 2 (the periodicity of the grid). The pulse shown in Fig. 1 has amplitude $`A=1`$ and width $`w=1`$, and it is propagating to the right with speed $`v=1`$. We can see no sign of damping or amplitude growth, and very little distortion, even after 100 crossing times. Shown in the figure are the initial time, $`t=0.0`$ (solid line) and the final pulse, $`t=200.0`$, at a resolution of $`N=200`$ points (dotted line) and $`N=400`$ points (dashed line) respectively. Note how the distortion of the pulse decreases with increasing resolution as expected from the second-order discretization (89).
### B Numerical stability of the ADM equations
The ADM equations in the form introduced by York , and variations of the same, have been used extensively in numerical work , to cite a few. For completeness, however, we present here an alternate straightforward numerical implementation of the ADM equations, which illustrates that one can indeed integrate the nonlinear system (not just its linearized counterpart, and not just its principal part). Starting from (II C), we restrict our attention to the case of geodesic slicing, where $`\alpha =1`$, $`\beta ^i=0`$. The calculation of the Ricci tensor in (70) is the most involved and error-prone task, but from the standard definition
$`R_{ij}`$ $`=`$ $`\mathrm{\Gamma }_{ij,k}^k+\mathrm{\Gamma }_{ik,j}^k\mathrm{\Gamma }_{im}^n\mathrm{\Gamma }_{jn}^m+\mathrm{\Gamma }_{ni}^n\mathrm{\Gamma }_{mj}^m,`$ (98)
$`\mathrm{\Gamma }_{ij}^k`$ $`=`$ $`{\displaystyle \frac{1}{2}}\gamma ^{kl}\left(\gamma _{ij,l}+\gamma _{jl,i}+\gamma _{li,j}\right),`$ (99)
it follows that its computation can be organized by collecting terms which contain second derivatives, terms with first derivatives of the metric and its inverse, and terms with only connection components,
$`R_{ij}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\gamma ^{kl}\left(2\gamma _{l(i,j)k}\gamma _{ij,kl}\gamma _{kl,ij}\right)`$ (102)
$`+{\displaystyle \frac{1}{2}}\gamma ^{kl}{}_{,k}{}^{}(\gamma _{ij,l}+\gamma _{jl,i}+\gamma _{li,j}){\displaystyle \frac{1}{2}}\gamma ^{kl}{}_{,i}{}^{}(\gamma _{kj,l}+\gamma _{jl,k}+\gamma _{lk,j})`$
$`\mathrm{\Gamma }_{im}^n\mathrm{\Gamma }_{jn}^m+\mathrm{\Gamma }_{ni}^n\mathrm{\Gamma }_{mj}^m.`$
We first compute the inverse metric and the second spatial derivatives of the metric, from which we obtain the first term, then calculate the first derivatives of the metric (and of the inverse metric), which yields the second and third term. The final step is to calculate the connection coefficients (99) and the last two terms in (102). The terms involving $`K_{ij}`$ in the right hand side of (II C) are expressed in terms of the (downstairs) extrinsic curvature and the inverse metric,
$$KK_{ij}2K_{ik}K_j^k=\gamma ^{lm}\left(K_{lm}K_{ij}2K_{li}K_{mj}\right).$$
(103)
We discretize (II C) using (99)-(102), taking the variables $`\gamma _{ij}`$ and $`K_{ij}`$ as given on a rectangular, equally spaced grid of size $`N^3`$, with resolution $`h=2\pi /N`$ and covering the domain $`0x2\pi `$, $`0y2\pi `$ and $`0z2\pi `$. We label the grid points by $`x_k=kh`$, $`y_l=lh`$, $`z_m=mh`$, with $`k,l,m=1\mathrm{}N`$, and the time levels as $`t=t_0+n\mathrm{\Delta }t`$, for $`n=1\mathrm{}N_t`$. To distinguish tensor indices from grid indices, we use the notation $`\gamma _{ij}[{}_{k,l,m}{}^{n}]=\gamma _{ij}(x_k,y_l,z_m,t^n)`$. We use symmetry where appropriate, storing only the relevant components of $`\gamma _{ij}`$, $`K_{ij}`$, $`\gamma ^{ij}`$, $`\gamma _{ij,k}`$, $`\gamma ^{ij}_{,k}`$, $`\gamma _{ij,kl}`$ and $`R_{ij}`$. For instance, in the calculation of the second and third terms of (102), the $`\gamma ^{ij}_{,k}`$ are stored on the space allocated later to the $`\mathrm{\Gamma }_{ij}^k`$.
We compute first spatial derivatives $`\gamma _{ij,k}`$ and $`\gamma ^{ij}_{,k}`$, and second spatial derivatives $`\gamma _{ij,kl}`$ with centered, second-order accurate finite differences on grid points, e.g.
$`\psi _{,x}[{}_{i,j,k}{}^{n}]`$ $`=`$ $`{\displaystyle \frac{1}{2h}}(\psi [{}_{i+1,j,k}{}^{n}]\psi [{}_{i1,j,k}{}^{n}])`$ (105)
$`\psi _{,xx}[{}_{i,j,k}{}^{n}]`$ $`=`$ $`{\displaystyle \frac{1}{h^2}}(\psi [{}_{i+1,j,k}{}^{n}]2\psi [{}_{i,j,k}{}^{n}]+\psi [{}_{i1,j,k}{}^{n}])`$ (106)
$`\psi _{,xy}[{}_{i,j,k}{}^{n}]`$ $`=`$ $`{\displaystyle \frac{1}{4h^2}}(\psi [{}_{i+1,j+1,k}{}^{n}]\psi [{}_{i1,j+1,k}{}^{n}]\psi [{}_{i+1,j1,k}{}^{n}]+\psi [{}_{i1,j1,k}{}^{n}])`$ (107)
We perform the grid indices operations identifying the points $`x_0x_N`$ and $`x_{N+1}x_1`$, which enforces periodic boundary conditions in all coordinates.
The time integration scheme we use is the so-called iterative Crank-Nicholson (ICN) method , with three iterations (i.e. one predictor step โforward in timeโ, plus two correction steps). Considering (II C) as equations of the form $`\dot{u}=Pu`$, where $`P`$ is an operator acting on $`u=(\gamma _{ij},K_{ij})`$, the time integration algorithm is given by
$`u_1^{n+1}`$ $`=`$ $`u^n+\mathrm{\Delta }tPu^n`$ (109)
$`u_2^{n+\frac{1}{2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(u_1^{n+1}+u^n\right)`$ (111)
$`u_2^{n+1}`$ $`=`$ $`u^n+\mathrm{\Delta }tPu_2^{n+\frac{1}{2}}`$ (112)
$`u_3^{n+\frac{1}{2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(u_2^{n+1}+u^n\right)`$ (114)
$`u^{n+1}`$ $`=`$ $`u^n+\mathrm{\Delta }tPu_3^{n+\frac{1}{2}}`$ (115)
where quantities with sub-indices are intermediate values which do not require additional storage.
To test the algorithm, we give as initial data the following, evaluated at $`t=0`$
$`\gamma _{ij}`$ $`=`$ $`\left[A\left(m_im_jn_in_j\right)+B\left(m_in_j+n_im_j\right)\right]\mathrm{sin}(kx\omega t)+\delta _{ij}`$ (117)
$`K_{ij}`$ $`=`$ $`\left[A\left(m_im_jn_in_j\right)+B\left(m_in_j+n_im_j\right)\right]\mathrm{cos}(kx\omega t){\displaystyle \frac{\omega }{2}}`$ (118)
where $`m^i`$ and $`n^i`$ are unit vectors orthogonal to the propagation vector $`k^i`$, i.e. $`mm=1`$, $`nn=1`$, $`mn=0`$, $`mk=0`$ and $`nk=0`$. For $`k=(m1,m2,m3)`$ with $`m1,m2,m3`$ integers, Eq. (III B) is a periodic solution of the linear system obtained by setting $`\gamma ^{ij}=\delta ^{ij}`$ in (II C). During the integration, we monitor the Hamiltonian constraint, given by
$$H=R+K^2K_{ij}K^{ij}$$
(119)
and, as a measure of the stability of the algorithm, the norm given in Eq. (77). We have followed the evolution of a pulse with $`A=B=10^6`$, $`k=(1,2,1)`$, $`\omega =\sqrt{6}`$, taking $`m=(7,4,1)/\sqrt{66}`$ and $`n=(1,1,3)\sqrt{6/11}`$. The solution is periodic in time as well, with period $`T=2\pi /\sqrt{6}`$, which determines the natural time scale for the test problem. The equations can be integrated on a grid of $`(48)^3`$ points for hundreds of crossing times, without any signs of instability, as evident from Fig. 2, which shows $`u(,t)/f()`$, the norm of the numerical solution as a function of time, relative to the initial norm. The relative change in the norm, with respect to the initial norm, is shown as well, and is below one percent at 100 crossing times and $`19,000`$ iterations.
We have plotted in Fig. 3 the maximum absolute value over the grid of the Hamiltonian constraint, Eq. (119) as a function of time, and this quantity remains bounded throughout the evolution, for upwards of 19,000 time steps.
We have not carried out the Von Neumann stability analysis for the principal part of the ADM equations, as we did for the simpler case of the wave equation in subsec. III A, since it would be rather involved and well beyond the scope of this work. To our knowledge, this type of analysis has not been made for the other systems mentioned here, either.
## IV Remarks
In the first place, it is essential to emphasize that we have kept ourselves within the context of problems with periodic boundaries, for considerations of analytical and numerical stability alike. In the case of the Einstein equations, more often than not instabilities develop in the course of a numerical simulation, but the origin of the instabilites is not known, being attributed intermittently to either the equations themselves or the particular boundary conditions being used. In the line of a number of authors (most recently, ) who have used the standard ADM equations in exact (nonlinear) form and their conformally-decomposed versions in numerical relativity, including evolution in the strong-field regime for blackhole mergers, we have presented a long-running stable code for the exact standard ADM equations up to (un)stable boundaries. With such a code, which runs for sufficiently long times with periodic boundaries even if the equations themselves are ill posed, the origin of instabilitites, if they occur, can be shifted to the boundaries. A discretization such as that used in subsection III B might be used to identify stable boundary conditions other than periodic, or it might be used for matching to a stable exterior characteristic code , in which case the boundary values are provided by the exterior code and are, in principle, consistent with the interior solution.
We have not been involved with constraint propagation in this work, but in this respect it is worth emphasizing that not only does the code run for long times for the standard ADM equations, but it does so preserving the hamiltonian constraint as well, in spite of the ill-posedness of the evolution equations.
Secondly, we have shown here that, from the analytical point of view, there is no advantage to the conformally-decomposed equations with respect to the standard ADM form . Although a striking difference between the numerical integration of the two systems has been reported , the origin of the difference in numerical behavior must lie in some factor other than well-posedness (see for a discussion of other factors). It might be thought that both systems may have different properties when turned to full first-order form, and that this might explain the difference in numerical behavior. So far this is an open question. In this respect, it has been shown that reducing the conformally-decomposed system (II B) down to full first-order form by defining the spatial derivatives of the metric as new first-order variables does not automatically make it well-posed, unless the lapse function is densitized and the constraints are combined in specific ways with the evolution equations . Nevertheless, in reducing to first-order form, there is plenty of freedom in the choice of first-order variables. It is not clear at this time whether or not there exists a choice of first-order variables for the reduction of (II B) which will turn the system into a well-posed one without densitizing the lapse or combining with the constraints. The same might be said about the standard ADM form, Eqs. (II C).
## ACKNOWLEDGMENTS
This research originated from stimulating conversations with Richard Matzner with regards to unusual properties of the wave equation. We have also benefited from conversations with Jeffrey Winicour and Mijan Huq. We are grateful to Oscar Reula for his valuable impressions upon reading an early draft of this work. This work has been supported by NSF under grants No. PHY-9803301 to Duquesne University and No. PHY-9800731 to the University of Pittsburgh.
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# 1 Introduction
## 1 Introduction
Optical activity (OA) is manifested by dissymmetric species because the transition probabilities are different for the left and the right circularly polarized wave. This means a difference between the complex refractive indices that we denote $`\overline{n}_l`$ for the left and $`\overline{n}_r`$ for the right circularly polarized wave. The complex rotatory power may be considered to be complex quantity given by
$$\overline{\rho }=\rho +i\sigma =\frac{\omega }{2c}\left(\overline{n}_l\overline{n}_r\right)=\frac{\omega }{2c}\left[\left(n_ln_r\right)+i\left(\kappa _l\kappa _r\right)\right],$$
(1)
where $`\rho `$ is the rotation angle of incidenting linear polarized light per unit length, and for a very excellent approximation $`\sigma `$ is the ellipticity per unit length. The variation of $`\rho `$ with frequency $`\omega `$ or wavelength $`\lambda `$ is called the optical rotatory dispersion (ORD) and the variation of $`\sigma `$ is the circular dichroism (CD); $`n_l`$, $`n_r`$ and $`\kappa _l`$, $`\kappa _r`$ are real and imaginary parts of the complex refraction indices $`\overline{n}_l`$ and $`\overline{n}_r`$. So that the OA has both aspects arising from interaction of radiation with matter - dispersive and absorptive and these aspects are connected by the Kramers - Kronig relations.
The important group of the optically active crystals are the crystals with screw axis of symmetry belonging to the space group of symmetry $`D_3^4`$ and its enantiomorphic $`D_3^6`$. The typical representatives of these crystals are $`\alpha `$-quartz, cinnabar, tellurium, selen, camphor and benzil. The optical activity of these crystals is caused by the assymetrical originating of the crystal structure because the molecules or atoms forming the crystals are symmetrical. Camphor is the exception because its molecules are optically active. It means that the other crystals belonging to these groups of symmetry are optically active in the crystalline state only.
The dispersion of the optical activity was studied in works based on the excitons theory , on the theory of coupled oscillators or on the Lagrangian formalism . But all these models based on the exciton theory, some models of coupled oscillators and the model in are solved in the frequency region far from the absorption range. It is well known that the CD is nozeroth only in a very narrow frequency region in the absorption range and therefore these models solve only ORD as one part of the optical activity independently on the CD.
Both aspects of optical activity can be solved by means of the model of the dumped coupled oscillators. Vyลกรญn has solved this model semiclassically and Janku by quantum mechanical way where the role of dumping plays the limited lifetime of oscillators in excited states. But Janku has got some other terms in comparison with the results of in his formulae for ORD and CD and he supposes that these terms are of quantum mechanical nature. At the same time the sense of these terms is not evident. For this reason we revise the solution of this problem.
All above mentioned works that solve the optical activity of crystals by the coupled oscillator model arised from the Kuhn model of two coupled oscillators forming the compound oscillator. It is well known that two asymmetrically oriented harmonic oscillators coupled together form the fundamental optically active unit. With regard to the structure of crystals belonging to the space groups of symmetry $`D_3^4`$ and $`D_3^6`$ we can use the following Chandrasekhar model of compound oscillator.
We assume that the coordinate axis $`z`$ is parallel with the crystal axis $`c`$. The first single dumped linear harmonic oscillator lies in the plane $`z=0`$ and his direction of vibrations is given by direction cosines $`\alpha `$, $`\beta `$, $`\gamma `$. The second oscillator lies in the plane $`z=d`$ where as $`d`$ we denote the projection of distance between oscillators into the $`z`$ axis and his direction of vibrations is turned by the angle $`\theta `$ around axis $`z`$ with respect to the first one. The direction of vibrations of the second oscillator is so given by the cosines $`\alpha \mathrm{cos}\theta \beta \mathrm{sin}\theta `$, $`\alpha \mathrm{sin}\theta +\beta \mathrm{cos}\theta `$, $`\gamma `$. Both oscillators lie on the helix which is given by the structure of crystal. The angle $`\theta `$ is, of course, $`120`$ deg for the crystals belonging to the space groups of symmetry $`D_3^4`$ and $`D_3^6`$.
Both oscillators forming the compound oscillator are identical. They have the identical mass, electric charge and lifetime in excited states. We take the interaction between adjacent oscillators as week, that is for example as dipol - dipol character. We suppose that the left and the right circularly polarized wave, into which the incidenting linear polarized wave is decomposed in the optically active crystal, propagate only along the crystal axis. This is the most practically important case because the optical activity is not masked by birefringence.
## 2 The quantum mechanical solution of the model
We can set the Schrลdinger equation for the one compound oscillator in the field of the left and the right circularly polarized wave
$$\widehat{}\mathrm{\Psi }=\frac{\mathrm{}^2}{2m}\underset{\xi =1}{\overset{2}{}}\frac{^2\mathrm{\Psi }}{r_\xi ^2}+\frac{m\omega _0^2}{2}\underset{\xi =1}{\overset{2}{}}r_\xi ^2\mathrm{\Psi }+\mu r_1r_2\mathrm{\Psi }+\frac{i}{m\omega }\underset{\xi =1}{\overset{2}{}}F_\xi ^{l,r}\widehat{p}_\xi e^{\gamma _0t}\mathrm{\Psi },$$
(2)
where $`r_1`$, $`r_2`$ are the displacements of oscillators from equilibrium, $`\mu r_1r_2`$ is the potential energy of mutual interactions of the oscillators, $`F_1^{l,r}=eE_1^{l,r}`$, $`F_2^{l,r}=eE_2^{l,r}`$ are the electric forces projections of the left and the right circularly polarized wave into the vibration directions of the oscillators, $`e`$ is the charge of electron. The upper index $`l,r`$ holds for the left and the right circularly polarized wave, $`\widehat{p}_1`$ and $`\widehat{p}_2`$ are the moment operators of both oscillators. The small positive parameter $`\gamma _0`$ gives the possibility of the adiabatic interaction at the time $`t=\mathrm{}`$. The dumping due to the limited lifetime of oscillators in their excited states is formally introduced by the parameter $`\gamma _0`$.
The electric vector $`\stackrel{}{E}`$ of the left and the right circularly polarized wave propagating along $`z`$ axis has the components
$`E_x^l=E_0e^{i\left(\omega tk_lz\right)},`$ $`E_y^l=E_0e^{i\left(\omega tk_lz\frac{\pi }{2}\right)}`$
$`E_x^r=E_0e^{i\left(\omega tk_rz\right)},`$ $`E_y^r=E_0e^{i\left(\omega tk_rz+\frac{\pi }{2}\right)}`$ (3)
and the vector $`\stackrel{}{E}`$ projections of these waves into the directions of vibrations of oscillators are
$`E_1^{l,r}`$ $`=`$ $`E_0e^{i\omega t}\left(\alpha +\beta e^{\pm i\frac{\pi }{2}}\right)`$
$`E_2^{l,r}`$ $`=`$ $`E_0e^{i\omega t}\left[\left(\alpha \mathrm{cos}\theta \beta \mathrm{sin}\theta \right)e^{i\varphi _{l,r}}+\left(\alpha \mathrm{sin}\theta +\beta \mathrm{cos}\theta \right)e^{i\left(\varphi _{l,r}\pm \frac{\pi }{2}\right)}\right],`$ (4)
where $`\varphi _{l,r}=k_{l,r}=\overline{n}_{l,r}\omega d/c`$ is a complex phase shift and $`\overline{n}_{l,r}`$ are refractive indices of medium for the left (index $`l`$) and the right (index $`r`$) circularly polarized wave. In all terms in eq. (2) and further the $`+`$ sign holds for the left and the $``$ sign for the right circularly polarized wave.
Due to the mutual interaction between coupled oscillators the natural frequency $`\omega _0`$ splits into two adjacent frequencies of the normal modes of vibrations. Introducing the normal coordinates $`q_1`$ and $`q_2`$ which are given by the relations
$$r_1=\frac{1}{\sqrt{2}}\left(q_1+q_2\right),r_2=\frac{1}{\sqrt{2}}\left(q_1q_2\right),$$
(5)
into eq. (2) we get
$`\widehat{}\mathrm{\Psi }`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \underset{\eta =1}{\overset{2}{}}}{\displaystyle \frac{^2\mathrm{\Psi }}{q_\eta ^2}}+{\displaystyle \frac{m\omega _0^2}{2}}{\displaystyle \underset{\eta =1}{\overset{2}{}}}q_\eta ^2\mathrm{\Psi }+{\displaystyle \frac{1}{2}}\mu \left(q_1^2q_2^2\right)\mathrm{\Psi }`$ (6)
$`+{\displaystyle \frac{i}{m\omega }}\left[{\displaystyle \frac{1}{\sqrt{2}}}\left(F_1^{l,r}+F_2^{l,r}\right)\widehat{p}_{q_1}+{\displaystyle \frac{1}{\sqrt{2}}}\left(F_1^{l,r}F_2^{l,r}\right)\widehat{p}_{q_2}\right]e^{\gamma _0t}\mathrm{\Psi }.`$
It may be easily verified that in the eq. (6) the expresions $`\frac{1}{\sqrt{2}}\left(F_1^{l,r}+F_2^{l,r}\right)`$ and $`\frac{1}{\sqrt{2}}\left(F_1^{l,r}F_2^{l,r}\right)`$ are the projections of electric forces in normal coordinates. We denote them as $`F_{q_1}^{l,r}`$ and $`F_{q_2}^{l,r}`$.
Now the equation (6) can be separated by means of
$`\mathrm{\Psi }(q_1,q_2,t)`$ $`=`$ $`\mathrm{\Psi }_1(q_1,t)\mathrm{\Psi }_2(q_2,t),`$
$`\widehat{}`$ $`=`$ $`\widehat{}_{q_1}+\widehat{}_{q_2}.`$ (7)
Substituting (2) into (6), further dividing by $`\mathrm{\Psi }_1(q_1,t)\mathrm{\Psi }_2(q_2,t)`$ and posing the member with $`q_1`$ to $`\widehat{}_{q_1}`$ and $`q_2`$ to $`\widehat{}_{q_2}`$ we get two equations
$`\widehat{}_{q_1}\mathrm{\Psi }_1(q_1,t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\mathrm{\Psi }_1(q_1,t)}{q_1^2}}+{\displaystyle \frac{m\omega _0^2+\mu }{2}}q_1^2\mathrm{\Psi }_1(q_1,t)`$
$`+{\displaystyle \frac{i}{m\omega }}\left(F_{q_1}^{l,r}\widehat{p}_{q_1}\right)e^{\gamma _0t}\mathrm{\Psi }_1(q_1,t)`$
$`\widehat{}_{q_2}\mathrm{\Psi }_2(q_2,t)`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\mathrm{\Psi }_2(q_2,t)}{q_2^2}}+{\displaystyle \frac{m\omega _0^2\mu }{2}}q_2^2\mathrm{\Psi }_2(q_2,t)`$ (8)
$`+{\displaystyle \frac{i}{m\omega }}\left(F_{q_2}^{l,r}\widehat{p}_{q_2}\right)e^{\gamma _0t}\mathrm{\Psi }_2(q_2,t)`$
and we see that the natural frequency is split into two vibrations of the normal modes. For these frequencies we have
$$\omega _1^2=\omega _0^2+Q,\omega _2^2=\omega _0^2Q;$$
(9)
$`Q=\mu /m`$.
For $`F_{q_1}^{l,r}`$ and $`F_{q_2}^{l,r}`$ in the equations (2) we can derive using eq. (2) the expression
$$F_{q_\eta }^{l,r}=e\left(a_{q_\eta }^{l,r}\right)E_0e^{i\left(\omega t+\sigma _{q_\eta }^{l,r}\right)};\eta =1,2.$$
(10)
The coefficients $`a_{q_\eta }^{l,r}`$ are determined by the relations
$`\left(a_{q_1}^{l,r}\right)^2`$ $`=`$ $`\left(\alpha ^2+\beta ^2\right)\left(1+\mathrm{cos}\theta \varphi _{l,r}\mathrm{sin}\theta \right),`$
$`\left(a_{q_2}^{l,r}\right)^2`$ $`=`$ $`\left(\alpha ^2+\beta ^2\right)\left(1\mathrm{cos}\theta \pm \varphi _{l,r}\mathrm{sin}\theta \right);`$ (11)
$`\sigma _{q_\eta }^{l,r}`$ are the meaning of the phase shifts only. In the eqs. (2) the upper sign holds for the left and the lower sign for the right circularly polarized wave. The eqs. (2) can be rewritten in the general form
$`\widehat{}_{q_\eta }\mathrm{\Psi }_\eta (q_\eta ,t)={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2\mathrm{\Psi }_\eta (q_\eta ,t)}{q_\eta ^2}}+{\displaystyle \frac{m\omega _\eta ^2}{2}}q_\eta ^2\mathrm{\Psi }_\eta (q_\eta ,t)`$ (12)
$`+{\displaystyle \frac{ie}{m\omega }}\left(a_{q_\eta }^{l,r}\right)E_0\widehat{p}_{q_\eta }e^{i\left(\omega t+\sigma _{q_\eta }^{l,r}\right)+\gamma _0t}\mathrm{\Psi }_\eta (q_\eta ,t);`$
$`\eta =1,2`$. The Schrลdinger equations for the normal modes of vibrations then are
$$i\mathrm{}\frac{\mathrm{\Psi }_\eta (q_\eta ,t)}{t}=\widehat{}_{q_\eta }^{l,r^0}\mathrm{\Psi }_\eta (q_\eta ,t)+\widehat{}_{q_\eta }^{l,r^p}\mathrm{\Psi }_\eta (q_\eta ,t),$$
(13)
where $`\widehat{}_{q_\eta }^{l,r^0}`$ is a nonperturbed and $`\widehat{}_{q_\eta }^{l,r^p}`$ a perturbed hamiltonian. In our case
$$\widehat{}_{q_\eta }^{l,r^0}=\frac{\mathrm{}^2}{2m}\frac{^2}{q_\eta ^2}+\frac{m\omega _\eta ^2}{2}q_\eta ^2$$
(14)
and we see that the nonperturbed hamiltonian depends only on the index $`\eta `$ of the normal mode of vibrations and it doesnโt depend on the polarization of the light wave. We can further write $`\widehat{}_{q_\eta }^{l,r^0}=\widehat{}_{q_\eta }^0`$. On the other hand the perturbed hamiltonian
$$\widehat{}_{q_\eta }^{l,r^p}=\frac{ie}{m\omega }\left(a_{q_\eta }^{l,r}\right)E_0\widehat{p}_{q_\eta }e^{i\left(\omega t+\sigma _{q_\eta }^{l,r}\right)+\gamma _0t}$$
(15)
depends on the index of the mode and also on the polarization of the wave.
The mean value of the induced electric dipol moment from the side of the left and the right circularly polarized wave that we hold as small perturbation we can solve by means of the Kubo theorem
$$\overline{e\left(a_{q_\eta }^{l,r}\right)q_\eta }=e\left(a_{q_\eta }^{l,r}\right)q_\eta _{\eta _0}+\frac{ie^2}{m\omega }\left(a_{q_\eta }^{l,r}\right)^2E_0\widehat{q}_\eta ,\widehat{p}_{q_\eta }_\omega e^{i\left(\omega t+\sigma _{q_\eta }^{l,r}\right)+\gamma _0t}.$$
(16)
The first term on the right side of eq. (16) is the constant dipole moment of system. This term has no meaning for us. The expression $`\widehat{q}_\eta ,\widehat{p}_{q_\eta }_\omega `$ is the Fourier transform of the retarded Green function $`\widehat{q}_\eta ,\widehat{p}_{q_\eta }_t`$ of operators $`\widehat{q}_\eta `$ and $`\widehat{p}_{q_\eta }`$, that is
$$\widehat{q}_\eta ,\widehat{p}_{q_\eta }_\omega =\frac{1}{\mathrm{}}\underset{\mathrm{}}{\overset{\mathrm{}}{}}e^{i\omega t\gamma _0t}\widehat{q}_\eta ,\widehat{p}_{q_\eta }_t๐t.$$
(17)
For the retarded Green function $`\widehat{q}_\eta ,\widehat{p}_{q_\eta }_t`$ in the ground states of quantum system $`|\eta _0`$ we hold the relation
$$\widehat{q}_\eta ,\widehat{p}_{q_\eta }_t=i\vartheta (t)\eta _0|[\widehat{\stackrel{~}{q}}_\eta (t),\widehat{p}_{q_\eta }]|\eta _0.$$
(18)
In the eq. (18) $`\vartheta (t)`$ is the unit step function, $`\widehat{\stackrel{~}{q}}_\eta (t)`$ is the operator of $`q_\eta `$ in the interactions representation
$$\widehat{\stackrel{~}{q}}_\eta (t)=e^{i\widehat{}_{q_\eta }^0t/\mathrm{}}\widehat{q}_\eta e^{i\widehat{}_{q_\eta }^0t/\mathrm{}}$$
(19)
and for the aplication of the operator in the exponent on the wave function holds
$$e^{\pm i\widehat{}_{q_\eta }^0t/\mathrm{}}|\eta _n=e^{\pm iE_{\eta _n}t/\mathrm{}}|\eta _n=e^{\pm i\omega _{\eta _n}t}|\eta _n.$$
(20)
In following rearangement we use that for matrix elements of the production of operators $`\widehat{F}_{q_\eta }`$ and $`\widehat{K}_{q_\eta }`$ holds in the normal modes the relation
$$\eta _m|\widehat{F}_{q_\eta }\widehat{K}_{q_\eta }|\eta _n=\underset{k}{}\eta _m|\widehat{F}_{q_\eta }|\eta _k\eta _k|\widehat{K}_{q_\eta }|\eta _n$$
(21)
and further we use that the matrix elements of operator $`\widehat{p}_{q_\eta }`$ are
$$\eta _m|\widehat{p}_{q_\eta }|\eta _n=im\omega _{\eta _{mn}}\eta _m|\widehat{q}_\eta |\eta _n;$$
(22)
$`\omega _{\eta _{mn}}=\omega _{\eta _m}\omega _{\eta _n}`$.
Then we can solve that
$$\eta _0|[\widehat{\stackrel{~}{q}}_\eta (t),\widehat{p}_{q_\eta }]|\eta _0=im\underset{k}{}\omega _{\eta _{k0}}|\eta _k|\widehat{q}_\eta |\eta _0|^2\left(e^{i\omega _{\eta _{k0}}t}+e^{i\omega _{\eta _{k0}}t}\right)$$
(23)
and after substituting the result of eq. (23) into (18) and solving the integral on the right side of eq. (17) we have
$$\widehat{q}_\eta ,\widehat{p}_{q_\eta }_\omega =\frac{2i\omega m}{\mathrm{}}\underset{k}{}\frac{\omega _{\eta _{k0}}|\eta _k|\widehat{q}_\eta |\eta _0|^2}{\omega ^2\omega _{\eta _{k0}}^2+2i\gamma _0\omega }.$$
(24)
The induced dipole moments $`d_{q_\eta }^{l,r}`$ we can solve by means of (24) and (16)
$`d_{q_\eta }^{l,r}`$ $`=`$ $`{\displaystyle \underset{k}{}}{\displaystyle \frac{2e^2\left(a_{q_\eta }^{l,r}\right)^2\omega _{\eta _{k0}}|\eta _k|\widehat{q}_\eta |\eta _0|^2}{\mathrm{}\left(\omega _{\eta _{k0}}^2\omega ^22i\gamma _0\omega \right)}}`$ (25)
$`\times E_0e^{i\left(\omega t+\sigma _{q_\eta }^{l,r}\right)+\gamma _0t}`$
and we can introduce the oscillator strengths of the normal modes of vibrations into (25) by the relation
$$f_{q_\eta }=\frac{2m\omega _{\eta _{k0}}|\eta _k|q_\eta |\eta _0|^2}{\mathrm{}}$$
(26)
Now the induced dipole moments can be expressed as
$$d_{q_\eta }^{l,r}=\underset{k}{}\left(a_{q_\eta }^{l,r}\right)^2\frac{e^2f_{q_\eta }}{m}\frac{E_0e^{i\left(\omega t+\sigma _{q_\eta }^{l,r}\right)+\gamma _0t}}{\omega _{\eta _{k0}}^2\omega ^22i\gamma _0\omega }.$$
(27)
The mean polarizability per unit volume would be then
$$\chi _{q_\eta }^{l,r}=\frac{Nd_{q_\eta ^{l,r}}}{E_0e^{i\left(\omega t+\sigma _{q_\eta }^{l,r}\right)+\gamma _0t}},$$
(28)
where $`N`$ is the number of coupled oscillators in a volume unit. But if we include all coupling in the crystal then we see that the number of coupling between two adjacent oscilators in the direction of propagating light is the same as the number of single oscillators.
Substituting from (28) and (27) into the Drude - Sellmaier dispersion relation of refractive indices of the crystals
$$\overline{n}_{l,r}^21=4\pi \underset{\eta =1}{\overset{2}{}}\chi _{q_\eta }^{l,r}$$
(29)
we have
$$\overline{n}_{l,r}^21=\frac{4\pi Ne^2}{m}\underset{\eta =1}{\overset{2}{}}\underset{k}{}\left(a_{q_\eta }^{l,r}\right)^2\frac{f_{q_\eta }}{\omega _{\eta _{k0}}^2\omega ^22i\gamma _0\omega }$$
(30)
and we are able to solve the relation
$$\overline{n}_l^2\overline{n}_r^2=\frac{4\pi Ne^2}{m}\underset{\eta =1}{\overset{2}{}}\underset{k}{}\frac{\left[\left(a_{q_\eta }^l\right)^2\left(a_{q_\eta }^r\right)^2\right]f_{q_\eta }}{\omega _{\eta _{k0}}^2\omega ^22i\gamma _0\omega }$$
(31)
that after substituting from (2) gives
$`\overline{n}_l^2\overline{n}_r^2={\displaystyle \frac{4\pi Ne^2}{m}}(\alpha ^2+\beta ^2)\mathrm{sin}\theta \left(\varphi _l+\varphi _r\right)`$ (32)
$`\times {\displaystyle \underset{k}{}}[{\displaystyle \frac{f_{q_1}}{\omega _{1_{k0}}^2\omega ^22i\gamma _0\omega }}+{\displaystyle \frac{f_{q_2}}{\omega _{2_{k0}}^2\omega ^22i\gamma _0\omega }}].`$
We know that for the complex rotatory power we have the relation $`\overline{\rho }(\omega )=\frac{\omega }{2c}\left(\overline{n}_l\overline{n}_r\right)`$, further $`\varphi _l+\varphi _r=\omega d\left(\overline{n}_l+\overline{n}_r\right)/c`$ and $`\overline{n}_l^2\overline{n}_r^2=\left(\overline{n}_l+\overline{n}_r\right)\left(\overline{n}_l\overline{n}_r\right)`$. Using these relation we get for $`\overline{\rho }\left(\omega \right)`$ the formula
$`\overline{\rho }\left(\omega \right)={\displaystyle \frac{2\pi Nde^2}{mc^2}}\omega ^2\left(\alpha ^2+\beta ^2\right)\mathrm{sin}\theta `$ (33)
$`\times {\displaystyle \underset{k}{}}[{\displaystyle \frac{f_{q_1}}{\omega _{1_{k0}}^2\omega ^22i\gamma _0\omega }}+{\displaystyle \frac{f_{q_2}}{\omega _{2_{k0}}^2\omega ^22i\gamma _0\omega }}].`$
Now we may find the real and the imaginary part of $`\overline{\rho }(\omega )`$ that from (1) are ORD and CD
$$\text{Re}\overline{\rho }(\omega )=\rho (\omega )=A\omega ^2\underset{k}{}\left[\frac{f_{q_1}\left(\omega _{1_{k0}}^2\omega ^2\right)}{\left(\omega _{1_{k0}}^2\omega ^2\right)^2+4\gamma _0^2\omega ^2}+\frac{f_{q_2}\left(\omega _{2_{k0}}^2\omega ^2\right)}{\left(\omega _{2_{k0}}^2\omega ^2\right)^2+4\gamma _0^2\omega ^2}\right],$$
$$\text{Im}\overline{\rho }(\omega )=\sigma (\omega )=2A\gamma _0\omega ^3\underset{k}{}\left[\frac{f_{q_1}}{\left(\omega _{1_{k0}}^2\omega ^2\right)^2+4\gamma _0^2\omega ^2}+\frac{f_{q_2}}{\left(\omega _{2_{k0}}^2\omega ^2\right)^2+4\gamma _0^2\omega ^2}\right],$$
where $`A=\frac{2\pi Nde^2}{mc^2}(\alpha ^2+\beta ^2)\mathrm{sin}\theta `$.
We know that the quantum transition is optically active when it has a nonzeroth value of the rotational strength. It is well known that the formulae for ORD and CD are often expressed as the sum of products of rotational strengths for different transitions and frequency dependent factors . Our formulae (2) and (2) for ORD and CD do not contain the rotational strengths explicitly. But we have showed in the paper that we can express our formulae in terms of rotational strengths in a similar way.
For a transition from some ground state $`|0`$ to the excited state $`|k`$ the rotational strength is given by imaginary part of the scalar products of electric and magnetic dipole moments $`0|\widehat{\stackrel{}{d}}|k`$ and $`k|\widehat{\stackrel{}{m}}|0`$. The rotational strength is so
$$R_{0k}=\text{I}m\left(0|\widehat{\stackrel{}{d}}|kk|\widehat{\stackrel{}{m}}|0\right).$$
(34)
In our case of coupled oscillators the ground and the excited state are split into two states $`|\eta _0`$ and $`|\eta _k`$, $`\eta =1,2`$. Therefore the rotational strengths must be considered between corresponding ground and excited states and they are
$$R_{\eta _{0k}}=\text{I}m\left(\eta _0|\widehat{\stackrel{}{d}}_{q_\eta }|\eta _k\eta _k|\widehat{\stackrel{}{m}}_{q_\eta }|\eta _0\right);\eta =1,2$$
(35)
and for these rotational strengths we have derived in the results
$$R_{1_{0k}}=\frac{\mathrm{}e^2d(\alpha ^2+\beta ^2)f_{q_1}\mathrm{sin}\theta }{8mc}$$
(36)
and
$$R_{2_{0k}}=\frac{\mathrm{}e^2d(\alpha ^2+\beta ^2)f_{q_2}\mathrm{sin}\theta }{8mc}.$$
(37)
We see that all terms of those rotational strengths that depends on the crystal structure are comprehended in the formula for the complex rotatory power (33) and consequentially in the formulae (2) and (2) for ORD and CD.
## 3 Discussion
In the relations (2) and (2) we restrict only to one optically active quantum mechanical transition from the ground states $`|\eta _0`$ to the first excited states $`|\eta _1`$. In this case we have for the transition frequencies the relations $`\omega _{1_{10}}^2=\omega _1^2=\omega _0^2+Q`$ and $`\omega _{2_{10}}^2=\omega _2^2=\omega _0^2Q`$.
The formulae (2) and (2) can be rewritten in the following way. The results for two-oscillator model of optical activity are often expressed as the sum of two terms. The first term contains the difference of oscillators strengths $`f_{q_2}f_{q_1}`$ and the second one the sum $`f_{q_1}+f_{q_2}`$. If we neglect the members containing $`Q^2`$ and $`Q\gamma _0^2`$ we can write for ORD and CD the relations
$$\rho (\omega )=A\omega ^2\left\{\frac{\left(f_{q_2}f_{q_1}\right)\left(\omega _0^2\omega ^2\right)}{\left(\omega _0^2\omega ^2\right)^2+4\gamma _0^2\omega ^2}+\frac{Q\left(f_{q_1}+f_{q_2}\right)\left[\left(\omega _0^2\omega ^2\right)^24\gamma _0^2\omega ^2\right]}{\left[\left(\omega _0^2\omega ^2\right)^2+4\gamma _0^2\omega ^2\right]^2}\right\},$$
(38)
$$\sigma (\omega )=2A\gamma _0\omega ^2\left\{\frac{f_{q_2}f_{q_1}}{\left(\omega _0^2\omega ^2\right)^2+4\gamma _0^2\omega ^2}+\frac{2Q\left(f_{q_1}+f_{q_2}\right)\left(\omega _0^2\omega ^2\right)}{\left[\left(\omega _0^2\omega ^2\right)^2+4\gamma _0^2\omega ^2\right]^2}\right\},$$
(39)
but these results are formally the same as the results for the classical model of the optical activity based on the model of two coupled oscillators . We assume that the terms, which Janku has obtained in the quantum mechanical model in addition to the classical model, are only the consequence of used solution method.
The results of the solution of the rotational strengths (36) and (37) enable us to express the results for $`\overline{\rho }(\omega )`$, $`\rho (\omega )`$ and $`\sigma (\omega )`$, they are given by formulae (33), (2) and (2), in another form. The formula for the complex rotatory power can be expressed as
$$\overline{\rho }(\omega )=\frac{16\pi N\omega ^2}{\mathrm{}c}\underset{\eta =1}{\overset{2}{}}\underset{k}{}\frac{R_{\eta _{0k}}}{\omega _{\eta _{k0}}^2\omega ^22i\gamma _0\omega }$$
(40)
and similarly the formulae for $`\rho (\omega )`$ and $`\sigma (\omega )`$ are
$$\rho (\omega )=\frac{16\pi N\omega ^2}{\mathrm{}c}\underset{\eta =1}{\overset{2}{}}\underset{k}{}\frac{\left(\omega _{\eta _{k0}}^2\omega ^2\right)R_{\eta _{0k}}}{\left(\omega _{\eta _{k0}}^2\omega ^2\right)^2+4\gamma _0^2\omega ^2},$$
(41)
$$\sigma (\omega )=\frac{32\pi N\omega ^3\gamma _0}{\mathrm{}c}\underset{\eta =1}{\overset{2}{}}\underset{k}{}\frac{R_{\eta _{0k}}}{\left(\omega _{\eta _{k0}}^2\omega ^2\right)^2+4\gamma _0^2\omega ^2}.$$
(42)
We can accept these results as the crystal analogs of the similar results which we know from the optical activity of molecules or recently of delocalized molecular aggregates . In the future it will be verified if these results are valid also for other models of coupled oscillators in the crystal optical activity or by what way they must be modified.
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# The HI mass function in Ursa Major
## 1. Motivation
The slope of the HI mass function (HIMF) at the low mass end is a much debated topic. It is related to the distribution of primordial density fluctuations and it helps constraining galaxy formation scenarios. In case a large undiscovered population of HI rich dwarf galaxies does exist, it may contain a non-negligible fraction of the baryon content of the universe and provide fuel for the star formation process in more massive disk galaxies through their capture, infall and accretion. Furthermore, the slope of the HIMF ties in directly with the recently launched hypothesis that the population of High Velocity Clouds (HVCs) as cataloged by Wakker & Van Woerden (1991), apparently associated with the Milky Way, might actually be of an extragalactic nature, being the primordial remnants of the formation of the Local Group (Blitz et al. 1999).
Despite its importance, the slope of the HIMF at the low-mass end has not been measured with any accuracy down to HI masses of 10<sup>7</sup>M. In general, the statistics in the $`10^810^7`$M mass range are too poor, with typically 1 or 2 galaxies in the lowest HI mass bin. The Arecibo HI Strip Survey (AHISS) of Zwaan et al. (1997), still the deepest survey to date, indicates a slope in the range $``$1.1 to $``$1.3 with only 1 galaxy in the last bin. From the AHISS data, combined with an independent deep Arecibo Slice Survey, Schneider et al. (1998) claimed a sharp steepening of the HIMF below 10<sup>8</sup>M with only 2 galaxies in the last bin. A first HIMF comprising 263 galaxies from the HIPASS project (Kilborn et al. 1999) shows a slope of $``$1.3 with only 3 galaxies in two bins below an HI mass of 10<sup>8</sup>M. At this meeting in Guanajuato, an updated slope of roughly $``$1.4 was reported from the HIPASS survey by Staveley-Smith and a slope as steep as $``$1.7 was suggested by Schneider from the new Arecibo Dual-Beam Survey (ADBS). It should be noted that the volume corrections of all these surveys are hampered by uncertain corrections for large scale structure in the Universe. These corrections should account for the fact that we are located in a local overdensity and that dwarf galaxies are more easily detected nearby than in the distant Universe, introducing a bias toward a steeper slope.
From all this one can conclude that the sensitivity of recent surveys is simply insufficient and deep observations of a well defined, significantly overdense region with field-like characteristics of its galaxy population are needed to obtain the required statistics. It was realized that the sensitivity of the VLA in its D$``$configuration in combination with the overdensity of the nearby spiral rich Ursa Major (UMa) cluster would provide sufficient detections per HI mass-bin down to 10<sup>7</sup>M to reliably measure the slope of the HI mass function at the low-mass end. Furthermore, all galaxies in the UMa volume would be at the same distance, eliminating the effects of large scale structure along the depth of the survey. The VLA would also be sensitive enough to detect the UMa equivalent of the proposed Local Group population of extragalactic HVCs with typical HI masses of a few times 10<sup>7</sup>M, as initially suggested by Blitz et al. (1999).
## 2. The Ursa Major cluster
The Ursa Major cluster at a distance of 18 Mpc spans about 15 degrees on the sky and comprises some 79 Mpc<sup>3</sup>. It is a gravitationally bound overdensity located in the Supergalactic plane. However, it contains no ellipticals, just a dozen lenticulars and has a velocity dispersion of only 150 km$``$s$`^{\text{-1}}`$, which corresponds to a crossing time of roughly a Hubble time (Tully et al. 1996). Its morphological mix is similar to lower density field regions. This makes the Ursa Major region an especially suitable environment to study the low-mass end of the HIMF. For instance, if the slope of the HIMF would indeed be as steep as $``$1.7 as suggested by Schneider in this meeting, there would be about 2900 HI objects in the Ursa Major volume with HI masses above 10<sup>7</sup>M, based on the high-mass end of the HIMF of the 80 known cluster members.
## 3. The VLA blind HI survey
A VLA blind HI survey of the Ursa Major cluster and CFHT imaging of most of the VLA fields in the R-band with the wide-field camera has been performed. The optical campaign was aimed at measuring the faint end of the Luminosity Function (LF) while it would provide optical morphologies and luminosities of the HI detected dwarfs. In return, the HI detections could provide redshifts for the optically selected cluster candidates.
A cross-pattern of 22$`\times `$32 pointings was observed, with pointing centers separated by a primary beam FWHM as indicated in Figure 1. Both crowded and empty regions were sampled. Given the low velocity dispersion of the cluster, a 3.125 MHz bandwidth was sufficient to cover the entire velocity range with a resolution of 10.3 km$``$s$`^{\text{-1}}`$ after Hanning smoothing. A 70 minutes integration time per pointing resulted in a rms noise of 0.79 mJy$``$beam$`^{\text{-1}}`$ which corresponds to a minimum detectable HI mass of 5$`\times `$10<sup>6</sup>M at 6-sigma at the beam centers at a resolution of 45<sup>โฒโฒ</sup> by 10 km$``$s$`^{\text{-1}}`$. The data were flagged and calibrated in AIPS, mosaiced and cleaned in MIRIAD and further analyzed in GIPSY. Within the mosaiced images about 16% of the entire cluster volume was sampled. Currently, the full North-South and half of the East-West strip is processed.
## 4. Volume corrections
Given the depth of the cluster and the primary beam attenuation of the VLA, galaxies with small HI masses and broad profiles can not be detected throughout the entire survey volume. Therefore, a simple 1/V<sub>max</sub> volume correction was applied where V<sub>max</sub> is the volume in which a dwarf galaxy with a particular HI mass M<sub>HI</sub> and line width W<sub>20</sub> could have been detected. In an analytical approach, one can for each HI mass infer a line width according to an empirical HI mass-line width relation: W<sub>20</sub>=0.16$`\times `$M$`{}_{}{}^{1/3}{}_{\mathrm{HI}}{}^{}`$ where W<sub>20</sub> is the line width at 20% of peak flux $`F_{\mathrm{peak}}`$. W<sub>20</sub> relates to the FWHM $`\mathrm{\Delta }`$V of a Gaussian profile according to W<sub>20</sub>=$`\mathrm{\Delta }`$V$`\sqrt{\mathrm{ln5}/\mathrm{ln2}}`$. For a Gaussian profile, $`F\mathrm{dv}`$ = $`F_{\mathrm{peak}}`$W<sub>20</sub>$`\sqrt{\pi /4\mathrm{l}\mathrm{n}5}`$ where $`F_{\mathrm{peak}}`$=6$`\sigma _\mathrm{R}`$ required for a detection and $`\sigma _\mathrm{R}`$ is the noise at velocity resolution R.
Detectability is maximized under optimal smoothing conditions (R=$`\mathrm{\Delta }`$V) and the noise $`\sigma _\mathrm{R}`$ which corresponds to a situation of optimal velocity smoothing is calculated according $`\sigma _\mathrm{R}`$ = $`\sigma _{\mathrm{R}=10.3}\sqrt{10.3/\mathrm{R}}`$ in which $`\sigma _{\mathrm{R}=10.3}`$ is the noise in the highest velocity resolution data. Under this formalism, a maximum distance D<sub>max</sub> at which an HI mass M<sub>HI</sub> can be detected is calculated according to
$$\mathrm{M}_{\mathrm{HI}}=2.36\times 10^5\mathrm{D}_{\mathrm{max}}^2\sigma _{\mathrm{R}=10.3}\sqrt{\mathrm{W}_{20}}\sqrt{\pi 10.3/4\mathrm{l}\mathrm{n}5}(\mathrm{ln5}/\mathrm{ln2})^{1/4}$$
Of course, D<sub>max</sub> varies across the primary beam due to its attenuation characteristics which makes $`\sigma _\mathrm{R}`$ position dependent. Considering the near and far side of the cluster volume, V<sub>max</sub> can easily be calculated from D<sub>max</sub> and $`\sigma _\mathrm{R}`$. This analytical approach is used to draw the solid line in Figure 2. Ultimately, 1/V<sub>max</sub> was calculated and applied for each individual galaxy using its measured HI mass and line width.
## 5. Results
The data cubes were smoothed in velocity to resolutions R of 20, 30, 40, 60 and 80 km$``$s$`^{\text{-1}}`$ and at each velocity resolution, the noise was determined and a 6-sigma clip was applied to find the HI emission. In total 32 HI detections were made, all of them have an optical counterpart in the CFHT images. All 19 previously known cluster members within the imaged areas were detected, including all the S0 systems. Only 13 new objects were discovered in 16% of the UMa volume.
After applying volume corrections for the individual galaxies, the HIMF in Ursa Major as measured by the VLA is plotted in the upper panel of Figure 2. The analytical and idealized relation between M<sub>HI</sub> and V<sub>max</sub> is plotted as a solid line in the upper panel which shows that galaxies with M<sub>HI</sub>$`>`$10<sup>8.75</sup>M can be detected throughout the entire imaged volume while 1/V<sub>max</sub> becomes very large for galaxies with M<sub>HI</sub>$`<`$10<sup>7</sup>M.
The HI mass function in Ursa Major turns out to be nearly flat with 4 galaxies in the lowest HI mass bin. In accordance with the HIMF, the LF from the CFHT data is also nearly flat ($`\alpha =1.1`$) down to M(R)$`=10`$.
Figure 3 shows the VLA derived HIMF in comparison with the optically selected HIMF and the expections for HVCs in the Ursa Major volume. The dark-gray histogram shows the previously known, optically selected UMa HIMF to which the VLA HIMF was normalized at the high mass end.
The light-gray histogram shows the expected distribution of HI masses of the population of Local Group HVCs, under the assumptions that they are indeed of an extragalactic nature and virialized with a dark matter fraction of 95%, and that Ursa Major would have the same space density of HVCs as the Local Group for which a volume of 15 Mpc<sup>3</sup> was adopted. Such a population of extragalactic HVCs would give rise to a slope of $``$1.7 as indicated by the dashed line which is highly inconsistent with the actually measured data points.
The middle-gray histogram shows the expected distribution of HI masses of the recently identified population of compact HVCs (Braun & Burton 1999) in case they were located in the Local Group at a common distance of 650 kpc, and again, if the space density in UMa would be the same as in the Local Group.
In conclusion, although this is a preliminary analysis of 85% of the data, the HI mass function in the Ursa Major cluster is flat down to HI masses of 10<sup>7</sup> M and a slope as steep as $``$1.7 is certainly ruled out in UMa; it would have predicted 30 times more 10<sup>7.5</sup>M objects (well above the detection limit) than observed with the VLA. No free-floating HI clouds were detected nor the UMa analogs of the hypothesized Local Group extragalactic HVCs. Their space density in UMa would have to be a factor $``$100 smaller than in the Local Group.
### Acknowledgments.
The Very Large Array is a facility of the National Radio Astronomy Observatory, a facility of the National Science Foundation operated under cooperative agreement by Associated Universities Inc.
## References
Blitz, L., Spergel, D.N., Teuben, P.J., Hartmann, D., & Burton, W.B. 1999, ApJ, 514, 818
Braun, R., & Burton, W.B. 1999, A&A,341, 437
Kilborn, V., Webster, R.L. & Staveley-Smith, L. 1999, P.A.S.A., 16, 8
Schneider, S.E., Spitzak, J.G., & Rosenberg, J.L. 1998, ApJ, 507, L9
Tully, R.B., Verheijen, M.A.W., Pierce, M.J., Huang, J.-S., & Wainscoat, R.J. 1996, AJ, 112, 2471
Wakker, B.P & Van Woerden, H. 1991, A&A, 250, 509
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# Dimensionality effects in restricted bosonic and fermionic systems
## I Introduction
Because of the advances in nanotechnology it has become possible to use very small structures in a broad range of applications. The importance of these applications and the fact that the physical properties of such structures could be very different from those of bulk materials, make the theoretical and experimental investigations very useful in this area.
The experimental findings in motivated us to calculate the thermal properties of ultrathin dielectric membranes or wires by splitting the phonon spectra into discrete and a continuous parts . This framework implies crossovers between different phonon gas distributions, reflected, for example, in the exponent of the temperature dependence of the specific heat or heat conductivity. For example in a membrane, as the temperature drops, the population of the phonon modes parallel to the surfaces \[which we shall call the two-dimensional ground state (2D gs)\] becomes dominant, and the three-dimensional (3D) phonon gas distribution changes into a two-dimensional (2D) one . The macroscopic population of the 2D gs \[or one-dimensional ground state (1D gs) in the case of a wire \] and the qualitative differences between phonon gas distributions with various dimensions enabled us to make the analogy with the multiple-step Bose-Einstein condensation (BEC) and to call this phenomenon Bose-like condensation (BLC). Yet, the number of phonons changes with temperature and features like maxima of the specific heat ($`c_\mathrm{V}`$) observed in the case of BEC can not be seen in the case of a phonon gas undergoing BLC.
The first purpose of this paper is to extend the previous work reported in Refs. and to describe BLC in systems of massive bosons and fermions. This will be done in Section II. The mathematical technique used here is a straightforward extension of the one introduced by Pathria and Greenspoon in Ref. . Nevertheless, the analytical approximations used there are not appropriate for our case. Therefore, after obtaining general expressions, we make numerical calculations to give concrete examples of BLC and to observe the behavior of the specific heat during the transition. The phenomenon occurs at low particle densities (this will be made more clear in Section II) and is specific to both bosons and fermions. At low temperatures, the number of massive particles in a closed system can be considered to be constant. The conservation of the particle number will allow us to observe resemblances with the BEC, like, in some cases, maxima of the specific heat ($`c_{\mathrm{V}}^{}{}_{\mathrm{max}}{}^{}`$) at the condensation temperature. Anyway, the signature of BLC, as seen in the temperature dependence of $`c_\mathrm{V}`$, is more complex and depends on the energy spectrum.
A consequence of the third law of thermodynamics is that the specific heat of any thermodynamical system should vanish at zero temperature. Li et al. showed in Ref. that the heat capacity of a Fermi gas, confined in an external potential of quite general form, and for any space dimension, has the asymptotic behavior $`c_\mathrm{V}T`$ at low temperatures (where $`T`$ is the temperature of the system). This is for the case of a continuous energy spectrum. In contrast to this we show in Section III that the specific heat of a Fermi gas with a single-particle hamiltonian of the form $`H=H_\mathrm{c}+H_\mathrm{d}`$, with $`H_\mathrm{c}`$ having a (quasi)continuous spectrum $`ฯต_\mathrm{c}[0,\mathrm{})`$ and $`H_\mathrm{d}`$ having the discrete eigenvalues $`ฯต_i`$, $`i=0,1,\mathrm{}`$, may approach, depending on the density of the energy levels of $`H_\mathrm{c}`$, divergent behavior at temperature $`T=0`$ K as the Fermi energy $`ฯต_\mathrm{F}`$ converges to $`ฯต_i`$, for any $`i1`$. In such a case, if the spectrum of $`H_\mathrm{c}`$ is continuous, then the specific heat diverges at $`T=0`$ and $`ฯต_\mathrm{F}=ฯต_i`$, for any $`i1`$. However, in any finite system the energy spectrum is discrete, so the specific heat approaches zero if we go at low enough temperatures and the third law of thermodynamics is not violated.
Ultrathin (semi)conducting membranes and wires, nowadays widely used in mesoscopic applications, atoms in very anisotropic harmonic traps, wires or constrictions defined in 2D electronic gasses are just a few examples of systems where the phenomena presented here could be observed. Also, they could provide an understanding of the behavior of very thin liquid He films.
## II Bose-like condensation
The BEC in cuboidal boxes with small dimensions drew a lot of attention many years ago, in the beginning in connection with very thin films of liquid He . It is now well known that, as the dimensions of the box are reduced, at constant density, the cusp-like maximum of $`c_\mathrm{V}`$ is rounded off and the condensation temperature (in this situation taken as the temperature corresponding to the maximum) increases with respect of the bulk value. The maximum of the specific heat is usually smaller in restricted geometries than in the bulk, for all the boundary conditions imposed on the walls of the container, with the exception (the only one known by the present author) of Dirichlet boundary conditions . The theoretical investigation of BEC in harmonic traps (see Ref. and references therein) was motivated recently by its realization in ultracold trapped atomic gases . In this situation, the specific heat of an infinite system presents a discontinuity at the condensation temperature. In finite systems, the discontinuity is again rounded off, as shown by analytical and numerical calculations, for example in Refs. . As the number of particles is decreased the condensation temperature decreases . Furthermore, the multiple-step BEC was introduced in Refs. for the cases of very anisotropic boxes or confining potentials. In this case a finite Bose gas is condensing gradually to the ground state, exhibiting in between 2D and/or 1D macroscopic populations.
In a very anisotropic Bose system, as particle density decreases, the multiple-step BEC (MSBEC) temperature becomes lower than the temperature at which some of the degrees of freedom of our system freeze out. During both processes (MSBEC and freezing) the 3D particle distribution transforms gradually into a lower dimensional distribution. On the other hand, the two processes change into each other at the variation of the particle density or of the dimensions of the system. Moreover, the reduction of the dimensionality of the particle distribution due to the freezing out of some of the degrees of freedom can happen also for fermions at low densities. The analogies and differences between the two processes mentioned above, justify (arguably, of course) the use of the simpler expression of Bose-like condensation for the freesing out of degrees of freedom, in the limit of low particle density.
The temperature at which BLC occurs (as in the case of BEC in finite systems, this temperature cannot be uniquely defined) depends on the energy spectrum and has a finite positive value. This type of condensation is identical for both bosons and fermions (see Fig. 1). To show this, let us consider a closed system of massive bosons and fermions described by a single-particle Hamiltonian of the form $`H=H_\mathrm{c}+H_\mathrm{d}`$, with the eigenvalues $`ฯต=ฯต_\mathrm{c}+ฯต_i`$, as explained in the introduction. The mean occupation numbers of single particle energy levels $`ฯต`$, are $`n_ฯต^{(\pm )}=(\mathrm{exp}(\alpha +ฯต/k_\mathrm{B}T)\pm 1)^1`$, where $`()`$ is the superscript for bosons, and $`(+)`$ for fermions, $`\alpha =\mu /k_\mathrm{B}T`$, and $`\mu `$ is the chemical potential. We introduce the functions
$`Z_n^{(\pm )}`$ $`=`$ $`{\displaystyle \underset{ฯต}{}}\left({\displaystyle \frac{ฯต}{k_\mathrm{B}T}}\right)^nn_ฯต^{(\pm )},`$ (1)
$`G_n^{(\pm )}`$ $`=`$ $`{\displaystyle \underset{ฯต}{}}\left({\displaystyle \frac{ฯต}{k_\mathrm{B}T}}\right)^n[n_ฯต^{(\pm )}n_ฯต^{(\pm )}^2]={\displaystyle \frac{Z_n^{(\pm )}}{\alpha }},`$ (2)
in a similar way as Pathria and Greenspoon did for bosons in . Then, for example, the number of particles, the internal energy, and the heat capacity can be written as $`N^{(\pm )}=Z_0^{(\pm )}`$, $`U^{(\pm )}=k_\mathrm{B}TZ_1^{(\pm )}`$, and $`C_V^{(\pm )}=k_\mathrm{B}(G_2^{(\pm )}G_{1}^{(\pm )}{}_{}{}^{2}/G_0^{(\pm )})`$, respectively (in all this paper we shall consider spinless particles). To avoid divergent terms that occur in the functions introduced when $`T`$ approaches zero, in the case when the ground state energy $`ฯต_0`$ is positive, we redefine $`\alpha `$ as $`\alpha ฯต_0/kT`$ and $`ฯต`$ as $`ฯตฯต_0`$. Making these replacements we do not change the thermodynamics of the canonical ensemble . If the density of the energy levels of the (quasi)continuous spectrum, as a function of energy, is $`\sigma (ฯต_\mathrm{c})`$, then we can write
$$Z_0^{(\pm )}=\underset{i=0}{\overset{\mathrm{}}{}}_0^{\mathrm{}}\frac{\sigma (ฯต)}{\mathrm{exp}(\alpha +\beta ฯต_i+\beta ฯต)\pm 1}๐ฯต,$$
(3)
where $`\beta =1/k_\mathrm{B}T`$. If in the temperature range of interest for the study of BLC ($`ฯต_1/k_\mathrm{B}T1`$) $`\alpha 1`$, then we can write $`Z_0`$ in terms of two functions, corresponding to the continuous and to the discrete spectra, respectively:
$$Z_0^{(\pm )}=e^\alpha Z_\mathrm{c}^{(\pm )}Z_\mathrm{d}^{(\pm )},$$
where $`Z_\mathrm{c}^{(\pm )}=_0^{\mathrm{}}\sigma (ฯต)e^{\beta ฯต}๐ฯต`$ and $`Z_\mathrm{d}^{(\pm )}=_{i=0}^{\mathrm{}}e^{\beta ฯต_i}`$. Within this approximation is no difference between bosons and fermions and, according to Eq. (2), $`G_n^{(\pm )}=Z_n^{(\pm )}`$. Using the relation
$$\left(\frac{^nZ_n^{(\pm )}}{\alpha ^n}\right)_\beta =\beta ^n\left(\frac{^nZ_0^{(\pm )}}{\beta ^n}\right)_\alpha ,$$
(4)
that holds for bosons , as well as for fermions, we can write the specific heat $`c_\mathrm{V}^{(\pm )}=C_\mathrm{V}^{(\pm )}/N^{(\pm )}`$, in units of $`k_\mathrm{B}`$, as
$`{\displaystyle \frac{c_\mathrm{V}}{k_\mathrm{B}}}`$ $`=`$ $`\beta ^2{\displaystyle \frac{^2}{\beta ^2}}\mathrm{log}Z_0(\beta ,\alpha )`$ (5)
$`=`$ $`\beta ^2{\displaystyle \frac{^2}{\beta ^2}}\mathrm{log}Z_\mathrm{c}(\beta )+\beta ^2{\displaystyle \frac{^2}{\beta ^2}}\mathrm{log}Z_\mathrm{d}(\beta )`$ (6)
(where we have droped the superscript $`(\pm )`$ as insignificant in this case). Acording to Eq. (5), the specific heat is nothing else then the sum of the heat capacities of two systems, each of them containing a single particle under canonical conditions, and it is described by the Hamiltonian $`H_\mathrm{c}`$ and $`H_\mathrm{d}`$, respectively.
Explicit expressions for $`Z_n^{(\pm )}`$ and $`G_n^{(\pm )}`$ can be obtained if we assume that the density of states of the continuous spectrum has the form $`\sigma (ฯต_\mathrm{c})=Cฯต_\mathrm{c}^s`$ ($`C`$ and $`s`$ are constants, such that $`C>0`$ and $`s>1`$), as it happens in most of the cases . Using the Eqs. (1), (2), and (4), we can write:
$`\begin{array}{ccc}\hfill Z_n^{(\pm )}& =& \frac{C}{\beta ^{s+1}}_{j=0}^nC_n^j\mathrm{\Gamma }(s+1+nj)\hfill \\ & & \times _{i=0}^{\mathrm{}}n_i(\beta ฯต_i)^jg_{s+1+nj}^{(\pm )}(\alpha +\beta ฯต_i)\hfill \\ \hfill \mathrm{and}& & \\ \hfill G_n^{(\pm )}& =& \frac{C}{\beta ^{s+1}}_{j=0}^nC_n^j\mathrm{\Gamma }(s+1+nj)\hfill \\ & & \times _{i=0}^{\mathrm{}}n_i(\beta ฯต_i)^jg_{s+nj}^{(\pm )}(\alpha +\beta ฯต_i),\hfill \end{array}`$ (12)
where $`n_i`$ is the degeneracy of the level with energy $`ฯต_i`$ and $`C_k^j=n!/j!(nj)!`$. The functions $`g_l^{(\pm )}(\alpha )`$ are the $`l^{\mathrm{th}}`$ order polylogarithmic functions (see for example Ref. and the references therein for more details) of argument $`e^\alpha `$ (bosons) or $`e^\alpha `$ (fermions). In the case of ideal particles inside a rectangular box of dimensions $`l_\mathrm{x}l_\mathrm{y},l_\mathrm{z}`$, we can write $`ฯต_\mathrm{c}=\mathrm{}^2k_\mathrm{x}^2/2m`$ and $`ฯต_{\{i,j\}}=\mathrm{}^2(k_{\mathrm{y}i}^2+k_{\mathrm{z}j}^2)/2m`$, where $`k_\mathrm{x}`$, $`k_\mathrm{y}`$, and $`k_\mathrm{z}`$ are the wave vectors along the $`x`$, $`y`$, and $`z`$ axes, respectively. The mass of one particle is $`m`$ and the discrete values of $`k_{\mathrm{y}i}`$ and $`k_{\mathrm{z}j}`$ depend on the boundary conditions. In this case $`s=1/2`$. If $`l_\mathrm{x},l_\mathrm{y}l_\mathrm{z}`$, then $`s=0`$ and $`ฯต_\mathrm{c}=\mathrm{}^2(k_\mathrm{x}^2+k_\mathrm{y}^2)/2m`$, while $`ฯต_i=\mathrm{}^2k_{\mathrm{z}i}^2/2m`$. Let us now concentrate on the BLC of particles inside such rectangular boxes. In Fig. 1 we can see the results of the exact numerical calculation of $`c_\mathrm{V}`$ (using the formulae from Eq. (12) for $`Z_n^{(\pm )}`$ and $`G_n^{(\pm )}`$) as a function of temperature, for two different kinds of geometries and for Dirichlet (Fig. 1 (a), (b)), Neumann (Fig. 1 (c), (d)), and periodic (Fig. 1 (e), (f)) boundary conditions. In geometry I (see Fig. 1 (a), (c), and (e)) $`l_2=10^9`$ m, $`l_3=10^{10}`$ m, and $`l_1l_2`$, while in geometry II (see Fig. 1 (b), (d), and (f)) $`l_2=l_3=10^9`$ m and $`l_1l_2`$. To make concrete calculations we choose $`\lambda ^22\pi \mathrm{}^2/mk_\mathrm{B}T=10^{18}T^1`$ which corresponds to a mass of about 3 atomic mass units for all the particles in the systems investigated. In the figure, the results for bosons and fermions are indistinguishable, as expected for low particle densities. The choice of the dimensions in geometry I allow us to observe the BLC from 3D to 2D and, at lower temperature, from 2D to 1D. We observe the formation of a maximum (at, let us say, temperature $`T_{\mathrm{max}}`$) in each of these two cases and for all boundary conditions. The height of this maximum and, in general, the shape of the function $`c_\mathrm{V}(T)`$ around $`T_{\mathrm{max}}`$ depend on the spectrum of $`H_\mathrm{d}`$. For example, for Neumann boundary conditions, we observe the formation of a minimum at a temperature a bit higher than $`T_{\mathrm{max}}`$. In geometry II we observe the BLC from 3D to 1D. In this case, the maxima are more pronounced and the minima observed in geometry I for Neumann boundary conditions disappear.
In Fig. 2 we plot $`T_{\mathrm{max}}/T_\mathrm{c}`$ and $`c_{\mathrm{V}}^{}{}_{\mathrm{max}}{}^{}/k_\mathrm{B}`$ vs. $`l_3/l`$, for Dirichlet, Neumann, and periodic boundary conditions, in the cases when $`l_1,l_2l_3`$ (Fig. 2 (a), (c)) and $`l_1l_2=l_3`$ (Fig. 2 (b), (d)). $`T_\mathrm{c}`$ is the bulk BEC temperature, given by the equation $`\rho (2\pi \mathrm{}^2/mk_\mathrm{B}T_\mathrm{c})^{3/2}=\zeta (3/2)`$, $`\rho `$ is the particle density, $`\zeta `$ is the Riemann zeta function, and $`l=\rho ^{1/3}`$ is the mean interparticle distance. Since $`T_{\mathrm{max}}`$ converges to a finite value and $`T_\mathrm{c}0`$ when $`\rho 0`$, the ratio $`T_{\mathrm{max}}/T_\mathrm{c}`$ diverges in this limit. As $`\rho `$ increases, $`T_\mathrm{c}`$ increases and BLC is gradually replaced by BEC. As a consequence, $`lim_{l_3/l\mathrm{}}T_{\mathrm{max}}/T_\mathrm{c}=1`$. Fig. 2 (c) can make the connection between these numerical calculations and the analytical approximations reported in Ref. . We observe that $`c_{\mathrm{V}}^{}{}_{\mathrm{max}}{}^{}`$ is higher in Fig. 2 (d) then in Fig. 2 (c), at the same value of $`l_3/l`$, for any boundary conditions. Nevertheless, the maximum value of $`c_{\mathrm{V}}^{}{}_{\mathrm{max}}{}^{}`$, which is about $`2.02k_\mathrm{B}`$, is obtained for periodic boundary conditions in the limit $`\rho 0`$, while at higher densities this decreases under its bulk value, as expected from previous calculations .
The study the BLC of ideal particles in harmonic traps is easier since in this situation $`Z_\mathrm{d}`$ has a very simple analytical expression. If we denote the characteristic frequencies of the harmonic trap by $`\omega _\mathrm{x}`$, $`\omega _\mathrm{y}`$, and $`\omega _\mathrm{z}`$, with $`\omega _\mathrm{x}\omega _\mathrm{y},\omega _\mathrm{z}`$, then $`Z_\mathrm{c}=k_\mathrm{B}T/\mathrm{}\omega _\mathrm{x}`$ and $`Z_\mathrm{d}=[(1\mathrm{exp}(\mathrm{}\omega _\mathrm{x}/k_\mathrm{B}T))(1\mathrm{exp}(\mathrm{}\omega _\mathrm{y}/k_\mathrm{B}T))]^1`$. In this case $`dc_\mathrm{V}/dT0`$ for any temperature, so BLC is not accompanied by the formation of a maximum. The dimensionality of the system (say, $`n`$D) is reflected in the value of $`c_\mathrm{V}`$, which is $`nk_\mathrm{B}`$, and the fraction of the particle number in the 1D gs, has the expression $`N_{1\mathrm{D}}/N=(1e^{(\mathrm{}\omega _\mathrm{y}/k_\mathrm{B}T)})(1e^{(\mathrm{}\omega _\mathrm{z}/k_\mathrm{B}T)})`$.
## III Divergent behavior of $`c_\mathrm{V}`$ in fermionic systems
In this section we shall concentrate on Fermi systems close to $`T=0`$ K. We consider again that the Hamiltonian of the system can be approximated by single-particle operators of the form $`H=H_\mathrm{c}+H_\mathrm{d}`$, as explained in the introduction. At the increase of the particle density or of the density of the eigenvalues $`ฯต_i`$ of the operator $`H_\mathrm{d}`$, we would expect to approach the limit in which both, $`H_\mathrm{c}`$ and $`H_\mathrm{d}`$ have continuous spectra (3D bulk limit). In such a limit we should recover the results from Ref. , namely $`c_\mathrm{V}T`$ at low temperatures. As it will be shown next, this is not the case in general. The continuous limit is not attained in a smooth way. Instead, in some situations, the specific heat would become divergent at zero temperature, for certain values of the Fermi energy.
At temperatures close to 0 K the chemical potential of a Fermi system approaches the Fermi energy $`ฯต_\mathrm{F}`$. For $`\alpha 1`$, the polylogarithmic functions of negative argument can be written in the form :
$$g_n^{(+)}(\alpha )=\frac{|\alpha |^n}{\mathrm{\Gamma }(n+1)}\left[1+๐ช\left(\frac{1}{\alpha ^2}\right)\right].$$
(13)
The cases for $`n=`$0 and 1 are included in (13), but can be refined further to write $`g_n^{(+)}(\alpha )=|\alpha |^n\left[1+๐ช\left(e^\alpha \right)\right]`$. In the other extreme case, when $`\alpha 1`$, all the polylogarithmic functions have a behavior of the form $`g_n^{(\pm )}(\alpha )=e^\alpha \left[1+๐ช\left(e^\alpha \right)\right]`$. Using these asymptotic expressions we can return to the study of the specific heat close to zero temperature, for a density of energy levels of $`H_\mathrm{c}`$ similar to the one introduced in the previous section, namely $`\sigma (ฯต_\mathrm{c})=Cฯต_\mathrm{c}^s`$. The ground state of $`H_\mathrm{d}`$ is nondegenerate since we discuss a finite system. We shall use the notation $`\alpha _0\beta ฯต_\mathrm{F}`$.
Since we know that $`\mu ฯต_\mathrm{F}`$ as $`T0`$, let us now calculate $`lim_{T0}(|\alpha _0||\alpha |)`$ when $`ฯต_\mathrm{F}=ฯต_i`$, $`i>0`$ (in all the other cases will turn out that the limit is zero). Using $`N=Z_0^{(+)}(\alpha )`$, Eqs. (12), and the definition of the Fermi energy, we write two different expressions for the total number of particles in the system:
$`N`$ $`=`$ $`{\displaystyle \frac{C}{(s+1)\beta ^{s+1}}}\left\{|\alpha |^{s+1}+\mathrm{}+(|\alpha |\beta ฯต_{i1})^{s+1}\right\}`$ (17)
$`\times \left[1+๐ช\left({\displaystyle \frac{1}{\alpha ^2}}\right)\right]`$
$`+n_iC{\displaystyle \frac{\mathrm{\Gamma }(s+1)}{\beta ^{s+1}}}g_{s+1}^{(+)}(\alpha +\beta ฯต_i)`$
$`+C{\displaystyle \frac{\mathrm{\Gamma }(s+1)}{\beta ^{s+1}}}{\displaystyle \underset{j=i+1}{\overset{\mathrm{}}{}}}n_je^{|\alpha |\beta ฯต_j}`$
$`=`$ $`{\displaystyle \frac{C}{(s+1)\beta ^{s+1}}}\left\{|\alpha _0|^{s+1}+\mathrm{}+(|\alpha _0|\beta ฯต_{i1})^{s+1}\right\}.`$ (18)
If we denote $`\xi \alpha +\beta ฯต_i`$, then from (17) and (18), neglecting the exponentials and assuming that $`lim_{T0}(\xi /|\alpha _0|)=lim_{T0}(\xi /|\alpha |)=0`$, we obtain, in the case $`\alpha _0,\alpha 1`$, an equation for $`\xi `$:
$$n_i\frac{g_{s+1}^{(+)}(\xi )}{\xi }=\frac{|\alpha _0|^s}{\mathrm{\Gamma }(s+1)}\chi _s,$$
(19)
where $`\chi _s1+\mathrm{}+n_{i1}(1x_{i1})^s`$ and $`x_jฯต_j/ฯต_\mathrm{F}`$. We now notice that we have three distinct situations: (a) $`s>0`$, in which case $`\xi 0`$ as $`T0`$, (b) s=0, and $`\xi `$ converges to a finite positive value, and (c) $`s(1,0)`$, when $`\xi \mathrm{}`$ as $`T0`$.
Let us now analyze the asymptotic behavior of $`\xi `$ in the case, (c). For $`\xi 1`$ we can write
$$\frac{e^\xi }{\xi }=\frac{|\alpha _0|^s}{n_i\mathrm{\Gamma }(s+1)}\chi _s,$$
(20)
so $`\xi =(s)\mathrm{log}|\alpha _0|\mathrm{log}\xi \mathrm{log}(\chi _s/n_i\mathrm{\Gamma }(s+1))`$. Therefore, at $`\alpha _01`$, $`\xi |s|\mathrm{log}|\alpha _0|\mathrm{log}[\mathrm{log}|\alpha _0|]+\mathrm{}`$. We can see now that the assumption $`lim_{T0}(\xi /|\alpha _0|)=lim_{T0}(\xi /|\alpha |)=0`$ was justified. Also, following the same kind of reasoning, one can prove that when $`ฯต_\mathrm{F}ฯต_i`$, for any $`i`$, then $`lim_{T0}(|\alpha _0||\alpha |)=0`$ for any $`s`$.
Using the Eqs. (19) and (20) we can calculate the specific heat close to 0 K. For that we have to evaluate the functions $`G_2^{(+)}`$, $`G_1^{(+)}`$, $`G_0^{(+)}`$, and $`Z_0^{(+)}`$. We analyze again the case when $`ฯต_\mathrm{F}=ฯต_i`$, $`i>0`$. After some algebra and dropping out the factors that become exponentially small in the limit $`T0`$, we can write:
$`G_2^{(+)}`$ $`=`$ $`{\displaystyle \frac{C|\alpha |^{s+2}}{\beta ^{s+1}}}\{\chi _s[1+๐ช\left({\displaystyle \frac{1}{\alpha ^2}}\right)]`$ (23)
$`+n_i[\mathrm{\Gamma }(s+3){\displaystyle \frac{g_{s+2}^{(+)}(\xi )}{|\alpha |^{s+2}}}+2\mathrm{\Gamma }(s+2)y_i{\displaystyle \frac{g_{s+1}^{(+)}(\xi )}{|\alpha |^{s+1}}}`$
$`+\mathrm{\Gamma }(s+1)y_i^2{\displaystyle \frac{g_s^{(+)}(\xi )}{|\alpha |^s}}]{\displaystyle \frac{s\xi }{|\alpha |}}\mathrm{{\rm Y}}_s\},`$
$`G_1^{(+)}`$ $`=`$ $`{\displaystyle \frac{C|\alpha |^{s+1}}{\beta ^{s+1}}}\{\chi _s[1+๐ช\left({\displaystyle \frac{1}{\alpha ^2}}\right)]`$ (26)
$`+n_i\left[\mathrm{\Gamma }(s+2){\displaystyle \frac{g_{s+1}^{(+)}(\xi )}{|\alpha |^{s+1}}}+\mathrm{\Gamma }(s+1)y_i{\displaystyle \frac{g_s^{(+)}(\xi )}{|\alpha |^s}}\right]`$
$`{\displaystyle \frac{s\xi }{|\alpha |}}\mathrm{{\rm Y}}_s\},`$
$`G_0^{(+)}`$ $`=`$ $`{\displaystyle \frac{C|\alpha |^s}{\beta ^{s+1}}}\{\chi _s[1+๐ช\left({\displaystyle \frac{1}{\alpha ^2}}\right)]`$ (28)
$`+n_i\mathrm{\Gamma }(s+1){\displaystyle \frac{g_s^{(+)}(\xi )}{|\alpha |^s}}{\displaystyle \frac{s\xi }{|\alpha |}}\mathrm{{\rm Y}}_s\},`$
$`Z_0^{(+)}`$ $`=`$ $`{\displaystyle \frac{C|\alpha |^{s+1}}{(n+1)\beta ^{s+1}}}\{\chi _{s+1}[1+๐ช\left({\displaystyle \frac{1}{\alpha ^2}}\right)]`$ (30)
$`+n_i\mathrm{\Gamma }(s+2){\displaystyle \frac{g_{s+1}^{(+)}(\xi )}{|\alpha |^{s+1}}}{\displaystyle \frac{(s+1)\xi }{|\alpha |}}\mathrm{{\rm Y}}_{s+1}\},`$
where $`y_j=\beta ฯต_j/|\alpha |`$ and $`\mathrm{{\rm Y}}_s_{k=1}^{i1}n_k(1x_k)^{s1}x_k`$. To see the asymptotic behavior, we calculate $`c_\mathrm{V}`$ separately for the cases (a), (b), and (c). Using Eqs. (19,23-30) and working consistently in the orders of $`|\alpha |`$, we obtain the following asymptotic results:
* Case (a)
$`{\displaystyle \frac{c_\mathrm{V}}{k_\mathrm{B}}}`$ $`=`$ $`{\displaystyle \frac{(s+1)|\alpha |}{\chi _{s+1}+๐ช(|\alpha |^{(s+1)})}}`$ (33)
$`\times \{{\displaystyle \frac{n_i^2\mathrm{\Gamma }^2(s+1)}{\chi _s}}{\displaystyle \frac{g_{s}^{(+)}{}_{}{}^{2}(\xi )}{|\alpha |^{2s}}}`$
$`+{\displaystyle \frac{n_i^3\mathrm{\Gamma }^3(s+1)}{\chi _s^2}}{\displaystyle \frac{g_{s}^{(+)}{}_{}{}^{3}(\xi )}{|\alpha |^{3s}}}+๐ช\left({\displaystyle \frac{1}{|\alpha |^m}}\right)\},`$
where $`m=\mathrm{min}\{s+1,4s,2\}`$.
* Case (b)
$`{\displaystyle \frac{c_\mathrm{V}}{k_\mathrm{B}}}`$ $`=`$ $`{\displaystyle \frac{n_i}{|\alpha |(\chi _1+|๐ช(|\alpha |^1))}}`$ (37)
$`\times \{{\displaystyle \frac{\chi _0g_0^{(+)}(\xi )}{\chi _0+n_ig_0^{(+)}(\xi )}}\xi ^2+{\displaystyle \frac{2\chi _0g_1^{(+)}(\xi )}{\chi _0+n_ig_0^{(+)}(\xi )}}\xi `$
$`+2g_2^{(+)}(\xi ){\displaystyle \frac{n_ig_{1}^{(+)}{}_{}{}^{2}(\xi )}{\chi _0+n_ig_0^{(+)}(\xi )}}`$
$`+{\displaystyle \frac{\pi ^2}{3}}\chi _0+๐ช\left(e^\alpha \right)\},`$
* Case (c)
$`{\displaystyle \frac{c_\mathrm{V}}{k_\mathrm{B}}}`$ $`=`$ $`{\displaystyle \frac{s+1}{\chi _{s+1}+๐ช(|\alpha |^{(s+1)})}}{\displaystyle \frac{|\alpha |}{\xi }}`$ (39)
$`\times \left\{\chi _s+{\displaystyle \frac{\chi _s}{\xi }}+๐ช\left({\displaystyle \frac{1}{|\alpha |}}\right)\right\}.`$
So, for $`ฯต_\mathrm{F}=ฯต_i`$, $`i>0`$, from Eqs. (33-39) we distinguish the following situations:
$`s>1/2`$, then $`c_\mathrm{V}/k_\mathrm{B}(ฯต_\mathrm{F}/k_\mathrm{B}T)^{12s}`$, so $`c_\mathrm{V}0`$ as $`T0`$ (note that if $`s>1`$ some of the orders of $`\alpha `$ interchange, but the function $`c_\mathrm{V}`$ converges fast to zero as $`T`$ approaches 0 K);
$`s=1/2`$, then $`lim_{T0}(c_\mathrm{V}/k_\mathrm{B})=(32\sqrt{2})(3\pi /8)\zeta ^2(1/2)n_i^2/\chi _{3/2}\chi _{1/2}`$;
$`s(0,1/2)`$, then $`c_\mathrm{V}/k_\mathrm{B}(ฯต_\mathrm{F}/k_\mathrm{B}T)^{12s}`$, so $`c_\mathrm{V}\mathrm{}`$ as $`T0`$;
$`s=0`$, then $`c_\mathrm{V}/k_\mathrm{B}k_\mathrm{B}T/ฯต_\mathrm{F}`$, so $`c_\mathrm{V}0`$ as $`T0`$;
$`s(1,0)`$, then $`c_\mathrm{V}/k_\mathrm{B}(ฯต_\mathrm{F}/k_\mathrm{B}T)/\mathrm{log}(ฯต_\mathrm{F}/k_\mathrm{B}T)`$, so $`c_\mathrm{V}\mathrm{}`$ as $`T0`$.
Therefore, in the cases (a3) and (c), $`c_\mathrm{V}`$ presents a divergent behavior at $`T=0`$ K, while in case (a2) approaches a finite limit. These situations seem to be in contradiction with the third law of thermodynamics. To clarify this we mention that the divergency appears just if the spectrum of $`H_\mathrm{c}`$ is continuous. In any finite system this is not the case, so at low enough temperatures $`c_\mathrm{V}`$ decreases towards zero.
Without getting into details we state that when $`ฯต_\mathrm{F}ฯต_i,i0`$, similar calculations lead us to the results $`lim_{T0}(|\alpha _0||\alpha |)=0`$ and $`lim_{T0}c_\mathrm{V}=0`$ for any $`s`$. Moreover, in the low temperature limit we reobtain the known result $`c_\mathrm{V}T`$. On the other hand, the continuity of $`\mu `$ as a function of $`ฯต_\mathrm{F}`$ implies the continuity of $`\alpha `$ and $`c_\mathrm{V}`$ as functions of $`ฯต_\mathrm{F}`$, for any $`T>0`$ K. In other words, the divergent behavior in the cases (a3) and (c) can be approached asymptotically for any $`T>0`$ K, as $`ฯต_\mathrm{F}ฯต_i`$ (for any $`i`$), by the functions $`c_\mathrm{V}(T)`$. This leads to the formation of a maximum at finite temperature, with the properties: $`c_{\mathrm{V}}^{}{}_{\mathrm{max}}{}^{}\mathrm{}`$ and $`T_{\mathrm{max}}0`$, as $`ฯต_\mathrm{F}ฯต_i`$, for any $`i1`$.
Let us now make the connections with familiar systems, namely with the ones discussed in section II. In the case of a cuboidal box with dimensions $`l_\mathrm{x}l_\mathrm{y},l_\mathrm{z}`$, $`s=1/2`$, so we are in the case (c). In Fig. 3 we plot the exact numerical calculation of such a fermionic system, with dimensions $`l_1\mathrm{},l_2=l_3=10^9`$ m. The mass of the particles is chosen as in Section II, such that $`\lambda ^2=10^{18}T^1`$. We observe the formation of the maximum as the Fermi energy approaches the first excited energy level of $`H_\mathrm{d}`$, and the divergent behavior at $`ฯต_\mathrm{F}=ฯต_1`$. If the fermions are inside a cuboidal box with dimensions $`l_\mathrm{x},l_\mathrm{y}l_\mathrm{z}`$ or a harmonic potential with the characteristic frequencies $`\omega _\mathrm{x}\omega _\mathrm{y},\omega _\mathrm{z}`$, then $`s=0`$ and we are in the case (b), therefore we do not observe the formation of a similar maximum. This was checked by exact numerical calculations and was found to be correct.
## IV Conclusions
In Section II of this paper it is presented in general the phenomenon of Bose-like condensation in the case of massive bosons and fermions. This denomination was introduced in where, according to my knowledge, it was reported for the first time a crossover between different dimensionalities of the phonon gas distribution in ultrathin dielectric membranes. This phenomenon appears to be identical for both types of massive particles and resembles to the multiple-step Bose-Einstein condensation . Nevertheless, the two phenomena are different in nature. The results are exemplified for the familiar cases of ideal particles trapped inside cuboidal boxes and harmonic potentials.
The analysis made in Section III, lead us to the observation of interesting divergences of the specific heat of a Fermi system at zero temperature. The phenomenon is described in general, for a single-particle hamiltonian of the form $`H=H_\mathrm{c}+H_\mathrm{d}`$, with $`H_\mathrm{c}`$ having a (quasi)continuous spectrum $`ฯต_\mathrm{c}[0,\mathrm{})`$ with the energy levels density $`\sigma (ฯต_\mathrm{c})=Cฯต_\mathrm{c}^s`$ ($`s>1`$) and $`H_\mathrm{d}`$ having the discrete eigenvalues $`ฯต_i`$, $`i=0,1,\mathrm{}`$. It was found that $`c_\mathrm{v}(T)\mathrm{}`$ as $`T0`$ for any $`s(1,0)(0,1/2)`$ if $`ฯต_\mathrm{F}=ฯต_i`$, for any $`i1`$. This divergent behavior is approached asymptotically for any $`T>0`$, as $`ฯต_\mathrm{F}ฯต_i,i1`$, leading in this way to the formation of very high maxima (in the limit, infinitely high) of the fermionic specific heat close to zero temperature. This is an unexpected new phenomenon, since it seems to contradict the third law of thermodynamics. Anyway, this does not happen since in any finite system the energy spectrum is discrete and at low enough temperature the specific heat decreases towards zero. Nevertheless, this phenomenon might have interesting consequences on the entropy of the system in the vicinity of zero temperature. On the other hand it should be investigated if systems obeying fractional-statistics or interacting Bose systems (see for example Ref. and references therein for similarities between these two types of systems) exhibit similar behavior.
The author wants to thank Professors M. Manninen, J. P. Pekola, and E. B. Sonin for discussions. This work has been supported by the Academy of Finland under the Finnish Centre of Excellence Programme 2000-2005 (Project No. 44875, Nuclear and Condensed Matter Programme at JYFL).
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# Diffusion at constant speed in a model phase space
## I Introduction
Diffusion theory is an old subject and has been applied with enormous success in many fields of Physics, Chemistry and Biology. But pure diffusion of particles is actually unphysical as it neglects the inertia of the particles. It is a Wiener process for the spatial position of the particles and holds strictly in the limit when the trasnport mean free path $`l^{}0`$ and the speed $`c\mathrm{}`$ such that the diffusion coefficient $`D=cl^{}/3`$ is a constant. In other words the particle scatters at every point and has no directional memory or persistence. The persistence becomes important in many problems when processes at short length and time scales become important as in polymer physics and radiative transport in random media. The incoherent energy transport of light in random media described by the radiative transfer equation can be approximated as a diffusion process in a coarse grained description. But again, the diffusion approximation fails here at short length- and time-scales, not because of any finite photon mass, but due to the anisotropic (forward) scattering nature of the finite size scatterers. This becomes particularly important in the biomedical imaging and diagnostic applications with NIR light when the ballistic and โsnakeโ (near ballistic) light in highly forward scattering media are used. Since the general analytic solutions to the radiative transfer equation that take into account the full scattering properties are not known even for simple geometries, it becomes important to develop simple models that incorporate the physical persistence of the problem into the stochastic process. Further in the case of light, assuming the distance between the scatterers is much larger than the wavelength of the light, the speed of the photon is constant in between the scattering events. While approximately describing light as a particle undergoing stochastic motion, this constancy of the speed should be preserved at the very least.
Recently we successfully described this diffusion at a constant speed of photons as a diffusion on the velocity sphere . Among the other models proposed to deal with the intermediate range of length- and time-scales between the ballistic motion and diffusive transport, the attempts to generalize the Telegrapher equation are important. The Telegrapher equation is exact in one dimension and describes the diffusion of a particle whose speed is fixed, i.e., the velocity can take on only two values $`\pm c`$ . The Telegrapher equation, i.e,
$$\frac{^2P}{t^2}+\mathrm{\Gamma }\frac{P}{t}c^2\frac{^2P}{x^2}=0,$$
(1)
where P is the probability distribution function and $`\mathrm{\Gamma }/2`$ is the mean scattering rate, is a combination of the wave equation describing the inertial (persistent) aspect and of the diffusion equation describing the stochastic aspect. This equation has found wide application in many fields and was first considered by J.C. Maxwell, more than a century ago in his attempt to describe heat conduction from basic kinetic theory. He discarded the inertial term, however, on the grounds that it would be important only at extremely short time scales. It also has since been shown to describe the โsecond soundโ in liquid Helium II, and classical mesoscopic diffusion obeying the Maxwell-Cattaneo law instead of the usual Fickโs law.
Following a suggestion of Ishimaru , a generalization of the Telegrapher equation to higher dimensions in a heuristic manner was attempted by simply replacing $`^2P/x^2`$ in Eqn.(7.1) by $`^2P`$, to describe photon migration at short length scales, by including some ballistic aspects. This ad-hoc generalization appeared to be quite successful to describing photon migration as it preserved causality and did much better than the diffusion approximation to describe photon transport in absorbing media . This was also extended to studies of Diffusing Wave Spectroscopy in thin samples . It was, however, shown by comparing it with Monte-Carlo simulations that this generalization furnished no better an approximation than the diffusion approximation in higher dimensions . The in-principle weakness of this โad-hocโ approach was demonstrated by the fact that the photon probability density evolving under this equation becomes negative in two dimensions for the simplest case of an unbounded (infinite) medium at short times ($`tt^{}`$) when the ballistic aspects of transport are most important. In fact, the negativity of the solution to this equation is a generic property in even-dimensional spaces .
In this paper, we reconsider the problem of diffusion of photons at constant speed and present a generalization of the Telegrapher process to higher dimensional turbid media ($`d>1`$), where the photon can move along $`2^d`$ directions along the diagonals of a $`d`$-dimensional hypercube. We derive the equation for the probability density function using the โformulae of differentiationโ of Shapiro and Loginov , by considering a correlated random walk at constant speed. We show that a partial differential equation of order $`2^d`$ results for the probability distribution function in $`d`$-dimensions. Our model is an advancement over the earlier models of Boguรฑรก et al. , where the photon could only move along the $`2d`$ directions along the axes, and results in a true diffusion at constant speed in the limit of large dimensions. Our work brings out certain features that were not recognized in earlier work. Light in the stochastic medium is considered to be a particle on which the medium exerts fluctuating forces. Each scattering event only changes the direction of the photon without affecting the speed of propagation.
## II The Telegrapher process in one dimension
Let us first consider the dynamics of a particle executing a random walk in one dimension while moving with constant speed $`c`$. This would describe the motion of light in a disordered fibre, or of electrons on the Fermi points in a one-dimensional disordered wire, if we neglect the wave nature and the consequent Anderson localization (Strictly speaking, this description would not hold for 1-D where all the quantum states are localized states. For sample lengths much smaller than the localization length, however, the transport is almost diffusive). The velocity $`v(t)`$ of the particle is a random function of time such that it can take only two values $`\pm c`$, i.e., a Dichotomic Markov process. If $`\mathrm{\Gamma }/2`$ be the transition probability per unit time between these two values of the velocity ($``$ indicate averaging over the disorder),
$`v(t)`$ $`=`$ $`0,`$ (2)
$`v(t)v(t^{})`$ $`=`$ $`c^2\mathrm{exp}(\mathrm{\Gamma }|tt^{}|),`$ (3)
i.e. the velocity is exponentially correlated in time. We note that the stochastic Langevin equation for the displacement $`\dot{x}=v(t)`$ gives:
$`x`$ $`=`$ $`0,`$ (4)
$`x^2`$ $`=`$ $`{\displaystyle \frac{2c^2}{\mathrm{\Gamma }}}(t{\displaystyle \frac{1e^{\mathrm{\Gamma }t}}{\mathrm{\Gamma }}}),`$ (5)
i.e., the behaviour at long times ($`t\mathrm{}`$) or very large scattering strengths (large $`\mathrm{\Gamma }`$) is diffusive ($`x^2t`$) and at short times ($`t0`$), the behaviour is ballistic ($`x^2t^2`$).
Next we will derive the equation for the probability distribution function. Let $`\mathrm{\Pi }(x;t)`$ be the phase space density of points in the x-t phase space. Now, $`\mathrm{\Pi }`$ satisfies the Stochastic Liouville equation :
$$\frac{\mathrm{\Pi }}{t}+\frac{}{x}(\dot{x}\mathrm{\Pi })=0.$$
(6)
Averaging over all the realizations of the random function $`v(t)`$, by the van Kampen lemma , the probability distribution $`P(x;t)=\mathrm{\Pi }(x;t)`$. We also define $`W(x;t)=v(t)\mathrm{\Pi }(x;t)`$ and obtain,
$$\frac{P}{t}+\frac{W}{x}=0.$$
(7)
Now using the โformulae of differentiationโ of Shapiro and Loginov , for a Dichotomic Markov process,
$$\frac{W}{t}=\mathrm{\Gamma }Wc^2\frac{P}{x}.$$
(8)
Eliminating W from the above equations, we obtain
$$\frac{^2P}{t^2}+\mathrm{\Gamma }\frac{P}{t}=c^2\frac{^2P}{x^2},$$
(9)
i.e. the Telegrapher equation for the probability distribution function $`P`$. This is an exact description of the motion of a particle with constant speed in 1-D.
The solutions to Equation.(9) are well known and, in an infinite medium given by
$$P(x,t;x=0,t=0)=\left(\frac{\mathrm{\Gamma }}{2c}\right)e^{\mathrm{\Gamma }t/2}[I_0(y)+2\mathrm{\Gamma }t\frac{I_1(y)}{y}]\theta (ct|x|),$$
(10)
where $`y=(\mathrm{\Gamma }/2c)\sqrt{c^2t^2x^2}`$, $`I_0`$ and $`I_1`$ are the modified Bessel functions of order zero and one respectively, and $`\theta `$ is the Heaviside step function. Note that the solution is zero for $`|x|>ct`$ and thus causality is preserved. The solution indicates that the particles spread out symmetrically from the origin, half of them to the left and the other half to the right, with a front velocity of $`c`$ beyond which there are no more particles and heap up at the โlight frontsโ where there are $`N/2\mathrm{exp}(\mathrm{\Gamma }t/2)`$ particles (if there are $`N`$ particles altogether).
## III Generalization to higher dimensions
Now, we seek a generalization of the Telegrapher process process to higher dimensions. The simplest way of doing this is to make every orthogonal component a dichotomic Markov process which take the values $`\pm c`$. Thus, in $`d`$ dimensions, the particle is seen to move along the diagonals of the $`d`$ dimensional hypercube with a speed $`\sqrt{d}c`$. Here the real space is continuous, while the velocity space is discrete and can take only $`2^d`$ discrete values in $`d`$ dimensions. This is the model phase space that we consider the photon to execute a random walk in. For example, in Fig. 1, we show a possible trajectory in the real space for $`d=2`$ and a particle released from the origin at $`t=0`$.
### A The equations for the generalized Telegrapher process
In two dimensions, we will consider both the x and y components of the velocity of the particle to be independent dichotomic Markov processes,
$`v_x(t)`$ $`=`$ $`c\chi _1(t),`$ (11)
$`v_y(T)`$ $`=`$ $`c\chi _2(t),`$ (12)
$`\chi _i(t)`$ $`=`$ $`0,`$ (13)
$`\chi _i(t)\chi _j(t^{})`$ $`=`$ $`\delta _{ij}\mathrm{exp}(\mathrm{\Gamma }|tt^{}|),`$ (14)
where $`\chi _i(t)`$ are unimodular processes. The particle is thus seen to move along the four directions $`(\pm \widehat{i},\pm \widehat{j})`$ with a constant speed $`\sqrt{2}c`$. Now using the stochastic Louiville equation, We define the averages $`P(x,y;t)=\mathrm{\Pi }(x,y;t)`$, $`W_x=v_x(t)\mathrm{\Pi }(x,y;t)`$, $`W_y=v_y(t)\mathrm{\Pi }(x,y;t)`$ and $`W_{xy}=v_x(t)v_y(t)\mathrm{\Pi }(x,y;t)`$. We generalize the โformula of differentiationโ of Shapiro and Loginov to n-independent dichotomic Markov processes as
$`{\displaystyle \frac{d}{dt}}`$ $``$ $`v_1v_2\mathrm{}v_n\mathrm{\Pi }[v_1,v_2,\mathrm{}v_n]_{v_1,v_2,\mathrm{},v_n}=`$ (15)
$`=`$ $`(\mathrm{\Gamma }_1+\mathrm{\Gamma }_2+\mathrm{}+\mathrm{\Gamma }_n)v_1v_2\mathrm{}v_n\mathrm{\Pi }[v_1,v_2,\mathrm{},v_n]_{v_1,v_2,\mathrm{}v_n}`$ (16)
$`+`$ $`v_1v_2\mathrm{}v_n{\displaystyle \frac{d\mathrm{\Pi }[v_1,v_2,\mathrm{}v_n]}{dt}}_{v_1,v_2,\mathrm{},v_n},`$ (17)
where $`v_i(t)`$ are independent dichotomic Markov processes, $`\mathrm{\Gamma }_i`$ are the respective transition rates and $`\mathrm{\Pi }`$ is a functional of $`v_1`$, $`v_2`$, $`\mathrm{}`$, $`v_n`$. Using the above, we obtain the following closed set of equations :
$`{\displaystyle \frac{P}{t}}+{\displaystyle \frac{W_x}{x}}+{\displaystyle \frac{W_y}{y}}`$ $`=`$ $`0,`$ (18)
$`{\displaystyle \frac{W_x}{t}}+\mathrm{\Gamma }W_x`$ $`=`$ $`c^2{\displaystyle \frac{P}{x}}{\displaystyle \frac{W_{xy}}{y}},`$ (19)
$`{\displaystyle \frac{W_y}{t}}+\mathrm{\Gamma }W_y`$ $`=`$ $`c^2{\displaystyle \frac{P}{y}}{\displaystyle \frac{W_{xy}}{x}},`$ (20)
$`{\displaystyle \frac{W_{xy}}{t}}+2\mathrm{\Gamma }W_{xy}`$ $`=`$ $`c^2\left[{\displaystyle \frac{W_y}{x}}+{\displaystyle \frac{W_x}{y}}\right].`$ (21)
Eliminating $`W_x,W_y,W_{xy}`$ from the above set of equations, we obtain for the probability distribution function $`P(x,y;t)`$ :
$$\frac{}{t}\left(\frac{}{t}+2\mathrm{\Gamma }\right)\left(\frac{}{t}+\mathrm{\Gamma }\right)^2P2c^2\left(\frac{}{t}+\mathrm{\Gamma }\right)^2^2P+c^4\left(\frac{^2}{x^2}\frac{^2}{y^2}\right)P=0.$$
(22)
By performing a $`\pi /4`$ rotation of the space axes and rescaling the speed to $`c`$, this equation is seen to be the same as the one derived by Bogฬuna et al. by a different approach. Unlike the โad-hoc Generalized Telegrapher equationโ of Durian and Rudnick , this partial differential equation is of fourth order involving all space and time derivatives.
Similiarly, in three dimensions, we consider the x, y and z components to the velocity to be independent dichotomic Markov processes. Again, following the above procedure, we obtain the closed set of eight equations :
$`{\displaystyle \frac{P}{t}}+{\displaystyle \frac{W_x}{x}}+{\displaystyle \frac{W_y}{y}}+{\displaystyle \frac{W_z}{z}}`$ $`=`$ $`0`$ (23)
$`{\displaystyle \frac{W_x}{t}}+\mathrm{\Gamma }W_x`$ $`=`$ $`c^2{\displaystyle \frac{P}{x}}{\displaystyle \frac{W_{xy}}{y}}{\displaystyle \frac{W_{zx}}{z}}`$ (24)
$`{\displaystyle \frac{W_y}{t}}+\mathrm{\Gamma }W_y`$ $`=`$ $`c^2{\displaystyle \frac{P}{y}}{\displaystyle \frac{W_{xy}}{x}}{\displaystyle \frac{W_{yz}}{z}}`$ (25)
$`{\displaystyle \frac{W_z}{t}}+\mathrm{\Gamma }W_y`$ $`=`$ $`c^2{\displaystyle \frac{P}{z}}{\displaystyle \frac{W_{zx}}{x}}{\displaystyle \frac{W_{yz}}{y}}`$ (26)
$`{\displaystyle \frac{W_{xy}}{t}}+2\mathrm{\Gamma }W_{xy}`$ $`=`$ $`c^2\left[{\displaystyle \frac{W_y}{x}}+{\displaystyle \frac{W_x}{y}}\right]{\displaystyle \frac{W_{xyz}}{z}}`$ (27)
$`{\displaystyle \frac{W_{yz}}{t}}+2\mathrm{\Gamma }W_{yz}`$ $`=`$ $`c^2\left[{\displaystyle \frac{W_y}{z}}+{\displaystyle \frac{W_z}{y}}\right]{\displaystyle \frac{W_{xyz}}{x}}`$ (28)
$`{\displaystyle \frac{W_{zx}}{t}}+2\mathrm{\Gamma }W_{zx}`$ $`=`$ $`c^2\left[{\displaystyle \frac{W_z}{x}}+{\displaystyle \frac{W_x}{z}}\right]{\displaystyle \frac{W_{xyz}}{y}}`$ (29)
$`{\displaystyle \frac{W_{xyz}}{t}}+3\mathrm{\Gamma }W_{xyz}`$ $`=`$ $`c^2\left[{\displaystyle \frac{W_{yz}}{x}}+{\displaystyle \frac{W_{zx}}{y}}+{\displaystyle \frac{W_{xy}}{z}}\right]`$ (30)
It is possible to obtain a cumbersome-looking partial differential equation for P(x,y,z;t) alone, similiar to Equation(22) by eliminating the other functions from the above coupled set of differential equations. However, no extra information results and it will not be presented here.
The partial differential equation for $`P(\stackrel{}{r};t)`$ alone, in general, will be of order $`2^d`$ (there are $`2^d`$ independent first order coupled differential equations for $`d`$ dimensions). The set of coupled first order differential equations(23-30) offer a very convenient factorization of the $`2^d`$ dimensional equation satisfied by $`P(\stackrel{}{r};t)`$ and are a more convenient starting point for numerical calculations of the solutions. We note that the above equations are linear with constant coefficients and can easily be solved by taking Laplace transforms with respect to time and space variables. Inverting the solutions obtained back to the real space-time, however, is non-trivial and only a few characteristic quantities such as the moments of the residence times have been calculated for a similiar model.
### B Absorbing boundary conditions
For the above system of equations, absorbing boundary conditions can be easily and rigorously applied for this set of equations. For an absorbing boundary at $`x=0`$, with the stochastic medium occupying the negative semi-infinite half-space, the appropriate boundary conditions corresponding to no incoming flux are
$`W_x(x=0,y,z;t)=cP(x=0,y,z;t),`$ (31)
$`W_{xy}(x=0,y,z;t)=cW_y(x=0,y,z;t),`$ (32)
$`W_{zx}(x=0,y,z;t)=W_z(x=0,y,z;t),`$ (33)
$`W_{xyz}(x=0,y,z;t)=cW_{yz}(x=0,y,z;t),`$ (34)
and free boundary conditions on the other functions $`P`$, $`W_y`$, $`W_z`$, $`W_{yz}`$. These conditions are equivalent to the integral boundary condition $`/t_{\mathrm{}}^{x=0}P(x,y,z;t)๐x=cP(x=0,y,z;t)`$ on $`P(x,y,z;t)`$ alone.
### C Projected motion along any axis and angular non-symmetry of the model
In higher dimensions ($`d>1`$), the ad-hoc generalized Telegrapher equation viz. $`\frac{^2P}{t^2}+\mathrm{\Gamma }\frac{P}{t}c^2^2P=0`$ is indeed obtained only if higher order velocity correlations are neglected, i.e., terms such as $`W_{xy}=v_x\mathrm{\Pi }`$, $`W_{xyz}`$ etc. are set to zero. This is not correct especially at short times, when we expect the velocity components to be correlated to a quite some extent. However, it is easily seen that the marginal probability distribution for the projected motion along one of the axis $`p(x_1;t)=P(x_1,x_2,\mathrm{},x_d)๐x_1๐x_2\mathrm{}๐x_d`$ satisfies the Telegrapher equation $`\frac{^2p}{t^2}+\mathrm{\Gamma }\frac{p}{t}c^2\frac{^2p}{x^2}=0`$. The partial differential equation for $`P(\stackrel{}{r};t)`$ alone, in general, will be of order $`2^d`$ (there are $`2^d`$ independent first order coupled differential equations for $`d`$ dimensions) corresponding to $`2^d`$ directions.
There are some subtle differences between our model and that of Boguรฑรก et al. First of all, the number of allowed directions for the photon motion is greater in our model ($`2^d`$) than theirs ($`2d`$). The reason is that, they consider that the motion of the particle to be along the axes, while in our case, the motion is along the diagonals of the $`d`$ dimensional hypercube. They do not obtain a Telegrapher equation for the marginal probability distribution for the projected motion in general as we do. We always have a Telegrapher process along any one axis. This can be best compared in two dimensions by carrying out a $`\pi /4`$ rotation of the axes in Eqns.(16-19) and then looking at the projected motion along the axes. We obtain the Telegrapher equation $`\frac{^2p}{t^2}+2\mathrm{\Gamma }\frac{p}{t}c^2\frac{^2p}{x^2}=0`$ , i.e., only the diffusion coefficient is renormalized. This corresponds to the three step Telegrapher process of moving at constant speed to the left or the right with a probability $`1/4`$ and being at rest with a probability $`1/2`$. In higher dimensions ($`d>2`$), the diagonals of the hypercube are not orthogonal and the equation obtained for the projected motion along the diagonals is not a Telegrapher equation in our case.
Thus, it is to noted that in these models without angular symmetry, such a description of projected motion is non-unique and depends on the direction of the projected motion. It should, however, be pointed out that the angular spacing between these discrete directions, given by the ratio of the total solid angle to the number of directions, in our model is
$$\frac{\mathrm{\Omega }(d)}{2^d}=\frac{1}{2^d}\frac{2\pi ^{d/2}}{\mathrm{\Gamma }(d/2)d}\left(\frac{\pi ^{1/2}e^{1/2}}{2\mathrm{ln}^{1/2}(d/2)}\right)^d,$$
(35)
where $`\mathrm{\Gamma }`$ here is the Gamma function. In the limit of large $`d`$, the angular spacing decays almost exponentially to zero. Thus, in the limit of large dimensions, this process indeed describes a genuine diffusion at constant speed. This result is due to the exponential dependence on the dimensionality for the number of allowed directions for the photon velocity and is not obtained by Boguรฑรก et al.
## IV Kubo-Anderson like stochastic processes
In passing, we would like to touch upon the possible generalization to more complex stochastic processes, which demonstrates the power of the current approach. It is a simple matter now, to write down the equations for probability distribution function for a Kubo-Anderson like process, given by the sum of n-independent dichotomic Markov processes (in one -dimension), i.e., $`v(t)=v_1(t)+v_2(t)+\mathrm{}+v_n(t)`$, where $`v_i(t)`$ can take on the values $`\pm c`$ and $`v_i(t)=0;v_i(t)v_j(t^{})=c^2\mathrm{exp}(\mathrm{\Gamma }|tt^{}|)\delta _{ij}`$. The structure of the equations for $`n=2`$ and $`n=3`$ remain the same as Eqn. (16-19) and Eqn. (21-28) respectively, with only the derivatives $`/y`$ and $`/z`$ both replaced by $`/x`$. It is immediately seen that the case of $`n=2`$ corresponds to the 3-step Telegrapher processes described above. The generalization to higher $`n`$ is obvious. In general, one obtains $`n+1`$ coupled partial differential equations for the sum of $`n`$-independent dichotomic Markov processes.
## V Conclusions
In conclusion, we have developed a particular โgeneralizationโ of the Telegrapher process to higher dimensional ($`d>1`$) stochastic media which could be potentially useful for studying photon migration in turbid media as it rigourously preserves the photon speed to be constant between the scattering events. In comparision to the model presented in Ref., where the photonโs random walk was modelled as a diffusion on the velocity sphere, we have a model phase space here, where the photon can move only along the $`2^d`$ directions of the diagonals of the $`d`$ dimensional hypercube. It is admittedly an artificial phase space, but one having an appreciable directional persistence unlike the zero-persistence diffusion theory. However, the model does not have angular symmetry. In 1-D, there are only two directions and hence, the Telegrapher equation is exact. On the other hand, in the limit of very large dimensions, the angular spacing between the directions tends to zero almost exponentially, and again the process is indeed a genuine diffusion-at-a-constant-speed. It has been shown that the equation for the projected motion along any hypercube axis is a 1-D Telegrapher equation, though it is non-invariant under an arbitrary rotation. Further, the ad-hoc generalized Telegrapher equation in higher dimensions is recovered when higher order correlations are neglected. The power of this approach is demonstrated by deriving the equations for a sum of n-independent Markov processes.
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# A Poincarรฉ-Covariant Parton Cascade Model for Ultrarelativistic Heavy-Ion Reactions
## I Introduction
Recent years have shown an increased interest in the study of heavy ion reactions with projectiles and targets ranging all the way up to Uranium, and laboratory energies up to 200 A$``$GeV . The RHIC collider at Brookhaven National Laboratory, dedicated to ultrarelativistic heavy ion reactions, became operational this year, and this heralds yet another new and exiting stage of experiments, with the prospect of finally confirming the signatures of a phase transition to the quark gluon plasma found at CERN (cf. ).
In a theoretical microscopic description of such reactions it is imperative to take into account the quark and gluon degrees of freedom, even when one does not assume a phase transition to occur, and various such microscopic models (generically called โparton cascadesโ) have been studied . In as far as these models describe the motion of individual particles in phase space, they are necessarily *classical* models and thus suffer in various degrees from the consequences of the No-Interaction-Theorem , which severely restricts the possibility of ensuring the full Poincarรฉ covariance in such models. Indeed the models just mentioned exhibit their non-covariance by an explicit dependence on the coordinate system in which the simulated reactions are run.
In contrast, we present a parton cascade model which is formally strictly Poincarรฉ-covariant. This is not to say that our model is free from the basic problem inherent in any parton description to date: the very definition of the incoming nucleons in terms of their parton content depends on the momentum scale used and thus seems to depend unavoidably on the observer frame of reference in which the paricipant nucleons are seen. We shall address this aspect of our model in detail below (cf. Sect. V).
The paper is organized as follows. In Sect. II we present the details of our covariant formalism together with a description of the basic cascade algorithm used. Sect. III deals with the construction of the initial state of the model, and Sect. IV describes the partonic scattering processes during the nuclear reaction. In Sect. V we discuss the question of โparton evolutionโ as implemented in our code. In Sect. VI we present some numerical results and compare them to experimental data if available. Sect. VII contains a discussion and our conclusions.
## II The dynamics of our model
The No-Interaction-Theorem by Currie et al. asserts that the only canonical Hamiltonian theory of $`N`$ particles which is Poincarรฉ-covariant is one in which all particles are free . One way to circumvent the consequences of this theorem is to formulate the theory in 8$`N`$-dimensional phase space, i.e. in terms of 4-vectors for the positions of the particles as well as for their momenta:
$`x_i:=(t_i,\stackrel{}{r}_i),\text{ }p_i:=(E_i,\stackrel{}{p}_i),\text{ }i=1,\mathrm{}N.`$
These 4-vectors are taken to be functions of a *Poincarรฉ-invariant* dynamical evolution parameter $`s`$, the motion of the particles being determined by the set of Hamiltonโs equations
$`{\displaystyle \frac{d}{ds}}x_i(s)`$ $`=`$ $`\{H,x_i\}={\displaystyle \frac{H}{p_i}}`$
$`{\displaystyle \frac{d}{ds}}p_i(s)`$ $`=`$ $`\{H,p_i\}=+{\displaystyle \frac{H}{x_i}},`$
where the Hamiltonian $`H`$ as well as the interaction โquasipotentialโ $`V`$ are *Poincarรฉ-invariants*:
$`H={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{m_i^2p_i^2}{2m_i}}+V(r_1,\mathrm{},r_N;p_1\mathrm{},p_N).`$
The details of such a dynamical theory have been described elsewhere . Here we emphasize two important features: (a) the parameter $`s`$ governs the dynamical evolution of the system, but has no further direct physical interpretation, (b) particles are (classically!) off-shell โ $`(p_i)^2(m_i)^2`$ โ whenever they are within the range of the quasipotential.
With an appropriately chosen attractive force (representing a string-like interaction), this framework allows a description of hadrons as bound systems of classical particles (โpartonsโ) .
In setting up a parton cascade, we use a drastically simplified Hamiltonian which is in the spirit of previous hadronic cascade models : we take the interactions of the model to be due only to binary scattering events at discrete points in $`s`$, with all particles moving along free-particle world lines between such binary scatterings \[ The only way in which mean field effects enter the model is through the fact that particles can be off-shell, thus acquiring effective masses (cf. Sects.III, IV below). \].
Between the discontinuous binary interactions, the world lines of all particles are given by the free Hamiltonian:
$`p_i(s)`$ $`=`$ const
$`x_i(s)`$ $`=`$ $`{\displaystyle \frac{p_i}{m_i}}(ss_0)+x_i(s_0),`$
where $`s_0`$ is the last $`s`$ at which particle $`i`$ underwent an interaction. Note that as a consequence of these world lines the 3-velocities are given by
$`{\displaystyle \frac{d\stackrel{}{r}_i}{dt_i}}={\displaystyle \frac{d\stackrel{}{r}_i}{ds}}{\displaystyle \frac{ds}{dt_i}}={\displaystyle \frac{\stackrel{}{p}_i}{m_i}}{\displaystyle \frac{m_i}{E_i}},`$
as should be.
For a given $`s`$, the square of the *Poincarรฉ-invariant* 4-distance $`d_{ij}`$ between particles $`i`$ and $`j`$ is defined to be
$`d_{ij}^{}{}_{}{}^{2}:=\left(x_\mu {\displaystyle \frac{(xp)}{p^2}}p_\mu \right)\left(x^\mu {\displaystyle \frac{(xp)}{p^2}}p^\mu \right),`$
where $`x`$ and $`p`$ are the relative 4-distance and the total 4-momentum of particles $`i`$ and $`j`$:
$`x=x_ix_j,p=p_i+p_j.`$
This is, of course, just a Poincarรฉ-invariant way to write the 3-distance in their center-of-momentum frame (i.e their impact parameter): $`|d_{ij}|=\left|\stackrel{}{x}_i\stackrel{}{x}_j\right|_{\text{(CMS)}}`$ .
Whenever two particles approach each other to a 4-distance within
$$d_{ij}<\sqrt{\frac{\sigma _{\text{tot}}}{\pi }},$$
(1)
there will be a binary interaction between them. At that point in $`s`$, their momenta change discontinuously. What interaction takes place and how the interaction-distance (i.e. $`\sigma _{\text{tot}}`$) is determined depends on the particular model.
The basic algorithm of the dynamics of our parton cascade is thus as follows:
1. in an initialization procedure the colliding nuclei are described in terms of a certain number of partons with initial phase space coordinates (cf. Sect. III),
2. the partons propagate through phase space until the first two of them are about to interact (at a given $`s`$),
3. for that pair, the type of interaction is determined (cf. Sect. IV). Additional partons may be produced in the process (cf. Sect. V).
Due to this interaction, the interacting partons acquire new 4-momenta,
4. all partons continue to propagate freely until the next earliest $`s`$ for which another pair is up for an interaction,
5. steps 3 and 4 are iterated until all partons move away from one another. The cascade then ends.
Since the world-lines are parametrized by the *Poincarรฉ-invariant* parameter $`s`$, the ordering of binary interactions (determined by the sequence of parameters $`s_{ij}<s_{kl}<s_{mn}\mathrm{}`$) is independent of the observer frame of reference in which the cascade is run. This is in sharp contrast to the violation of Poincarรฉ-covariance generally encountered in cascade models involving actions at a distance .
## III The initial state
In contrast to most analytical transport models of ultrarelativistic nucleus-nucleus collisions, we do not assume an equilibrium initial state. Rather, we start out by first describing both colliding nuclei as ground state configurations (cf. Sect. III A), which are then boosted according to the kinematics of the particular reaction we want to simulate. In a second step of the initialization (but before any collisions occur) the individual nucleons are described in terms of a set of (classical) โpartonsโ (cf. Sect. III B). The nucleus-nucleus collision is then modelled as a sequence of partonic interactions, i.e. we do not allow any initial nucleon-nucleon collisions; although some such initial hadronic interactions will certainly occur, we believe them to be unimportant in the energy range of interest (RHIC energies).
### A Distribution of the nucleons
The nucleons in each of the two nuclei are initially assigned random positions and momenta. In the rest frame of the nucleus, the distributions are spherically symmetric while the radial distributions are taken to be of Saxon-Woods form:
$`w(r)\left(e^{\frac{rR_0}{\mathrm{\Delta }r}}+1\right)^1\text{ (positions)},`$
with $`R_0=1.07A^{1/3}`$ fm, $`\mathrm{\Delta }r=0.5`$ fm,
$`w(p)\left(e^{\frac{pp_F}{\mathrm{\Delta }p}}+1\right)^1\text{ (momenta) },`$
with $`p_F=\frac{\mathrm{}}{r_0}\sqrt[3]{\frac{9}{4}\pi }\mathrm{\hspace{0.17em}0.316}`$ GeV/c, $`\mathrm{\Delta }p=0.03`$ GeV/c \[ For simplicityโs sake, we use identical distributions for protons and neutrons. \]. The reason for using smeared-out distributions both in positions and momenta in the nuclear ground-state configurations is that this accounts (to a certain degree) for the uncertainty principle in this classical phase space description; it has nothing to do with finite temperature. For the same reason, we enforce a minimum spatial distance between any 2 nucleons of 0.8 fm. The zeroth (time) components of the position 4-vectors of the nucleons are irrelevant at this point because they are set on the parton level (cf. Sect. III B). The nucleon energies are then fixed so that every nucleon is on its mass shell:
$`p_{}^{0}{}_{i}{}^{}=E_{}^{0}{}_{i}{}^{}=\sqrt{\stackrel{}{p_i}^2+M_{N}^{}{}_{}{}^{2}},(i=1,\mathrm{},A),`$
an finally both nuclei are boosted to the desired frame of reference (depending on the particular reaction simulated).
### B Distribution of the partons
In a next step, each nucleon is resolved into initial partons. The longitudinal momenta (and flavors <sup>*</sup><sup>*</sup>*In this paper, the term โflavorโ is used to denote either a quark of given flavor in the usual sense, or a gluon. ) of the generated partons are chosen randomly with distributions corresponding to the experimental proton/neutron structure functions $`F_2(x,Q^2)`$ in the form of the โGRV94LOโ parametrization , until a total number of partons $`N`$ is reached so that in a given nucleon
$`{\displaystyle \underset{i}{\overset{N}{}}}x_i:={\displaystyle \underset{i}{\overset{N}{}}}{\displaystyle \frac{p_{z}^{}{}_{i}{}^{}}{P_z}}1`$
is satisfied.
Since the parton distribution functions peak at $`x=0`$, we need to use a cutoff in $`x`$: $`x_ix_{\text{min}}`$, which we choose inversely proportional to the nucleon momentum $`P_z`$. This cutoff is also in keeping with our focus is on hard partons.
Note that we need to specify an initial resolution scale $`Q_{0}^{}{}_{}{}^{2}`$ at which we evaluate the structure-functions. The number of partons $`N`$ depends strongly on this scale, because the structure functions are peaked at low $`x`$ for high $`Q^2`$. In contrast to the situation in, e.g. deep inelastic lepton-proton scattering, in a heavy ion reaction there is no clear definition for this scale, and we do not know it apriori. In the context of the present section, viz. the construction of the initial state, this initial resolution scale $`Q_{0}^{}{}_{}{}^{2}`$ is, therefore, an arbitrarily chosen parameter (for the actual values used in the numerical computations cf. Sect. VI). In Sect. V, we shall, however, discuss a parton evolution mechanism which turns out to weaken the dependance of our final results on $`Q_{0}^{}{}_{}{}^{2}`$ drastically.
As for the transverse momenta $`p_{๐ณ}^{}{}_{i}{}^{}`$ of the partons, we take these to be distributed radially symmetric about the nucleon momentum $`P_z`$, with a Gaussian distribution for their modulus:
$`w(p_๐ณ)e^{(p_๐ณ)^2/(2a^2)},`$
with $`a=0.3\text{ GeV}/c`$ (cf. ).
Because of the radial symmetry of the $`p_๐ณ`$ distribution, $`_ip_{๐ณ}^{}{}_{i}{}^{}0`$, so that for the partons in each nucleon we have
$`{\displaystyle \underset{i}{}}\stackrel{}{p}_i(0,0,P_z).`$
As a consequence, this resolution into partons leaves the *nucleons on the mass shell*:
$`\left({\displaystyle \underset{i=1}{\overset{N}{}}}p_{i}^{}{}_{}{}^{\mu }\right)\left({\displaystyle \underset{i=1}{\overset{N}{}}}p_{i}^{}{}_{\mu }{}^{}\right)M_{\text{nucleon}}^{}{}_{}{}^{2}.`$
The final momentum component to be fixed is the energy of each parton. As was pointed out in Sect. II, in PCD the energy of a particle is not determined by a mass-shell condition, but is an independent dynamic variable. This feature of the dynamics of our model allows, in a very natural way, to use effective parton masses (โvirtualitiesโ) to satisfy other constraints given by the physics of the initial state to be constructed. One such constraint is that initially (before the first interactions between partons from one of the colliding nuclei and partons from the other) all partons should remain essentially confined within their repective nucleons. Without constraining their velocities explicitly in some way, the partons would spread out over the whole phase-space very quickly after initialization.
One possibility for a โconfinement constraintโ is to require the parton longitudinal velocities to equal the velocity of the resolved nucleon:
$$\beta _{z}^{}{}_{}{}^{\text{parton}}=|\stackrel{}{\beta }^{\text{nucleon}}|.$$
(2)
Since the parton transverse momenta are small compared to the longitudinal momenta, this guarantees that the partons of one nucleon move together for some time initially. We thus demand explicitly that
$`\beta _{z}^{}{}_{}{}^{\text{parton}}={\displaystyle \frac{x_iP_z}{\sqrt{(x_iP_z)^2+p_{๐ณ}^{}{}_{i}{}^{}{}_{}{}^{2}+\mu _{i}^{}{}_{}{}^{2}}}}\stackrel{!}{=}{\displaystyle \frac{P_z}{\sqrt{P_{z}^{}{}_{}{}^{2}+M^2}}},`$
where the effective mass of parton $`i`$ is denoted by $`\mu _i`$, from which one obtains
$$\mu _{i}^{}{}_{}{}^{2}=x_{i}^{}{}_{}{}^{2}M^2p_{๐ณ}^{}{}_{i}{}^{}{}_{}{}^{2}.$$
(3)
The fact that the confined partons acquire effective masses in this way fits well into the framework of PCD, where interacting particles are off-shell. There is, however, a technicality involved in this method of modelling initial confinement: from (3) it can be seen directly that whenever the transverse momentum of a parton is sufficiently large, $`\mu _{i}^{}{}_{}{}^{2}`$ becomes negative, i.e. the parton becomes superluminal. In order to avoid such particles, we reject transverse momenta that lead to $`\beta >1`$. This means that our transverse momentum distribution is no longer an exact Gaussian, but somewhat narrower.
Finally, the spatial coordinates of the partons are chosen randomly with a spherical distribution (centered at the spatial coordinate of the nucleon) according to
$`w(r)e^{4.33\text{fm}^1r},`$
in accordance with nuclear form factor data . These spherical distributions are then Lorentz-contracted along the beam axis, and the $`\text{zero}^{\text{th}}`$ components of the 4-vectors $`r^\mu `$ are set to zero.
### C Distributed Lorentz Contraction (DLC)?
It has been proposed in the literature to use a โDistributed Lorentz Contraction (DLC)โ for the partons in order to enlarge the longitudinal extension of a nucleus and thus to enhance the chances for scatterings in a cascade model. The physical picture behind such an idea can be described roughly as follows. While the longitudinal extension of the *valence quarks* in a fast-moving nucleon does indeed look Lorentz-contracted to a stationary observer in the usual way:
$`(\mathrm{\Delta }z)_v{\displaystyle \frac{2R_0}{\gamma }},`$
the same is *not true* for the *sea-quarks and gluons*. Rather, the longitudinal extension of sea-quarks and gluons should always be at least of the order of $`1`$ fm; in a qualitative way one argues that due to the uncertainty principle
$`(\mathrm{\Delta }z)_{g,s}{\displaystyle \frac{1}{p_z}}={\displaystyle \frac{1}{xP}},`$
so that for smaller $`x`$ one has a larger longitudinal extension.
The practical argument usually given for using a DLC in a parton cascade model at ultrarelativistic energies is that without it the extreme Lorentz contraction of the colliding nuclei would simply not provide enough time for their partons to interact sufficiently. With DLC, the probablity for multiple scatterings, in particular, increases, thus enhancing the possiblity of obtaining high temperatures and densities.
This, however, is an argument that makes sense only if one looks at the physics from a given observer frame. While it is true that nuclei become pancakes when we *look* at them from a reference frame with high relative velocity, the number of scatterings should *not depend on the reference frame* at all.
Thus, both of the above arguments for a DLC are extraneous to a formally covariant formulation, and in our covariant parton cascade we do not need such an ad-hoc prescription to enlarge the number of scatterings \[cf. Sect. VI\]. Indeed we have *not employed* any DLC-like prescription in producing the initial state: using the invariant distance $`d_{ij}`$ to determine binary interactions guarantees that the desired effects for which DLC was proposed are correctly and automatically included in our code.
## IV Parton Scattering
As detailed in Sect. II, the cascade algorithm needs two inputs from binary scattering:
1. a parton total cross section $`\sigma _{\text{tot}}`$, which determines whether a given pair of partons will come within an (invariant) interaction distance given by (1),
2. a differential cross section $`\frac{d\sigma }{d\theta }(abcd)`$, which determines the details of an actual binary scattering.
In the present section we describe how we obtain and use these cross sections, i.e. we discuss ($`22`$)โscattering only. As mentioned above, our model allows for the creation of additional partons during a ($`22`$)โscattering. The mechanism for these ($`2n`$)โinteractions will be discussed in Sect. V.
### A Notation (kinematics)
Our notation is as follows. We use the Mandelstam variables
$`s:=(p_1+p_2)^2,\text{ }t:=(p_1p_3)^2,\text{ }u:=(p_1p_4)^2,`$
where the incoming particles are $`p_1,p_2`$, the outgoing ones $`p_3,p_4`$, as usual. The momentum transfer $`t`$ is kinematically restricted to the intervall $`t_\pi tt_0`$, where the subscripts ($`0,\pi `$) denote the corresponding scattering angle in the CMS. Whereas for equal-mass particles we have the familiar relation $`[s(2m)^2]t0`$, for four different masses one has
$`t_0/t_\pi `$ $`=`$ $`{\displaystyle \frac{1}{4s}}\left\{m_{1}^{}{}_{}{}^{2}m_{2}^{}{}_{}{}^{2}+m_{3}^{}{}_{}{}^{2}m_{4}^{}{}_{}{}^{2}\right\}^2`$
$`{\displaystyle \frac{1}{4s}}\left\{\lambda (s,m_{1}^{}{}_{}{}^{2},m_{2}^{}{}_{}{}^{2})\lambda (s,m_{3}^{}{}_{}{}^{2},m_{4}^{}{}_{}{}^{2})\right\}^2,`$
with the usual abbreviation
$`\lambda (a,b,c):=\sqrt{a^2+b^2+c^22ab2ac2bc}.`$
The CMS scattering angle $`\theta `$ is given by
$`\frac{1}{2}(1\mathrm{cos}\theta )=\mathrm{sin}^2\frac{\theta }{2}={\displaystyle \frac{t_0t}{t_0t_\pi }}.`$
In Sect. III we have set the initialized partons off-shell: $`p_{i}^{}{}_{}{}^{2}=\mu _{i}^{}{}_{}{}^{2}m_{i}^{}{}_{}{}^{2}`$, where $`m_i`$ denotes the current mass and $`\mu _i`$ the effective mass of parton $`i`$. This procedure was used there to model the initial confinement of quarks in the nucleons of the colliding nuclei; it is out of place in the context of perturbative QCD which we will be discussing here. In calculating the Mandelstam variables for a particular ($`22`$)โinteraction, we therefore reset the two incoming partons to be on-shell by adjusting the zeroth component of their momenta according to
$`(p_i)^0:=\sqrt{\stackrel{}{p}_{i}^{}{}_{}{}^{2}+m_{i}^{}{}_{}{}^{2}},`$
and use the current masses for the outgoing partons as well \[ cf. however, Sect. IV D \].
In some cases, in order to render the integrated cross sections finite, it will be necessary to impose a cut $`t_c>0`$ on the kinematic limits of the momentum transfer $`t`$, i.e. we restrict $`t`$ to $`t_\pi tt_0t_c`$, so that the integrated cross section for a particular process will be
$$\sigma (s)=_{t_\pi }^{t_0t_c}\frac{d\sigma }{dt}๐t$$
(4)
(in the case of identical particles, a similar cutoff needs to be applied at $`\theta =\pi `$).
This cutoff procedure will be discussed in further detail below.
### B Matrix elements
The relevant ($`22)`$ matrix elements within perturbative QCD in the tree-level approximation (cf. e.g. are given below. They take into account non-vanishing parton masses throughout (cf. ). The results can be expressed by four functions $`G_0,\mathrm{}G_3`$ of the Mandelstam variables (and the masses) of the scattering particles:
$`G_0(s,t,u)`$ $`=`$ $`\frac{9}{2}\left(3{\displaystyle \frac{ut}{s^2}}{\displaystyle \frac{su}{t^2}}{\displaystyle \frac{ts}{u^2}}\right)`$
$`G_1(s,t,u;m,m^{})=\frac{2}{9}{\displaystyle \frac{2}{t^2}}\{[s(m^2+m_{}^{}{}_{}{}^{2})]^2`$
$`+t[(m^2+m_{}^{}{}_{}{}^{2}u)^2+2(m^2+m_{}^{}{}_{}{}^{2})]\}`$
$`G_2(s,t,u;m)`$ $`=`$ $`\frac{2}{27}{\displaystyle \frac{4}{tu}}\left(s2m^2\right)\left(s6m^2\right)`$
$`G_3(s,t,u;m)=\frac{3}{16}{\displaystyle \frac{4(m^2t)(m^2u)}{s^2}}`$
$`+\frac{1}{12}{\displaystyle \frac{2(m^2u)(m^2t)4m^2(m^2+t)}{(tm^2)^2}}`$
$`+\frac{1}{12}{\displaystyle \frac{2(m^2t)(m^2u)4m^2(m^2+u)}{(um^2)^2}}`$
$`+\frac{1}{96}{\displaystyle \frac{4\left[2m^2(s2m^2)+(m^2t)(m^2u)\right]}{(m^2t)(m^2u)}}`$
$`+\frac{3}{32}{\displaystyle \frac{4\left[t(s+t)m^4\right]}{s(m^2t)}}`$
$`+\frac{3}{32}{\displaystyle \frac{4\left[u(s+u)m^4\right]}{s(m^2u)}}.`$
In the above expressions, the numerical factors given in brackets are due to the various color averages.
All relevant parton matrix elements $`|^2|`$ (with the strong coupling constant $`\alpha _s=g^2/4\pi `$ factored out) can be expressed in terms of these functions. Processes with different incoming and outgoing particles, but the same topology of the Feynman diagrams are related to one another by crossing, i.e. in our case by the interchange of the appropriate Mandelstam variables in the functions $`G_i`$. The resulting relations between the matrix elements and the functions $`G_i`$ are given in Tab. I.
### C The scattering process
The matrix elements listed in Tab. I determine the differential cross section for a particular process in the standard way:
$`{\displaystyle \frac{d\sigma }{dt}}(abcd)={\displaystyle \frac{|g^2|^2}{64\pi |\stackrel{}{p}_1|^2s}}{\displaystyle \frac{\pi \alpha _s^2}{s^2}}||^2.`$
From this we obtain the total cross section to be used in (1) by integrating and summing over all channels. To this end we first need to compute the values of the integrated partial cross sections $`\sigma _i`$ at the given CMS energy $`s`$ for all possible channels, e.g. $`\sigma (u\overline{u}u\overline{u}),\sigma (u\overline{u}d\overline{d}),\mathrm{},\sigma (u\overline{u}gg)`$ in the case of a $`u\overline{u}`$ pair in the initial state. If the condition (1) determines that a binary scattering is indeed to take place, the specific process to actually occur is determined randomly, with weights given by the relative sizes of the $`\sigma _i`$. We then similiarily choose the momentum transfer $`t`$ (and thus the CMS scattering angle $`\theta `$) by sampling the appropriate differential cross section $`d\sigma /dt`$ (the CMS azimuth angle $`\varphi `$ is, of course, chosen with an isotropic distribution).
In all of the above considerations, we have dropped inelastic ($`22`$)โprocesses. Since all processes with partons of different flavour in the initial and final state have a typical $`s`$โchannel behavior at high energies, the contribution from the inelastic cross sections is insignificant.
Several points in the procedures described still need further clarification. We now discuss these in order.
#### $`๐ญ`$ cutoff .
Some of the scattering matrix elements (cf. Tab. I) have the typical Rutherford singularity in the forward direction (in the case of identical particles in the backward direction also). In order to obtain finite integrated cross sections, we impose a kinematic cut $`t_c`$ on the momentum transfer $`t`$.
To justify this procedure, let us consider for a moment the processes of soft radiation in the initial and final state. These processes are dominant around the divergences in question. Including this soft radiation would render the poles finite or at least only logarithmically divergent, the divergences thus turn out to be a consequence of the perturbative approximation. So if we want to remain consistent in considering only โhardโ processes in the context of the present section, we should omit contributions from the vicinity of the poles altogether. The soft region will be โresummedโ later, when we include an evolution scheme based on the DGLAP equations (cf. Sect. V).
For the method of cutoff, we have an alternative choice between two physically different possibilities. In the first $`t_c`$ is basically constant. In the second $`t_c`$ is determined by the CMS energy $`s`$ of the particular interaction, corresponding e.g. to a minimum scattering angle in the CMS of the two scattering particles. Although the latter option may seem more intuitive, the implicit $`s`$โdependence of the resulting cutoff leads to singular behavior of the total cross sections close to the kinematic threshold in $`s`$. The former option will keep the cross sections smooth also in the region close to the threshold and is therefore preferable. In the numerical computations we have used $`t_c=Q_{\text{min}}^{}{}_{}{}^{2}`$ (cf. below).
#### $`๐ถ_๐ฌ(๐^\mathrm{๐})`$ and $`๐^\mathrm{๐}`$ cutoff.
We employ renormalization groupโimproved perturbation theory, e.g. we use a running coupling $`\alpha _s=\alpha _s(Q^2)`$, thereby including some higher order perturbative effects in a qualitative way. The โscaleโ $`Q^2`$ may in general be a function of all of the Mandelstam variables for the particular process. The choice of $`Q^2`$ is not obvious, since in a collision of many hadrons there is no external scale that determines $`Q^2`$, as is the case e.g. in deep inelastic scattering, and several possibilities have been discussed in the literature . For practical reasons, we have simply used $`Q^2=sm_{1}^{}{}_{}{}^{2}m_{2}^{}{}_{}{}^{2}`$ in our model, thus neglecting a possible (logarithmic) dependence of $`\alpha _s(Q^2)`$ on the momentum transfer $`t`$.
A further point is that the whole picture of parton binary scattering described and computed with perturbative QCD (โhard scatteringโ) implies, of course, a small value of $`\alpha _s`$. Consequently, for such a description to be consistent, the value of $`Q^2`$ should not fall below some given value. In implementing this point in the cascade algorithm, we cut off the allowed range of $`Q^2`$, i.e. we do not allow partons to scatter at all if $`Q^2<Q_{\text{min}}^{}{}_{}{}^{2}`$, using the method proposed in (for a detailed discussion of this issue cf. . The actual values of $`Q_{\text{min}}^{}{}_{}{}^{2}`$ used in the numerical computations are given in Tab. IV).
Both of these choices: $`Q^2=sm_{1}^{}{}_{}{}^{2}m_{2}^{}{}_{}{}^{2}`$, and no scattering for $`Q^2<Q_{\text{min}}^{}{}_{}{}^{2}`$, are to some degree arbitrary. However, this arbitrariness is again mitigated by the parton evolution mechanism described in Sect. V.
### D Virtualities
The cascade approach, which assumes its constituents to be moving freely between instantaneous scatterings, is, of course, a very drastically simplified model of a system of strongly interacting particles. It is one of the virtues of the PCD dynamics that it allows to model mean field effects by allowing particles to be off shell (โvirtualโ) in a natural way. In the initialization of our cascade, we have used this feature to model the confinement of quarks in the initial nucleons cf. Sect. III).
We can make use of the same feature again to model some of the effects of the nuclear medium (the QGP?) on the motion of partons during the nuclear reaction. As before, instead of introducing mean-field effects via a PCD quasipotential, we choose to introduce parton virtualities directly in every ($`22`$)โinteraction.
The specific implementation of such parton virtualities is, of course, restricted by the requirement of 4โmomentum conservation, but there still are several possibilities \[ in all cases studied, we have included parton virtualities by adjusting the zeroth components (energies) of the outgoing partons in quite an analogous way in which we have set the ingoing partons on-shell before scattering, viz. we keep the spatial components of their momenta, $`\stackrel{}{p}_3`$ and $`\stackrel{}{p}_4`$, fixed at the values determined in the scattering *using on-shell* (current) masses, and then adjust $`(p_3)^0`$ and $`(p_4)^0`$ subject to energy conservation $`(p_3)^0+(p_4)^0=(p_1)^0+(p_2)^0`$ \].
In detail we have investigated the following schemes: after a binary scattering event
1. one of the two outgoing partons is left in the state determined by the scattering process, i.e. it remains on-shell. The other outgoing parton attains an effective mass, which is uniquely determined by energy conservation in the procedure described above.
In deciding which parton to leave on-shell, we can either choose at random (unbiased choice), or we can select the parton with the larger tranverse momentum. A qualitative argument for the latter would be that the parton with the larger tranverse momentum leaves the dense zone of the nuclear medium sooner and is thus less subject to the effects of the medium (which is just what is being modelled by the virtualities).
2. the effective masses of both outgoing partons are obtained by *adding the same amount* of virtuality to their current masses, subject to energy conservation. The virtualities are again determined uniquely.
3. the effective masses are obtained by *multiplying by the same factor* the CMS energies of both outgoing partons. It should be noted that this scheme is not covariant, since it uses the CMS in an essential way.
4. we do not add any virtualities at all, i.e. the outgoing partons are left on-shell.
Although the effects of the different schemes on, e.g., the total number of scatterings suffered by a parton in the course of a nuclear collision are not negligible, the first of these schemes has turned out to be the most viable one, and all numerical results given in Sect. VI were obtained with it. It also seems to be the choice best motivated by a physical argument.
Finally, we wish to point out that we have *not modified* the leading-order parton cross sections by a โK-factorโ (i.e. $`K=1`$ in PCPC throughout, whereas comparable models usually use $`K=2`$ to $`K=3`$). In the context of our somewhat different approach to higher-order corrections as described in this and the following Section (Sect. V), the reasons for introducing a K-factor do not seem clear (for a recent discussion of the K-factor and its relevance in parton cascades cf. ).
We close this section by summarizing all the options introduced in the implementation of the partonic scattering:
* the method of cutting off the poles of the differential cross sections (including the choice of cutoff parameters $`t_c`$)
* the choice of the argument $`Q^2`$ in the running coupling constant $`\alpha _s(Q^2)`$
* the introduction of a minimal scale $`Q_{\text{min}}^{}{}_{}{}^{2}`$ below which any โhardโ interaction will be excluded
* the method of assigning new virtualities to the particles after a binary collision.
## V Parton Evolution
As was mentioned before, we also allow for $`(2n)`$ processes in our model. In the present section we describe the emission of soft parton radiation before a โhardโ parton scattering takes place.
Let us recall (cf. Sect. III) that our cascade starts with an initial ensemble of partons which are resolved at a rather small scale (typically $`Q_{0}^{}{}_{}{}^{2}10\text{ GeV}^2`$). We now interpret these initial partons as โ*pre-partons*โ, to be resolved further in a $`(22)`$โscattering process, with a scale $`Q_{h}^{}{}_{}{}^{2}>Q_{0}^{}{}_{}{}^{2}`$, by means of the DGLAP parton evolution.
In order to employ this mechanism for soft parton radiation, we would need do know the longitudinal momentum fraction of the parton to be radiated, i.e. the scale $`Q_{h}^{}{}_{}{}^{2}`$, whereas at this point of our algorithm we know only the momentum fraction $`x=\frac{p_a}{P}`$ of the whole pre-parton $`a`$. We shall deal with this problem in part C of this section.
During the interaction we fix the structure of the pre-parton, i.e. we first determine the number of soft partons radiated (cf. part B of this section), and then fix their properties , viz. (i) the flavors they carry, (ii) their (off-shell) 4-momenta and, as our model is a space-time description, also (iii) their 4-positions (cf. part C).
### A The model for soft partons
We follow the parton evolution by constructing a chain of successive branchings for each colliding pre-parton $`a`$, as depicted in Fig.1. To this end, we make use of the *Sudakov form factor* , which is essentially an integration of the DGLAP evolution equations :
$$S(x_b,Q_{h}^{}{}_{}{}^{2};Q^2)=\mathrm{exp}\left[\underset{Q^2}{\overset{Q_{h}^{}{}_{}{}^{2}}{}}\frac{dQ_{}^{}{}_{}{}^{2}}{Q_{}^{}{}_{}{}^{2}}\frac{\alpha _s(Q_{}^{}{}_{}{}^{2})}{2\pi }\underset{a,c}{}W_{a,bc}(Q_{}^{}{}_{}{}^{2})\right]$$
(5)
with
$$W_{a,bc}(Q_{}^{}{}_{}{}^{2}):=\underset{x_b}{\overset{1}{}}\frac{dz}{z}\frac{f_a(x_b/z,Q_{}^{}{}_{}{}^{2})}{f_b(x_b,Q_{}^{}{}_{}{}^{2})}P_{abc}(z),$$
(6)
where $`P_{abc}(z)`$ are the Altarelli-Parisi splitting functions \[cf. Tab.II\], and the $`f_a(x,Q^2)`$ are the nucleon structure functions for partons with flavor $`a`$ (we use the parametrization ).
$`Q_{h}^{}{}_{}{}^{2}`$ is the scale of the hard scattering. In general this can be a function of all the kinematical invariants of the $`(22)`$โscattering; for simplicity we choose it in line with the corresponding choice in Sect. IV, viz.
$$Q_{h}^{}{}_{}{}^{2}=(p_a+p_a^{})^2m_a^2m_a^{}^2=sm_a^2m_a^{}^2,$$
(7)
here $`p_a`$ and $`p_a^{}`$ are the 4-momenta of the two incoming pre-partons $`a`$ and $`a^{}`$, respectively.
As suggested by Fig.1, the Sudakov form factor describes a summation of all the soft parton modes which we are excluding in the description of hard scattering (cf. Sect. IV). More precisely, it is a summation of all diagrams similar to Fig.1, with the summation including a sum over the number of vertices. In our algorithm, in any specific interaction we determine a definite number of vertices, and thus generate a definite number of soft partons with explicit flavors and momenta, as will be explained presently.
### B The branching chain
To construct the branching chain, we use a โbackward evolutionโ algorithm to follow the parton from the resolution scale $`Q_{h}^{}{}_{}{}^{2}`$ back to the initial resolution $`Q_{0}^{}{}_{}{}^{2}`$. This algorithm was extended to multiple parton interactions in .
The Sudakov form factor is interpreted as the probability that a parton that is resolved at a scale $`Q_{h}^{}{}_{}{}^{2}`$ will be the same all the way down to scale $`Q^2<Q_{h}^{}{}_{}{}^{2}`$. In other words, we choose a value $`Q^2<Q_{h}^{}{}_{}{}^{2}`$ according to the probability distribution given by Eq. (5), and interpret it as the scale where the previous branching in the chain occurs. At this scale we assign flavors and momenta to the parton and its secondary parton. We continue to find the next scale for a further branching. The algorithm terminates when the scale reaches the initial value $`Q_{0}^{}{}_{}{}^{2}`$.
In principle a successive resolution by single branchings should produce a branching *tree* (branching of partons $`c`$ as well, cf. Fig.1). For simplicity we restrict ourselves to branching *chains*, as illustrated in Fig.1. Thus, our โbackward evolutionโ algorithm proceedes explicitly in four steps:
1. determine the scale $`Q_{i}^{}{}_{}{}^{2}<Q_{h}^{}{}_{}{}^{2}`$ at which a branching of parton $`a_{i+1}`$ into partons $`c_i`$ and $`a_i`$ occurs,
2. assign flavors to partons $`c_i`$ and $`a_{i+1}`$,
3. assign the other properties (momenta, virtualities, and positions) to partons $`b_i`$ and $`c_i`$,
4. replace $`Q_{h}^{}{}_{}{}^{2}`$ with $`Q_{i}^{}{}_{}{}^{2}`$, and iterate steps 1-3 until $`Q_{i}^{}{}_{}{}^{2}Q_{0}^{}{}_{}{}^{2}`$.
The number of successively obtained values $`Q_i^2`$ then gives us the number of branchings and therefore the number of generated secondary (soft) partons $`c_i`$.
#### Flavor.
The flavors of the partons at a particular point of a branching chain are determined by the relevant vertex $`abc`$. In the exponent of Eq. (5) there is a sum over all possible vertices resulting in the final parton with flavor $`b`$. This sum reflects the several branching channels and is restricted by flavor conservation: if, e.g., parton $`b`$ is a quark, the associated parton $`a`$ is either a quark of the same flavor or a gluon. The flavor of parton $`c`$ is then also fixed completely by flavor conservation. The probability for each allowed vertex $`abc`$ is given by the relative weight of the different terms in Eq. 6.
For high momentum partons ($`x0.01`$), the splitting is dominated by soft gluon emission, and the sum in the exponent of Eq. 5 effectively reduces to a single term. For soft partons ($`x<0.01`$) on the other hand, quarkโantiquark production and gluon emission are of the same order of magnitude, and the quarkโantiquark contributions to the sum cannot be neglected if one wants to describe the production of heavy quarks (such as charmed quarks) adequately. Our procedure guarantees that heavy partons are not generated below their specific threshold scale (as given by the parametrization of ).
### C The properties of soft partons
In step 3 of the backward evolution algorithm, we need to assign (i) 4-momenta, (ii) effective masses (virtualities), and (iii) 4-positions to the newly created partons in a vertex $`abc`$. In what follows, we describe the details of these assignments.
#### Longitudinal momentum fraction.
In determining the longitudinal momentum fraction $`z=x_b/x_a`$ (longitudinal with respect to the motion of parton $`a`$), we again refer to the Sudakov form factor (Eq. 5). The integrand in Eq. 6 represents the probability that a parton $`a`$ with momentum fraction $`x_a`$ is resolved into a parton $`b`$ with momentum $`x_bx_a/z`$. The momentum of parton $`c`$ is then determined by momentum conservation.
Whenever there is a gluon in the final state, the splitting functions are singular at $`z=0`$ and/or $`z=1`$. While the singularity at $`z=0`$ is innocuous because $`x_b>0`$, we regularize the infrared divergence at $`z=1`$ (soft gluon emission) by introducing a cutoff $`z_{\text{max}}`$, thus restricting the integration interval in Eq. 6 to $`0<x_b<z<z_{\text{max}}<1`$. We use $`z_{\text{max}}=x_b/\left(x_b+x_{\text{min}}\right)`$, which allows for gluons with momentum fraction $`x_cx_{\text{min}}`$ only (for the value of $`x_{\text{min}}`$ cf. Tab. IV).
#### Transverse momenta and virtualities.
While the DGLAP parton evolution equations and Eq. 5 refer only to longitudinal momenta, in a nucleus-nucleus collision transverse momenta play an important rรดle. It is therefore physically reasonable to supply the generated partons $`b,c`$ with some transverse momentum $`\stackrel{}{p}_๐`$.
The parton momenta thus are
$`p_a`$ $`=`$ $`(\sqrt{p^2+\mu _{a}^{}{}_{}{}^{2}};\stackrel{}{0}_๐,p)`$ (9)
$`p_b`$ $`=`$ $`(\sqrt{(zp)^2+p_{๐ณ}^{}{}_{}{}^{2}+\mu _{b}^{}{}_{}{}^{2}};\stackrel{}{p}_๐,zp)`$ (10)
$`p_c`$ $`=`$ $`(\sqrt{(1z)^2p^2+p_{๐ณ}^{}{}_{}{}^{2}+\mu _{c}^{}{}_{}{}^{2}};\stackrel{}{p}_๐,(1z)p),`$ (11)
where $`\mu _{i}^{}{}_{}{}^{2}=m_{i}^{}{}_{}{}^{2}q_{i}^{}{}_{}{}^{2},i=(a,b,c)`$, and the difference $`q_{i}^{}{}_{}{}^{2}`$ between the current masses $`m_{i}^{}{}_{}{}^{2}`$ and effective masses are the virtualities, as in Sects.III,IV.
We now demand that the longitudinal velocities of the generated partons $`b`$ and $`c`$ are the same as that of parton $`a`$, i.e.
$`\beta _{z_b}\stackrel{!}{=}\beta _{z_c}\stackrel{!}{=}|\stackrel{}{\beta }_a|,`$
and all particles have absolute velocities less than the speed of light. This is analogous to our procedure in Sect. III. The first constraint leads to
$`\mu _{b}^{}{}_{}{}^{2}`$ $`:=`$ $`z^2\mu _{a}^{}{}_{}{}^{2}p_{๐ณ}^{}{}_{}{}^{2}`$
$`\mu _{c}^{}{}_{}{}^{2}`$ $`:=`$ $`(1z)^2\mu _{a}^{}{}_{}{}^{2}p_{๐ณ}^{}{}_{}{}^{2}.`$
Inserting these expressions for the effective masses in Eqs. V C one finds that momentum is conserved in the vertex in all four components, irrespective of the value of $`p_{๐ณ}^{}{}_{}{}^{2}`$, so that we are indeed free to choose the transverse momentum randomly. The virtualities are thus fixed in a purely kinematic way. The second constraint, $`\beta <c`$, restricts the value of $`p_{๐ณ}^{}{}_{}{}^{2}`$ to
$$p_{๐ณ}^{}{}_{}{}^{2}\mathrm{min}\{\begin{array}{c}\hfill z^2\mu _{a}^{}{}_{}{}^{2}\\ \hfill (1z)^2\mu _{a}^{}{}_{}{}^{2}\end{array}.$$
(12)
We thus choose a $`\stackrel{}{p}_๐ณ`$ randomly, with a distribution that is radially symmetric about the axis given by $`\stackrel{}{p}_a`$, and homogeneous up to the maximum value given by (12) . As $`0<z1`$, the invariant masses of the generated partons are always *less* than that of the parton $`p_a`$, so that the parton virtualities increase along the branching chain from the preโparton to the scattering parton. This is an essential feature of whole idea of parton evolution; it is interesting to note how naturally it is accomodated in the PCD dynamical approach.
#### 4-positions.
Finally, in accordance with the fact that the parton evolution occurs at the same invariant $`s`$ parameter as the $`(22)`$โscattering, the 4-positions of all generated partons are set to that of the preโparton.
In summarizing, it is worthwhile to point out that only the last parton (named $`b_0=b`$ in Fig.1) scatters, whereas all others leave the collision without further interaction. As noted in the beginning of this section, before an interaction we know only the momentum and flavor of the preโparton, not that of the parton that finally takes part in the $`(22)`$โscattering. The situation is complicated by the fact that it is the kinematics of the $`(22)`$โscattering event which tells us whether to start the parton evolution algorithm in the first place. But as the branchings are dominated by soft gluons, the longitudinal momenta of the preโparton and the colliding parton are nearly the same, and so it seems justified to use $`x_a`$ (instead of $`x_b`$) in determining the total cross section and thus the invariant $`s`$ parameter at which the interaction is to take place.
We close this section by summarizing the options introduced in the implementation of the parton evolution:
* the form in which $`Q_{h}^{}{}_{}{}^{2}`$ depends on the kinematic variables (Eq. 7)
* the restriction of the branching tree to a branching chain
* the choice of cutoff $`z_{\text{max}}`$ for regularizing the infrared divergence in Eq. 6
* the choice of probability distribution for the transverse momenta of the radiated partons.
## VI Numerical Results
In this section we present numerical results of PCPC runs for various nuclear reactions at various energies. While this paper primarily aims at RHIC energies and heavy-ion reactions, and indeed, the parton cascade approach itself is expected to be suited for this regime in particular (and less so for, say, $`p`$$``$$`\overline{p}`$ reactions or heavy-ion physics at SPS energies), there are as yet no experimental data available from RHIC. In order to relate our results to experiment, we include some of these other regimes as well.
In all of these cases, we essentially present final parton rapidity and transverse momenta distributions. At this point we want to point out once more that PCPC is a model for the dynamical evolution of *partons*; it does not deal at all with the hadronization of these partons in the final (or at least late) stages of this evolution. As the details of the physics of hadronization in heavy ion reactions are as yet not fully understood (we can expect medium effects, in particular, to play an increasingly important rรดle), hadronization mechanisms in parton cascade models for heavy ion reactions are at present phenomenological at best, and often ad hoc. Nevertheless, we also present some conclusions for *hadron* rapidity and transverse momenta distributions, deduced from our parton results with some very simple assumptions; but we want the reader to keep in mind the distinctly different character of these conclusions: they are not an intrinsic part of our model.
### A $`p`$$``$$`\overline{p}`$ reactions
This section presents the results of PCPC simulations of $`p`$$``$$`\overline{p}`$ reactions at various energies (parameter values cf. Table IV). They were obtained from a total of 5000 PCPC runs at each energy. On the average, 50 (at 200 GeV) to 170 (at 1800 GeV) partons per event were generated by the code; only about a third of these have underwent a binary scattering or were generated with the DGLAP mechanism described in Sect. V (โparticipating partonsโ). Only these participating partons have been included in the pseudorapidity distributions (and, indeed, in all subsequent evaluations presented in this paper).
The resulting pseudorapidity distributions of all participating partons are given in Fig.2. Note that the peaks at the beam rapidities do *not* represent trivial spectator partons, but are probably essentially DGLAP gluons.
Fig.3 shows the pseudorapidity distributions of the participating quarks only. Since the number of charged hadrons should be roughly proportional to the number of quarks, we have included in Fig.3 some experimental data for these reactions, as given in . Because the exact relation between quarks and charged hadrons depends on a hadronization scheme, which is not part of our model, we have plotted the quark distributions in Fig.3 with an arbitrary scale (which, however, is the same for all 4 energies).
More interesting is the distribution of transverse momenta, as given in Fig.4. Since symmetry arguments suggest that the distribution of baryon transverse momenta should be essentially the same as that of the partons, these results can be compared directly with experimental data. In Fig.4 we have included the results of . Note that these plots (both in the data and our simulations) involve a rapidity cut: only particles with $`|y|<1`$ are included. The comparison shows that, apart from the dips in the PCPC results at the lowest $`p_๐ณ`$ (which are due to the neglect of soft partons interactions), the agreement for the transverse momenta is quite satisfactory; in fact, it improves with increasing energy, pointing again to the decreasing importance of soft parton interactions at higher energy.
### B S$``$S and Pb$``$Pb at the SPS
In this section we present the results of PCPC simulations for S$``$S and Pb$``$Pb at the CERN SPS. The rapidity and $`p_๐ณ`$ distributions we present were obtained from 2000 PCPC runs (S$``$S reactions) and 500 runs (Pb$``$Pb). On the average, 340 and 2360 partons per event were generated by the code for S$``$S and Pb$``$Pb reactions, respectively. Of these, 29% and 53% were โparticipating partonsโ. Again, only the latter are included in the distributions.
In Fig.5 we show the final parton rapidity distributions for S$``$S and Pb$``$Pb reactions. The contributions of the most important flavors (gluons, quarks, antiquarks) are given separately ($`qu+d+s+c`$, $`\overline{q}\overline{u}+\overline{d}+\overline{s}+\overline{c}`$).
Our simulation reproduces the typical plateau at mid rapidity nicely. Whereas the quarks and antiquarks show a dip in this region, the gluon distribution is flat at mid rapidity, for Pb$``$Pb it almost shows a small peak. This is due to the fact that predominantly gluons are produced in binary parton$``$parton scatterings. Note that the peaks at beam rapidity are mainly gluons; as in $`p`$$``$$`\overline{p}`$ they are probably DGLAP gluons.
Fig.6 shows the rapidity distribution of the quantity $`\frac{1}{3}(N_qN_{\overline{q}})`$ for the two reactions. In a naive coalescence model along the lines of or the ALCOR model this quantity would be proportional to the net baryon number. We therefore compare the above rapidity distributions with the data of (for the same reason as given above in the case of $`p`$$``$$`\overline{p}`$, the scale is in arbitrary units). The agreement is remarkable for both reactions, and (considering the larger errors both in experiment and our calculation for S$``$S) seems better for the larger system (Pb$``$Pb).
Fig.7 presents the final rapidity distributions of antistrange quarks for the S$``$S reaction ($`\sqrt{s}=2\times 9.7`$ A$``$GeV). Since the antistrange quarks hadronize predominantly to $`K^+`$, we can compare their rapidity distribution directly to the experimental anti-kaon rapidity distribution, as given in (no data are available for Pb$``$Pb). The agreement of our simulation and the data is quite good (apart from the peaks at beam rapidity, for which we have as yet no convincing explanation).
In Fig.8 finally, we show the transverse momentum distribution for both S$``$S and Pb$``$Pb reactions with the same energies as before. The spectra show the same dip at low transverse momentum we had in the $`p\overline{p}`$ simulations (cf. Fig.4).
Summarizing our comparison to the SPS S$``$S and Pb$``$Pb data, we find that our model reproduces the rapidity and $`p_๐ณ`$ spectra surprisingly well.
### C Au$``$Au at RHIC
We now present the results of PCPC simulations for RHIC physics: Au$``$Au reactions at $`2\times 100`$ A$``$GeV. We simulated 200 events. On the average, 9300 partons per event were generated, of which 72% were โparticipating partonsโ. Again, only the latter are included in our distributions.
As before, we first present the results for final rapidity distributions: Fig.9 contains the parton rapidity distributions for all participating quarks, for gluons and for quarks and antiquarks. As expected, the distributions are much more sharply peaked than Fig.5. Note in particular that the gluon distribution (disregarding the peaks for the initial rapidities) is of almost perfect Gaussian shape, and, in contrast to the SPS case, the dip in the quark and antiquark distributions at mid rapidity has all but disappeared. The ratio of gluons to quarks (at mid rapidity) is about 7:1, so that the mid rapidity region is a region of high energy density and essentially baryon-free.
Although here we have no experimental data to compare to, we are again interested in the quantity $`\frac{1}{3}(N_qN_{\overline{q}})`$ as a measure of the โnet baryonsโ and the antistrange quarks as a measure of the produced $`K^+`$. These are given in Fig.10 (regarding the beam rapidity peaks, cf. the corresponding remarks in Sect. VI B).
Finally, we present in Fig.11 the distribution of final parton transverse momenta. It is seen that the contributions of all flavors of quarks and antiquarks are at least an order of magnitude smaller than those of the gluons. Note that the dip at the lowest $`p_๐ณ`$ (again due to the neglect of soft interactions) is markedly less for the RHIC Au$``$Au reactions than for $`p`$$``$$`\overline{p}`$ (cf. Fig.4). Apart from this dip, the distributions are nearly exponential.
All these results verify the expectation which we have theoretically: that at RHIC energies we expect hard parton scatterings to play a much more important rรดle, and that therefore our model should be best suited for that energy regime.
## VII Discussion and Conclusions
In this paper, we have presented a new parton cascade model which differs from other such models in that it treats not only the kinematics of the reaction, but all of the dynamics in a strictly Poincarรฉ-covariant manner.
In the light of the success of various other parton cascade models (notably the VNI code, ) this may seem to be a merely formal aspect. There are, however, several practical advantages in our covariant formulation:
* the algorithm (and the *sequence of binary parton interactions*, in particular) does not depend on the frame of reference in which the code is run,
* our model allows for a very natural treatment of parton off-shell effects (โvirtualitiesโ) which are included ad hoc in other models,
* there is no need to use seemingly artificial mechanisms such as a โdistributed Lorentz contractionโ (cf. Sect. III C) in order to enlarge the longitudinal extension of a nucleus before the collision. In fact, such a mechanism is inconsistent with our approach of insisting on strict Poincarรฉ-covariance.
On the formal side, a fundamental problem with any cascade approach remains also in PCPC. In Sect. II, we have explained how, in circumventing the No-Interaction-Theorem, we are led to employ a many-times formalism. The invariant dynamical evolution parameter $`s`$ of PCD, though consistently defined, does not lend itself easily to a physical interpretation. As a consequence, the naive idea of defining particle, energy and entropy densities in terms of averages at given values of $`s`$ is not feasible, and indeed the problem of formulating consistently the Poincarรฉ-covariant statistical mechanics of a system of *classical* particles remains unsolved (cf. ).
It thus seems that we are defeating the very incentive for theoretically modelling a reaction with a cascade code, viz. โlooking inside the reactionโ *during* the โhot and dense stagesโ of the collision. This, however, is *not* true. Quite to the contrary: *because* it is a Poincarรฉ-covariant model, PCPC โ in contrast to non-covariant models โ allows us to use the full phase space information consistently to reconstruct the microscopic state of the system as โseenโ from any given observer frame at any given physical (observer) time. Such a reconstruction, of course, provides only a formal picture of the *model*, not of physical reality: it must be pointed out that not only is this information inaccessible to direct observation in experiment, but the idea of actually *looking simultaneously* at the whole of a spatially extended system at *one point in (observer) time* is necessarily inconsistent with relativity, irrespective of the particular formalism used by the theorist.
This โ theoretical โ visualization of the intermediate stages of the reaction has in fact been quite useful to us in gaining insight, e.g. into the influence of the various parameters of our model (cf. Sects. III,IV,V). Wary of misinterpretation, however, we have refrained from presenting such visualizations in this paper. Rather, we have restricted the presentation of numerical results in Sect. VI to *final distributions* which can be compared to experimental data where such data are available (and the comparison is physically meaningful).
In our view, these comparisons show that PCPC simulates the reactions reasonably well. In particular, we want to draw attention again to Figs. 4 and 6: Fig. 4 shows that the agreement improves for higher energies, and in Fig. 6 we see that PCPC does better for heavier systems. This is precisecly what one would expect, and it strengthens our belief that PCPC will be useful in the RHIC regime.
Another way to assess the usefulness of PCPC is to compare its results with comparable theoretical models. Such a comparison of our results with those of VNI has been presented elsewhere .
In the present version, PCPC contains no hadronization scheme. As was pointed out before (cf. Sect. VI), we feel that in a heavy ion reaction a hadronization mechanism which is added in the final stage (i.e. after the parton cascade has come to its end) is somewhat artificial, and phenomenological at best. What we envisage is an *integrated hadron-parton cascade*, in which partons are formed in binary scatterings of the initial nucleons, and hadrons are formed (and โdissolvedโ again) continually while the reaction is going on. In such a model, the initial state of the system would be constructed quite naturally of nucleons only, thus removing some of the artificialities described in Sect. III. This, however, is work that remains to be done.
The PCPC code \[in $`\text{C}^{++}`$\] is obtainable from the OSCAR archive
http://rhic/phys.columbia.edu/oscar)
or from the authors.
###### Acknowledgements.
The research presented here would not have been possible without the seminal input provided by its non-covariant forerunner, the VNI code by Klaus Geiger. We deeply regret that our work can no longer be subjected to his productive criticism. We dedicate this paper to the memory of Klaus Geiger.
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# Free-fall accretion and emitting caustics in wind-fed X-ray sources
## 1 Introduction
Wind-fed accretion is believed to occur in massive X-ray binaries (see e.g. King 1995 for a review). The massive donor companion (OB star) produces a substantial wind, up to $`\dot{M}_w10^6\mathrm{M}_{}/`$yr, which is partly captured by the compact companion. The wind material is captured from an accretion cylinder of radius
$`R_a={\displaystyle \frac{2GM}{w^2}}`$ (1)
where $`w`$ is the wind velocity and $`M`$ is the mass of the accretor (Hoyle & Lyttleton 1939, Bondi & Hoyle 1944). The typical $`w10^8`$ cm s<sup>-1</sup> for OB stars, so that $`R_a3\times 10^{10}(M/\mathrm{M}_{})(w/10^8)^2`$ cm. If the wind is isotropic then the accretion rate is $`\dot{M}(1/4)(R_a/A)^2\dot{M}_w`$ where $`A`$ is the binary separation. The accretion rate is substantial in close binaries only, with orbital periods $`P`$ a few days. The captured fraction, $`\dot{M}/\dot{M}_w`$, can be increased if the donor is a Be star which has a prominent slow equatorial wind (see e.g. van Paradijs & McClintock 1995) or if the wind is prefocused by the tidal effects (Blondin, Stevens & Kallman 1991).
Gas captured from the accretion cylinder falls many decades in radius down to the radius of the compact object $`R_{}`$ where the X-rays are produced. $`R_{}`$ equals $`r_g=2GM/c^23\times 10^5(M/\mathrm{M}_{})`$ cm for a black hole (BH) and about $`3r_g`$ for a neutron star (NS). Owing to orbital rotation of the binary, the captured gas possesses a net angular momentum with respect to the accretor. The average angular momentum $`\overline{๐ฅ}`$ can be estimated (Illarionov & Sunyaev 1975; Shapiro & Lightman 1976). It is directed perpendicularly to the binary plane and equals $`\overline{l}_z=\zeta (1/4)\mathrm{\Omega }R_a^2`$ where $`\mathrm{\Omega }=2\pi /P`$ is the angular velocity of the binary and the numerical factor $`\zeta <1`$ depends on adopted assumptions (see e.g. Wang 1981; Livio et al. 1986; Ruffert 1997, 1999). The angular momentum is small and the infall is radial at $`RR_{}`$.
Compton cooling by the central X-ray source makes the inflow highly super-sonic inside the Compton radius, $`R_\mathrm{C}10^{10}\mathrm{cm}<R_a`$ (see Illarionov & Kompaneets 1990 and Section 2.2). Initially small non-radial velocities $`v_{}=l/R`$ grow in the freely falling flow and exceed the radial velocity component $`v_r(GM/R)^{1/2}`$ at $`R_dl^2/GM`$. Accretion can be assumed to be radial if $`R_dR_{}`$, i.e. if $`ll_{}`$ where
$`l_{}=(GMR_{})^{1/2}.`$ (2)
The deviations from the radial pattern are important if $`l`$ is comparable to $`l_{}`$.
In BH and NS binaries, $`l_{}r_gc`$ and $`\overline{l}_z/r_gc1.5\zeta P^1(M/\mathrm{M}_{})(w/10^8)^4`$ where the binary period $`P`$ is measured in days. The observed $`P`$ in massive (OB) X-ray binaries is typically a few days (White, Nagase & Parmar 1995; Tanaka & Lewin 1995). One thus concludes that $`\overline{l}_z`$ is about $`l_{}`$ in these systems. Note that the angular momentum of a particular streamline varies substantially around the average value. For instance, if the flow is in solid body rotation at $`RR_{}`$ then $`l`$ is highest for streamlines in the equatorial plane and vanishes on the polar axis.
Matter with $`l<l_{}`$ runs directly into the accretor before it reaches the equatorial plane. If the accretor is a neutron star then a strong shock results and X-rays are produced (Zelโdovich & Shakura 1969; Shapiro & Salpeter 1975). The surface brightness of the star is determined by the distribution of the accretion rate over its surface, $`\mathrm{d}\dot{M}/\mathrm{d}S`$. In this paper, we find that $`\mathrm{d}\dot{M}/\mathrm{d}S`$ is sensitive to the angular momentum distribution in the flow. We assume a weakly magnetised NS ($`B<10^8`$ G), so that the magnetic field does not affect the ballistic trajectories of the freely falling matter. The resulting surface brightness of the star is inhomogeneous and the apparent luminosity depends on the side from which the star is observed. The apparent luminosity can then change as the binary executes its orbital period (we dub it the โMoonโ effect).
By contrast, if the accretor is a black hole then matter with $`l<l_{}`$ plunges into the event horizon without producing substantial emission.
The streamlines with $`l>l_{}`$ intersect in the equatorial plane (the plane of symmetry) at $`R>R_{}`$. The loci of the intersections form a two-dimensional caustic. If the accretor is a black hole then the caustic is the only source of X-rays from the accretion flow.
The paper is organised as follows. In Section 2 we briefly review the pattern of wind-fed accretion on large scales, at distances $`R_a`$ from the accretor. In Section 3 we write down the equations of the freely falling flow inside the Compton radius. In Sections 4 and 5 we focus on the very vicinity of the compact object. We discuss asymmetric accretion onto the surface of a NS (Section 4) and then caustics outside the accretor (Section 5).
## 2 Wind-fed accretion on large scales
### 2.1 The trapping of the wind matter
The radius of the accretion cylinder is small compared to the binary separation, $`R_a<10^{11}`$ cm $`A10^{12}`$ cm, and hence the flow in the cylinder is nearly plane-parallel before it gets trapped by the gravitational field of the accretor. The wind reaches the compact companion on a time-scale $`A/w10^4`$ s which is much shorter than the orbital period $`P10^6`$ s. As a first approximation, one can assume the accretor to be at rest and the flow to be axisymmetric around the line connecting the two companions.
Let us introduce coordinates $`(x,y,z)`$ so that the $`y`$-axis is directed from the donor to the accretor and the $`z`$-axis is perpendicular to the binary plane, and choose the coordinate origin at the location of the accretor (see Fig. 1). Each streamline of the flow is specified by two impact parameters $`(x_0,z_0)`$ at $`RR_a`$. The initial angular momentum of a streamline $`(x_0,z_0)`$ is $`๐ฅ=(z_0w,0,x_0w)`$ and its absolute value equals $`l=bw`$ where $`b=(x_0^2+z_0^2)^{1/2}`$. The net $`๐ฅ`$ integrated over a ring $`(b,b+db)`$ vanishes, which is a consequence of the assumed symmetry around the $`y`$-axis.
For an initially super-sonic wind, a bow shock forms at distance $`R_a`$ from the accretor. Hunt (1971) first studied gas dynamics behind the shock and showed that a spherically symmetric inflow forms at $`R<R_a`$ (see also Petrich et al. 1989; Ruffert 1997, 1999). Fig. 1 shows the picture of accretion. The transformation of the uniform plane-parallel flow into the isotropic spherical infall can be described as follows. A streamline with an initial impact parameter $`b`$ eventually infalls radially at some angle $`\beta `$ with respect to the $`y`$ axis,
$`\left({\displaystyle \frac{b}{R_a}}\right)^2={\displaystyle \frac{1\mathrm{cos}\beta }{2}},b^2=x_0^2+z_0^2.`$
This transformation induces a map $`(x_0,z_0)(\theta ,\phi )`$,
$$\frac{x_0}{R_a}=\frac{\mathrm{sin}\theta \mathrm{sin}\phi }{\sqrt{2(1+\mathrm{sin}\theta \mathrm{cos}\phi )}},\frac{z_0}{R_a}=\frac{\mathrm{cos}\theta }{\sqrt{2(1+\mathrm{sin}\theta \mathrm{cos}\phi )}}.$$
(3)
Here $`\theta `$ is the polar angle measured from the $`z`$-axis and $`\phi `$ is the azimuthal angle measured in the $`xy`$ plane from the ($`y`$)-axis. Note that the boundary of the accretion cylinder $`x_0^2+z_0^2=R_a^2`$ transforms into one point $`\theta =\pi /2`$, $`\phi =\pi `$.
The mapping (3) assumes that the flow is laminar behind the bow shock. Numerical simulations show that the flow is unstable if the bow shock is strong, with a high Mach number. However, in the case of modest Mach numbers, the fluctuations are weak and the flow is approximately laminar (e.g. Blondin et al. 1990; Ruffert 1997, 1999). This is the most likely case if accretion occurs in the radiation field of a luminous X-ray source (see below). Note also that the streamlines cross the shock nearly normally (Hunt 1971); therefore the shock does not generates vorticity in the flow (Landau & Lifshitz 1987).
### 2.2 Compton heating/cooling
If the central X-ray source is luminous, $`L>10^3L_\mathrm{E}`$ where $`L_\mathrm{E}=4\pi cGMm_p/\sigma _\mathrm{T}`$ is the Eddington luminosity, then Compton heating/cooling affects strongly the dynamics of accretion (Ostriker et al. 1976; Illarionov & Kompaneets 1990). We here discuss two effects: (i) On large scales, $`R>R_a`$, the wind matter is preheated and its Mach number is reduced to $`1`$. (ii) On small scales, $`R<R_\mathrm{C}`$ (see eq. 7), the accreting matter is cooled by the X-rays and falls super-sonically (Zelโdovich & Shakura 1969).
#### 2.2.1 Preheating of the wind
The initial temperature of the wind is $`T_010^5`$ K and the typical Mach number is $`_0=w/c_s10`$ where $`c_s=(10kT/3m_p)^{1/2}`$ is the sound speed. One can evaluate how $``$ decreases along a streamline when approaching $`RR_a`$. The Compton heating/cooling is dominant in the energy balance of the highly ionised plasma in the accretion cylinder (see e.g. Igumenshchev, Illarionov & Kompaneets 1993). Then the energy balance reads
$$\frac{\mathrm{d}T}{\mathrm{d}t}=\frac{2}{3}T\mathrm{div}๐ฏ+\frac{T_\mathrm{C}T}{t_\mathrm{C}}$$
(4)
where $`T`$ and $`๐ฏ`$ are the plasma temperature and velocity, respectively, $`T_\mathrm{C}10^8`$ K is the Compton temperature of the X-ray source, $`t_\mathrm{C}=3\pi m_ec^2R^2/\sigma _\mathrm{T}L`$ is the time-scale for Compton cooling, and $`L`$ is the source luminosity. Since $`T_\mathrm{C}T`$ at $`R>R_a`$, the Compton heating term is dominant and we keep only this term on the right-hand side of the energy equation,
$$\frac{\mathrm{d}T}{\mathrm{d}t}\frac{T_\mathrm{C}}{t_\mathrm{C}}.$$
(5)
In the upstream region, the wind matter is falling freely. From the angular momentum conservation we have
$`R^2{\displaystyle \frac{\mathrm{d}\alpha }{\mathrm{d}t}}=bw`$
where $`b`$ is the impact parameter of the streamline and $`\alpha `$ is the angle between the radius vector $`๐`$ and the $`(y)`$ axis (see Fig. 1). Combining this equation with the energy equation (5), we get
$`{\displaystyle \frac{\mathrm{d}T}{\mathrm{d}\alpha }}={\displaystyle \frac{T_\mathrm{C}}{t_\mathrm{C}}}{\displaystyle \frac{R^2}{bw}}={\displaystyle \frac{\sigma _\mathrm{T}LT_\mathrm{C}}{3\pi m_ec^2bw}}=const.`$
Taking $`R=b/\mathrm{sin}\alpha b/\alpha `$, we get the temperature
$`TT(R)={\displaystyle \frac{\sigma _\mathrm{T}LT_\mathrm{C}}{3\pi m_ec^2Rw}}.`$ (6)
At $`R=R_a`$ it gives a Mach number
$`^2={\displaystyle \frac{3m_pw^2}{10kT}}{\displaystyle \frac{w}{10^8}}\left({\displaystyle \frac{L}{0.1L_\mathrm{E}}}\right)^1\left({\displaystyle \frac{T_\mathrm{C}}{10^8}}\right)^1.`$
As a result of the Compton preheating, $``$ decreases markedly below the initial $`_0`$, and, correspondingly, the strength of the bow shock is reduced. In bright hard sources, the heated wind may become subsonic at $`R>R_a`$ and then the shock disappears.
#### 2.2.2 Compton radius
Compton heating leads to an inflow-outflow pattern of accretion with $`1`$ down to the Compton radius (Illarionov & Kompaneets 1990; Igumenshchev, Illarionov, & Kompaneets 1993),
$$R_\mathrm{C}=\frac{GMm_p}{5kT_\mathrm{C}}3\times 10^9\left(\frac{M}{\mathrm{M}_{}}\right)\left(\frac{T_\mathrm{C}}{10^8}\right)^1\mathrm{cm}.$$
(7)
Typically, $`R_\mathrm{C}`$ is $`10`$ times smaller than $`R_a`$.
Inside $`R_\mathrm{C}`$, a spherical inflow forms. Its temperature exceeds $`T_\mathrm{C}`$, so that the gas is cooled by the X-rays rather than heated (see eq. 4). The cooling leads to a high Mach number of the spherical inflow, $`1`$.
### 2.3 The trapped angular momentum
When the accretor orbital motion is taken into account, the flow pattern is no longer symmetric around the $`y`$axis and the captured matter should have a small net angular momentum $`\overline{l}_z\mathrm{\Omega }R_a^2`$ with respect to the accretor. One would like to know the distribution of $`l`$ around $`\overline{l}_z`$ in the accretion flow. This distribution governs the flow dynamics in the vicinity of the accretor where deviations from the spherical pattern become substantial.
Assuming a weak bow shock, the flow is almost laminar all the way. Then the transformation of the accretion cylinder into the spherical inflow is given by equation (3). The corresponding transformation of angular momentum is not known. The analysis of small perturbations in a converging flow (e.g. Lai & Goldreich 2000 and references therein) shows that the rotational mode, $`v_{\mathrm{rot}}r^1`$, has the fastest growth inwards, while sonic modes are damped. The rotational mode is probably dominant on $`R_\mathrm{C}`$ and we restrict our consideration to this mode and the associated angular momentum.
A particular streamline with impact parameters $`(x_0,z_0)`$ contributes to the net trapped angular momentum proportionally to $`\mathrm{\Omega }x_0^2`$ (see e.g. Shapiro & Lightman 1976). If this magnitude conserves along a streamline then mapping (3) also determines the distribution of the trapped $`l`$ over angles $`\theta ,\phi `$ at $`RR_\mathrm{C}`$,
$$l_z(\theta ,\phi )=l_0\frac{\mathrm{sin}^2\theta \mathrm{sin}^2\phi }{1+\mathrm{sin}\theta \mathrm{cos}\phi },\overline{l}_z=\frac{l_0}{2}.$$
(8)
We assume that the infall angular momentum is associated with rotation around the $`z`$-axis only, i.e. we assume $`v_\phi v_\theta `$. Then the orbital angular momentum of a streamline is
$`l={\displaystyle \frac{l_z}{\mathrm{sin}\theta }}.`$ (9)
The corresponding non-radial velocity is $`v_{}=v_\phi =l_z/R`$. The distribution (8) is not axisymmetric, which leads to an essentially three-dimensional pattern of accretion in the vicinity of the compact object.
In the other limiting case, the trapped $`l`$ is efficiently redistributed between the streamlines so that they come to solid body rotation around the $`z`$-axis with a common angular velocity $`\omega `$. Then
$$l_z(\theta )=l_0\mathrm{sin}^2\theta ,\overline{l}_z=\frac{2}{3}l_0.$$
(10)
The non-radial velocity is $`v_{}=v_\phi =\omega R\mathrm{sin}\theta =l_z/R`$ and the infall is axisymmetric.
## 3 Free fall
In this section, we write down the equations describing the matter free fall in Newtonian gravity (the relativistic equations are given in an accompanying paper, Beloborodov & Illarionov 2000). We consider sub-Eddington sources only, where radiation pressure does not affect the flow dynamics. We are interested in the part of the ballistic trajectories before the collision with the accretor or the intersection with the equatorial plane, the symmetry plane of the flow.
At $`RR_\mathrm{C}`$, the free fall is nearly parabolic. A parabolic trajectory is described by the equation
$$R(\psi )=\frac{l^2R_{}}{l_{}^2(1\mathrm{cos}\psi )},l_{}=\sqrt{GMR_{}}$$
(11)
where $`๐ฅ`$ is the orbital angular momentum of a streamline and $`\psi `$ is the angle between the changing radius-vector of the streamline $`๐`$ and its initial radius-vector at infinity $`๐_{\mathrm{}}`$ (see Fig. 2). The label โ$`\mathrm{}`$โ corresponds to distances $`RR_\mathrm{C}`$.
The angular distribution of the accretion rate at a sphere $`S_R`$ of radius $`R`$ is different from the initial uniform distribution at $`S_{\mathrm{}}`$: the rotation defocuses the inflow and makes it non-uniform. A streamline that starts at $`\theta _{\mathrm{}},\phi _{\mathrm{}}`$ will cross $`S_R`$ at $`\theta ,\phi `$ which satisfy the relations (see Fig. 2)
$$\mathrm{cos}\theta =\mathrm{cos}\theta _{\mathrm{}}\mathrm{cos}\psi ,$$
(12)
$$\mathrm{sin}(\phi \phi _{\mathrm{}})=\frac{\mathrm{sin}\psi }{\mathrm{sin}\theta },$$
(13)
where $`\mathrm{cos}\psi =1l^2R_{}/l_{}^2R`$ (from eq. 11). The accretion rate distribution at $`S_R`$ is determined by the Jacobian of the mapping $`(\theta _{\mathrm{}},\phi _{\mathrm{}})(\theta ,\phi )`$. After some algebra we get the Jacobian
$$\mathrm{\Delta }=\frac{(\mathrm{cos}\theta ,\phi )}{(\mathrm{cos}\theta _{\mathrm{}},\phi _{\mathrm{}})}=\mathrm{cos}\psi \mathrm{ctg}\theta _{\mathrm{}}\frac{\mathrm{cos}\psi }{\theta _{\mathrm{}}}\frac{\mathrm{ctg}\psi }{\mathrm{sin}\theta _{\mathrm{}}}\frac{\mathrm{cos}\psi }{\phi _{\mathrm{}}}$$
(14)
where
$`{\displaystyle \frac{\mathrm{cos}\psi }{\theta _{\mathrm{}}}}={\displaystyle \frac{2lR_{}}{l_{}^2R}}{\displaystyle \frac{l}{\theta _{\mathrm{}}}},{\displaystyle \frac{\mathrm{cos}\psi }{\phi _{\mathrm{}}}}={\displaystyle \frac{2lR_{}}{l_{}^2R}}{\displaystyle \frac{l}{\phi _{\mathrm{}}}}.`$
The mapping is one-to-one if $`\mathrm{\Delta }>0`$ at any $`\theta _{\mathrm{}},\phi _{\mathrm{}}`$. Vanishing of the Jacobian implies intersection of the ballistic trajectories. The streamlines then approach each other and the pressure effects must switch on and prevent the streamlines from intersecting. If the velocity of the approaching is super-sonic then shocks must occur.
It is convenient to rewrite equation (14) as
$$\mathrm{\Delta }=\left(1\lambda ^2\right)\left(1+q\frac{\lambda }{\phi _{\mathrm{}}}\right)+\mathrm{ctg}\theta _{\mathrm{}}\frac{\lambda ^2}{\theta _{\mathrm{}}}$$
(15)
where $`\lambda =(l/l_{})(R_{}/R)^{1/2}`$ and $`q=2(2\lambda ^2)^{1/2}\mathrm{sin}^1\theta _{\mathrm{}}`$. In the axisymmetric case ($`l`$ does not depend on $`\phi _{\mathrm{}}`$) the Jacobian is positive if $`\mathrm{d}l/\mathrm{d}\mathrm{sin}\theta _{\mathrm{}}>0`$, i.e. if $`l(\theta _{\mathrm{}})`$ increases towards the equatorial plane. Then the ballistic approximation can be used down to the surface of the accretor (in the case $`l<l_{}`$) or down to the equatorial plane (in the case $`l>l_{}`$). The condition $`\mathrm{d}l/\mathrm{d}\mathrm{sin}\theta _{\mathrm{}}>0`$ is satisfied for e.g. $`l`$-distribution (10).
With $`\mathrm{\Delta }>0`$ we have a simple expression for the angular distribution of the accretion rate $`\dot{M}`$ over a sphere of radius $`R`$
$$\frac{\mathrm{d}\dot{M}}{\mathrm{d}\mathrm{\Omega }}=\frac{1}{\mathrm{\Delta }}\frac{\mathrm{d}\dot{M}}{\mathrm{d}\mathrm{\Omega }_{\mathrm{}}},\mathrm{d}\mathrm{\Omega }=\mathrm{d}\mathrm{cos}\theta \mathrm{d}\phi .$$
(16)
## 4 Neutron star as a Moon-like X-ray source
In this section, we study inflows with sufficiently small angular momentum, $`l<l_{}`$, which have no caustics outside the accretor. Each ballistic streamline runs into the accretor. Throughout this section we will assume that the accretor is a (weakly magnetised) neutron star. The collision of accreting matter with the star is accompanied by a strong shock. We assume that the shock is radiatively efficient and that it is held down to the star, i.e. the height of the shock is small compared to $`R_{}`$. This situation is likely to take place at sufficiently high accretion rates (see Shapiro & Salpeter 1975). Then the accreting matter is in free fall until it reaches the surface of the star.
### 4.1 Surface distribution of $`\dot{M}`$
The presence of non-zero angular momentum leads to an inhomogeneous distribution of $`\dot{M}`$ over the surface of the star. We now compute this distribution. With a homogeneous accretion rate through $`S_{\mathrm{}}`$, $`\mathrm{d}\dot{M}/\mathrm{d}\mathrm{\Omega }_{\mathrm{}}=\dot{M}_{\mathrm{tot}}/4\pi `$, equation (16) yields
$$\frac{\mathrm{d}\dot{M}}{\mathrm{d}S}(\theta ,\phi )=\frac{\dot{M}_{\mathrm{tot}}}{4\pi R_{}^2\mathrm{\Delta }}.$$
(17)
First consider the axisymmetric case and for illustration take the $`l`$-distribution (10) which corresponds to solid body rotation at $`R\mathrm{}`$. The accretion rate $`\mathrm{d}\dot{M}/\mathrm{d}S`$ is then given by
$`{\displaystyle \frac{\mathrm{d}\dot{M}}{\mathrm{d}S}}(\theta )={\displaystyle \frac{\dot{M}_{\mathrm{tot}}}{4\pi R_{}^2[1+(l_0/l_{})^2(3\mathrm{cos}^2\theta _{\mathrm{}}1)]}}.`$
The flux of matter impinging the accretor increases towards the equatorial plane (Fig. 3a). This is a consequence of the fact that $`\mathrm{sin}\theta `$ increases along a rotating trajectory, so that the flow gets concentrated towards $`\theta =\pi /2`$. In the example shown in Fig. 3a the accretion rate at the equator is twice as large as that at the polar cap.
In general the inflow does not need to be axisymmetric. In particular, the trapped $`l`$ in the โtailโ ($`\phi _{\mathrm{}}\pi `$) may differ from $`l`$ trapped at $`\phi _{\mathrm{}}0`$. For example, the distribution (8) gives the whole set of $`\phi `$-harmonics, $`m=1,2,\mathrm{}`$. To study the effects of the $`\phi `$-asymmetry, we consider here the first ($`m=1`$) mode, i.e.
$$l(\theta _{\mathrm{}},\phi _{\mathrm{}})=l_0\mathrm{sin}\theta _{\mathrm{}}(1a\mathrm{cos}\phi _{\mathrm{}}),a1.$$
(18)
The condition that $`l<l_{}`$ over $`S_{\mathrm{}}`$ requires $`l_0(1+a)<l_{}`$. Under this condition, equation (15) yields $`\mathrm{\Delta }>0`$ at $`R>R_{}`$, i.e. there are no intersections of the ballistic trajectories outside the accretor.
We have computed $`\mathrm{d}\dot{M}/\mathrm{d}S`$ on the surface of the star for inflows with $`l_0=0.5l_{}`$ and three values of $`a=0`$, $`0.5`$, and $`1`$ (Fig. 3). At $`a0`$ the accretion rate is no longer axisymmetric. The inhomogeneity of $`\mathrm{d}\dot{M}/\mathrm{d}S`$ increases with increasing $`a`$. One can see two effects:
1. The accretion flow concentrates towards the equatorial plane along the streamlines with the highest angular momentum (the maximum $`l=l_{\mathrm{max}}`$ is at $`\theta _{\mathrm{}}=\pi /2`$ and $`\phi _{\mathrm{}}=\pi `$). For $`l_0=0.5l_{}`$ and $`a=1`$ we have $`l_{\mathrm{max}}=l_{}`$ and the corresponding streamline marginally touches the star at $`\theta =\pi /2`$ and $`\phi =3\pi /2`$. Here $`\mathrm{\Delta }=0`$ and $`\mathrm{d}\dot{M}/\mathrm{d}S\mathrm{}`$ (Fig. 3cd). This critical point is a โseedโ of the outward caustic: further increase in $`l_0`$ would result in $`l_{\mathrm{max}}>l_{}`$ and then the streamlines collide in the equatorial plane outside the star (see Section 5 and Fig. 5).
2. The flow concentrates around the meridian $`\phi 7\pi /4`$ producing a โMoon-likeโ spot on the accretor. The spot is formed by the trajectories starting at $`\phi _{\mathrm{}}3\pi /2`$ where $`l/\phi _{\mathrm{}}`$ reaches its minimum $`al_0\mathrm{sin}\theta _{\mathrm{}}`$ (see eq. 18). Angular momentum determines the velocity of rotation in the $`\phi `$direction. Like usual one-dimensional motion with position-dependent velocity, the flow with $`l/\phi _{\mathrm{}}>0`$ diverges in the $`\phi `$direction ($`\mathrm{d}\dot{M}/\mathrm{d}\phi `$ decreases) while the flow with $`l/\phi _{\mathrm{}}<0`$ converges ($`\mathrm{d}\dot{M}/\mathrm{d}\phi `$ decreases). Therefore $`\mathrm{d}\dot{M}/\mathrm{d}S`$ peaks at the trajectories with minimum $`l/\phi _{\mathrm{}}`$. These trajectories start at $`\phi _{\mathrm{}}=3\pi /2`$ with angular momentum $`l_0\mathrm{sin}\theta _{\mathrm{}}`$ and they collide with the star at $`7\pi /4`$.
The Moon effect is clearly seen from a simple analytical consideration. Assuming a small $`l_0`$ and neglecting the $`\lambda ^2`$ terms in equations (13,15) one gets
$`\phi =\phi _{\mathrm{}}+{\displaystyle \frac{l_0}{l_{}}}\sqrt{2}\left(1a\mathrm{cos}\phi _{\mathrm{}}\right),`$
$`\mathrm{\Delta }=1+a{\displaystyle \frac{l_0}{l_{}}}\sqrt{2}\mathrm{sin}\phi _{\mathrm{}}.`$
The dependences $`\phi (\phi _{\mathrm{}})`$ and $`\mathrm{\Delta }(\phi _{\mathrm{}})`$ describe a cycloid $`\mathrm{\Delta }(\phi )`$ in its standard parametric form. The peak of the accretion rate $`\mathrm{d}\dot{M}/\mathrm{d}S=(\dot{M}_{\mathrm{tot}}/4\pi R_{}^2)[1a(l_0/l_{})\sqrt{2}]^1`$ is achieved at the meridian $`\phi =3\pi /2+(l_0/l_{})\sqrt{2}`$. In the case $`l_0=0.5l_{}`$ it yields $`\phi =270^o+40^o`$.
### 4.2 The observed luminosity
On the NS surface, the flux of accreting mass is converted into radiation with efficiency $`GM/R_{}c^2`$. The emerging radiation flux is given by
$$F(\theta ,\phi )=\frac{GM}{R_{}}\frac{\mathrm{d}\dot{M}}{\mathrm{d}S}.$$
(19)
The distribution $`\mathrm{d}\dot{M}/\mathrm{d}S`$ shown in Fig. 3 also displays the brightness distribution as seen by an observer located at the polar axis (if one assumes an isotropic intensity of the produced radiation).
The apparent luminosity of the accreting star depends on the binary inclination $`i`$ and the orbital phase $`\varphi `$. We choose $`\varphi =0`$ at the superior conjunction of the accretor, i.e. when the companion is between the observer and the accretor. Then the angular position of the observer as viewed from the accretor is given by $`\theta _{\mathrm{obs}}=i`$ and $`\phi _{\mathrm{obs}}=\varphi `$.
Let $`๐`$ and $`๐_{\mathrm{obs}}`$ be unit vectors corresponding to $`(\theta ,\phi )`$ and $`(\theta _{\mathrm{obs}},\phi _{\mathrm{obs}})`$, respectively, and $`\mu =(๐๐_{\mathrm{obs}})`$. The apparent luminosity is
$`L_{\mathrm{obs}}(i,\varphi )=4{\displaystyle F(\theta ,\phi )\mu H(\mu )dS}`$
$`={\displaystyle \frac{GM\dot{M}_{\mathrm{tot}}}{\pi R_{}}}{\displaystyle \mu H(\mu )d\mathrm{\Omega }_{\mathrm{}}}.`$ (20)
Here $`H(\mu )`$ is the Heaviside step function. To compute the integral, we substitute $`\mu =\mathrm{cos}\theta \mathrm{cos}i+\mathrm{sin}\theta \mathrm{sin}i\mathrm{cos}(\phi +\varphi )`$ and take $`\theta (R_{})`$ and $`\phi (R_{})`$ from equations (12,13).
Fig. 4 shows $`L_{\mathrm{obs}}`$ found for accretion flows with $`l_0=0.5l_{}`$ and $`a=0`$, $`0.5`$, and $`1`$ (same cases as shown in Fig. 3). One sees strong variations of $`L_{\mathrm{obs}}`$ with the orbital phase. The amplitude of the variability reaches $`3`$ at $`i=\pi /2`$ and vanishes at $`i=0`$. The maximum at $`\varphi 7\pi /4`$ is produced by the bright spot on the surface of the star (see Fig. 3). Note that at large $`i`$ one should also take into account the eclipse by the donor.
## 5 Caustics outside the accretor
### 5.1 Formation of caustics
We now address the case $`l>l_{}`$. If the accretion flow is symmetric about the equatorial plane then a streamline with $`l>l_{}`$ coming from above will collide in this plane with the symmetric streamline coming from below. The collision occurs at $`r=(l/l_{})^2R_{}`$. We study inflows with $`\mathrm{\Delta }>0`$ (see eq. 14), so that there are no intersections of the ballistic trajectories outside the equatorial plane<sup>1</sup><sup>1</sup>1In general, depending on the distribution $`l(\theta _{\mathrm{}},\phi _{\mathrm{}})`$, such โearlyโ intersections are possible. In that case, the increased pressure near $`\mathrm{\Delta }=0`$ would alter the trajectories. It would cause a relatively modest focusing effect on the streamlines, without substantial energy release. By contrast, the eventual collision in the symmetry plane liberates a large fraction of the infall kinetic energy..
The collision in the equatorial plane is associated with a couple of shocks that envelope the caustic from above and below. The caustic shock is similar to the shock on the surface of a NS (now the symmetry plane plays the role of a โhard surfaceโ). Like the case of collision with the star, we assume that the shocks are pinned to the caustic. The matter is then in free fall until it reaches the equatorial plane. The flux of mass impinging the caustic determines its brightness.
Note that the occurrence of caustics and the associated energy release are not caused by the centrifugal barrier often mentioned in the literature. The radial infall is not stopped by rotation when matter reaches the caustic. Rather, the two symmetric streams โmissโ the center and collide. As a result they cancel $`\theta `$components of velocity and continue to accrete in the equatorial plane. The subsequent accretion proceeds via a fast disc (see Beloborodov & Illarionov 2000). Note that the free fall from infinity onto the equatorial plane executes only 1/4 of the full turn around the $`z`$-axis ($`\phi \phi _{\mathrm{}}=\pi /2`$). The centrifugal barrier would stop the infall at the periastron radius $`r_p=(l/l_{})^2(R_{}/2)`$ after 1/2 of the full turn (see eqs. 11, 13, and Fig. 2). The collision thus happens before the centrifugal barrier.
In the most general case, the streams from above and below are not symmetric about the equatorial plane. The caustic may then be a time-dependent warped surface. This situation would be the subject of a separate study. In this paper, we restrict our consideration to the inflows which are symmetric about the equatorial plane, but not necessary axisymmetric. Then the general shape of the caustic is an asymmetric ring in the equatorial plane.
### 5.2 The caustic shape
We use the polar coordinates $`(r,\phi )`$ on the equatorial plane. A streamline starting at $`\theta _{\mathrm{}},\phi _{\mathrm{}}`$ reaches the plane at
$`r={\displaystyle \frac{l^2(\theta _{\mathrm{}},\phi _{\mathrm{}})}{GM}},\phi =\phi _{\mathrm{}}+\pi /2.`$ (21)
We thus have a mapping $`(\theta _{\mathrm{}},\phi _{\mathrm{}})(r,\phi )`$. With a homogeneous accretion rate through $`S_{\mathrm{}}`$, we get the flux of matter impinging the caustic on one side at given $`r,\phi `$,
$$\frac{\mathrm{d}\dot{M}}{\mathrm{d}S}(r,\phi )=\frac{\dot{M}_{\mathrm{tot}}}{4\pi r}\left|\frac{r}{\mathrm{cos}\theta _{\mathrm{}}}\right|^1.$$
(22)
The equatorial streamlines have the highest angular momentum $`l_{\mathrm{max}}(\phi _{\mathrm{}})`$ and the outer edge of the caustic is defined by the streamlines with $`\theta _{\mathrm{}}\pi /2`$,
$`r_0(\phi )={\displaystyle \frac{l_{\mathrm{max}}^2(\phi _{\mathrm{}})}{GM}},\phi _{\mathrm{}}=\phi \pi /2.`$ (23)
If $`l(\theta _{\mathrm{}},\phi _{\mathrm{}})`$ is a differentiable function at $`\theta _{\mathrm{}}=\pi /2`$ then $`l/\mathrm{cos}\theta _{\mathrm{}}=0`$ and $`\mathrm{d}\dot{M}/\mathrm{d}S\mathrm{}`$ at $`rr_0(\phi )`$, i.e. the flux of matter diverges at the outer edge of the caustic.
As an illustration take the inflow (18). Then
$`{\displaystyle \frac{\mathrm{d}\dot{M}}{\mathrm{d}S}}(r,\phi )={\displaystyle \frac{\dot{M}_{\mathrm{tot}}}{8\pi rr_0}}\left(1{\displaystyle \frac{r}{r_0}}\right)^{1/2},R_{}<r<r_0(\phi )`$ (24)
where $`r_0(\phi )=(l_0^2/GM)(1a\mathrm{sin}\phi )^2`$. Note that the $`r`$-integrated distribution of the accretion rate is $`\mathrm{d}\dot{M}/\mathrm{d}\phi \dot{M}_{\mathrm{tot}}/4\pi =const`$ at $`r_0R_{}`$. At a given $`\phi `$, the minimum $`\mathrm{d}\dot{M}/\mathrm{d}S=(3\sqrt{3}/8)(\dot{M}_{\mathrm{tot}}/2\pi r_0^2(\phi ))`$ is achieved at $`r_{\mathrm{min}}=(2/3)r_0(\phi )`$. In Fig. 5 we take $`l_0=\sqrt{3}l_{}`$ and compare the distributions $`\mathrm{d}\dot{M}/\mathrm{d}S`$ in the cases of $`a=0`$ and $`a=0.5`$.
Note two general features of the caustic:
1. The asymmetry of $`l(\theta _{\mathrm{}},\phi _{\mathrm{}})`$ in the $`y`$-direction results in the asymmetry of the caustic in the $`x`$-direction. This is a consequence of the fact that the streamlines execute a 1/4 turn by the moment of collision. The caustic thus appears in the front of the accretor orbiting the donor star. If the trapped $`\overline{l}_z`$ had the opposite sign, the caustic would appear in the rear of the moving accretor.
2. The outer edge of the caustic is formed by the nearly equatorial streamlines, $`\theta _{\mathrm{}}\pi /2`$. The edge is sharp, with $`\mathrm{d}\dot{M}/\mathrm{d}S\mathrm{}`$ if the $`l`$-distribution is smooth (differentiable) at $`\theta _{\mathrm{}}=\pi /2`$.
## 6 Discussion
The regime of accretion studied in this paper applies to weakly magnetised accretors. In the case of accretion onto a strongly magnetised neutron star, the effective radius of the accretor is the Alfvรฉnic radius, $`R_A`$ and therefore the characteristic $`l_{}`$ in that problem is $`(GMR_\mathrm{A})^{1/2}`$.
In reality one expects wind-fed accretion flows to be time-dependent. Numerical simulations of the Compton heated subsonic region at $`R>R_\mathrm{C}`$ show that the flow is unsteady (Igumenshchev et al. 1993). Fluctuations at $`R>R_\mathrm{C}`$ imply variable boundary conditions for the free fall inside $`R_\mathrm{C}`$. The typical time-scale of the variations is of order of the free-fall time at $`R_\mathrm{C}`$. The accretion flow is thus expected to fluctuate on time-scales $`10`$ s.
Throughout the paper we assumed that the flow is symmetric with respect to the equatorial (binary) plane. If the symmetry is broken, a warped caustic may form near the accretor. The changes in the caustic shape are then driven by the ram pressure of the colliding gas. The warped caustic is likely to be unstable, leading to oscillations/fluctuations on time-scales $`(R_{}^3/GM)^{1/2}0.1`$ ms.
The pattern of accretion studied in this paper assumes that the shocks on the star surface/caustics are radiatively efficient and pinned to the star surface and/or the equatorial plane. At a low accretion rate (which implies low density) the protons heated in the shock may find it difficult to pass their energy to the electrons on the free-fall time-scale. Then the shocked gas cannot radiate the heat and a variable pressure-driven outflow is likely to form.
On the observational side, the possible modulation of X-ray emission with the binary period is especially interesting. Note that orbital modulations of soft X-rays are known to occur in wind-fed systems as a result of photoelectric absorption in the wind (e.g. Wen et al. 1999; Baลuciลska-Church et al. 2000). The study of orbital modulations in the hard X-ray band would be especially helpful since they can be caused by intrinsic anisotropy of the source.
## Acknowledgments
This work was supported by the Wenner-Gren Foundation for Scientific Research, the Swedish Natural Science Research Council, and RFBR grant 00-02-16135.
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# 1 Introduction
## 1 Introduction
Structure functions in deep-inelastic scattering (DIS) form the backbone of our knowledge of the protonโs parton densities โ which are indispensable for analyses of hard scattering processes at protonโ(anti-)proton colliders like Tevatron and the future LHC โ and are among the quantities best suited for measuring the strong coupling constant $`\alpha _s`$. The full realization of this potential, however, requires transcending the standard next-to-leading order (NLO) approximation of perturbative QCD summarized in ref. . In fact, the next-to-next-to-leading order (NNLO) subprocess cross-sections (โcoefficient functionsโ) for DIS have been calculated some time ago (see also refs. for the related Drell-Yan process), but the corresponding three-loop splitting functions governing the NNLO scale dependence (โevolutionโ) of the parton densities have not been completed so far (see ref. for an up-to-date progress report).
In a previous paper we have studied the flavour non-singlet sector of the DIS structure functions. It turned out that the available incomplete information on the non-singlet splitting functions facilitates the derivation of approximate expressions which are sufficiently accurate over a rather wide region of parton momenta and the Bjorken variable $`x`$. In the present paper, we complement those results by corresponding effective parametrizations for the flavour-singlet sector based on the partial information of refs. , thus paving the way for promoting, even though only at $`x>10^3`$, global analyses of DIS and related processes to NNLO accuracy.
This paper is built up as follows: In Sect. 2 we set up our notations by recalling the general framework for the evolution of singlet parton densities and structure functions in massless perturbative QCD. The expansions of the corresponding splitting functions and coefficient functions are written down up to order $`\alpha _s^3`$ for arbitrary values of the renormalization and mass-factorization scales. In Sect. 3 we present compact, but very accurate parametrizations of the exactly known , but partly rather lengthy expressions for the two-loop singlet coefficient functions. In Sect. 4 the available constraints on the three-loop singlet splitting functions are utilized for constructing approximate expressions for the $`x`$-dependence of these functions, including quantitative estimates of the remaining uncertainties. In Sect. 5 we assemble all these results and quantify the impact of the NNLO contributions on the evolution of the singlet quark and gluon densities and on the most important singlet structure function, $`F_2`$. We address the range of applicability of the present approximate results and the improvement of the theoretical accuracy of determinations of the parton densities at NNLO. Finally our results are summarized in Sect. 6. Mellin-$`N`$ space expressions for our parametrizations of the two-loop coefficient functions of Sect. 3 can be found in the appendix.
## 2 General Framework
We start by outlining the general formalism for the NNLO evolution of flavour-singlet parton densities and structure functions. The singlet quark density of a hadron is given by
$$\mathrm{\Sigma }(x,\mu _f^2,\mu _r^2)=\underset{i=1}{\overset{N_f}{}}\left[q_i(x,\mu _f^2,\mu _r^2)+\overline{q}_i(x,\mu _f^2,\mu _r^2)\right].$$
(2.1)
Here $`q_i(x,\mu _f^2,\mu _r^2)`$ and $`\overline{q}_i(x,\mu _f^2,\mu _r^2)`$ represent the number distributions of quarks and antiquarks, respectively, in the fractional hadron momentum $`x`$. The corresponding gluon distribution is denoted by $`g(x,\mu _f^2,\mu _r^2)`$. The subscript $`i`$ indicates the flavour of the (anti-) quarks, and $`N_f`$ stands for the number of effectively massless flavours. Finally $`\mu _r`$ and $`\mu _f`$ represent the renormalization and mass-factorization scales, respectively. The singlet quark density (2.1) and the gluon density are constrained by the energy-momentum sum rule
$$_0^1dxx[\mathrm{\Sigma }(x,\mu _f^2,\mu _r^2)+g(x,\mu _f^2,\mu _r^2))]=\mathrm{\hspace{0.25em}1}.$$
(2.2)
The scale dependence of the singlet parton densities is given by the evolution equations
$$\frac{d๐}{d\mathrm{ln}\mu _f^2}\frac{d}{d\mathrm{ln}\mu _f^2}\left(\begin{array}{c}\mathrm{\Sigma }\\ g\end{array}\right)=\left(\begin{array}{cc}๐ซ_{qq}& ๐ซ_{qg}\\ ๐ซ_{gq}& ๐ซ_{gg}\end{array}\right)\left(\begin{array}{c}\mathrm{\Sigma }\\ g\end{array}\right)๐ท๐,$$
(2.3)
where $``$ stands for the Mellin convolution in the momentum variable,
$$[ab](x)_x^1\frac{dy}{y}a(y)b\left(\frac{x}{y}\right).$$
(2.4)
As in some other equations below, the dependence on $`x`$, $`\mu _f`$ and $`\mu _r`$ has been suppressed in Eq. (2.3). The splitting function $`๐ซ_{qq}`$ can be expressed as
$$๐ซ_{qq}=๐ซ_{\mathrm{NS}}^++๐ซ_{\mathrm{PS}}$$
(2.5)
with
$$๐ซ_{\mathrm{PS}}^{}=N_f(๐ซ_{qq}^S+๐ซ_{\overline{q}q}^S).$$
(2.6)
Here $`๐ซ_{\mathrm{NS}}^+`$ is the non-singlet splitting function discussed up to NNLO in ref. , and the $`๐ช(\alpha _s^2)`$ quantities $`๐ซ_{qq}^S`$ and $`๐ซ_{\overline{q}q}^S`$ are the flavour independent (โseaโ) contributions to the quark-quark and quark-antiquark splitting functions $`๐ซ_{q_iq_k}`$ and $`๐ซ_{\overline{q}_iq_k}`$, respectively. The non-singlet contribution dominates Eq. (2.5) at large $`x`$, where the pure singlet term $`๐ซ_{\mathrm{PS}}^{}`$ is very small. At small $`x`$, on the other hand, the latter contribution takes over as $`x๐ซ_{\mathrm{PS}}^{}`$, unlike $`x๐ซ_{\mathrm{NS}}^+`$, does not vanish for $`x0`$. The gluon-quark and quark-gluon entries in (2.3) are given by
$$๐ซ_{qg}=N_f๐ซ_{q_ig},๐ซ_{gq}=๐ซ_{gq_i}$$
(2.7)
in terms of the flavour-independent splitting functions $`๐ซ_{q_ig}=๐ซ_{\overline{q}_ig}`$ and $`๐ซ_{gq_i}=๐ซ_{g\overline{q}_i}`$. With the exception of the lowest-order approximation to $`๐ซ_{qg}`$, neither of the quantities $`x๐ซ_{qg}`$, $`x๐ซ_{gq}`$ and $`x๐ซ_{gg}`$ vanishes for $`x0`$.
The NNLO expansion of the splitting-function matrix $`๐ท`$ in Eq. (2.3) reads<sup>1</sup><sup>1</sup>1Notice that the convention adopted for $`P^{(l)}`$ here and in ref. differs from ref. by a factor of $`2^{l+1}`$ due to the choice of $`a_s=\alpha _s/(4\pi )`$ instead of $`\alpha _s/(2\pi )`$ as the expansion parameter in Eq. (2.8), and by a factor 1/2 from ref. due to the choice of $`\mu _f^2`$ instead of $`\mu _f`$ for the differentiation in Eq. (2.3).
$`๐ท(x,\alpha _s(\mu _r^2),L_R)`$ $`=`$ $`a_s๐ท^{(0)}(x)`$
$`+a_s^2\left(๐ท^{(1)}(x)\beta _0L_R๐ท^{(0)}(x)\right)`$
$`+a_s^3\left(๐ท^{(2)}(x)2\beta _0L_R๐ท^{(1)}(x)\left\{\beta _1L_R\beta _0^2L_R^2\right\}๐ท^{(0)}(x)\right)+\mathrm{}.`$
In Eq. (2.8) and in what follows we use the abbreviations
$$a_s\frac{\alpha _s(\mu _r^2)}{4\pi }$$
(2.9)
for the running coupling, and
$$L_M\mathrm{ln}\frac{Q^2}{\mu _f^2},L_R\mathrm{ln}\frac{\mu _f^2}{\mu _r^2}$$
(2.10)
for the scale logarithms. The one- and two-loop matrices $`๐ท^{(0)}(x)`$ and $`๐ท^{(1)}(x)`$ in Eq. (2.8) are known for a long time , see also ref. for the solution of an earlier problem in the covariant-gauge calculation of $`P_{gg}^{(1)}`$. The three-loop quantities $`P_{ij}^{(2)}(x)`$ are the subject of Sect. 4. The consistency of the evolution equations (2.3) with the momentum sum rule (2.2) imposes the following constraints on the second moments of $`P_{ij}^{(l)}(x)`$:
$`P_{qq}^{(l)}(N)+P_{gq}^{(l)}(N)`$ $`=`$ $`0`$
$`P_{qg}^{(l)}(N)+P_{gg}^{(l)}(N)`$ $`=`$ $`0\text{for}N=2,`$ (2.11)
where
$$a(N)_0^1๐xx^{N1}a(x).$$
(2.12)
The constants $`\beta _i`$ in Eq. (2.8) represent the perturbative coefficients of the QCD $`\beta `$-function
$$\frac{da_s}{d\mathrm{ln}\mu _r^2}=\beta (a_s)=\underset{l=0}{}a_s^{l+2}\beta _l.$$
(2.13)
The coefficients $`\beta _0,\beta _1`$ and $`\beta _2`$ required for NNLO calculations can be found in refs. and , respectively. Finally the $`L_R`$ terms in Eq. (2.8) are obtained from the expression for $`\mu _r=\mu _f`$ by inserting the expansion of $`a_s(\mu _f^2)`$ in terms of $`a_s(\mu _r^2)`$,
$$a_s(\mu _f^2)=a_s(\mu _r^2)\beta _0L_Ra_s^2(\mu _r^2)\left\{\beta _1L_R\beta _0^2L_R^2\right\}a_s^3(\mu _r^2)+\mathrm{}.$$
(2.14)
The singlet structure functions $`F_{a,S}`$, $`a=1,\mathrm{\hspace{0.17em}2}`$, are in Bjorken-$`x`$ space obtained by the convolution (2.4) of the solution of Eq. (2.3) with the corresponding coefficient functions,
$`\eta _aF_{a,\mathrm{S}}(x,Q^2)`$ $`=`$ $`\left[๐_{a,q}(a_s,L_M,L_R)\mathrm{\Sigma }(\mu _f^2,\mu _r^2)+๐_{a,g}(a_s,L_M,L_R)g(\mu _f^2,\mu _r^2)\right](x)`$ (2.15)
$``$ $`\left[๐ช_a(a_s,L_M,L_R)๐(\mu _f^2,\mu _r^2)\right](x).`$
Here the electroweak charge factor is included in $`\eta _a`$, e.g., $`\eta _1=2e^2^1`$ and $`\eta _2=(xe^2)^1`$ for electromagnetic scattering, with an average squared charge $`e^2=5/18`$ for an even $`N_f`$. Up to third order in $`\alpha _s`$ the expansion of the coefficient functions takes the form
$`๐ช_a(x,\alpha _s(\mu _r^2),L_M,L_R)`$ $`=`$ $`๐ช_a^{(0)}(x)+a_s๐ช_a^{(1)}(x,L_M)+`$
$`a_s^2๐ช_a^{(2)}(x,L_M,L_R)+a_s^3๐ช_a^{(3)}(x,L_M,L_R)+\mathrm{}`$
$`\stackrel{\mu _r=\mu _f}{=}`$ $`๐_a^{(0)}(x)+{\displaystyle \underset{l=1}{\overset{3}{}}}a_s^l\left(๐_a^{(l)}(x)+{\displaystyle \underset{m=1}{\overset{l}{}}}๐_a^{(l,m)}(x)L_M^m\right)+\mathrm{},`$
where $`๐_a^{(0)}(x)(c_{a,q}^{(0)}(x),c_{a,g}^{(0)}(x))=(\delta (1x),\mathrm{\hspace{0.17em}0})`$ represents the parton-model result. The first-order corrections $`๐_a^{(1)}(x)`$ can be found in ref. ; the two-loop coefficient functions $`c_{a,q}^{(2)}(x)`$ and $`c_{a,g}^{(2)}(x)`$ computed in refs. are briefly addressed in Sect. 3. The terms up to order $`\alpha _s^2`$ in Eq. (2.16) contribute to $`F_a`$ in the NNLO approximation. The $`\alpha _s^3`$ terms only enter for $`dF_a/d\mathrm{ln}Q^2`$, hence the scale-independent three-loop quantities $`๐_a^{(3)}(x)`$ are not needed here. The coefficients $`๐_a^{(l,m)}(x)`$ in the second part of Eq. (2.16) can be conveniently written in a recursive manner as
$`๐_a^{(1,1)}`$ $`=`$ $`๐_a^{(0)}๐ท^{(0)}`$
$`๐_a^{(2,1)}`$ $`=`$ $`๐_a^{(0)}๐ท^{(1)}+๐_a^{(1)}(๐ท^{(0)}\beta _0\mathrm{๐})`$
$`๐_a^{(2,2)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}๐_a^{(1,1)}(๐ท^{(0)}\beta _0\mathrm{๐})`$
$`๐_a^{(3,1)}`$ $`=`$ $`๐_a^{(0)}๐ท^{(2)}+๐_a^{(1)}(๐ท^{(1)}\beta _1\mathrm{๐})+๐_a^{(2)}(๐ท^{(0)}2\beta _0\mathrm{๐})`$
$`๐_a^{(3,2)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left\{๐_a^{(1,1)}(๐ท^{(1)}\beta _1\mathrm{๐})+๐_a^{(2,1)}(๐ท^{(0)}2\beta _0\mathrm{๐})\right\}`$
$`๐_a^{(3,3)}`$ $`=`$ $`{\displaystyle \frac{1}{3}}๐_a^{(2,2)}(๐ท^{(0)}2\beta _0\mathrm{๐}).`$ (2.17)
Eqs. (2.17) can be derived by identifying the results of the following two calculations of $`dF_{a,S}/d\mathrm{ln}Q^2`$ at $`\mu _r^2=\mu _f^2=Q^2`$: (a) with the scales identified in the beginning (using Eqs. (2.3) and (2.13), and (b) with the scales set equal only at the end (after differentiating the logarithms in Eq. (2.16) ). Finally the coefficients $`๐ช_a^{(2)}`$ and $`๐ช_a^{(3)}`$ for $`\mu _f\mu _r`$ in Eq. (2.16) are obtained from these results by Eq. (2.14):
$`๐ช_a^{(2)}(x,L_M,L_R)`$ $`=`$ $`๐ช_a^{(2)}(x,L_M,0)\beta _0L_r๐ช_a^{(1)}(x,L_M)`$
$`๐ช_a^{(3)}(x,L_M,L_R)`$ $`=`$ $`๐ช_a^{(3)}(x,L_M,0)2\beta _0L_r๐ช_a^{(2)}(x,L_M,0)`$
$`\left\{\beta _1L_R\beta _0^2L_R^2\right\}๐ช_a^{(1)}(x,L_M).`$
The above-mentioned calculations of $`\beta _2`$ and $`๐_a^{(2)}(x)`$ have been performed in the $`\overline{\text{MS}}`$ renormalization and factorization schemes. The other factorization scheme widely used in NLO analyses of unpolarized deep-inelastic scattering is the so-called DIS scheme. In this scheme the expression for $`F_{2,S}`$ is reduced, for the choice $`\mu _r^2=\mu _f^2=Q^2`$ adopted for the rest of this section, to its parton-model form $`\eta _2F_{2,S}(x,Q^2)=\stackrel{~}{\mathrm{\Sigma }}(x,Q^2)`$, i.e.,
$$\stackrel{~}{c}_{2,q}^{(l)}(x)\stackrel{~}{c}_{2,g}^{(l)}(x)=\mathrm{\hspace{0.25em}0}\text{for}l1.$$
(2.19)
Here and in the following DIS-scheme quantities are marked by a tilde. The corresponding singlet parton densities can be defined by
$$\stackrel{~}{๐}\left(\begin{array}{c}\stackrel{~}{\mathrm{\Sigma }}\\ \stackrel{~}{g}\end{array}\right)=\left(\begin{array}{cc}\hfill c_{2,q}& \hfill c_{2,g}\\ \hfill c_{2,q}& \hfill c_{2,g}\end{array}\right)\left(\begin{array}{c}\mathrm{\Sigma }\\ g\end{array}\right)๐๐.$$
(2.20)
The upper row of the transformation matrix $`๐`$ is fixed by Eq. (2.19). The lower row is constrained only by the momentum sum rule (2.2) which fixes its form for the second moment, $`N=2`$. The extension of this constraint to all $`N`$,
$$\stackrel{~}{\mathrm{\Sigma }}(N)+\stackrel{~}{g}(N)=\mathrm{\Sigma }(N)+g(N),$$
(2.21)
in Eq. (2.20) is the obvious generalization of the standard NLO convention of ref. to all orders. The DIS-scheme splitting functions for $`\mu _r^2=\mu _f^2=Q^2`$ can be expressed in terms of their $`\overline{\text{MS}}`$ counterparts by differentiating of Eq. (2.20) with respect to $`Q^2`$:
$$\stackrel{~}{๐ท}=\left(๐๐ท+\beta \frac{d๐}{da_s}\right)๐^1.$$
(2.22)
Insertion of the expansions (2.8) for $`L_R=0`$, (2.13) and
$$๐(x,a_s)=\mathrm{๐}+\underset{l=1}{}a_s^l๐^{(l)}(x)=\mathrm{๐}+\underset{l=1}{}a_s^l\left(\begin{array}{cc}\hfill c_{2,q}^{(l)}(x)& \hfill c_{2,g}^{(l)}(x)\\ \hfill c_{2,q}^{(l)}(x)& \hfill c_{2,g}^{(l)}(x)\end{array}\right)$$
(2.23)
then yields
$`\stackrel{~}{๐ท}`$ $`=`$ $`a_s๐ท_0`$
$`+a_s^2\left(๐ท^{(1)}+[๐^{(1)},๐ท^{(0)}]\beta _0๐^{(1)}\right)`$
$`+a_s^3(๐ท^{(2)}+[๐^{(2)},๐ท^{(0)}]+[๐^{(1)},๐ท^{(1)}][๐^{(1)},๐ท^{(0)}]๐^{(1)}`$
$`+\beta _0๐^{(1)}๐^{(1)}2\beta _0๐^{(2)}\beta _1๐^{(1)})+\mathrm{},`$
where
$$[๐^{(l)},๐ท^{(m)}]๐^{(l)}๐ท^{(m)}๐ท^{(m)}๐^{(l)}.$$
(2.25)
The coefficient functions and splitting functions for $`\mu _r^2\mu _f^2Q^2`$ can by obtained from Eqs. (2.19) and (2.24) using Eqs. (2.16)โ(2.18) and (2.8), respectively. In the present article Eq. (2.24) will be only employed in Sect. 4 for transforming a small-$`x`$ constraint obtained for $`\stackrel{~}{P}_{gg}^{(2)}`$ into the $`\overline{\text{MS}}`$ scheme adopted for the rest of this paper.
## 3 The 2-loop singlet coefficient functions
Beyond the first order, $`l=1`$, the exact expressions for the scale independent parts $`๐_a^{(l)}(x)`$ of the coefficient functions (2.16) are rather lengthy and involve higher transcendental functions.<sup>2</sup><sup>2</sup>2A recent recalculation of all these functions has yielded full agreement with refs. . Moreover, the convolutions entering the expressions (2.17) for $`\mu _f^2Q^2`$ (given explicitly for $`l=2`$ in ref. ) and the factorization scheme transformation (2.24) become increasingly cumbersome at higher orders. The latter complications can be circumvented by using the moment-space technique , as the convolution (2.4) reduces to a simple product in $`N`$-space. This technique, however, requires the analytic continuation of all ingredients to complex values of $`N`$ in Eq. (2.12), which itself becomes rather involved already for the exact expressions for $`๐_a^{(2)}(x)`$ . Hence it is convenient, for both $`x`$-space and $`N`$-space applications, to dispose of compact parametrizations of these quantities.
For the non-singlet components $`c_{L,\mathrm{NS}}^{(2)}(x)`$ and $`c_{2,\mathrm{NS}}^{(2)}(x)`$ of
$$c_{a,q}^{(2)}(x)=c_{a,\mathrm{NS}}^{(2)}(x)+c_{a,\mathrm{PS}}^{(2)}(x),$$
(3.1)
where $`F_LF_22xF_1`$, such parametrizations have been given in ref. in terms of
$$L_0\mathrm{ln}x,L_1\mathrm{ln}(1x)$$
(3.2)
and simpler functions of $`x`$. The pure singlet pieces in Eq. (3.1) can be approximated by
$`c_{L,\mathrm{PS}}^{(2)}(x)`$ $`=`$ $`N_f\{(15.945.212x)(1x)^2L_1+(0.421+1.520x)L_0^2`$ (3.3)
$`+28.09(1x)L_0(2.370x^119.27)(1x)^3\},`$
$`c_{2,\mathrm{PS}}^{(2)}(x)`$ $`=`$ $`N_f\{0.101(1x)L_1^3(24.7513.80x)L_1L_0^2+30.23L_1L_0`$ (3.4)
$`+4.310L_0^32.086L_0^2+39.78L_0+5.290(x^11)\}.`$
The corresponding gluon coefficient functions can be parametrized as
$`c_{L,g}^{(2)}(x)`$ $`=`$ $`N_f\{(94.7449.20x)(1x)L_1^2+864.8(1x)L_1+1161xL_1L_0`$ (3.5)
$`+60.06xL_0^2+39.66(1x)L_05.333(x^11)\},`$
$`c_{2,g}^{(2)}(x)`$ $`=`$ $`N_f\{(6.445+209.4(1x))L_1^324.00L_1^2+(1494x^11483)L_1`$ (3.6)
$`+L_1L_0(871.8L_1724.1L_0)+5.319L_0^359.48L_0^2284.8L_0`$
$`+11.90x^1+392.40.28\delta (1x)\}.`$
Note the small $`\delta (1x)`$ term in the parametrization of $`c_{2,g}^{(2)}`$, which is of course absent in the exact expression, but useful for obtaining high-accuracy convolutions here. The parametrizations (3.3)โ(3.6) deviate from the exact results by no more than a few permille.
## 4 The 3-loop singlet splitting functions
Only partial results have been obtained so far for the $`O(\alpha _s^3)`$ terms $`P_{ij}^{(2)}(x)`$ of the singlet splitting functions (2.8). As the full $`x`$-dependence is known just for the $`C_AN_f^2`$ part of $`P_{gg}^{(2)}`$ , the backbone of the available constraints are the lowest four even-integer moments (2.12) of these terms,
$$P_{ij}^{(2)}(N)\text{for}N=\mathrm{\hspace{0.25em}2},\mathrm{\hspace{0.17em}4},\mathrm{\hspace{0.17em}6},\mathrm{\hspace{0.17em}8},$$
(4.1)
calculated in ref. . This is one moment less than determined for the non-singlet quantity $`P_{\mathrm{NS}}^{(2)+}(x)`$ , due to the greater technical complexity of the singlet computation.
The $`1/[1x]_+`$ soft-gluon contributions to the gluon-gluon splitting functions $`P_{gg}^{(0)}`$ and $`P_{gg}^{(1)}`$ are related to their quark-quark counterparts by
$$(1x)P_{gg}^{(l)}(x)|_{x=1}=\frac{C_A}{C_F}(1x)P_{qq}^{(l)}(x)|_{x=1}=\frac{C_A}{C_F}(1x)P_{\mathrm{NS}}^{(l)}(x)|_{x=1}$$
(4.2)
($`๐ซ_{\mathrm{PS}}^{}`$ in Eq. (2.5) vanishes at $`x=1`$). This relation also applies to the leading-$`N_f`$ terms of $`P_{gg}^{(2)}`$ and $`P_{\mathrm{NS}}^{(2)}`$. We will assume that Eq. (4.2) holds generally for $`l=2`$.
The small-$`x`$ behaviour of $`P_{ij}^{(2)}(x)`$ is not constrained by Eq. (4.1). The leading $`x0`$ terms $`\frac{1}{x}\mathrm{ln}x`$ have been determined from small-$`x`$ resummations, however, for $`P_{qq}^{(2)}`$, $`P_{qg}^{(2)}`$ and $`P_{gg}^{(2)}`$. Specifically, the gluon-quark and quark-quark entries read
$`P_{qg,x0}^{(2)}`$ $`=`$ $`{\displaystyle \frac{896}{27}}C_A^2N_f{\displaystyle \frac{\mathrm{ln}x}{x}}+O\left({\displaystyle \frac{1}{x}}\right),`$ (4.3)
$`P_{qq,x0}^{(2)}`$ $`=`$ $`{\displaystyle \frac{C_F}{C_A}}P_{qg,x0}^{(2)}+O\left({\displaystyle \frac{1}{x}}\right).`$ (4.4)
The corresponding gluon-gluon result can be inferred from the larger eigenvalue of $`๐ท_{x0}^{(2)}`$ completed in ref. in a scheme equivalent to the DIS scheme up to 3-loop order:
$$\stackrel{~}{P}_{gg,x0}^{(2)}=\left\{6320864\zeta (3)1584\zeta (2)+N_f\left(\frac{1136}{3}96\zeta (2)\right)\right\}\frac{\mathrm{ln}x}{x}+O\left(\frac{1}{x}\right),$$
(4.5)
where $`\zeta (2)=\pi ^2/6`$ and $`\zeta (3)1.202057`$. For this contribution the scheme transformation (2.24) schemes simplifies to
$$\stackrel{~}{P}_{gg,x0}^{(2)}=P_{gg,x0}^{(2)}\left(P_{gq}^{(0)}c_{2,g}^{(2)}\right)_{x0}+O\left(\frac{1}{x}\right),$$
(4.6)
yielding
$$P_{gg,x0}^{(2)}=\left\{6320864\zeta (3)1584\zeta (2)+N_f\left(\frac{4720}{27}\frac{32}{3}\zeta (2)\right)\right\}\frac{\mathrm{ln}x}{x}+O\left(\frac{1}{x}\right).$$
(4.7)
Eqs. (4.6) and (4.7) are most easily derived via moment-space, see the appendix.
In the following the above information will be used for approximate representations of
$$P_{ij}^{(2)}(x)=P_{ij,0}^{(2)}(x)+N_fP_{ij,1}^{(2)}(x)+N_f^2P_{ij,2}^{(2)}(x),$$
(4.8)
where the $`N_f`$-independent terms are absent in $`P_{\mathrm{PS}}^{(2)}`$ and $`P_{qg}^{(2)}`$ according to Eqs. (2.6) and (2.7). For each of the ten remaining contributions $`P_{ij,m}^{(2)}`$ we employ the ansatz
$$P_{ij,m}^{(2)}(x)=\underset{n=1}{\overset{4}{}}A_nf_n(x)+f_e(x).$$
(4.9)
Except for the $`\delta (1x)`$ terms in $`P_{gg,m}^{(2)}`$, the basis functions $`f_n`$ are build up of powers of $`\mathrm{ln}(1x)`$, $`x`$, and $`\mathrm{ln}x`$. Generally we choose the functions $`f_n`$ to include at least one function peaking as $`x1`$ (except for $`P_{\mathrm{PS}}^{(2)}`$, of course), one rather flat function (a small non-negative power of $`x`$), and one function peaking as $`x0`$. For each choice of the building blocks $`f_n`$, the coefficients $`A_n`$ are determined from the four linear equations provided by the moments (4.1) of ref. after taking into account the additional information (4.2)โ(4.4) and (4.7) collected in the function $`f_e`$ in Eq. (4.9). The residual uncertainty of the functions $`P_{ij,m}^{(2)}`$ is estimated by varying the choice of the basis functions $`f_n`$. Finally two approximate expressions are selected for each of the six quantities $`P_{gq,0}^{(2)}`$, $`P_{gg,0}^{(2)}`$ and $`P_{ij,1}^{(2)}`$ which are representative for the respective present uncertainty band. The $`N_f^2`$ pieces $`P_{ij,2}^{(2)}`$ are smaller in absolute size and uncertainty than those contributions, hence for them it suffices to select just one central representative.
Before proceeding to our approximations of the coefficients $`P_{ij,m}^{(2)}`$ in Eq. (4.8), it is worthwhile to discuss another constraint on the singlet splitting functions which has served as an important check for the calculations of the NLO quantities $`P_{ij}^{(1)}(x)`$ in the unpolarized as well as in the polarized case . This is the relation
$$P_{qq,\mathrm{DR}}^{(l)}(x)+P_{gq,\mathrm{DR}}^{(l)}(x)P_{qg,\mathrm{DR}}^{(l)}(x)P_{gg,\mathrm{DR}}^{(l)}(x)=\mathrm{\hspace{0.25em}0}$$
(4.10)
for the choice
$$C_AN_c=C_F=N_f$$
of the colour factors leading to a $`๐ฉ=1`$ supersymmetric theory. As indicated, Eq. (4.10) holds in the dimensional reduction (DR) scheme respecting the supersymmetry, but not in the usual $`\overline{\text{MS}}`$ scheme based on dimensional regularization. The terms breaking the relation (4.10) in the $`\overline{\text{MS}}`$ scheme for $`l=1`$ are, however, much simpler than the functions $`P_{ij}^{(1)}(x)`$ themselves. They involve only $`\mathrm{ln}^1x`$ and powers of $`x`$, however including the leading small-$`x`$ term $`1/x`$ . It should also be noted that Eq. (4.10) does not in all cases introduce a relation between different functions $`P_{ij}^{(l)}`$. For instance, the leading large-$`x`$ terms of $`P_{gq}^{(1)}`$ and $`P_{qg}^{(1)}`$, $`\mathrm{ln}^2(1x)`$ and $`\mathrm{ln}(1x)`$, cancel already on the level in the individual splitting functions for the choice (4.11), not only after forming the combination (4.10), as can be readily read off from the tables in refs. .
The transformation of the splitting functions from the DR<sup>3</sup><sup>3</sup>3Actually the construction of a consistent DR scheme respecting the supersymmetry at 3-loop level has not been performed so far . Consequently Eq. (4.10) has not been proven up to now for $`l>1`$. to the $`\overline{\text{MS}}`$ scheme is presently unknown for $`l=2`$ (its derivation would require repeating the calculation of the finite terms of the two-loop operator matrix elements of ref. in the DR scheme). It is expected, however, that the terms breaking Eq. (4.10) in the $`\overline{\text{MS}}`$ scheme at $`l=2`$ are again comparatively simple and do not include terms like $`\mathrm{ln}^3(1x)`$, $`\mathrm{ln}^4(1x)`$, and $`\mathrm{ln}^4x`$. Under this assumption that relation does provide some constraints on the functions $`P_{ij}^{(2)}`$. In view of their limitations discussed above for the NLO case, however, these few additional constraints do not justify moving from Eq. (4.8) to a complete colour-factor decomposition involving twenty-three instead of ten unknown functions $`P_{ij,m}^{(2)}`$.
We now illustrate the details of our approximation procedure outlined above for the case of the gluon-quark splitting functions $`P_{qg}`$ dominating the small-$`x`$ evolution of the singlet quark density. While the lowest-order result $`P_{qg}^{(0)}`$ contains no logarithms, terms up to $`\mathrm{ln}^2(1x)`$ and $`\mathrm{ln}^2x`$ occur in $`P_{qg}^{(1)}`$. Hence we expect contributions up to $`\mathrm{ln}^4(1x)`$ and $`\mathrm{ln}^4x`$ in the three-loop splitting function $`P_{qg}^{(2)}`$ due to the additional loop or emission. Thus a reasonable choice of the trial functions for $`P_{qg,1}^{(2)}`$ is given by
$$\begin{array}{ccccc}f_1(x)& =& \mathrm{ln}^2x& \text{ or }& \mathrm{ln}^3x\\ f_2(x)& =& 1& \text{ or }& x\\ f_3(x)& =& \mathrm{ln}(1x)& \text{ or }& \mathrm{ln}^2(1x)\\ f_4(x)& =& \mathrm{ln}^3(1x)& \text{ or }& \mathrm{ln}^4(1x)\\ f_e(x)& =& \multicolumn{3}{c}{\frac{896}{27}C_A^2N_f\left(\frac{\mathrm{ln}x}{x}+\frac{\lambda }{x}\right)}\end{array},\lambda =0\text{ or }\mathrm{\hspace{0.25em}4}.$$
(4.11)
As for all other cases in which the $`\frac{1}{x}\mathrm{ln}x`$ terms are known, we do not include the subleading contribution $`1/x`$ in the functions $`f_n`$, but vary its coefficient by hand up to a value suggested by the expansion of the moment-space expressions $`P_{ij}^{(0)}(N)`$ and $`P_{ij}^{(0)}(N)`$ around $`N=1`$ . Four of the thirty-two combinations resulting from Eq. (4.12) (those combining $`f_1=\mathrm{ln}^2x`$ with $`f_2=1`$ and $`\lambda =4`$) lead to an almost singular system for the coefficients $`A_n`$ which causes overly large oscillations of the corresponding results for $`P_{qg,1}^{(2)}(x)`$. The remaining twenty-eight approximations, of which four are selected for further consideration, are displayed in Fig. 1.
Our corresponding ansatz for the $`N_f^2`$ part reads
$$\begin{array}{ccccccc}f_1(x)& =& \mathrm{ln}x& \text{ or }& \mathrm{ln}^2x& \text{ or }& \mathrm{ln}^3x\\ f_2(x)& =& 1& \text{ or }& x& & \\ f_3(x)& =& \mathrm{ln}(1x)& \text{ or }& \mathrm{ln}^2(1x)& \text{ or }& \mathrm{ln}^3(1x)\\ f_4(x)& =& \frac{1}{x}& \text{and}& \multicolumn{2}{c}{f_e(x)=\mathrm{\hspace{0.25em}0}.}& \end{array}$$
(4.12)
Here and for all other $`N_f^2`$ terms the $`1/x`$ contribution is included in the functions $`f_n`$, as no information about its magnitude is available. Fifteen of the eighteen combinations resulting from Eq. (4.13) are shown in the left part of Fig. 2. The three combinations involving $`f_1=\mathrm{ln}^3x`$ and $`f_2=x`$ are rejected for the same reason as the four expressions for $`P_{qg,1}^{(2)}`$ mentioned above.
In the right part of Fig. 2 the approximations selected for $`P_{qg,1}^{(2)}`$ and $`P_{qg,2}^{(2)}`$ have been combined into Eq. (4.8) for $`N_f=4`$ and convoluted with a typical example for the gluon density of the proton. Needless to say that it is this combination $`P_{qg}^{(2)}g`$ (divided by $`g(x)`$ for display purposes in Fig. 2) and not $`P_{qg}^{(2)}(x)`$ itself which enters the evolution equations (2.3) and thus the structure functions (2.15). At moderately large $`x`$, $`0.1<x<0.7`$, the spread of the convolutions in Fig. 2 is small, typically about 5%, much smaller than that for the splitting function itself, as the convolution (2.4) tends to wash out the oscillating differences of Fig. 1 to a large extent.
The large-$`x`$ behaviour of the splitting functions is very important also at small $`x`$, as can be inferred from a comparison of Figs. 1 and 2: while $`P_{qg}^{(2)}(x)`$ is dominated at $`x<10^2`$ by the $`\frac{1}{x}\mathrm{ln}x`$ and $`1/x`$ terms, this does by no means hold for $`[P_{qg}^{(2)}g](x)`$. For instance, the leftmost cross-over of the approximations C ($`\lambda =4`$) and D ($`\lambda =0`$) for $`P_{qg}^{(2)}`$ is at $`x=0.03`$, but the convolution for the function D does not exceed that for the approximation C above $`x=10^3`$. An even more striking illustration can be obtained by keeping only the small-$`x`$ function $`f_e`$ in Eq. (4.12) for $`P_{ij,1}`$. The convolution then yields $`(P_{qg}^{(2)}g)/g4000`$ and $`6000`$ for $`\lambda =0`$ and $`\lambda =4`$ at $`x=10^3`$, respectively, instead of the spread between about 700 and 1300 found after taking into account the large-$`x`$ constraints (4.1).
Except close to the unavoidable cross-over points, the functions A and B are representative for the uncertainty bands of Figs. 1 and 2. Hence these approximations are chosen as our final results for the gluon-quark splitting function:
$`P_{qg,\mathrm{\hspace{0.17em}1}}^{(2)A}(x)`$ $`=`$ $`19.5515L_1^3+707.438L_1+2300.986+814.928L_0^2{\displaystyle \frac{896}{3}}{\displaystyle \frac{L_0+4}{x}}`$
$`P_{qg,\mathrm{\hspace{0.17em}1}}^{(2)B}(x)`$ $`=`$ $`10.8972L_1^4315.331L_1^2+902.843x1054.09L_0^2{\displaystyle \frac{896}{3}}{\displaystyle \frac{L_0}{x}}`$ (4.13)
with $`L_0`$ and $`L_1`$ as defined in Eq. (3.2). The selected approximation for the $`N_f^2`$ piece reads
$$P_{qg,\mathrm{\hspace{0.17em}2}}^{(2)}(x)=\mathrm{\hspace{0.25em}3.769}L_1^259.176x+0.244L_0+1.079\frac{1}{x}.$$
(4.14)
As for all other cases listed below, the average $`\frac{1}{2}[A+B]`$ represents our central result.
We now turn to the other splitting functions $`P_{\mathrm{PS}}^{(2)}`$, $`P_{gg}^{(2)}`$ and $`P_{gq}^{(2)}`$. Here we confine ourselves for brevity to the final results corresponding to Eqs. (4.14) and (4.15) and some brief remarks on the individual cases. The resulting $`N_f=4`$ approximations are graphically displayed in Fig. 3 for large $`x`$ and in Fig. 4 for moderately small $`x`$.
The approximations selected for the pure singlet splitting function are given by
$`P_{\mathrm{PS},\mathrm{\hspace{0.17em}0}}^{(2)A}(x)`$ $`=`$ $`(1x)(93.265L_1+357.924x)+543.482L_0^2+9.864L_0^3`$ (4.15)
$`{\displaystyle \frac{3584}{27}}{\displaystyle \frac{1}{x}}[L_0+4(1x)]`$
$`P_{\mathrm{PS},\mathrm{\hspace{0.17em}1}}^{(2)B}(x)`$ $`=`$ $`(1x)(37.395L_1^2210.424x)171.7L_0^248.862L_0^4{\displaystyle \frac{3584}{27}}{\displaystyle \frac{L_0}{x}}`$
and
$$P_{\mathrm{PS},\mathrm{\hspace{0.17em}2}}^{(2)}(x)=(1x)(3.999L_112.541x)8.852L_0+3.445\frac{1}{x}(1x).$$
(4.16)
The lowest-order pure-singlet contribution $`P_{\mathrm{PS}}^{(1)}`$ vanishes like $`(1x)^3`$ as $`x1`$. The one additional loop or emission in $`P_{\mathrm{PS}}^{(2)}`$ will introduce logarithms up to $`\mathrm{ln}^2(1x)`$, but keep $`P_{\mathrm{PS}}^{}(x=0)=0`$. We have implemented this feature into all the basis functions $`f_n`$ in Eq. (4.9), e.g., the large-$`x`$ logarithms are introduced as $`(1x)\mathrm{ln}^a(1x)`$. The detailed $`x1`$ behaviour of $`P_{\mathrm{PS}}^{(2)}`$ is however irrelevant in view of the large-$`x`$ dominance of the non-singlet contribution obvious from Fig. 3.
The corresponding results for the gluon-gluon splitting function read
$`P_{gg,\mathrm{\hspace{0.17em}0}}^{(2)A}(x)`$ $`=`$ $`2560{\displaystyle \frac{1}{(1x)}}_++3870.26\delta (1x)+1292.56L_1`$ (4.17)
$`14903.163667.22L_0^2+2675.85{\displaystyle \frac{1}{x}}(L_0+4)`$
$`P_{gg,\mathrm{\hspace{0.17em}0}}^{(2)B}(x)`$ $`=`$ $`3031{\displaystyle \frac{1}{(1x)}}_++5622.22\delta (1x)14514.35x^2`$
$`+643.44+13565.99L_0^2+2675.85{\displaystyle \frac{L_0}{x}},`$
$`P_{gg,\mathrm{\hspace{0.17em}1}}^{(2)A}(x)`$ $`=`$ $`427.5{\displaystyle \frac{1}{(1x)}}_+570.4\delta (1x)+2529.794x^2`$ (4.18)
$`1605.009784.828L_0^2+157.18{\displaystyle \frac{1}{x}}(L_0+4)`$
$`P_{gg,\mathrm{\hspace{0.17em}1}}^{(2)B}(x)`$ $`=`$ $`405.0{\displaystyle \frac{1}{(1x)}}_+539.16\delta (1x)929.17L_1`$
$`1345.962x+21.917L_0^2+157.18{\displaystyle \frac{L_0}{x}}`$
and
$$P_{gg,\mathrm{\hspace{0.17em}2}}^{(2)}(x)=\frac{16}{9}\frac{1}{(1x)}_++6.575\delta (1x)5.056x9.904L_0+2.969\frac{1}{x}.$$
(4.19)
The approximate $`1/[1x]_+`$ coefficient in Eqs. (4.18) and (4.19) have been taken over, according to Eq. (4.2), from the results (4.9)โ(4.11) for the non-singlet splitting functions in ref. . The corresponding contribution to $`P_{gg,2}^{(2)}`$ is an exact leading-$`N_f`$ result of ref. , as the second colour factor of $`P_{gg,\mathrm{\hspace{0.17em}2}}^{(2)}`$ not determined there does not contain a $`1/[1x]_+`$ term. The $`N_f^0`$ and $`N_f^1`$ approximations have been combined in such a manner as to maximize the error band where the present uncertainties are largest, i.e., at small $`x`$.
Finally the following expressions are chosen for the quark-gluon splitting function
$`P_{gq,\mathrm{\hspace{0.17em}0}}^{(2)A}(x)`$ $`=`$ $`3.040L_1^3+1157.76+2357.73L_0^2+291.76{\displaystyle \frac{L_0}{x}}`$
$`P_{gq,\mathrm{\hspace{0.17em}0}}^{(2)B}(x)`$ $`=`$ $`6.461L_1^31789.06x^2+2260.38140.18{\displaystyle \frac{L_0}{x}},`$ (4.20)
$`P_{gq,\mathrm{\hspace{0.17em}1}}^{(2)A}(x)`$ $`=`$ $`26.2717L_1^3+148.036L_1^2549.815x+89.769L_0^3+70{\displaystyle \frac{L_0}{x}}`$
$`P_{gq,\mathrm{\hspace{0.17em}1}}^{(2)B}(x)`$ $`=`$ $`0.1995L_1^337.93L_1179.644312.616L_0^2+35{\displaystyle \frac{L_0}{x}}`$ (4.21)
and
$$P_{gq,\mathrm{\hspace{0.17em}2}}^{(2)}(x)=2.728L_110.217x3.566L_04.207\frac{1}{x}.$$
(4.22)
Here the coefficient of leading small-$`x`$ term $`\frac{1}{x}\mathrm{ln}x`$ is unknown. The leading $`x0`$ contribution $`1/x`$ to the LO splitting function $`P_{gq}^{(0)}`$ is related to the corresponding term of $`P_{gg}^{(0)}`$ by a factor $`C_F/C_A`$. The same holds, up to two percent, for the $`N_f`$-parts of the NLO quantities $`P_{gq}^{(1)}`$ and $`P_{gg}^{(1)}`$ (but not for the $`N_f^0`$ parts). Therefore we have included $`\frac{1}{x}\mathrm{ln}x`$ in the functions $`f_n`$ in Eq. (4.9) for $`P_{gq,0}^{(2)}`$, but varied its coefficient by hand for $`P_{gq,1}^{(2)}`$ between $`C_F/(2C_A)`$ and $`C_F/C_A`$ relative to the corresponding term of $`P_{gg,1}^{(2)}`$ in Eq. (4.19). The resulting larger small-$`x`$ uncertainty of $`P_{gq}^{(2)}`$ is clearly visible in Fig. 4. While the uncertainty of the other splitting functions relative to the central results not shown in the figure does not exceed $`\pm `$30โ40% at $`x=10^3`$, it amounts to about 100% for $`P_{gq}^{(2)}`$.
## 5 Numerical results
We now proceed to illustrate the numerical effects of the NNLO contributions on the evolution of the singlet parton densities $`\mathrm{\Sigma }(x,\mu _f^2)`$ and $`g(x,\mu _f^2)`$ and on the singlet structure function $`F_{2,S}(x,Q^2)`$. Specifically, we will consider the scale derivatives $`\dot{q}d\mathrm{ln}q/d\mathrm{ln}\mu _f^2`$, $`q=\mathrm{\Sigma },g`$, at a fixed reference scale $`\mu _f=\mu _{f,0}`$, and $`F_{2,S}`$ and its $`Q^2`$-derivative at $`Q^2=\mu _{f,0}^2`$. Except for the last part of our discussions below, these illustrations will be given for the fixed, i.e. order-independent, initial distributions
$`x\mathrm{\Sigma }(x,\mu _{f,0}^2)`$ $`=`$ $`0.6x^{0.3}(1x)^{3.5}(1+5x^{0.8}),`$
$`xg(x,\mu _{f,0}^2)`$ $`=`$ $`1.0x^{0.37}(1x)^5.`$ (5.1)
These expressions agree well with standard NLO parametrizations , at our choice $`\mu _{f,0}^230\text{ GeV}^2`$. Likewise we employ, for the time being,
$$\alpha _s(\mu _r^2=\mu _{f,0}^2)=\mathrm{\hspace{0.25em}0.2}$$
(5.2)
irrespective of the order of the expansion, corresponding to $`\alpha _s(M_Z^2)0.116`$ beyond LO. All results below refer to the $`\overline{\text{MS}}`$ scheme for $`N_f=4`$ massless quark flavours. See ref. for a recent discussion of charm mass effects in $`F_2`$.
The LO, NLO and NNLO approximations to the evolution (2.3) of the singlet quark and gluon densities are compared in Fig. 5 and Fig. 6, respectively, for the standard choice $`\mu _r=\mu _f`$ of the renormalization scale. Here and in the following figures the subscripts A and B refer to the approximate expressions for the functions $`P_{ij}^{(2)}(x)`$ derived in the previous section; the central results $`\frac{1}{2}(\text{NNLO}_A+\text{NNLO}_B)`$ are not shown separately. For the input (5.1) and (5.2), the singlet quark derivative $`\dot{\mathrm{\Sigma }}`$ is dominated by the $`P_{qq}\mathrm{\Sigma }`$ contribution at large $`x`$, $`x>0.3`$, and by radiation from gluons at small $`x`$, $`x<0.03`$ (here the NLO corrections are very large, partly due to the absence of $`1/x`$ terms in $`P_{qi}^{(0)}`$ discussed above and below Eq. (2.7) ). The gluon derivative $`\dot{g}`$, on the other hand, is mainly driven by the $`P_{gg}g`$ term, but the radiation from quarks is non-negligible over the full $`x`$-range.
In both cases the NNLO corrections are small at large $`x`$, amounting to about 2% for $`\dot{\mathrm{\Sigma }}`$ and less than 1% for $`\dot{g}`$. The corresponding NLO contributions are $`1220\%`$ and $`24\%`$, respectively. The present residual uncertainties of $`P_{ij}^{(2)}`$ are completely immaterial in this region of $`x`$. The NNLO effects and their uncertainties increase towards very small $`x`$-values, reaching about $`(7.5\pm 2)\%`$ for $`\dot{\mathrm{\Sigma }}`$ and $`(3\pm 2)\%`$ for $`\dot{g}`$ at $`x=10^3`$. Recall that these numbers refer to $`\mu _{f,0}^230\text{ GeV}^2`$. At lower scales the small-$`x`$ shapes of the quark and gluon densities are flatter than in Eq. (5.1). Together with a larger $`\alpha _s`$ this leads to larger small-$`x`$ uncertainties. For example, at $`\mu _f^23\text{ GeV}^2`$ (corresponding to $`\alpha _s0.3`$) they reach about $`\pm 6\%`$ for $`x=10^3`$ and fall below $`\pm 2\%`$ only for $`x\stackrel{>}{}410^3`$.
The renormalization scale dependence of the NLO and NNLO predictions for the derivatives $`\dot{\mathrm{\Sigma }}`$ and $`\dot{g}`$ is shown in Fig. 7 and Fig. 8, respectively, for six representative values of $`x`$. In both figures $`\mu _r`$ is varied over the rather wide interval $`\frac{1}{8}\mu _{f,0}^2\mu _r^28\mu _{f,0}^2`$ corresponding to $`\mathrm{\hspace{0.17em}0.29}\stackrel{>}{}\alpha _s(\mu _r^2)\stackrel{>}{}\mathrm{\hspace{0.17em}0.15}`$ for the input (5.2). The present approximate NNLO predictions prove sufficient for a marked improvement on the NLO results, except for the bins $`x=0.05`$ (where the derivatives of both the singlet quark and gluon densities are small) and, in the gluon case, $`x=10^3`$. As illustrated above the $`P_{ij}^{(2)}`$ parametrization uncertainties of $`\dot{\mathrm{\Sigma }}`$ and $`\dot{g}`$, which are enhanced at small $`\mu _r`$ due to the larger values of the coupling constant, are rather comparable at small $`x`$. The present difference between the two cases rather stems from the considerably better scale stability of $`\dot{g}`$ at NLO.
In Fig. 9 we show the relative renormalization scale uncertainties of the singlet quark and gluon evolution, estimated using the smaller conventional range $`\frac{1}{4}\mu _f^2\mu _r^24\mu _f^2`$ via
$$\mathrm{\Delta }\dot{q}\frac{\mathrm{max}[\dot{q}(x,\mu _r^2=\frac{1}{4}\mu _f^2\mathrm{}4\mu _f^2)]\mathrm{min}[\dot{q}(x,\mu _r^2=\frac{1}{4}\mu _f^2\mathrm{}4\mu _f^2)]}{2|\mathrm{average}[\dot{q}(x,\mu _r^2=\frac{1}{4}\mu _f^2\mathrm{}4\mu _f^2)]|},q=\mathrm{\Sigma },g.$$
(5.3)
At large $`x`$ this estimate yields uncertainties below 2% and 1% at NNLO for $`\dot{\mathrm{\Sigma }}`$ and $`\dot{g}`$, respectively, representing improvements by more than a factor of three with respect to the corresponding NLO results. A clear improvement is also found for the singlet quark derivative $`\dot{\mathrm{\Sigma }}`$ at small $`x`$, persisting even down to $`x=10^4`$ at $`\mu _f^2=\mu _{f,0}^230\text{ GeV}^2`$. For the gluon density, on the other hand, such a small-$`x`$ improvement will only occur at NNLO if $`P_{gg}^{(2)}(x)`$ is closer to the (small) approximation A than to the function B (cf. Fig. 4).
We now turn to the perturbative expansion (2.16) for the singlet structure function $`F_{2,S}`$ (henceforth simply denoted by $`F_2`$) and its $`Q^2`$โderivative. The corresponding figures below refer to $`Q^2=\mu _{f,0}^230\text{ GeV}^2`$ and the input (5.1) and (5.2). For brevity the results will be displayed for $`\mu _r=\mu _f\mu `$ only. As above, the present NNLO uncertainties due to the incomplete information on the three-loop splitting functions are represented by the bands spanned by the NNLO<sub>A</sub> and NNLO<sub>B</sub> approximations.
The LO, NLO and NNLO results are compared in Fig. 10 for the standard scale choice $`\mu ^2=Q^2`$. Here the NLO and NNLO corrections to $`F_2`$, shown in the left part of the figure, derive from the coefficient functions only. The positive corrections at large $`x`$ stem from the non-singlet parts of the quark coefficient functions $`c_{2,q}^{(n)}`$, $`n=1,2`$, which receive large contributions $`[\mathrm{ln}^k(1x)/(1x)]_+`$, $`k=0,\mathrm{},\mathrm{\hspace{0.17em}2}n1`$, from soft-gluon emissions. At $`x=0.8`$, for example, the NNLO term adds 15% to the NLO result, which in turn exceeds the LO expression $`\frac{5}{18}\mathrm{\Sigma }(x,Q^2)`$ by 45%. The sizeable negative NNLO corrections at small $`x`$, on the other hand, are mainly due to the gluon contribution. In this region $`c_{2,g}^{(2)}(x)`$ is dominated by the $`1/x`$ term arising from $`t`$-channel soft gluon exchange. Due to the convolution with the gluon density, however, the other contributions to $`c_{2,g}^{(2)}`$ are as important, as already pointed out in refs. . For our input (5.1) the total NNLO effect at $`10^4<x<10^2`$ amounts to about 40% of that without the (positive) $`1/x`$ terms.
Like the evolution of the singlet quark density, the $`Q^2`$-derivative of $`F_2`$ shown in the right part of Fig. 10 is dominated by the quark contribution at large $`x`$, $`x>0.3`$, and by the gluon contribution at small $`x`$, $`x<0.03`$. It is thus convenient to consider the logarithmic derivative $`\dot{F}_2d\mathrm{ln}F_2/d\mathrm{ln}Q^2`$ in the former $`x`$-range, while in the latter region the linear derivative $`F_2^{}dF_2/d\mathrm{ln}Q^2`$ is more appropriate. Due to the effects of the quark coefficient functions discussed above, the LO and NNLO corrections to $`\dot{F}_2`$ at large $`x`$ are considerably larger than their counterparts for $`\dot{\mathrm{\Sigma }}`$ illustrated in Fig. 5. The NNLO corrections rise from 3% at $`x=0.5`$ to 11% at $`x=0.8`$, the corresponding NLO contributions amount to 18% and 24% of the LO results. The small positive gluon contribution to $`\dot{F}_2`$ receives large corrections as well. At $`x=0.5`$, for instance, it reaches 1.7%, 3.4% and 4.8% of the total $`|\dot{F}_2|`$ at LO, NLO, and NNLO, respectively, in the latter approximation falling below 1% only at $`x0.7`$. $`F_2^{}`$ exhibits a NNLO effect of about 10% at $`10^4\stackrel{<}{}x\stackrel{<}{}0.05`$, while the corresponding NLO/LO ratio rises from about 1.2 at $`x=0.03`$ to 1.7 at $`x=10^4`$. This rather constant NNLO correction combines the effects of the coefficient functions (which dominate for $`x>0.01`$, but decrease below) and the three-loop splitting functions (the impact of which rises towards very small $`x`$, cf. Fig. 5). The NNLO uncertainties due to the incomplete information on $`P_{ij}^{(2)}(x)`$ are very similar to those for the quark evolution, i.e., they reach about $`\pm 2\%`$ at $`x=10^3`$ and then sharply increase towards $`x0`$.
The scale dependence of $`F_2`$ and of its $`Q^2`$-derivatives is illustrated in Figs. 11 and 12 for the same six $`x`$-values as in Figs. 7 and 8. Analogous to those figures $`\mu `$ is varied over the range $`\frac{1}{8}Q^2\mu ^28Q^2`$. The resulting estimates for the relative scale uncertainties
$$\mathrm{\Delta }f\frac{\mathrm{max}[f(x,\mu ^2=\frac{1}{4}Q^2\mathrm{}4Q^2)]\mathrm{min}[f(x,\mu ^2=\frac{1}{4}Q^2\mathrm{}4Q^2)]}{2|\mathrm{average}[f(x,\mu ^2=\frac{1}{4}Q^2\mathrm{}4Q^2)]|},f=F_2,F_2^{},\dot{F}_2,$$
(5.4)
are presented in Fig. 13. Except for the intermediate $`x`$-region $`0.03x0.3`$ (where $`F_2`$ is quite stable already at NLO and $`\dot{F}_2`$ is small) the NNLO results represent an improvement by a factor two or more at $`x\stackrel{>}{}10^4`$ for $`F_2`$ and $`10^3\stackrel{<}{}x\stackrel{<}{}0.7`$ for $`F_2^{}`$.
It is also interesting to consider separately the dependence of $`F_2`$ and its derivatives on the renormalization scale $`\mu _r`$ (keeping $`\mu _f^2=Q^2=\mu _{f,0}^2`$) and on the factorization scale $`\mu _f`$ (keeping $`\mu _r^2=Q^2=\mu _{f,0}^2`$). For $`F_2`$ the resulting variations are comparable over the full $`x`$-range at NNLO. At $`x=0.8`$, for example, they are both about half as large as the $`\mu `$-dependence shown in Fig. 11. It is worth noting that the $`\mu _r`$-variation of $`F_2`$ at small-$`x`$ worsens by the transition from NLO to NNLO, despite the fact that a renormalization scale logarithm enters for the first time only at NNLO, see Eqs. (2.16) and (2.18). This is due to the large contribution of $`c_{2,g}^{(2)}`$ shown in Fig. 10. When both scales are varied, however, this deterioration is overcompensated by the clear improvement of the $`\mu _f`$-dependence. For the $`Q^2`$-derivatives of Fig. 12 the effect of $`\mu _f`$ is much smaller than that of $`\mu _r`$, except for the NLO case at small $`x`$ (where the large scale dependence of $`\dot{\mathrm{\Sigma }}`$ of Fig. 9 is relevant). At NNLO the dependence on $`\mu _f`$ is relatively largest at very large $`x`$, but even at $`x=0.8`$ it does not exceed a quarter of the $`\mu `$-variation shown in Fig. 12.
So far the NNLO effects have been discussed for the fixed initial parton densities $`\mathrm{\Sigma }(x,\mu _{f,0}^2)`$ and $`g(x,\mu _{f,0}^2)`$ of Eq. (5.1) and the coupling constant $`\alpha _s(\mu _{f,0}^2)=0.2`$. We now finally address the impact of the NNLO terms on the determination of these perturbatively incalculable inputs from data on $`F_2`$. For a simple estimate of the resulting difference between the NLO and the NNLO singlet parton densities and their respective theoretical uncertainties, we employ as โdataโ the values of $`F_2(x,Q^2)`$ and $`F_2^{}(x,Q^2)`$ for $`Q^2=\mu _{f,0}^230\text{ GeV}^2`$ at the six $`x`$-values of Figs. 11 and 12, supplemented by $`x=10^4`$. I.e., the parameters of the input (5.1) (including a $`(1+Ax)`$ interpolation term for the gluon density, but imposing the momentum sum rule) are fitted at NNLO for $`\mu ^2=Q^2`$ to the corresponding NLO results. The errors bands due to the scale dependence are then determined by repeating the NLO and NNLO fits to their respective $`\mu ^2=Q^2`$ central values of $`F_2`$ and $`F_2^{}`$ for $`\mu ^2/Q^2=`$ 0.25, 0.5, 2 and 4.
A critical point in analyses of $`F_{2,S}`$ is the correlation between $`\alpha _s`$ and the gluon density, which tends to strongly increase the $`\mu `$-variation of the fitted values of $`\alpha _s`$. Indeed, under the present conditions this variation is enhanced, in both NLO and NNLO, by about a factor of two with respect to an analogous analysis of the non-singlet structure function $`F_{2,\mathrm{NS}}`$, thus preventing an accurate determination of $`\alpha _s`$ from $`F_{2,S}`$ alone. In order to keep the scale variation of $`\alpha _s`$ at a level realistic for analyses of data on electromagnetic DIS (where both $`F_{2,\mathrm{NS}}^p`$ and $`F_{2,\mathrm{S}}^p`$ have been accurately measured), we therefore take over the values for $`\alpha _s(\mu _{f,0}^2)`$ from our previous non-singlet analysis : $`\alpha _s(\mu _{f,0}^2)`$ = 0.188, 0.200 and 0.220, respectively, for $`\mu ^2=0.25Q^2`$, $`Q^2`$ and $`4Q^2`$ and NLO. The corresponding NNLO values read 0.190, 0.194 and 0.202. It is clear from our discussion above that these scale uncertainties of $`\alpha _s`$ are almost entirely due to the variation of the renormalization scale.
The resulting NNLO central values and NLO and NNLO scale-uncertainty bands for $`\mathrm{\Sigma }(x,\mu _{f,0}^2)`$ and $`g(x,\mu _{f,0}^2)`$ are presented in Fig. 14. The shift of $`\mathrm{\Sigma }_{\mathrm{NNLO}}`$ with respect to $`\mathrm{\Sigma }_{\mathrm{NLO}}`$ โ an enhancement between 3% and 7% at small $`x`$, and a sizeable decrease at very large $`x`$ reaching 13% at $`x=0.8`$ โ rather directly reflects the results for $`F_2`$ shown in Fig. 10. Likewise the reduction of the scale dependence to $`\pm 2\%`$ or less for $`10^3<x<0.5`$ closely follows the pattern of $`\mathrm{\Delta }F_2`$ in Fig. 13. The corresponding results for the gluon density, on the other hand, are considerably affected by the values of $`\alpha _s`$. In fact, the theoretical error band for $`g_{\mathrm{NNLO}}^{}`$ does not exceed 2% for $`310^3<x<0.2`$. For $`x<10^3`$ the present uncertainties of the three-loop splitting functions prevent an improvement on the rather accurate NLO determination of the gluon density.
## 6 Summary
We have investigated the effect of the NNLO perturbative QCD corrections on the evolution of the unpolarized flavour-singlet quark and gluon densities, $`\mathrm{\Sigma }(x,\mu _f^2)`$ and $`g(x,\mu _f^2)`$, and on the most important singlet structure function, $`F_{2,S}(x,Q^2)`$. Our main new ingredients are approximate expressions for the $`x`$-dependence $`P_{ij}^{(2)}(x)`$ of the singlet three-loop splitting functions, including quantitative estimates of their residual uncertainties. These parametrizations have been derived from the lowest four even-integer moments $`P_{ij}^{(2)}(N)`$, $`N=2`$, 4, 6 and 8, calculated in ref. , supplemented by the results of refs. for the leading small-$`x`$ terms $`(1/x)\mathrm{ln}x`$ of $`P_{qq}^{(2)}`$, $`P_{qg}^{(2)}`$ and $`P_{gg}^{(2)}`$. Consequently the differences between our parametrizations illustrated in Figs. 3 and 4 oscillate at large $`x`$, as the difference between any two approximations obviously has four vanishing moments. At $`x\stackrel{<}{}\mathrm{\hspace{0.17em}10}^2`$ the differences increase, because the $`(1/x)\mathrm{ln}x`$ terms unfortunately do not sufficiently dominate over the unknown less singular contributions like $`1/x`$ in the experimentally accessible region of small $`x`$, see also refs. .
Clearly our parametrizations represent only a temporary โsolutionโ of the problem of the three-loop splitting functions, which will be superseded sooner or later by an exact calculation. However, for two reasons the present approach is, over a wide region of $`x`$, much more effective than a brief look at Figs. 3 and 4 might suggest. First of all the splitting functions enter physical quantities only via convolutions with nonperturbative initial distributions, which smoothen out the above-mentioned oscillations to a large extent. While this mechanisms leads to especially small uncertainties at $`x\stackrel{>}{}\mathrm{\hspace{0.17em}0.1}`$, the convolutions extend the relevance of the large-$`x`$ constraints deep into the small-$`x`$ region as exemplified in the discussion of Fig. 2. The second reason is that the series expansion for the evolution of the parton densities is very well converging โ except, possibly, at $`x<10^3`$. Choosing for definiteness $`\alpha _s=0.2`$ for the strong coupling constant (this corresponds to a scale between about 20 GeV<sup>2</sup> and 50 GeV<sup>2</sup>, depending on the precise value of $`\alpha _s(M_Z^2)^{}`$) the NNLO effect on the evolution of $`\mathrm{\Sigma }(x,\mu _f^2)`$ and $`g(x,\mu _f^2)`$ amounts to less than 2% and 1%, respectively, at $`x\stackrel{>}{}\mathrm{\hspace{0.17em}0.2}`$. Hence the net uncertainties due to the incomplete information on the $`P_{ij}^{(2)}(x)`$ are absolutely negligible in this region as shown in Figs. 5 and 6. Of course, these uncertainties rise towards small $`x`$, but they exceed $`\pm 2\%`$ only below $`x10^3`$ (or a few times this number, if much lower scales are involved), leaving a comfortably large region of safe applicability of our results to processes at the Tevatron and the LHC.
At $`x\stackrel{>}{}\mathrm{\hspace{0.17em}0.2}`$ the NNLO renormalization-scale variation (for the conventional interval $`\frac{1}{4}\mu _f^2\mu _r^24\mu _f^2`$) amounts to less than 2% and 1%, respectively, for $`d\mathrm{\Sigma }/d\mathrm{ln}\mu _f^2`$ and $`dg/d\mathrm{ln}\mu _f^2`$ at our reference point $`\mu _f^230`$ GeV<sup>2</sup>. The corresponding numbers at $`x=10^3`$ read 5% and 3%. Except for the gluon evolution at this latter value of $`x`$, these results represent an improvement on the NLO evolution by a factor of three or more. Taking into account also the rapid convergence at $`\mu _r=\mu _f`$ and our corresponding findings for the non-singlet sector in ref. , we expect that terms beyond NNLO will affect the parton evolution by less than 1% at large $`x`$ and less than 2% down to $`x10^3`$ for $`\alpha _s0.2`$.
Due to the additional effect of the two-loop coefficient functions , the structure function $`F_{2,S}`$ and its scaling violations receive considerably larger NNLO corrections at $`x>10^2`$. In fact, keeping only the coefficient functions (and omitting the three-loop splitting functions $`P_{ij}^{(2)}(x)`$ altogether) forms quite a good approximation in this $`x`$-range. As shown in Fig. 10, the NNLO corrections for both $`F_2`$ and its $`Q^2`$-derivative are particularly large at very large $`x`$, e.g., 15% for $`F_{2,S}`$ and 11% for $`d\mathrm{ln}F_{2,S}/d\mathrm{ln}Q^2`$ at $`x=0.8`$ for our reference scale $`Q^230\text{ GeV}^2`$. This is an effect of the large soft-gluon terms in the quark coefficient functions which are not special to the singlet case considered here. While the gluon contributions dominates the sizeable (up to about 7%) NNLO corrections at small $`x`$, their effect is suppressed at large $`x`$, especially for the absolute size of $`F_{2,S}`$. It is worth noting, however, that that the gluon contribution to $`dF_{2,S}/d\mathrm{ln}Q^2`$ at $`x=0.5`$ still amounts to 5% at NNLO (40% more than at NLO), an effect large enough to jeopardize analyses which apply a purely non-singlet formalism to the data on the proton structure function $`F_2^p(x,Q^2)`$ in the region $`x>0.3`$. The accuracies of both $`F_2`$ and its scaling violations, as estimated by the scale dependence, are considerably improved (by more than a factor of two over a wide region) by the inclusion of the NNLO terms. Consequently the same applies to the theoretical accuracy of determinations of the singlet quark and gluon densities from data on $`F_{2,S}`$ and $`dF_{2,S}/d\mathrm{ln}Q^2`$ at $`Q^230\text{ GeV}^2`$ illustrated in Fig. 14: uncertainties of less than 2% from the truncation of the perturbation series are obtained for the quark density at $`10^3<x<0.5`$ and for for the gluon density at $`310^3<x<0.2`$.
Our results of ref. and the present paper complete, if only approximately at $`x>10^3`$, the theoretical prerequisites for NNLO analyses of structure functions in DIS and total cross sections of Drell-Yan processes. Further progress at large $`x`$ โ especially a further improvement on the theoretical accuracy of NNLO $`\alpha _s`$-determinations from structure functions โ can be obtained by including the $`O(\alpha _s^3)`$ coefficient functions, particularly in the non-singlet sector dominating the extraction of $`\alpha _s`$. In fact, results on these functions are available from the fixed-moment calculations of refs. and from soft-gluon resummation . We will address this issue in a forthcoming publication. Progress towards the important HERA small-$`x`$ region of $`x\stackrel{<}{}10^3`$ at moderate to low $`Q^2`$, however, definitely requires the full calculation of the three-loop splitting functions.
Fortran subroutines of our parametrizations of $`c_{a,i}^{(2)}(x)`$ ($`a=2,L`$; $`i=q,g`$) and $`P_{ij}^{(2)}(x)`$ can be obtained via email to neerven@lorentz.leidenuniv.nl or avogt@lorentz.leidenuniv.nl.
## Acknowledgment
This work has been supported by the European Community TMR research network โQuantum Chromodynamics and the Deep Structure of Elementary Particlesโ under contract No. FMRXโCT98โ0194.
## Appendix: The singlet coefficient functions in $`๐ต`$-space
The Mellin transforms (2.12) of the parametrizations (3.3)โ(3.6) of the two-loop singlet coefficient functions for $`F_L`$ and $`F_2`$ are given in terms of the integer-$`N`$ sums $`S_l(N)`$ and their complex-$`N`$ analytic continuations
$$S_lS_l(N)=\underset{k=1}{\overset{N}{}}\frac{1}{k^l}=\zeta (l)\frac{(1)^l}{(l1)!}\psi ^{(l1)}(N+1).$$
(A.1)
Here $`\zeta (1)`$ represents the EulerโMascheroni constant, and $`\zeta (l>1)`$ Riemannโs $`\zeta `$-function. The $`l`$th logarithmic derivative $`\psi ^{(l1)}`$ of the $`\mathrm{\Gamma }`$-function can be readily evaluated using the asymptotic expansion for $`\mathrm{Re}N>10`$ together with the functional equation.
The moments (2.12) of the pure singlet coefficient functions (3.3) and (3.4) are given by
$`c_{L,\mathrm{PS}}^{(2)}(N)`$ $`=`$ $`N_f\{({\displaystyle \frac{15.94}{N}}+{\displaystyle \frac{37.092}{N+1}}{\displaystyle \frac{26.364}{N+2}}+{\displaystyle \frac{5.212}{N+3}})S_1`$ (A.2)
$`{\displaystyle \frac{2.370}{N1}}+{\displaystyle \frac{0.842}{N^3}}{\displaystyle \frac{28.09}{N^2}}+{\displaystyle \frac{26.38}{N}}+{\displaystyle \frac{3.040}{(N+1)^3}}+{\displaystyle \frac{65.182}{(N+1)^2}}`$
$`{\displaystyle \frac{88.678}{N+1}}{\displaystyle \frac{26.364}{(N+2)^2}}+{\displaystyle \frac{91.756}{N+2}}+{\displaystyle \frac{5.212}{(N+3)^2}}{\displaystyle \frac{27.088}{N+3}}\}`$
and
$`c_{2,\mathrm{PS}}^{(2)}(N)`$ $`=`$ $`N_f\{({\displaystyle \frac{49.702}{N}}{\displaystyle \frac{27.802}{N+1}})S_3+({\displaystyle \frac{49.5}{N^2}}+{\displaystyle \frac{30.23}{N}}{\displaystyle \frac{27.903}{(N+1)^2}})S_2`$ (A.3)
$`+0.101\left({\displaystyle \frac{1}{N}}{\displaystyle \frac{1}{N+1}}\right)\left(3S_2S_1+S_1^3\right)+\left({\displaystyle \frac{49.5}{N^3}}+{\displaystyle \frac{30.23}{N^2}}{\displaystyle \frac{28.206}{(N+1)^3}}\right)S_1`$
$`+{\displaystyle \frac{5.290}{N1}}{\displaystyle \frac{25.86}{N^4}}{\displaystyle \frac{4.172}{N^3}}{\displaystyle \frac{121.205}{N^2}}{\displaystyle \frac{114.519}{N}}{\displaystyle \frac{83.406}{(N+1)^4}}`$
$`+{\displaystyle \frac{45.4003}{(N+1)^2}}+{\displaystyle \frac{33.1769}{N+1}}\}.`$
The corresponding expressions for the gluon coefficient functions (3.5) and (3.6) read
$`c_{L,g}^{(2)}(N)`$ $`=`$ $`N_f\{({\displaystyle \frac{94.74}{N}}+{\displaystyle \frac{1017.06}{N+1}}+{\displaystyle \frac{49.20}{N+2}})S_2+({\displaystyle \frac{94.74}{N}}{\displaystyle \frac{143.94}{N+1}}+{\displaystyle \frac{49.20}{N+2}})S_1^2`$ (A.4)
$`+\left({\displaystyle \frac{864.8}{N}}+{\displaystyle \frac{873.12}{(N+1)^2}}+{\displaystyle \frac{963.2}{N+1}}+{\displaystyle \frac{98.40}{(N+2)^2}}{\displaystyle \frac{98.40}{N+2}}\right)S_1`$
$`{\displaystyle \frac{5.333}{N1}}{\displaystyle \frac{39.66}{N^2}}+{\displaystyle \frac{5.333}{N}}+{\displaystyle \frac{2154.24}{(N+1)^3}}+{\displaystyle \frac{1002.86}{(N+1)^2}}{\displaystyle \frac{1909.768}{N+1}}`$
$`{\displaystyle \frac{98.40}{(N+2)^3}}+{\displaystyle \frac{98.40}{(N+2)^2}}\}`$
and
$`c_{2,g}^{(2)}(N)`$ $`=`$ $`N_f\{({\displaystyle \frac{2760.11}{N}}+{\displaystyle \frac{418.8}{N+1}})S_3+({\displaystyle \frac{2320}{N^2}}{\displaystyle \frac{24}{N}}+{\displaystyle \frac{628.2}{(N+1)^2}})S_2`$
$`+\left({\displaystyle \frac{1096.07}{N}}+{\displaystyle \frac{628.2}{N+1}}\right)S_2S_1+\left({\displaystyle \frac{871.8}{N^2}}{\displaystyle \frac{24}{N}}+{\displaystyle \frac{628.2}{(N+1)^2}}\right)S_1^2`$
$`\left({\displaystyle \frac{1494}{N1}}{\displaystyle \frac{1448.20}{N^3}}+{\displaystyle \frac{1385.12}{N}}{\displaystyle \frac{1256.4}{(N+1)^3}}\right)S_1\left({\displaystyle \frac{215.845}{N}}{\displaystyle \frac{209.4}{N+1}}\right)S_1^3`$
$`+{\displaystyle \frac{1505.9}{N1}}{\displaystyle \frac{31.914}{N^4}}{\displaystyle \frac{118.96}{N^3}}{\displaystyle \frac{2097.4}{N^2}}{\displaystyle \frac{4938.34}{N}}+{\displaystyle \frac{1256.4}{(N+1)^4}}0.271\}.`$
Let us finally briefly elaborate on the derivation of Eq. (4.7) from Eq. (4.5). The exact expression for the residue of the $`N=1`$ pole of $`c_{2,g}^{(2)}(N)`$ reads $`N_f[344/916\zeta (2)]`$. Recalling that the Mellin transform of $`(1/x)\mathrm{ln}x`$ is given by $`1/(N1)^2`$, this information combined with the corresponding term $`16/[3(N1)]`$ of the LO splitting function $`P_{gq}^{(0)}`$ is sufficient to obtain Eq. (4.7) from Eqs. (4.5) and (4.6). The latter relation simply arises since the other contributions to the scheme transformation (2.24) do not lead to any $`1/(N1)^2`$ terms.
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# Elastic neutrino โ electron scattering of solar neutrinos and potential effects of magnetic and electric dipole moments
## I Introduction
Recently, the physics of neutrino oscillations has become one of the most active fields of research in particle physics. One of the reasons is the experimental evidence for neutrino oscillations found in atmospheric neutrino measurements . The other important problem in this field is the longstanding solar neutrino deficit which also finds a natural explanation in terms of neutrino oscillations, whether by vacuum oscillations or by the MSW effect (for recent works see ). Concerning the solar neutrino puzzle, it has been noticed long time ago that neutrino magnetic moments (MM) and/or electric dipole moments (EDM) of order $`10^{11}\mu _B`$, where $`\mu _B`$ is the Bohr magneton, and a sizable magnetic field in the solar interior can contribute to a solution of this problem (for reviews see also Ref.).
A particular attractive scenario in this context, which combines the matter effect with the effect of solar magnetic fields and neutrino MMs or EDMs, is given by resonant spin โ flavour precession (RSFP) , which allows for good fits of the solar neutrino data (for recent papers see ). This scenario is possible even without neutrino mixing. However, very little is known about magnetic fields in the solar interior and one has to resort to plausible assumptions, a problem in all attempts to solve the solar neutrino puzzle with neutrino MMs and EDMs.
If neutrinos have MMs and/or EDMs then the electromagnetic interaction will give a contribution to elastic neutrino โ electron scattering in addition to the weak interactions , which is enhanced at low energies. This observation has been used to derive laboratory limits on neutrino MM/EDMs . Independently, such limits can also be obtained by taking advantage of the solar neutrino flux . Furthermore, if MM/EDMs of solar neutrinos and solar magnetic fields are important for a solution of the solar neutrino puzzle, then the solar neutrino flux on earth will have some transverse polarization in general. It has been stressed that such a polarization leads to a weak-electromagnetic interference cross section in elastic neutrino โ electron scattering, which could be observed via an azimuthal asymmetry in the distribution of the electron recoil momenta in the plane orthogonal to the incoming neutrino momentum . A suitable experiment to find such an effect could be the HELLAZ experiment .
It is the purpose of this paper to present a general and consistent study of elastic neutrino โ electron scattering of solar neutrinos, thereby incorporating the twofold effects of the neutrino MM/EDMs: 1. They contribute to the evolution of the initial electron neutrino state with negative helicity to the state which is detected on earth by elastic neutrino โ electron scattering. 2. Neutrino MM/EDMs contribute to elastic neutrino โ electron scattering by providing a pure electromagnetic cross section and a weak-electromagnetic interference cross section. We will assume an arbitrary number of neutrinos, including neutrinos of the sterile type, and derive the cross section for an arbitrary superposition of neutrino flavours or types and helicities. We will meticulously distinguish between Dirac and Majorana neutrinos. We will employ the following approximation in our physical scenario: we neglect all neutrino masses in the elastic neutrino โ electron cross section, but retain the usual term quadratic in the neutrino masses in the neutrino evolution equation . This has to be kept in mind when assessing the results of this paper.
Since we neglect neutrino masses in scattering, the most adequate basis for our consideration is the flavour basis of neutrino states, though physically, as we will show, no basis is preferred. We, therefore, put particular emphasis on the formulation of the MM and EDM matrices in the flavour basis and stress that the most useful entity in this context is the MM/EDM matrix $`\lambda =\mu id`$, where $`\mu `$ and $`d`$ are the MM and EDM matrices, respectively. Considering $`\lambda `$ and the neutrino mixing matrix $`U_L`$, we make a general discussion of the independent, physical phases in our problem. We will show that there are no such phases in the 1-Dirac and 2-Majorana neutrino cases, from which it follows that in these cases no distinction between MM and EDM within our approximation is possible. Finally, we discuss decoherence effects as a consequence of neutrino energy averaging, which is of importance for the weak-electromagnetic interference cross section and neutrino mass-squared differences larger than around $`10^{10}`$ eV<sup>2</sup>. This effect is caused by vacuum oscillations between sun and earth and by the inevitable energy averaging due to finite energy and angle resolution in the detection of the recoil electron in $`\nu e^{}`$ scattering.
The paper is organized as follows. In Section II we discuss the MM and EDM interaction for Dirac and Majorana neutrinos. The evolution equation of the solar neutrino state in matter and magnetic fields is explained in Section III. Section IV treats the formulation of the neutrino density matrix, which is applied in Section V in the calculation of the elastic neutrino โ electron cross section. Section VI contains the applications of Sections III and V for the 1-Dirac and 2-Majorana cases and a general discussion of the physical phases and the effect of CP invariance in our problem. Section VII discusses the decoherence effect due to neutrino energy averaging and in Section VIII we present our conclusions.
## II Neutrino magnetic moments and electric dipole moments
If Dirac neutrinos are furnished with magnetic moments (MM) and electric dipole moments (EDM), the interaction with the electromagnetic field is described by the Hamiltonian
$$_{\mathrm{em}}^D=\frac{1}{2}\overline{\nu }(\mu +id\gamma _5)\sigma ^{\alpha \beta }\nu F_{\alpha \beta }=\frac{1}{2}\overline{\nu }_R\lambda \sigma ^{\alpha \beta }\nu _LF_{\alpha \beta }+\mathrm{h}.\mathrm{c}..$$
(1)
We assume for the time being that we consider neutrinos flavours (or types if take into account sterile fields $`\nu _s`$). Thus, $`\nu ^T=(\nu _e,\nu _\mu ,\nu _\tau ,\nu _s,\mathrm{})`$ is the vector of the flavour eigenfields. Hermiticity of the Hamiltonian (1) requires that the MM and EDM matrices are both hermitian:
$$\mu ^{}=\mu ,d^{}=d.$$
(2)
Therefore, the diagonal elements of $`\mu `$ and $`d`$ are real for Dirac neutrinos. With the decomposition $`\nu =\nu _L+\nu _R`$, where $`\nu _L`$ and $`\nu _R`$ are left and right-chiral fields, respectively, the second part of Eq.(1) follows, where the MM and EDM matrices are condensed in the non-hermitian matrix
$$\lambda =\mu id\text{with}\mu =\frac{1}{2}(\lambda +\lambda ^{}),d=\frac{i}{2}(\lambda \lambda ^{}).$$
(3)
The Hamiltonian (1) can be rewritten in any basis. One might, e.g., want to formulate in the basis of neutrino mass eigenfields. In the most general case one has to perform separate unitary rotations
$$\nu _L=S_L\nu _L^{}\text{and}\nu _R=S_R\nu _R^{}$$
(4)
on the left and right-chiral fields, respectively, in which case the matrix (3) transforms as
$$\lambda ^{}=S_R^{}\lambda S_L.$$
(5)
According to Eq.(3), the MM and EDM matrices in the new basis are obtained by
$$\begin{array}{ccc}\hfill \mu ^{}& =& \frac{1}{2}\left\{S_R^{}\mu S_L+S_L^{}\mu S_Ri(S_R^{}dS_LS_L^{}dS_R)\right\},\hfill \\ \hfill d^{}& =& \frac{1}{2}\left\{S_R^{}dS_L+S_L^{}dS_R+i(S_R^{}\mu S_LS_L^{}\mu S_R)\right\},\hfill \end{array}$$
(6)
respectively. Note that the matrix $`\lambda `$ is the object which transforms simply under a basis change, not the MM and EDM matrices.
For Majorana neutrinos we have the Hamiltonian
$$_{\mathrm{em}}^M=\frac{1}{4}\nu ^TC^1(\mu +id\gamma _5)\sigma ^{\alpha \beta }\nu F_{\alpha \beta }=\frac{1}{4}\nu _L^TC^1\lambda \sigma ^{\alpha \beta }\nu _LF_{\alpha \beta }+\mathrm{h}.\mathrm{c}.,$$
(7)
where $`C`$ is the charge conjugation matrix and $`\nu =\nu _L+(\nu _L)^c`$. The superscript $`c`$ denotes the charge conjugate field. By the anticommutation properties of the fermionic fields $`\nu _L`$, it follows that
$$\mu ^T=\mu ,d^T=d.$$
(8)
Thus the MM and EDM matrices are antisymmetric and hermitian, and, therefore, imaginary. Then, $`\lambda `$ (3), which is defined as in the Dirac case, is antisymmetric as well. The factor $`1/4`$ in the Hamiltonian (7) has been chosen because it would appear by rewriting the Dirac form (1) in purely left-handed fields, i.e., in Majorana from. Since the right-handed component of a Majorana field is the charge conjugate of the left-handed component, left and right basis rotations are related by
$$S_R=S_L^{},$$
(9)
and in the new basis we have
$$\mu ^{}=i\left\{\mathrm{Im}(S_L^T\mu S_L)\mathrm{Re}(S_L^TdS_L)\right\},d^{}=i\left\{\mathrm{Im}(S_L^TdS_L)+\mathrm{Re}(S_L^T\mu S_L)\right\}.$$
(10)
In which basis the MM and EDM matrices are the โphysically relevantโ ones depends on the situation. Obviously, if one could experimentally distinguish neutrino mass eigenstates, $`\mu `$ and $`d`$ in the mass eigenbasis would be considered physical and diagonal MMs and EDMs could be distinguished in the Dirac case. For transition moments the freedom of making phase rotations, i.e., basis transformations with $`S_L=S_R`$ being a diagonal matrix of phase factors, blurs the distinction between transition MMs and EDMs even for Dirac neutrino mass eigenstates. For Majorana neutrinos in the mass eigenbasis, however, there is only the freedom of making a transformation with $`S_L`$ being a diagonal sign matrix. In practice one cannot measure neutrino mass eigenstates and we will consider the situation that in elastic neutrino โ electron scattering all neutrino masses are neglected, but neutrino masses enter in the usual quadratic way in the evolution equation of the neutrino state with background matter and magnetic fields. In Section VI we will come back to the question of physically observable quantities related to MMs and EDMs in this context.
## III The evolution equation of the solar neutrino state
If neutrinos possess a sizeable MM and/or EDM it is possible that solar neutrinos acquire a transverse polarization on their way to the surface of the sun if a large solar magnetic field exists . The evolution of the neutrino state produced in the core of the sun under the influence of the solar magnetic field and matter effects is governed by the Schrรถdinger-like equation
$$i\frac{d}{dz}\left(\begin{array}{c}\phi _{}\\ \phi _+\end{array}\right)=\left(\begin{array}{cc}V_L+\frac{1}{2\omega }M^{}M& B_+\lambda ^{}\\ B_{}\lambda & V_R+\frac{1}{2\omega }MM^{}\end{array}\right)\left(\begin{array}{c}\phi _{}\\ \phi _+\end{array}\right)H_{\mathrm{eff}}\left(\begin{array}{c}\phi _{}\\ \phi _+\end{array}\right).$$
(11)
In this equation, $`\phi _{}`$ and $`\phi _+`$ denote the vectors of neutrino flavour wave functions corresponding to negative and positive helicity, respectively, and $`\omega `$ denotes the neutrino energy. The elements of $`\phi _{}`$ are ordered according to $`\alpha =e,\mu ,\tau `$, followed by an arbitrary number of sterile neutrinos, in general. The matter potential $`V_L`$ is given by
$$V_L=\sqrt{2}G_F\text{diag}(n_en_n/2,n_n/2,n_n/2,0,\mathrm{}),$$
(12)
where $`n_e(n_n)`$ is the electron (neutron) density in the sun. $`M`$ denotes the neutrino mass matrix in the flavour basis. With the diagonal matrix $`\widehat{m}`$ of neutrino masses and the unitary diagonalizing matrices $`U_L`$ and $`U_R`$, we have the relations
$$\widehat{m}=U_R^{}MU_LM^{}M=U_L\widehat{m}^2U_L^{}\text{and}MM^{}=U_R\widehat{m}^2U_R^{}.$$
(13)
Furthermore, we use the definition
$$B_\pm =B_x\pm iB_y.$$
(14)
Note that in Eq.(11) the neutrino propagates along the $`z`$-axis and in our approximation only $`B_x`$ and $`B_y`$ โ the components of the solar magnetic field orthogonal to the neutrino momentum โ contribute to the neutrino evolution.
Let us list the important differences between Dirac and Majorana neutrinos with respect to the quantities appearing in the evolution equation (11):
$$\begin{array}{ccccc}\hfill \text{Dirac neutrinos:}& V_R=0,& M\text{arb.},& U_R\text{arb.},& \lambda \text{arb.},\\ \hfill \text{Majorana neutrinos:}& V_R=V_L,& M^T=M,& U_R=U_L^{},& \lambda ^T=\lambda .\end{array}$$
(15)
In this table arb. stands for arbitrary.
The neutrinos are produced as electron neutrinos in the sun at the coordinate $`z_0`$ and are detected on earth at $`z_1`$. Hence we express the initial condition as
$$\phi _{}(z_0)=\left(\begin{array}{c}1\\ 0\\ \mathrm{}\end{array}\right),\phi _+(z_0)=\left(\begin{array}{c}0\\ 0\\ \mathrm{}\end{array}\right),$$
(16)
and the neutrino state at the detector is formally given by
$$\left(\begin{array}{c}a_{}\\ a_+\end{array}\right)\left(\begin{array}{c}\phi _{}(z_1)\\ \phi _+(z_1)\end{array}\right)=P\mathrm{exp}\left\{i_{z_0}^{z_1}๐zH_{\mathrm{eff}}(z)\right\}\left(\begin{array}{c}1\\ 0\\ 0\\ \mathrm{}\end{array}\right).$$
(17)
In this equation $`P`$ denotes path ordering. For a given magnetic field along the neutrino path in the sun, the neutrino state described by the vectors $`a_{}`$ can in principle be obtained by solving Eq.(11), as function of neutrino MMs, EDMs, masses and mixing parameters. The densities $`n_e`$ and $`n_n`$ are provided by the Solar Standard Model. The flavour vectors $`a_{}`$ have to be used in the calculation of the elastic neutrino โ electron cross section of solar neutrinos.
## IV The density matrix and polarization vectors
In the calculation of the neutrino scattering cross section we need the density matrix of the initial neutrino state
$$\rho ^{\alpha \beta }=\underset{r,s=\pm }{}u_r(k)\overline{u}_s(k)\rho _{rs}^{\alpha \beta }.$$
(18)
The elements of the density matrix obey the relations $`_{\alpha ,r}\rho _{rr}^{\alpha \alpha }=1`$ and $`\rho _{rs}^{\alpha \beta }=(\rho _{sr}^{\beta \alpha })^{}`$. In the case of full coherence they are connected with the coefficients $`a_{}^\alpha `$ (17) by
$$\rho _{rs}^{\alpha \beta }=a_r^\alpha a_{s}^{\beta }{}_{}{}^{}.$$
(19)
In the Dirac representation of the gamma matrices we have for the 4-spinor $`u`$ for a massless neutrino
$$u_\pm (k)=\sqrt{\omega }\left(\begin{array}{c}\chi _\pm \\ \pm \chi _\pm \end{array}\right),$$
(20)
where $`\omega `$ is the energy of the initial neutrino. Now we choose the $`z`$-axis along the direction of the initial neutrino momentum. Hence the neutrino 4-momentum is $`k=(\omega ,0,0,\omega )^T`$ and the 2-spinors of positive and negative helicity are given by
$$\chi _+=\left(\begin{array}{c}1\\ 0\end{array}\right),\chi _{}=\left(\begin{array}{c}0\\ 1\end{array}\right),$$
(21)
respectively. Using Eqs.(20) and (21) it is easy to verify that the density matrix can be written in the following two equivalent ways:
$`\rho ^{\alpha \beta }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\{(1+\gamma _5)\rho _{++}^{\alpha \beta }+(1\gamma _5)\rho _{}^{\alpha \beta }+{\displaystyle \frac{1+\gamma _5}{2}}s/_+^{\alpha \beta }+{\displaystyle \frac{1\gamma _5}{2}}s/_+^{\alpha \beta }\}k/`$ (22)
$`=`$ $`{\displaystyle \frac{1}{2}}\{\rho _{++}^{\alpha \beta }+\rho _{}^{\alpha \beta }+\gamma _5(\rho _{++}^{\alpha \beta }\rho _{}^{\alpha \beta })+\gamma _5s/_{}^{\alpha \beta }\}k/,`$ (23)
with the generalized polarization 4-vectors orthogonal to the neutrino momentum
$$s_+^{\alpha \beta }=\left(\begin{array}{c}0\\ \rho _+^{\alpha \beta }\\ i\rho _+^{\alpha \beta }\\ 0\end{array}\right),s_+^{\alpha \beta }=\left(\begin{array}{c}0\\ \rho _+^{\alpha \beta }\\ i\rho _+^{\alpha \beta }\\ 0\end{array}\right),s_{}^{\alpha \beta }=s_+^{\alpha \beta }s_+^{\alpha \beta }=\left(\begin{array}{c}0\\ \rho _+^{\alpha \beta }+\rho _+^{\alpha \beta }\\ i(\rho _+^{\alpha \beta }\rho _+^{\alpha \beta })\\ 0\end{array}\right).$$
(24)
The longitudinal component of the polarization can be read off from Eq.(23) and is given by $`\rho _{++}^{\alpha \beta }\rho _{}^{\alpha \beta }`$. The polarization vectors of a flavour mixed neutrino state are complex in general with $`(s_+^{\alpha \beta })^{}=s_+^{\beta \alpha }`$ and $`(s_{}^{\alpha \beta })^{}=s_{}^{\beta \alpha }`$. Only in the case $`\alpha =\beta `$, the vector $`s_{}^{\alpha \alpha }`$ is real. In Ref. an expression similar to (22) is used for the density matrix. In the case of a single neutrino flavour Eq.(23) reduces to the expressions given in Refs..
## V Elastic โ neutrino electron scattering with arbitrary neutrino polarization
In this section we present the weak, electromagnetic and interference cross sections for the process
$$\nu (k)+e^{}(p)\nu (k^{})+e^{}(p^{}).$$
(25)
We work in the restframe of the initial electron and use the following notation for the 4-momenta:
$$k=\left(\begin{array}{c}\omega \\ \stackrel{}{k}\end{array}\right),p=\left(\begin{array}{c}m_e\\ \stackrel{}{0}\end{array}\right),k^{}=\left(\begin{array}{c}\omega T\\ \stackrel{}{k}^{}\end{array}\right),p^{}=\left(\begin{array}{c}m_e+T\\ \stackrel{}{p}^{}\end{array}\right),$$
(26)
where $`m_e`$ is the electron mass, neutrino masses are neglected in the cross sections ($`k^2=k_{}^{}{}_{}{}^{2}=0`$) and $`T=E_e^{}m_e`$ is the recoil energy of the scattered electron. For the angle $`\theta =\mathrm{}(\stackrel{}{p}^{},\stackrel{}{k})`$ of the recoil electron, momentum conservation implies
$$\mathrm{cos}\theta =\frac{\omega +m_e}{\omega }\sqrt{\frac{T}{T+2m_e}},$$
(27)
and the electron recoil energy $`T`$ is bounded by $`0TT_{\mathrm{max}}`$ with $`T_{\mathrm{max}}=2\omega ^2/(2\omega +m_e)`$.
The cross section for elastic neutrino โ electron scattering consists of three terms
$$\frac{d^2\sigma }{dTd\varphi }=\frac{d^2\sigma _\mathrm{w}}{dTd\varphi }+\frac{d^2\sigma _{\mathrm{em}}}{dTd\varphi }+\frac{d^2\sigma _{\mathrm{int}}}{dTd\varphi },$$
(28)
where $`\varphi `$ is the azimuthal angle which is measured in the plane orthogonal to the momentum of the initial neutrino. The first and the second term are the pure weak and electromagnetic terms, respectively, and the third term is the interference term between the weak and the electromagnetic amplitude.
### A The weak cross section
The weak interaction of neutrinos with electrons is described by the effective Hamiltonian
$$_\mathrm{w}=\frac{G_F}{\sqrt{2}}\underset{\alpha }{}\overline{\nu }_\alpha \gamma _\lambda (1\gamma _5)\nu _\alpha \overline{e}\gamma ^\lambda (g_V^\alpha g_A^\alpha \gamma _5)e,$$
(29)
where $`G_F`$ is the Fermi constant and
$$\begin{array}{cccccc}g_V^e& =& 2\mathrm{sin}^2\mathrm{\Theta }_W+1/2,\hfill & g_A^e& =& 1/2,\hfill \\ g_V^{\mu ,\tau }& =& 2\mathrm{sin}^2\mathrm{\Theta }_W1/2,\hfill & g_A^{\mu ,\tau }& =& 1/2,\hfill \\ g_V^s& =& 0,\hfill & g_A^s& =& 0,\hfill \end{array}$$
(30)
with the weak mixing angle $`\mathrm{\Theta }_W`$. To write down the weak cross section it is useful to define the left and right-handed constants
$$g_L^\alpha =\frac{1}{2}\left(g_V^\alpha +g_A^\alpha \right),g_R^\alpha =\frac{1}{2}\left(g_V^\alpha g_A^\alpha \right),$$
(31)
respectively. Note that for active neutrinos, independent of the flavour $`\alpha `$, we have $`g_R^\alpha =\mathrm{sin}^2\mathrm{\Theta }_W`$, but, of course, $`g_R^\alpha =0`$ for sterile neutrinos.
With these constants, the weak cross sections for Dirac and Majorana neutrinos are given by
$`{\displaystyle \frac{d^2\sigma _\mathrm{w}^D}{dTd\varphi }}`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}|a_{}^\alpha |^2{\displaystyle \frac{d^2\sigma (\nu _\alpha e^{})}{dTd\varphi }},`$ (32)
$`{\displaystyle \frac{d^2\sigma _\mathrm{w}^M}{dTd\varphi }}`$ $`=`$ $`{\displaystyle \underset{\alpha }{}}\left(|a_{}^\alpha |^2{\displaystyle \frac{d^2\sigma (\nu _\alpha e^{})}{dTd\varphi }}+|a_+^\alpha |^2{\displaystyle \frac{d^2\sigma (\overline{\nu }_\alpha e^{})}{dTd\varphi }}\right),`$ (33)
respectively, where
$`{\displaystyle \frac{d^2\sigma (\nu _\alpha e^{})}{dTd\varphi }}`$ $`=`$ $`{\displaystyle \frac{G_F^2m_e}{\pi ^2}}\left((g_L^\alpha )^2+(g_R^\alpha )^2\left(1{\displaystyle \frac{T}{\omega }}\right)^2g_L^\alpha g_R^\alpha {\displaystyle \frac{m_eT}{\omega ^2}}\right),`$ (34)
$`{\displaystyle \frac{d^2\sigma (\overline{\nu }_\alpha e^{})}{dTd\varphi }}`$ $`=`$ $`{\displaystyle \frac{G_F^2m_e}{\pi ^2}}\left((g_R^\alpha )^2+(g_L^\alpha )^2\left(1{\displaystyle \frac{T}{\omega }}\right)^2g_L^\alpha g_R^\alpha {\displaystyle \frac{m_eT}{\omega ^2}}\right)`$ (35)
are the cross sections for elastic scattering of neutrinos and antineutrinos of flavour $`\alpha `$ off electrons, respectively. $`|a_{}^\alpha |^2`$ ($`|a_+^\alpha |^2`$) is the probability of finding a left-handed (right-handed) neutrino of flavour $`\alpha `$ in the initial state. The right-handed states correspond to antineutrinos in the Majorana case, whereas for Dirac neutrinos they do not interact weakly and hence the respective term is absent in Eq.(32).
### B The electromagnetic cross section
The electromagnetic cross section has the same form for Dirac and Majorana neutrinos:
$$\frac{d^2\sigma _{\mathrm{em}}}{dTd\varphi }=\frac{\alpha ^2}{2m_e^2\mu _B^2}\left(\frac{1}{T}\frac{1}{\omega }\right)\left(a_{}^{}\lambda ^{}\lambda a_{}+a_+^{}\lambda \lambda ^{}a_+\right),$$
(36)
where $`\alpha =e^2/4\pi `$ and $`\mu _B=e/2m_e`$. The matrix $`\lambda `$ is given in Eq.(3) and we have
$$\lambda ^{}\lambda =\mu ^2+d^2i[\mu ,d],\lambda \lambda ^{}=\mu ^2+d^2+i[\mu ,d].$$
(37)
Eq.(36) reduces to the well known result in the single flavour Dirac case , for special cases with several flavours see Refs..
### C The interference cross section
If the polarization of the initial neutrino possesses a component transverse to its momentum, an interference term between the weak and electromagnetic amplitude appears in the cross section . This term shows a dependence on the azimuthal angle $`\varphi `$. With the definitions
$$g^\alpha =g_V^\alpha \left(2\frac{T}{\omega }\right)+g_A^\alpha \frac{T}{\omega },\overline{g}^\alpha =g_V^\alpha \left(2\frac{T}{\omega }\right)g_A^\alpha \frac{T}{\omega }$$
(38)
and $`\widehat{k}=\stackrel{}{k}/|\stackrel{}{k}|`$, we find for Dirac and Majorana neutrinos, respectively,
$`{\displaystyle \frac{d^2\sigma _{\mathrm{int}}^D}{dTd\varphi }}`$ $`=`$ $`{\displaystyle \frac{G_F\alpha }{2\sqrt{2}\pi m_eT\mu _B}}{\displaystyle \underset{\alpha ,\beta }{}}\text{Re}\left[\left(\stackrel{}{p}^{}\mu _{\alpha \beta }+(\widehat{k}\times \stackrel{}{p}^{})d_{\alpha \beta }\right)g^\alpha \stackrel{}{s}_+^{\beta \alpha }\right],`$ (39)
$`{\displaystyle \frac{d^2\sigma _{\mathrm{int}}^M}{dTd\varphi }}`$ $`=`$ $`{\displaystyle \frac{G_F\alpha }{2\sqrt{2}\pi m_eT\mu _B}}{\displaystyle \underset{\alpha ,\beta }{}}\text{Re}\left[\left(\stackrel{}{p}^{}\mu _{\alpha \beta }+(\widehat{k}\times \stackrel{}{p}^{})d_{\alpha \beta }\right)\left(g^\alpha \stackrel{}{s}_+^{\beta \alpha }\overline{g}^\alpha \stackrel{}{s}_+^{\beta \alpha }\right)\right].`$ (40)
With $`\stackrel{}{p}^{}=(p_x^{},p_y^{},p_z^{})^T`$ and $`\widehat{k}=(0,0,1)^T`$, one has $`\widehat{k}\times \stackrel{}{p}^{}=(p_y^{},p_x^{},0)^T`$ and, using the explicit form of the polarization vectors (24) given by
$$\stackrel{}{s}_+^{\beta \alpha }=\left(\begin{array}{c}a_+^\beta a_{}^\alpha \\ ia_+^\beta a_{}^\alpha \\ 0\end{array}\right),\stackrel{}{s}_+^{\beta \alpha }=\left(\begin{array}{c}a_{}^\beta a_+^\alpha \\ ia_{}^\beta a_+^\alpha \\ 0\end{array}\right)$$
(41)
for full coherence, we obtain
$`{\displaystyle \frac{d^2\sigma _{\mathrm{int}}^D}{dTd\varphi }}`$ $`=`$ $`F\text{Re}\left[a_+^{}\lambda ga_{}(p_x^{}ip_y^{})\right],`$ (42)
$`{\displaystyle \frac{d^2\sigma _{\mathrm{int}}^M}{dTd\varphi }}`$ $`=`$ $`F\text{Re}\left[a_+^{}(\lambda g+\overline{g}\lambda )a_{}(p_x^{}ip_y^{})\right],`$ (43)
where we have defined $`F=G_F\alpha /2\sqrt{2}\pi m_eT\mu _B`$ and the diagonal matrices $`g=\text{diag}(g^\alpha )`$ and $`\overline{g}=\text{diag}(\overline{g}^\alpha )`$.
For a single flavour Dirac neutrino, Eq.(39) reduces to the expression given in Ref..
## VI Elastic neutrino โ electron scattering of solar neutrinos
### A A single Dirac neutrino
For a single Dirac neutrino the Hamiltonian governing the evolution equation (11) has the form
$$H_{\mathrm{eff}}=\left(\begin{array}{cc}V_L+\frac{m^2}{2\omega }& B_+(\mu +id)\\ B_{}(\mu id)& \frac{m^2}{2\omega }\end{array}\right)=\mathrm{diag}(1,e^{i\delta })H_{\mathrm{eff}}^{}\mathrm{diag}(1,e^{i\delta })$$
(44)
with
$$\mu +id=\sqrt{\mu ^2+d^2}e^{i\delta },$$
(45)
where $`H_{\mathrm{eff}}^{}`$ differs from $`H_{\mathrm{eff}}`$ by $`\sqrt{\mu ^2+d^2}`$ instead of $`\mu \pm id`$. This leads to
$$a_+=e^{i\delta }a_+^{},$$
(46)
where $`a_+^{}`$ and also $`a_{}`$ do not depend on $`\delta `$ but only on $`\sqrt{\mu ^2+d^2}`$.
In this case we have
$$a_+^{}\lambda ga_{}=\sqrt{\mu ^2+d^2}(a_+^{})^{}a_{}g^e\text{and}a_{}^{}\lambda ^{}\lambda a_{}+a_+^{}\lambda \lambda ^{}a_+=\mu ^2+d^2.$$
(47)
Therefore, one cannot distinguish between the MM and EDM of a single Dirac neutrino in elastic neutrino โ electron scattering of solar neutrinos.
As a function of the azimuthal angle, the interference cross section (42) has a maximum when $`p_x^{}+ip_y^{}`$ and $`a_+^{}\lambda ga_{}`$ are aligned in the complex plane. In general, with matter effects in addition to the magnetic field interaction, there is no obvious meaning of the phase of the latter quantity. However, if we can neglect matter effects and the direction of the magnetic field is fixed, i.e.,
$$B_+(z)=B(z)e^{i\beta },$$
(48)
where $`\beta `$ does not depend on $`z`$, the solution of the evolution equation (11) for a single Dirac neutrino is given by
$$a_{}=\mathrm{cos}\left(\sqrt{\mu ^2+d^2}_{z_0}^{z_1}๐zB(z)\right)\text{and}a_+=ie^{i(\delta +\beta )}\mathrm{sin}\left(\sqrt{\mu ^2+d^2}_{z_0}^{z_1}๐zB(z)\right).$$
(49)
We have left out the irrelevant phase stemming from $`m^2/2\omega `$. Consequently, we obtain
$$2a_+^{}\lambda ga_{}=ie^{i\beta }\sqrt{\mu ^2+d^2}g^e\mathrm{sin}\left(2\sqrt{\mu ^2+d^2}_{z_0}^{z_1}๐zB(z)\right),$$
(50)
and the maximum of the interference cross section at
$$\left(\begin{array}{c}p_x^{}\\ p_y^{}\end{array}\right)\left(\begin{array}{c}\hfill B_y\\ \hfill B_x\end{array}\right)$$
(51)
defines an azimuthal angle orthogonal to the direction of the transverse magnetic field. Thus, in such a situation the interference cross section allows to determine the direction of the magnetic field.
### B Two Majorana neutrinos
Now we come to the second simplest case, which is the case of two Majorana neutrinos with flavours $`e`$ and $`x`$. For two Majorana flavours the matrix $`\lambda `$ is simply given by
$$\lambda =\mathrm{\Lambda }ฯต=|\mathrm{\Lambda }|e^{i\delta }ฯต\text{with}ฯต=\left(\begin{array}{cc}\hfill 0& \hfill 1\\ \hfill 1& \hfill 0\end{array}\right).$$
(52)
Discussing first the electromagnetic cross section (36), Eq.(52) readily gives
$$a_{}^{}\lambda ^{}\lambda a_{}+a_+^{}\lambda \lambda ^{}a_+=|\mathrm{\Lambda }|^2.$$
(53)
Due to conservation of probability and the simple form of the matrix $`\lambda `$ (52), the coefficients $`a_{}`$ do not occur and the electromagnetic cross section depends thus only on the single electromagnetic moment in the problem. The term (53) has the same structure as in the 1-Dirac case (see Eq.(47)).
Now we will perform a thorough discussion of all possible phases appearing in $`U_L`$ and $`\lambda `$ and we will show that they play no role in the two flavour case, in the framework of our approximation. The matrix $`U_L`$ (13) can be written as
$$U_L=e^{i\widehat{\sigma }}Ve^{i\widehat{\rho }},$$
(54)
where $`\widehat{\sigma }`$ and $`\widehat{\rho }`$ are diagonal phase matrices and $`V`$ corresponds to the KM matrix, which is real for two flavours . Note that the phases $`\rho _j`$ play no role in our problem for any number of flavours because these so-called Majorana phases drop out in the effective Hamiltonian of the evolution equation (11). Furthermore, a phase transformation with $`e^{i\widehat{\sigma }}`$ upon $`\lambda `$ has the effect
$$e^{i\widehat{\sigma }}\lambda e^{i\widehat{\sigma }}=\stackrel{~}{\mathrm{\Lambda }}ฯต\text{with}\stackrel{~}{\mathrm{\Lambda }}=\mathrm{\Lambda }e^{i(\sigma _e+\sigma _x)}=|\mathrm{\Lambda }|e^{2i\gamma }\text{and}\gamma =(\delta +\sigma _e+\sigma _x)/2.$$
(55)
These observations suggest to perform the phase transformation
$$๐ซ^{}H_{\mathrm{eff}}๐ซ=H_{\mathrm{eff}}^{}\text{with}๐ซ=\mathrm{diag}(e^{i\widehat{\sigma }}e^{i\gamma },e^{i\widehat{\sigma }}e^{i\gamma }),$$
(56)
where
$$H_{\mathrm{eff}}^{}=\left(\begin{array}{cc}V_L+\frac{1}{2\omega }V\widehat{m}^2V^T& B_+|\mathrm{\Lambda }|ฯต\\ B_{}|\mathrm{\Lambda }|ฯต& V_L+\frac{1}{2\omega }V\widehat{m}^2V^T\end{array}\right)$$
(57)
depends only on the orthogonal matrix $`V`$ and $`|\mathrm{\Lambda }|`$. From the relation (56) it follows that
$$a_{}=e^{i\widehat{\sigma }}e^{i\gamma }a_{}^{},a_+=e^{i\widehat{\sigma }}e^{i\gamma }a_+^{},$$
(58)
where $`a_{}^{}`$ is obtained by evolution with $`H_{\mathrm{eff}}^{}`$ and is independent of any of the phases discussed above.
With Eqs.(52) and (58) we arrive at
$$a_+^{}(\lambda g+\overline{g}\lambda )a_{}=|\mathrm{\Lambda }|\left\{(a_+^x)^{}a_{}^e(g^e+\overline{g}^x)+(a_+^e)^{}a_{}^x(\overline{g}^e+g^x)\right\}.$$
(59)
Thus, no phase of $`U_L`$ and $`\lambda `$ remains in the interference and electromagnetic cross sections of elastic neutrino โ electron scattering of solar neutrinos. In particular, no distinction is possible between the transition MM and EDM, irrespective of the basis where they are definedThis statement disagrees with the result of Ref.. (see also Eqs.(96) and (97)). This statement is valid in the framework of the approximation of neglecting neutrino masses in the scattering process and the validity of the evolution equation (11).
Let us briefly mention three special cases within the 2-Majorana neutrino case. If we have no neutrino mixing, only the first term in Eq.(59) contributes, because only $`a_{}^e`$ and $`a_+^x`$ are non-zero. This is the minimal scenario for RSFP. Neutrino mixing also drops out of $`H_{\mathrm{eff}}^{}`$ (57), if we require $`m_1=m_2`$. This case can be conceived as stemming from a Zeldovich โ Konopinski โ Mahmoud neutrino $`\nu =\nu _{eL}+(\nu _{xL})^c`$ , which has a conserved lepton number. If in addition to $`m_1=m_2`$ we set $`V_L=0`$ and require a fixed direction of the transverse magnetic field (see Eq.(48)), then we have an interference cross section analogous to the 1-Dirac neutrino case, where in the expression (50) the quantity $`g^e`$ is replaced by $`g^e+\overline{g}^x`$ and $`\sqrt{\mu ^2+d^2}`$ by $`|\mathrm{\Lambda }|`$. Again, with the help of the interference cross section, one could in principle determine the direction of the magnetic field.
### C Phase counting
Having discussed at length the 1-Dirac and 2-Majorana neutrino cases, where we have shown that there are no physical phases, we now proceed to the general phase counting for $`n`$ neutrinos. We will assume that the charged lepton mass matrix is diagonal and positive. Our focus is on the neutrino flavour fields or states in the left-handed sector because we have formulated elastic neutrino โ electron scattering with these entities.
In the case of Dirac neutrinos we have no interaction of the right-handed neutrinos. Therefore, in the physical situation under consideration, the matrix $`U_R`$ (13) is unphysical and can be rotated away and the mass term has the form
$$_{\mathrm{mass}}^D=\overline{\nu }_RM\nu _L+\text{h.c.}\text{with}M=\widehat{m}U_L^{}.$$
(60)
We are left with the following phase freedom:
$`\nu _L=e^{i\sigma _L}\nu _L^{},\nu _R=e^{i\sigma _R}\nu _R^{}`$ (61)
$`\lambda e^{i\sigma _R}\lambda e^{i\sigma _L},Me^{i\sigma _R}Me^{i\sigma _L}\text{or}U_Le^{i\sigma _L}U_Le^{i\sigma _R}.`$ (62)
The vectors $`\phi _{}`$ (11) and, therefore, also $`a_{}`$, transform in the same way as the fields $`\nu _{L,R}`$. Obviously, the cross sections (36) and (42) are invariant under the phase transformation (62). In general, $`U_L`$ is of the form (54), where $`V`$ is of the KM type with $`(n1)(n2)/2`$ phases . The phases $`\widehat{\rho }`$ drop out of $`M^{}M`$ and $`MM^{}`$, and with $`\sigma _L=\widehat{\sigma }`$ we shift the phases $`\widehat{\sigma }`$ to $`\lambda `$ (see Eq.(62)). The remaining phase freedom in $`\sigma _R`$ is used to remove $`n`$ phases from the $`n^2`$ phases in $`\lambda `$. Thus, we are left with $`(n1)(n2)/2+n(n1)=(3n2)(n1)/2`$ independent phases in the problem.
In the Majorana case<sup>ยง</sup><sup>ยง</sup>ยงIn order to have a MM/EDM for Majorana neutrinos, we need $`n2`$. we have the mass term
$$_{\mathrm{mass}}^M=\frac{1}{2}\nu _L^TC^1M\nu _L+\text{h.c.}\text{with}M=U_L^{}\widehat{m}U_L^{}$$
(63)
and the phase transformation
$`\nu _L=e^{i\sigma _L}\nu _L^{}`$ (64)
$`\lambda e^{i\sigma _L}\lambda e^{i\sigma _L},Me^{i\sigma _L}Me^{i\sigma _L}\text{or}U_Le^{i\sigma _L}U_L.`$ (65)
Again the electromagnetic cross section (36) and the interference cross section (43) are invariant under this phase transformation, the phases $`\widehat{\rho }`$ โ the Majorana phases โ cancel, and the phases $`\widehat{\sigma }`$ can be transferred by the transformation (65) to $`\lambda `$, which is antisymmetric and, therefore, has $`n(n1)/2`$ phases. Now there is no freedom to remove phases from the MM/EDM matrix as in the Dirac case, but one phase of $`\lambda `$ can still be eliminated by by redefining $`\nu _L`$ with a common phase of the type of $`\gamma `$ in Eq.(56). Finally, we arrive at $`(n1)(n2)/2+n(n1)/21=n(n2)`$ independent phases.
In summary, we have found the following numbers of independent, physical phases in the problem we are studying:
$$\begin{array}{cc}\hfill \text{Dirac case:}& (3n2)(n1)/2\\ \hfill \text{Majorana case:}& n(n2)\end{array}\}\text{physical phases.}$$
(66)
Eq.(66) explains why in the 1-Dirac and 2-Majorana neutrino cases we have no phases left in the elastic neutrino โ electron cross section. It is interesting to observe that phases can be shifted from the mixing matrix $`U_L`$ to the MM/EDM matrix $`\lambda `$ and vice versa. In our physical setting the phases in the MM/EDM matrix are not physical in the sense of the phase transformations (62) and (65) and the transformed MMs and EDMs (6) and (10) and, therefore, a distinction between MM and EDM is thus unphysical as well.
### D Invariance of the cross section under general basis transformations
Up to now we have considered only the freedom of performing phase transformations on the neutrino fields. However, since we neglect neutrino masses in the cross section, we could use any basis for its calculation. Let us first consider Dirac neutrinos and the general basis transformation (4). Then the transformed MM/EDM matrix is given by Eq.(5) and the transformed flavour coefficients are obtained by
$$a_{}=S_La_{}^{}\text{and}a_+=S_Ra_+^{}.$$
(67)
We also have to take into account that in the weak Hamiltonian (29) the transformed matrices
$$g_{V,A}^{}=S_L^{}g_{V,A}S_L$$
(68)
appear, where the matrices $`g_{V,A}`$ are diagonal matrices of the coupling constants (30). Taking this set of transformed quantities, we can immediately rewrite the cross sections (36) and (42) in terms of the primed quantities. The same can be done with the weak cross section (32), if we notice that it is a function of the 4 expressions $`a_{}^{}g_{V,A}g_{V,A}a_{}`$ (see Eq.(34)).
For Majorana neutrinos, we have $`S_R=S_L^{}`$. In addition, one can easily check that in the calculation of the antineutrino part (35) of the weak cross section (33) one gets $`g_{V,A}^{}{}_{}{}^{}`$ and the same applies to the $`\overline{g}`$ term in the interference cross section (43). These observations lead to invariance of the Majorana neutrino cross section under the general basis transformation (4). Consequently, in our physical problem there is no preferred basis, neither for Dirac nor for Majorana neutrinos.
### E CP invariance
Let us now study the effect of CP invariance on the phases discussed above. We focus on the MM and EDM matrices in the flavour basis and then compare with the mass basis. It will turn out that all the phases counted in the previous subsection are effects of CP violation.
In the flavour basis, CP invariance for Dirac neutrinos is expressed as invariance of the Lagrangian under the CP transformation
$$\begin{array}{cccc}\text{CP:}& \nu _L\hfill & & e^{i\alpha _L}C\nu _L^{}\hfill \\ & \nu _R\hfill & & e^{i\alpha _R}C\nu _R^{}\hfill \\ & \mathrm{}\hfill & & e^{i\alpha _L}C\mathrm{}^{}\hfill \\ & F_{\alpha \beta }\hfill & & \epsilon (\alpha )\epsilon (\beta )F_{\alpha \beta },\hfill \end{array}$$
(69)
where $`\epsilon (\alpha )`$ is 1 for $`\alpha =0`$ and $`1`$ for $`\alpha =1,2,3`$, $`\mathrm{}`$ is the vector of the charged lepton fields and $`\alpha _L`$, $`\alpha _R`$ denote diagonal phase matrices. For simplicity, we have left out space-time arguments of the fields. It is straightforward to check that invariance under this transformation, using the Hamiltonians (1) and (60) and assuming non-vanishing neutrino masses, implies
$$\text{CP invariance}e^{i\alpha _R}\lambda ^{}e^{i\alpha _L}=\lambda ,e^{i\alpha _R}M^{}e^{i\alpha _L}=M\text{or}e^{i\alpha _L}U_L^{}e^{i\alpha _R}=U_L.$$
(70)
Consequently, we can define phase-rotated quantities
$$\nu _L=e^{i\alpha _L/2}\nu _L^{},\nu _R=e^{i\alpha _R/2}\nu _R^{}\lambda ^{}=e^{i\alpha _R/2}\lambda e^{i\alpha _L/2},U_L^{}=e^{i\alpha _L/2}U_Le^{i\alpha _R/2}$$
(71)
such that
$$U_{L}^{}{}_{}{}^{}=U_L^{}\text{and}\lambda _{}^{}{}_{}{}^{}=\lambda ^{}.$$
(72)
As expected, CP invariance ensues the existence of phase-transformed fields such that the mixing matrix $`U_L^{}`$ and the MM/EDM matrix $`\lambda ^{}`$ are both real. Decomposing $`\lambda ^{}`$ into MM and EDM matrices we obtain thus
$$\mu ^{}=\frac{1}{2}(\lambda ^{}+\lambda _{}^{}{}_{}{}^{T})\text{real, symmetric},d^{}=\frac{i}{2}(\lambda ^{}\lambda _{}^{}{}_{}{}^{T})\text{imaginary, antisymmetric.}$$
(73)
If we go from the primed basis into the neutrino mass basis, we have $`\stackrel{~}{\lambda }=\lambda ^{}U_L^{}`$ as MM/EDM matrix, which is again real. Thus we have a decomposition of $`\stackrel{~}{\lambda }`$ into MM and EDM matrices with properties analogous to (73), though the MMs and EDMs are related in a complicated way via Eq.(6) with $`S_L=U_L^{}`$ and $`S_R=1`$.
Let us now specialize this discussion to the physical situation of neglecting neutrino masses in $`\nu e^{}`$ scattering of solar neutrinos, such that neutrino masses enter only via the terms $`M^{}M`$ and $`MM^{}`$ in the evolution equation (11). Eq.(70) leads to the following condition for CP invariance:
$$M^{}M=e^{i\alpha _L}M^TM^{}e^{i\alpha _L}\text{and}MM^{}=e^{i\alpha _R}M^{}M^Te^{i\alpha _R}.$$
(74)
With the form of $`M`$ given in Eq.(60), the second relation is trivially fulfilled and the first relation translates into
$$U_L\widehat{m}^2U_L^{}=e^{i\alpha _L}U_L^{}\widehat{m}^2U_L^Te^{i\alpha _L}.$$
(75)
The CP phases (69) of the right-handed fields do not occur in this condition. Hence, a phase transformation of $`\nu _R`$ like in Eq.(62) can be used to remove $`n`$ phases from $`\lambda `$, which introduces a change $`\alpha _R\alpha _R2\sigma _R`$ in the CP transformation. Therefore, if, after performing the transformation (71) on $`\nu _L`$, the mixing matrix has the form $`U_L^{}=Ve^{i\widehat{\rho }}`$ with $`V`$ real and the MM/EDM matrix has the form $`e^{i\widehat{\beta }}\lambda ^{}`$ with $`\lambda ^{}`$ real, where $`\widehat{\rho }`$ and $`\widehat{\beta }`$ are arbitrary diagonal phase matrices, the Lagrangian is not invariant under CP in general. However, the phases $`\widehat{\rho }`$ and $`\widehat{\beta }`$ do not lead to physical consequences in elastic $`\nu e^{}`$ scattering of solar neutrinos.
Coming to CP invariance in the case of Majorana neutrinos, we use the same CP transformation (69), except that the line with $`\nu _R`$ has to be dropped. The invariance of the mass term (63) requires
$$e^{i\alpha _L}Me^{i\alpha _L}=M^{}.$$
(76)
Assuming now for simplicity not only non-zero but also non-degenerate neutrino masses, one can show with Eqs.(63) and (76) that the following conditions hold for CP invariance:
$$U_L^{}=ie^{\alpha _L}U_L\epsilon \text{and}e^{i\alpha _L}\lambda e^{i\alpha _L}=\lambda ^{},$$
(77)
where $`\epsilon `$ is a diagonal sign matrix, which is not determined by our manipulations. Making the phase redefinition (71) of the left-handed neutrino field, Eq.(77) leads to
$$U_L^{}=e^{i\alpha _L/2}U_L=Re^{i\epsilon \pi /4}$$
(78)
for the mixing matrix, where $`R`$ is a real orthogonal matrix, and to
$$\lambda ^{}=e^{i\alpha _L/2}\lambda e^{i\alpha _L/2}\lambda _{}^{}{}_{}{}^{}=\lambda ^{}$$
(79)
for the MM/EDM matrix. Consequently, with Eq.(79) we obtain
$$\mu ^{}=\lambda ^{}\text{imaginary, antisymmetric},d^{}=0,$$
(80)
independent of the sign matrix $`\epsilon `$.
Let us now relate the CP transformation in the flavour basis with that in the mass basis. The mass eigenfields obtained by $`\nu _L=U_L\stackrel{~}{\nu }_L`$ have the matrix
$$U_L^{}e^{i\alpha _L}U_L^{}=i\epsilon $$
(81)
instead of $`e^{i\alpha _L}`$ (69), where $`U_L`$ is given in Eq.(78). Hence, in the mass basis the CP transformation is given by
$$\stackrel{~}{\nu }_Li\epsilon C\stackrel{~}{\nu }_L^{}.$$
(82)
These CP signs $`\epsilon _j`$ โ the CP parities โ then enter also in the MM/EDM matrix in the mass basis given by
$$\stackrel{~}{\lambda }=e^{i\epsilon \pi /4}R^T\lambda ^{}Re^{i\epsilon \pi /4}=\left((R^T\lambda ^{}R)_{jk}e^{i(\epsilon _j+\epsilon _k)\pi /4}\right).$$
(83)
If $`\epsilon _j=\epsilon _k`$, the phase factor in expression on the right-hand side of Eq.(83) is $`\pm i`$, whereas for $`\epsilon _j=\epsilon _k`$ it is 1. In the first case of equal CP parities, $`\stackrel{~}{\lambda }_{jk}`$ represents a transition EDM, whereas for opposite CP parities this quantity is a transition MM . Therefore, for Majorana neutrinos and CP invariance in the primed flavour basis one has $`d^{}=0`$, whereas in the mass basis either $`\stackrel{~}{\mu }_{jk}`$ or $`\stackrel{~}{d}_{jk}`$ is zero (or both are zero). This is completely different from the Dirac case where in both bases the same properties (73) hold.
Let us now come to our physical approximation for elastic neutrino โ electron scattering with Majorana neutrinos. Eq.(76) implies for the relevant term
$$M^{}M=e^{i\alpha _L}M^TM^{}e^{i\alpha _L}\text{or}U_L\widehat{m}^2U_L^{}=e^{i\alpha _L}U_L^{}\widehat{m}^2U_L^Te^{i\alpha _L}.$$
(84)
Obviously, the phase matrix $`e^{i\epsilon \pi /4}`$ drops out. Thus, in the case of CP invariance in our physical scenario, the CP parities are irrelevant. Moreover, after performing the phase transformation Eq.(71) on $`\nu _L`$, Eq.(84) is fulfilled for $`U_L^{}=Re^{i\widehat{\beta }}`$ with an arbitrary diagonal phase matrix $`\widehat{\beta }`$. Furthermore, there is the freedom to redefine $`\nu _L`$ with a common phase which can be used to remove one phase from the MM/EDM matrix. Therefore, if the mixing matrix has the form $`Re^{i\widehat{\beta }}`$ and the MM/EDM matrix has the form $`e^{i\gamma }\lambda ^{}`$ with $`\lambda _{}^{}{}_{}{}^{}=\lambda ^{}`$, CP is violated at the level of the Lagrangian in general. However, neither the phases $`\widehat{\beta }`$ and $`\gamma `$ nor the CP parities $`\epsilon `$ lead to any physical consequences in our scenario.
## VII Decoherence effects as a consequence of neutrino energy averaging
### A Decoherence effects in the solar neutrino state
In this section we consider the effect of neutrino oscillations and averaging over the neutrino energy in order to assess effective coherence or incoherence of the solar neutrino state arriving at the earth. We use the arguments presented, e.g., in Ref..
The neutrino state undergoes only vacuum oscillations between the sun and the earth. Therefore, denoting the values of $`\phi _{}`$ (11) at the edge of the sun by $`b_{}`$, we can write $`a_{}`$ as
$$a_{}=U_L\mathrm{exp}\left(i\widehat{m}^2L/2\omega \right)U_L^{}b_{},a_+=U_R\mathrm{exp}\left(i\widehat{m}^2L/2\omega \right)U_R^{}b_+,$$
(85)
respectively. Here $`L1.5\times 10^{11}`$ m is the distance between the sun and the earth. Now the crucial point is that, according to the quadratic appearance of $`a_{}`$ in the cross sections (32), (33), (36), (42) and (43), the following phase factors are important:
$$e^{\pm i\phi _{jk}}\text{with}\phi _{jk}=2\pi \frac{L}{\mathrm{}_{jk}}=\frac{\mathrm{\Delta }m_{jk}^2L}{2\omega },$$
(86)
where $`\mathrm{\Delta }m_{jk}^2=m_j^2m_k^2>0`$ and $`\mathrm{}_{jk}=4\pi \omega /\mathrm{\Delta }m_{jk}^2`$ is an oscillation length. The phases (86) vary with energy as
$$\delta \phi _{jk}=\frac{\mathrm{\Delta }m_{jk}^2L}{2\omega }\frac{\delta \omega }{\omega }=2\pi \frac{L}{\mathrm{}_{jk}}\frac{\delta \omega }{\omega }.$$
(87)
Hence, integration over energy intervals such $`\delta \omega \omega \mathrm{}_{jk}/L`$ $`j,k`$ leads to an averaging of the oscillations, which can formally be expressed as
$$e^{\pm i\phi _{jk}}=\delta _{jk},$$
(88)
where $`\delta _{jk}`$ is the Kronecker delta.
Numerically, we have
$$\frac{\mathrm{}_{jk}}{L}2.5\frac{\omega (\text{MeV})}{\mathrm{\Delta }m_{jk}^2(\text{eV}^2)L(\text{m})}1.7\times 10^{11}\frac{\omega (\text{MeV})}{\mathrm{\Delta }m_{jk}^2(\text{eV}^2)}\frac{4.5\times 10^{12}}{\mathrm{\Delta }m_{jk}^2(\text{eV}^2)},$$
(89)
where in the last step we have used $`\omega 0.27`$ MeV, the average energy of the $`pp`$-neutrinos, which are most suitable for measuring the azimuthal asymmetry in $`\nu e^{}`$ scattering . If we consider, for example, $`\mathrm{\Delta }m^210^8`$ eV<sup>2</sup> allowed by the RSFP scenario , we find $`\mathrm{}/L5\times 10^4`$, where $`\mathrm{}`$ is the oscillation length corresponding to $`\mathrm{\Delta }m^2`$. Therefore, to avoid the averaging (88) associated with the vacuum oscillations, one would have to measure the neutrino energy with an accuracy better than $`\delta \omega /\omega 10^4`$, which seems rather impossible.
Actually, even if we concentrate on the solar <sup>7</sup>Be line with $`\omega =862.27`$ keV , the natural line broadening by the high temperatures in the center of the sun with $`\delta \omega =1.63`$ keV is sufficient to cause considerable averaging. In this case we obtain $`(L/\mathrm{})(\delta \omega /\omega )\mathrm{\Delta }m^2/7.8\times 10^9\text{eV}^2`$ and, therefore, a decoherence effect for $`\mathrm{\Delta }m^210^8`$ eV<sup>2</sup> .
The energy averaging of the vacuum oscillations is equivalent to consider the neutrino state arriving at the earth as an incoherent mixture of mass eigenstates. In the case of total incoherence the density matrix is a diagonal matrix in the mass basis: $`\rho _{rs}=\text{diag}(a_r^ja_s^j)`$ with $`r,s=\pm `$, where $`j`$ numbers the neutrino mass eigenstates.
### B The energy-averaged cross sections
In this and the next subsection we assume that $`\omega `$ represents an average neutrino energy or the center value of an energy interval of length $`\delta \omega `$ over which the averaging takes place. Furthermore, we assume that $`\delta \omega \omega `$ holds and that the averaging condition $`\delta \phi _{jk}2\pi `$ holds for all neutrino masses $`m_jm_k`$. Performing the averaging procedure (88) in the weak, electromagnetic and interference cross sections, it turns out that the averaged cross sections are written in a simpler way by using the coefficients
$$\stackrel{~}{b}_{}=U_L^{}b_{},\stackrel{~}{b}_+=U_R^{}b_+,$$
(90)
and the matrix
$$\stackrel{~}{\lambda }=U_R^{}\lambda U_L,$$
(91)
which represent the flavour coefficients $`b_{}`$ (85) and the matrix $`\lambda `$ (3), respectively, transformed into in the mass basis. Eqs.(90) and (91) refer to the Dirac case, but in the Majorana case one only has to replace $`U_R`$ by $`U_L^{}`$ (see Eq.(15)). In the following we use the notation $`\stackrel{~}{b}_{}^T=(b_{}^j)`$, i.e., we label flavour indices with $`\alpha `$ and mass indices with $`j`$. Using Eqs.(90) and (91), after neutrino energy averaging or for effective total coherence loss between neutrino mass eigenstates, the cross sections (33), (36) and (43) for Majorana neutrinos take the shape
$`{\displaystyle \frac{d^2\sigma _\mathrm{w}^M}{dTd\varphi }}`$ $`=`$ $`{\displaystyle \underset{\alpha ,j}{}}|U_{L\alpha j}|^2\left(|b_{}^j|^2{\displaystyle \frac{d\sigma (\nu _\alpha e^{})}{dTd\varphi }}+|b_+^j|^2{\displaystyle \frac{d\sigma (\overline{\nu }_\alpha e^{})}{dTd\varphi }}\right),`$ (92)
$`{\displaystyle \frac{d^2\sigma _{\mathrm{em}}}{dTd\varphi }}`$ $`=`$ $`{\displaystyle \frac{\alpha ^2}{2m_e^2\mu _B^2}}\left({\displaystyle \frac{1}{T}}{\displaystyle \frac{1}{\omega }}\right){\displaystyle \underset{j}{}}\left(|b_{}^j|^2(\stackrel{~}{\lambda }^{}\stackrel{~}{\lambda })_{jj}+|b_+^j|^2(\stackrel{~}{\lambda }\stackrel{~}{\lambda }^{})_{jj}\right),`$ (93)
$`{\displaystyle \frac{d^2\sigma _{\mathrm{int}}^M}{dTd\varphi }}`$ $`=`$ $`F\text{Re}\left[{\displaystyle \underset{j}{}}b_+^jb_{}^j\left(\stackrel{~}{\lambda }U_L^{}(g\overline{g})U_L\right)_{jj}(p_x^{}ip_y^{})\right],`$ (94)
respectively. The corresponding expressions for Dirac neutrinos are obtained from Eqs.(92) and (94) by dropping the $`\sigma (\overline{\nu }_\alpha e^{})`$ and $`\overline{g}`$ terms, respectively.
It is interesting to note that for total incoherence of the neutrino mass eigenstates only the axial part of the weak interaction contributes to the interference cross section for Majorana neutrinos. Inserting Eq.(38) into the cross section Eq.(94), we obtain
$$\frac{d^2\sigma _{\mathrm{int}}^M}{dTd\varphi }=2F\frac{T}{\omega }\text{Re}\left[\underset{\alpha ,j,k}{}b_+^jb_{}^j\stackrel{~}{\lambda }_{jk}U_{L\alpha k}^{}U_{L\alpha j}g_A^\alpha (p_x^{}ip_y^{})\right].$$
(95)
The dependence on the electron recoil energy of this expression is very different from the corresponding term (43) in the case of full coherence and the Dirac terms with and without coherence (see Eqs.(42) and (94) without the $`\overline{g}`$ term), because the recoil energy $`T`$ drops out of the product $`FT`$.
### C Decoherence in the 2-Majorana neutrino case
Now we consider in detail the effect of decoherence for the two flavours $`e`$ and $`x=\mu ,\tau ,s`$ of Majorana neutrinos. For this purpose we will refer to the discussion in Section VI B. We have proved in this section that all phases of the problem are unphysical. Therefore, we use the mixing matrix (compare with Eq.(54))
$$V=\left(\begin{array}{cc}\hfill c& \hfill s\\ \hfill s& \hfill c\end{array}\right),$$
(96)
where $`c\mathrm{cos}\theta `$, $`s\mathrm{sin}\theta `$ and the quantity $`|\mathrm{\Lambda }|`$ for the transition MM/EDM (see Eqs.(52) and (55)). With the averaged Majorana interference cross section (95) and
$$\stackrel{~}{\lambda }=|\mathrm{\Lambda }|V^TฯตV=|\mathrm{\Lambda }|ฯต,$$
(97)
we arrive at the final result
$$\frac{d^2\sigma _{\mathrm{int}}^M}{dTd\varphi }=F|\mathrm{\Lambda }|\mathrm{sin}2\theta \frac{T}{\omega }(g_A^eg_A^x)\text{Re}\left[\left((b_+^{\mathrm{\hspace{0.17em}1}})^{}b_{}^{\mathrm{\hspace{0.17em}1}}(b_+^{\mathrm{\hspace{0.17em}2}})^{}b_{}^{\mathrm{\hspace{0.17em}2}}\right)(p_x^{}ip_y^{})\right].$$
(98)
Note that the vectors $`\stackrel{~}{b}_{}^{}=(b_{}^j)`$ represent the neutrino state at the edge of the sun: by Eq.(90) they are related to the flavour vectors $`b_{}^{}`$ which are obtained by evolution with the Hamiltonian $`H_{\mathrm{eff}}^{}`$ (57) โ analogous to $`a_{}^{}`$ (58) โ and are independent of any phases initially in $`U_L`$ and $`\lambda `$.
The expression (98) is proportional to the mixing angle $`\mathrm{sin}2\theta `$. This shows that the question if the solar neutrino state on earth is to be considered as a coherent or effectively incoherent admixture of mass eigenstates has a strong effect on the interference cross section, whereas this question has no bearing on the electromagnetic cross section in the 2-Majorana case. Large values for $`\mathrm{sin}2\theta `$ are disfavoured in the RSFP scenario and by the non-observation of electron antineutrinos in Super-Kamiokande and hence the asymmetry is suppressed. These arguments suggest that a significant asymmetry measured in an experiment is unlikely to result from a 2-Majorana neutrino scenario, except for very small mass-squared differences ($`\mathrm{\Delta }m^2<10^{11}`$, see Eq.(89)). Of course, it could result from Dirac diagonal moments. In this case the states of negative and positive helicity belong to the same mass eigenvalue and no averaging due to oscillations is possible.
## VIII Conclusions
In this paper we have considered elastic neutrino โ electron scattering of solar neutrinos, taking into account the possibility that neutrinos have MMs and EDMs. We have presented the most general cross section for an initial neutrino state, which can be an arbitrary superposition of different neutrino types โ including sterile neutrinos โ with arbitrary helicities. Consistency requires that the neutrino superposition which undergoes the elastic neutrino โ electron scattering is considered as the result of an evolution of the initial electron neutrino state with negative helicity generated in the core of the sun. The neutrino MMs and EDMs enter into this evolution equation (11) as well as into the cross section. Only by taking this twofold effect of the MM/EDM matrix (3) into account, the final results for the pure electromagnetic cross section (36) and the weak-electromagnetic interference cross section, i.e., (42) for Dirac and (43) for Majorana neutrinos, are invariant under phase transformations (62) and (65) of the neutrino fields.
In this context we have to mention our approximation: We have neglected neutrino masses in the cross section, but in the evolution equation (11) we have taken into account the usual quadratic dependence of the effective Hamiltonian on the neutrino masses, as required by the effect of background matter . We have formulated the cross section and the evolution equation in the flavour basis. However, we want to stress that we are not obliged to stick to this basis. Since we neglect neutrino masses in the cross section, we could choose rotated neutrino fields according to Eq.(4). The final result for the cross section would not depend on the transformation matrices $`S_L(S_R)`$ (see Subsection VI D). Thus, with our physically motivated approximation there is no preferred basis of neutrino fields.
Of particular importance is the weak-electromagnetic interference cross section: if it were non-zero, it would indicate that the solar neutrinos have acquired some amount of transverse polarization due to MMs and EDMs and a magnetic field in the solar interior. Such an interference cross section would show up in an azimuthal asymmetry of the momentum distribution of the recoil electron, in the plane orthogonal to the direction of the incoming neutrino .
In our physical scenario we have shown that in the 1-Dirac neutrino case the azimuthal asymmetry does not allow to distinguish between MM and EDM but is a function of $`\sqrt{\mu ^2+d^2}`$ (47) as is the pure electromagnetic cross section. In the 2-Majorana neutrino case the same holds for the transition moments (see Eq.(59)) and, in addition, none of the phases in the neutrino mixing matrix $`U_L`$ is physical either. We have also made a general counting of the physical, independent phases in our framework for $`n`$ neutrino flavours or types in the Dirac and Majorana cases. We have pointed out that, by phase transformations on the neutrino fields, phases can be shifted from $`U_L`$ to $`\lambda `$ and vice versa such that in order to obtain phase convention-independent quantities one has to combine elements from both matrices according to the phase transformations (62) and (65). We want to stress that the entity which transforms under basis transformations in correspondence with the neutrino fields is the matrix $`\lambda =\mu id`$, but not the separate MM and EDM matrices $`\mu `$ and $`d`$, respectively. Furthermore, in the flavour basis we are working with, for Majorana neutrinos the so-called Majorana phases drop out trivially, because in our approximation the neutrino mass matrix appears only in the evolution equation (11) as $`M^{}M`$ and $`MM^{}`$ (see Eqs.(13) and (54)). The same holds, in the case of CP invariance, for the CP parities of the neutrino mass eigenfields.
Finally, we have shown that averaging over small neutrino energy intervals, which is inevitable through realistic neutrino detection, has a drastic effect on the weak-electromagnetic interference cross section. This effect comes about because of neutrino oscillations in vacuum between the sun and the earth and is operative at least for neutrino mass-squared differences larger than about $`10^9รท10^{10}`$ eV<sup>2</sup>, having in mind solar neutrino energies below 1 MeV. In the 2-Majorana neutrino case the averaged interference cross section is then proportional to $`\mathrm{sin}2\theta `$, where $`\theta `$ is the mixing angle in $`U_L`$. Thus, in a 2-Majorana RSFP scenario without mixing, the averaged interference cross section is zero. However, mixing in the general 2-Majorana RSFP scenario tends to be suppressed anyway according to the non-observation of solar $`\overline{\nu }_e`$โs in Super-Kamiokande. An observation of a significant azimuthal asymmetry could be an indication of very small mass-squared differences or of Dirac diagonal moments.
###### Acknowledgements.
We thank V.B. Semikoz and J.W.F. Valle for useful discussions.
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# FINITE-DIFFERENCE CALCULATIONS FOR ATOMS AND DIATOMIC MOLECULES IN STRONG MAGNETIC AND STATIC ELECTRIC FIELDS
## I Introduction
Theoretical studies of atoms and molecules in strong external fields are motivated by several applications. The latter are e.g. experiments with intense laser beams (electromagnetic fields with dominating electric component) and astronomical observations of white dwarfs and neutron stars (magnetic fields). The experimental availability of extremely strong electric fields in laser beams makes the theoretical study of various atomic and molecular species under such conditions very desirable. The properties of atomic and molecular systems in strong fields undergo dramatic changes in comparison with the field-free case. These changes are associated with the strong distortions of the spatial distributions of the electronic density and correspondingly the geometry of the electronic wavefunctions. This complex geometry is difficult for its description by means of traditional sets of basis functions and requires more flexible approaches which can, in particular, be provided by multi-dimensional mesh finite-difference methods.
Let us discuss the problem of atoms in a strong magnetic field in more detail. We start this consideration with the hydrogen atom which was the first atom whose behaviour in strong magnetic fields was investigated (for a list of references see Fri89 ; RWHR ; Ivanov88 ; Kra96 ). In cylindrical coordinates $`(\rho ,z)`$ its non-relativistic Hamiltonian has the form (we use atomic units throughout our work)
$`H={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{^2}{\rho ^2}}+{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{}{\rho }}+{\displaystyle \frac{^2}{z^2}}{\displaystyle \frac{m^2}{\rho ^2}}\right)+s_z\gamma +{\displaystyle \frac{m}{2}}\gamma +{\displaystyle \frac{\gamma ^2}{8}}\rho ^2{\displaystyle \frac{1}{r}}`$ (1)
where $`m`$ is the magnetic quantum number, $`s_z`$ is the spin $`z`$ projection and $`\gamma =B/B_0`$, $`B_0=\mathrm{}c/ea_0^2=2.350510^5`$T is the magnetic field strength in atomic units. The magnetic field is parallel to the $`z`$ axis. The Hamiltonian (1) contains two potentials of different spatial symmetries: the spherical-symmetric Coulomb term $`1/r`$ and the cylindrically symmetric potential of the magnetic field $`\gamma ^2\rho ^2/8`$. When considering the impact of the competing Coulomb and diamagnetic interaction it is reasonable to distinguish the three different regimes of weak, strong and intermediate fields. In the latter case the magnetic and Coulomb forces are comparable. In the case of relatively weak fields the main features of the geometry of the wavefunction are determined by the dominating Coulomb term whereas the effect of the magnetic field can be consider as a perturbation of the Coulomb wavefunctions. For the opposite situation of very strong magnetic fields and dominating cylindrical symmetry the adiabatic approximation ElLoudon ; Neuhauser ; Godefroid was the main theoretical tool during the last four decades. This approximation separately considers the fast motion of the electron across the field and its slow motion in a modified Coulomb potential along the field direction. Both early (see Garstang ) and more recent works RWHR ; SimVir78 ; Friedrich ; Fonte ; Schmidt on the hydrogen atom have used different approaches for these regimes of the magnetic field. All these calculations had problems when considering the hydrogen atom in fields of intermediate strength. The detailed calculations of the hydrogen energy levels carried out by Rรถsner et al RWHR also retained the separation into different regimes of the field strength by decomposing the electronic wave function either in terms of spherical (weak to intermediate fields) or cylindrical (intermediate to high fields) orbitals. A solution allowing to obtain comprehensive results on low-lying energy levels of the hydrogen atom for arbitrary field strengths including the intermediate field regime is provided by the multi-dimensional mesh solution of the Schrรถdinger equation Ivanov88 .
For different electronic degrees of excitation of the atom the intermediate regime is met for different absolute values of the field strength. For the ground state this regime is roughly given by $`\gamma =0.220`$. For atoms with several electrons there are two decisive factors which enrich the possible changes in the electronic structure with varying field strength compared to the one-electron system. First, we have a third competing interaction which is the electron-electron repulsion and, second, the different electrons feel very different Coulomb forces, i.e. possess different one particle energies, and consequently the regime of the intermediate field strengths appears to be the sum of the intermediate regimes for the separate electrons.
The fact that most methods have problems in the intermediate field region has consequences for the current state of the art of our knowledge on on multi-electron atoms in strong magnetic fields. There exist a number of such investigations in the literature Neuhauser ; Godefroid ; Mueller75 ; Virtamo76 ; Larsen ; Gadiyak ; VinBay89 ; Ivanov91 ; TKBHRW ; Ivanov94 ; JonesOrtiz ; JonesOrtiz97 . The majority of them deals with the adiabatic regime in superstrong fields and the early works are mostly Hartree-Fock (HF) type calculations. There are also several early variational calculations for the low-field domain Larsen ; Henry74 ; Surmelian74 . HF calculations for arbitrary field strengths have been carried out in refs.RWHR ; TKBHRW by applying two different sets of basis functions in the high- and low-field regimes. As a result of the complicated geometry this approach suffers in the intermediate regime from very slow convergence and low accuracy of the calculated energy eigenvalues. Accurate HF calculations for arbitrary field strengths were carried out in refs. Ivanov91 ; Ivanov94 by the 2D mesh HF method. Investigations on the ground state as well as a number of excited states of helium including the correlation energy have recently been performed via a Quantum Monte Carlo approach JonesOrtiz97 . Very recently benchmark results with a precision of $`10^410^6`$ for the energy levels have been obtained for a large number of excited states with different symmetries using a configuration interaction approach with an anisotropic Gaussian basis set Bec99 ; Bec2000 . Focusing on systems with more than two electrons however the number of investigations is very scarce Neuhauser ; JonesOrtiz ; Muell84 . In view of the above there is a need for further quantum mechanical investigations and for data on atoms with more than two electrons in a strong magnetic field. For the carbon atom there exist two investigations Neuhauser ; Godefroid in the adiabatic approximation which give a few values for the binding energies in the high field regime and one more relevant recent work by Jones et al JonesOrtiz . On the other hand, our two-dimensional Hartree-Fock approach allowed us recently to perform precise and reliable consideration of a series of multi-electron atoms for the whole range of the magnetic field strengths from $`\gamma =0`$ up to ultrastrong fields $`\gamma =10^310^4`$ Ivanov91 ; Ivanov94 ; Ivanov98 ; IvaSchm98 ; IvaSchm99 ; IvaSchm2000 .
## II Two-dimensional mesh Hartree-Fock method
Our calculations for multi-electron atoms in magnetic fields are carried out under the assumption of an infinitely heavy nucleus in the (unrestricted) Hartree-Fock approximation. The solution is established in the cylindrical coordinate system $`(\rho ,\varphi ,z)`$ with the $`z`$-axis oriented along the magnetic field. We prescribe to each electron a definite value of the magnetic quantum number $`m_\mu `$. Each single-electron wave function $`\mathrm{\Psi }_\mu `$ depends on the variables $`\varphi `$ and $`(\rho ,z)`$
$`\mathrm{\Psi }_\mu (\rho ,\varphi ,z)=(2\pi )^{1/2}e^{im_\mu \varphi }\psi _\mu (z,\rho )`$ (2)
where $`\mu `$ denotes the numbering of the electrons. The resulting partial differential equations for $`\psi _\mu (z,\rho )`$ have been presented in ref.Ivanov94 .
The one-particle equations for the wave functions $`\psi _\mu (z,\rho )`$ are solved by means of the fully numerical mesh method described in refs. Ivanov88 ; Ivanov91 ; Ivanov94 . In our first works on the helium atom in magnetic fields Ivanov91 ; Ivanov94 we calculated the Coulomb and exchange integrals by means of a direct summation over the mesh nodes. But this direct method is very expensive with respect to the computer time and due to this reason we obtained in the following works Ivanov98 ; IvaSchm98 ; IvaSchm99 ; IvaSchm2000 these potentials as solutions of the corresponding Poisson equation. The problem of the boundary conditions for the Poisson equation as well as the problem of simultaneously solving Poisson equation on the same meshes with Schrรถdinger-like equations for the wave functions $`\psi _\mu (z,\rho )`$ have been discussed in ref.Ivanov94 .
The simultaneous solution of the Poisson equations for the Coulomb and exchange potentials and Schrรถdinger-like equations for the wave functions $`\psi _\mu (z,\rho )`$ is a complicated computational problem, especially for atoms in strong magnetic fields. The problem consists in the different geometry of the spatial distribution of the electron density and the potentials correspondent to this density. In strong magnetic fields the distributions of the electronic densities are compressed towards the $`z`$ axis and look like needles directed along the $`z`$ axis. The equations for the wavefunctions can be solved in finite cylindrical domains as done in refs. Ivanov88 ; Ivanov91 ; Ivanov94 . For strong magnetic fields $`\gamma >>1`$ these domains can be rather small in the $`\rho `$ direction. On the other hand, the potentials created by these charge distributions cannot have such a strongly anisotropic form and the Poisson equations for them must be solved on meshes with the distribution of nodes not very different for the $`z`$ and $`\rho `$ directions. This means some loss of the precision for the wavefunctions due to a decrease of the number of nodes in the area of a large electronic density. The most difficult problem, however, is the different asymptotic behaviour of the wavefunctions and potentials. The wavefunctions of the bound electrons decrease exponentially as $`r\mathrm{}`$ ($`r`$ is the distance from the origin). This simplifies the problem of the solution of the corresponding equations in the infinite space because it is possible either to solve these equations in a finite domain $`\mathrm{\Omega }`$ (with simple boundary conditions $`\psi |_\mathrm{\Omega }=0`$ or $`\psi /n|_\mathrm{\Omega }=0`$) with negligible errors for domains of reasonable dimensions or otherwise to solve these equations in the infinite space on meshes with exponentially growing distances between nodes as $`r\mathrm{}`$. The solutions of the Poisson equations for non-zero sums of charges decrease as $`1/r`$ as $`r\mathrm{}`$. In result, every spatial restriction of the domain $`\mathrm{\Omega }`$ introduces a significant error into the final solution. In some other mesh Hartree-Fock approaches developed for diatomic molecules (e.g. see LaaPyy84 ; Kobus93 ) this problem has been solved for finite $`\mathrm{\Omega }`$ by introducing special boundary conditions for the potentials obtained from the asymptotic behaviour of the potentials. This approach, being in principle approximate, requires additional calculations with different extensions of $`\mathrm{\Omega }`$ to estimate the error.
In the present approach we address the above problems by using special forms of non-uniform meshes Ivanov98 . Solutions to the Poisson equation on separate meshes contain some errors $`\delta _P`$ associated with an inaccurate description of the potential far from the nucleus. However due to the special form of the function $`\delta _P(h)`$ for these meshes (where $`h`$ is a formal mesh step) the errors do not show up in the final results for the energy and other physical quantities, which we obtain by means of the Richardson extrapolation procedure (polynomial extrapolation to $`h=0`$ Ivanov88 ; ZhVychMat ). The main requirement for these meshes is not an exponential, but a polynomial increase of the mesh step $`h`$ when $`r\mathrm{}`$. Moreover, this behaviour can be only linear one, i.e. $`h^1=O(1/r)`$ as $`r\mathrm{}`$. The error of the mesh solution in this case has the form of a polynomial of the formal step of the mesh $`\stackrel{~}{h}=1/N`$, where $`N`$ is the number of nodes along one of the coordinates. In practical calculations these meshes are introduced by means of an orthogonal coordinate transformation from the physical coordinates $`x_\mathrm{p}`$ to the mathematical ones $`x_\mathrm{m}`$ made separately for $`\rho `$ and $`z`$. And the numerical solution is, in fact, carried out on uniform meshes in the mathematical coordinates $`x_\mathrm{m}`$. The characteristic feature of these meshes consists of rapidly increasing coordinates of several outermost nodes when increasing the total number of nodes and decreasing the actual mesh step in the vicinity of the origin. Due to this property we call these meshes โRun awayโ meshes. To be concrete we present here two such meshes:
1. The โPlain Poissonโ mesh is generated by the coordinate transformation
$`x_\mathrm{p}=A{\displaystyle \frac{x_\mathrm{m}}{1x_\mathrm{m}^2}}`$ (3)
$`\mathrm{}<x_\mathrm{p}<+\mathrm{}`$, $`1<x_\mathrm{m}<+1`$, $`A`$ is a constant. This simplest mesh of this group is near to the uniform ones near the origin (i.e. a plot of the distance between the neighbouring nodes contains a large horizontal section close to $`x_\mathrm{p}=0`$) and then this mesh smoothly transforms to the โrun awayโ behaviour for $`x_\mathrm{p}\mathrm{}`$.
2. The โAtomic Poissonโ mesh
$`x_\mathrm{p}=A{\displaystyle \frac{(|x_\mathrm{m}|+b)x_\mathrm{m}}{1x_\mathrm{m}^2}}`$ (4)
($`b>0`$) allows obtaining more precise results for atoms at reasonable values of $`b<1`$ due to a more dense distribution of nodes near the origin. In fact, this formula provides three different types of behaviour in three different domains: (a) A uniform mesh in a small vicinity of $`x_\mathrm{p}=0`$. This behaviour provides absence of irregularities in the finite-difference representation of the Hamiltonian. (b) $`|x_\mathrm{p}|A|x_\mathrm{m}^2|`$ \- the quadratic expansion of the mesh. (c) $`h^1=O(1/r)`$ as $`r\mathrm{}`$. The distribution of nodes for not too big distances from the origin (b) given by the simple formula (4) is similar to well known โLagrange meshesโ for atoms and provide similar precision of results. (See e.g. VMB93R for a definition of the โLaguerre meshโ (a mesh with nodes at zeros of the Laguerre polynomials) as a โLagrange meshโ suitable for systems with the Coulomb potential and AbramSteg (22.16.8) for approximate formulas for the zeros of the Laguerre polynomials).
The overall precision of our results depends, of course, on the number of mesh nodes and, if necessary, can be improved in calculations with denser meshes. The most dense meshes which we could use in the present calculations had $`120\times 120`$ nodes. In most cases Richardsonโs sequences of meshes with maximal number $`80\times 80`$ or $`60\times 60`$ were sufficient.
## III The structure of the atomic ground state configurations for the limit $`\gamma \mathrm{}`$
In this section we provide some qualitative considerations on the problem of the ground states of multi-electron atoms in the high field limit. These considerations along with the well known electronic structure of the ground states at $`\gamma =0`$ present a starting point for the combined qualitative and numerical considerations given in the following section. At very high field strengths the nuclear attraction energies and HF potentials (which determine the motion along the $`z`$ axis) are small compared to the interaction energies with the magnetic field (which determines the motion perpendicular to the magnetic field and is responsible for the Landau zone structure of the spectrum). Thus in the limit ($`\gamma \mathrm{}`$), all the one-electron wave functions of the ground state belong to the lowest Landau zones, i.e. $`m_\mu 0`$ for all the electrons, and the system must be fully spin-polarised, i.e. $`s_{z\mu }=\frac{1}{2}`$. For the Coulomb central field the one electron levels form quasi 1D Coulomb series with the binding energy $`E_B=\frac{1}{2n_z^2}`$ for $`n_z>0`$, whereas $`E_B(\gamma \mathrm{})\mathrm{}`$ for $`n_z=0`$, where $`n_z`$ is the number of nodal surfaces of the wave function crossing the $`z`$ axis. In the limit $`\gamma \mathrm{}`$ the ground state wave function must be formed of the tightly bound single-electron functions with $`n_z=0`$. The one-particle binding energies of these functions decrease as $`|m|`$ increases and, thus, the electrons must occupy orbitals with increasing $`|m|`$ starting with $`m=0`$.
In the language of the Hartree-Fock approximation the ground state wave function of an atom in the high-field limit is a fully spin-polarised set of single-electron orbitals with no nodal surfaces crossing the $`z`$ axis and with non-positive magnetic quantum numbers decreasing from $`m=0`$ to $`m=N+1`$, where $`N`$ is the number of electrons. In result, we have for the first 10 atoms and positive ions in the limit $`\gamma \mathrm{}`$ the following structure of ground state configurations which is a simple substitute of the periodic law at very strong magnetic fields
| H | $`\mathrm{He}^+`$ | $`1s`$ | $`M=0`$ | $`S_z=1/2`$ |
| --- | --- | --- | --- | --- |
| He | $`\mathrm{Li}^+`$ | $`1s2p_1`$ | $`M=1`$ | $`S_z=1`$ |
| Li | $`\mathrm{Be}^+`$ | $`1s2p_13d_2`$ | $`M=3`$ | $`S_z=3/2`$ |
| Be | $`\mathrm{B}^+`$ | $`1s2p_13d_24f_3`$ | $`M=6`$ | $`S_z=2`$ |
| B | $`\mathrm{C}^+`$ | $`1s2p_13d_24f_35g_4`$ | $`M=10`$ | $`S_z=5/2`$ |
| C | $`\mathrm{N}^+`$ | $`1s2p_13d_24f_35g_46h_5`$ | $`M=15`$ | $`S_z=3`$ |
| N | $`\mathrm{O}^+`$ | $`1s2p_13d_24f_35g_46h_57i_6`$ | $`M=21`$ | $`S_z=7/2`$ |
| O | $`\mathrm{F}^+`$ | $`1s2p_13d_24f_35g_46h_57i_68j_7`$ | $`M=28`$ | $`S_z=4`$ |
| F | $`\mathrm{Ne}^+`$ | $`1s2p_13d_24f_35g_46h_57i_68j_79k_8`$ | $`M=36`$ | $`S_z=9/2`$ |
| Ne | $`\mathrm{Na}^+`$ | $`1s2p_13d_24f_35g_46h_57i_68j_79k_810l_9`$ | $`M=45`$ | $`S_z=5`$ |
We shall often refer in the following to these ground state configurations in the high-field limit as $`|0_N`$. The states $`|0_N`$ possess the complete spin polarisation $`S_z=N/2`$. Decreasing the magnetic field strength, we can encounter a series of crossovers of the ground state configuration associated with transitions of one or several electrons from orbitals with the maximal values for $`|m|`$ to other orbitals with a different spatial geometry of the wave function but the same spin polarisation. This means the first few crossovers can take place within the space of fully spin polarised configurations. We shall refer to these configurations by noting only the difference with respect to the state $`|0_N`$. This notation can, of course, also be extended to non-fully spin polarised configurations. For instance the state $`1s^22p_13d_24f_35g_4`$ with $`S_z=2`$ of the carbon atom can be briefly referred to as $`|1s^2`$, since the default is the occupation of the hydrogenic series $`1s,2p_1,3d_2,\mathrm{}`$ and only deviations from it are recorded by this notation.
## IV Ground state electronic configurations of atoms and positive ions at arbitrary field strengths
Currently the carbon atom is the most complicated system with a thoroughly investigated structure of its electronic configurations for arbitrary magnetic fields and we start this section with a consideration of this atom.
In the case of decreasing the magnetic field strength from very large values to $`\gamma =0`$ the fully spin-polarised ground state configuration of a multi-electron atom must undergo one or several crossovers to become finally the zero-field ground state configuration. This configuration for the carbon atom corresponds to the spectroscopic term $`{}_{}{}^{3}P`$. In the framework of the non-relativistic consideration this term consists of nine states degenerate due to three possible $`z`$-projections of the total spin $`S_z=1,0,1`$ and three possible values of the total magnetic quantum number $`M=1,0,1`$. For very weak magnetic fields it is reasonable to expect values $`S_z=1`$ and $`M=1`$ for the ground state which can be described in our notation as $`1s^22s^22p_02p_1`$.
Thus the possible ground state configurations of the carbon atom can be divided into three groups according to their total spin projection $`S_z`$ : the $`S_z=1`$ group (low-field ground state configurations), the intermediate group $`S_z=2`$ and the $`S_z=3`$ group (the high-field ground state configurations). This grouping is required for the qualitative part of the following considerations which are based on the geometry of the spatial parts of the one electron wave functions.
We start our consideration for $`\gamma 0`$ with the high-field ground state and subsequently consider other possible candidates in question for the electronic ground state for $`S_z=3`$ (see Figure 1) with decreasing field strength. All the one electron wave functions of the high-field ground state $`1s2p_13d_24f_35g_46h_5`$ possess no nodal surfaces crossing the $`z`$-axis and occupy the energetically lowest orbitals with magnetic quantum numbers ranging from $`m=0`$ down to $`m=5`$. We shall refer to the number of the nodal surfaces crossing the $`z`$ axis as $`n_z`$. The $`6h_5`$ orbital possesses the smallest binding energy of all orbitals constituting the high-field ground state. Its binding energy decreases rapidly with decreasing field strength. Thus, we can expect that the first crossover of ground state configurations happens due to a change of the $`6h_5`$ orbital into one possessing a higher binding energy at the corresponding lowered range of field strength. It is natural to suppose that the first transition while decreasing the magnetic field strength will involve a transition from an orbital possessing $`n_z=0`$ to one for $`n_z=1`$. The energetically lowest available one particle state with $`n_z=1`$ is the $`2p_0`$ orbital. Another possible orbital into which the $`6h_5`$ wave function could evolve is the $`2s`$ state. For the hydrogen atom or hydrogen-like ions in a magnetic field the $`2p_0`$ is stronger bound than the $`2s`$ orbital. On the other hand, owing to the electron screening in multi-electron atoms in field-free space the $`2s`$ orbital tends to be more tightly bound than the $`2p_0`$ orbital. Thus, two states i.e. the $`1s2p_02p_13d_24f_35g_4`$ state as well as the $`1s2s2p_13d_24f_35g_4`$ configuration are candidates for becoming the ground state in the $`S_z=3`$ set when we lower the field strength coming from the high field situation.
Analogous arguments lead to the three following candidates for the ground state in case of the second crossover in the $`S_z=3`$ subset which takes place with decreasing field strength: $`1s2s2p_02p_13d_24f_3`$, $`1s2p_02p_13d_13d_24f_3`$ and $`1s2s2p_13d_13d_24f_3`$. It is evident that the one particle energies for the $`3d_1`$ and $`2p_0`$ obey $`E_{3d_1}>E_{2p_0}`$ for all values of $`\gamma `$ since they possess the same nodal structure with respect to the z-axis and only the $`3d_1`$ possesses an additional node in the plane perpendicular to the z-axis. For this reason the configuration $`1s2s2p_13d_13d_24f_3`$ can be excluded from our considerations of the ground state. This conclusion is fully confirmed by our calculations.
Similar reasoning given in detail in ref. IvaSchm99 can be repeated for two other ($`S_z=2`$ and $`S_z=1`$) subsets of states and leads to the results presented in table 1 and in Figure 2.
Figure 3 allows us to add some more informations to the considerations of the previous section. This figure presents spatial distributions of the total electronic densities for the ground state configurations of the carbon atom. More precisely, it allows us to gain insights into the geometry of the distribution of the electron density in space and in particular its dependence on the magnetic quantum number and the total spin. Thereby we can understand the corresponding impact on the total energy of the atom. The first picture in this figure presents the distribution of the electron density of the ground state of the carbon atom at $`\gamma =0`$. The following pictures show the distributions of the electronic densities at values of the field strength which mark the boundaries of the regimes of field strengths belonging to the different ground state configurations. For the high-field ground state we present the distribution of the electronic density at the crossover field strength $`\gamma =18.664`$ and for three additional values of $`\gamma `$ up to $`\gamma =1000`$.
For each configuration the effect of the increasing field strength consists in compressing the electronic distribution towards the $`z`$ axis. However most of the crossovers of ground state configurations involve the opposite effect which is due to the fact that they are associated with an increase of the total magnetic quantum number $`M=_{\mu =1}^6m_\mu `$.
For the lithium atom the analogous arguments and calculations IvaSchm98 lead to the scheme presented in table 2.
## V Ground state electronic configurations in the high-field regime
Let us consider now the series of neutral atoms and positive ions with $`Z10`$ in the high field domain which we define here as the one, where the ground state electronic configurations are fully spin polarised (Fully Spin Polarised (FSP) regime $`S_z=N/2`$). The FSP regime supplies an additional advantage for calculations performed in the Hartree-Fock approach, because our one-determinant wave functions are eigenfunctions of the total spin operator $`๐^\mathrm{๐}`$. Starting from the high-field limit we investigate the electronic structure and properties of the ground states with decreasing field strength until we reach the first crossover to a partially spin polarised (PSP) configuration with $`S_z=N/2+1`$.
The approach to this investigation is very similar to that described in the previous section and the picture of the crossovers associated with the ground states of atoms and positive ions $`A^+`$ is presented in table 3. It should be noted that, for atoms with $`Z6`$ and ions with $`Z7`$, the state $`|1s^2`$ becomes the ground state while lowering the spin polarisation from the maximal absolute value $`S_z=N/2`$ to $`S_z=N/2+1`$. For heavier atoms and ions we remark that the state $`|1s^2`$ is not the energetically lowest one in the PSP subset at magnetic field strengths for which its energy becomes equal to the energy of the lowest FSP state. For these atoms and ions the state $`|1s^22p_0`$ is energetically lower than $`|1s^2`$ at these field strengths. For atoms with $`Z7`$ and positive ions with $`Z8`$ the intersection points between the state $`|1s^22p_0`$ and the energetically lowest state in the FSP subspace have to be calculated. In result, the spin-flip crossover occurs at higher fields than this would be in the case of $`|1s^2`$ being the lowest state in the PSP subspace. In particular, the spin-flip crossover for the neon atom is found to be slightly higher than the point of the crossover $`|2p_0|2p_03d_1`$, and, therefore, this atom has in the framework of the Hartree-Fock approximation only two fully spin polarised configurations likewise other neutral atoms and positive ions with $`6Z10`$. It should be noted that the situation with the neon atom can be regarded as a transient one due to closeness of the intersection $`|2p_0|2p_03d_1`$ to the intersection $`|2p_0|1s^22p_0`$. This means that we can expect the configuration $`|2p_03d_1`$ to be the global ground state for the sodium atom ($`Z=11`$). In addition an investigation of the neon atom carried out on a more precise level than the Hartree-Fock method could also introduce some corrections to the picture described above for this atom.
Summarising our results we remark that the atoms and positive ions with $`Z5`$ have one FSP ground state configuration $`|0_N`$ whereas the atoms and ions with $`6Z10`$ possess two such configurations $`|0_N`$ and $`|2p_0`$.
Possessing total energies for all the atoms with $`Z10`$ we can compare these results with the adiabatic calculations Neuhauser ; Godefroid . Both our results ($`E_{2\mathrm{D}}`$) and calculations Neuhauser ; Godefroid ($`E_{1\mathrm{D}}`$) are carried out in the adiabatic approximation. The difference between $`E_{1\mathrm{D}}`$ and $`E_{2\mathrm{D}}`$ consists only in the usage of the adiabatic approximation for obtaining energies $`E_{1\mathrm{D}}`$ instead of exact solution of the Hartree-Fock equations for $`E_{2\mathrm{D}}`$. Thus, the comparison of $`E_{1\mathrm{D}}`$ and $`E_{2\mathrm{D}}`$ allows us to evaluate the precision of the adiabatic approximation itself and obtain an idea of the degree of its applicability for multi-electron atoms for different field strengths and nuclear charges. All our values lie lower than the values of these adiabatic calculations. It is well known, that the precision of the adiabatic approximation decreases with decreasing field strength. The increase of the relative errors with decreasing field strength is clearly visible in the table. On the other hand, the relative errors of the adiabatic approximation possess the tendency to increase with growing $`Z`$, which is manifested by the scaling transformation $`E(Z,\gamma )=Z^2E(1,\gamma /Z^2)`$ (e.g. Rud94 ; Ivanov94 ) well known for hydrogen-like ions. The behaviour of the inner electrons is to some extent similar to the behaviour of the electrons in the corresponding hydrogen-like ions. Therefore their behaviour is to lowest order similar to the behaviour of the electron in the hydrogen atom at magnetic field strength $`\gamma /Z^2`$ i.e. this behaviour can be less accurately described by the adiabatic approximation at large $`Z`$ values. The absolute values of the errors in the total energy associated with the adiabatic approximation are in many cases larger than the corresponding values of the ionisation energies.
## VI Mesh approach for single-electron atomic and molecular systems in strong electric fields
In this section we present some features of our approach With respect to its application to systems in strong external electric fields and correspondingly some relevant physical results. In contrast to the situation discussed in the previous sections atoms and molecules in external uniform electric fields have no stationary states, because for every state there is a probability that one or several electrons leave the system. Thus, when switching on the external uniform electric field, all the stationary states turn into resonances. Using the complex form of the energy eigenvalues
$`E=E_0i\mathrm{\Gamma }/2`$
one may consider quasi-stationary states of quantum systems similarly to the stationary ones. In this approach the real part of the energy $`E_0`$ is the centre of the band corresponding to the quasi-stationary state and the imaginary part $`\mathrm{\Gamma }/2`$ is the half-width of the band which determines the lifetime of the state. In this communication we consider systems which can be described by two-dimensional one-electron Hamiltonians. These systems include the hydrogen atom and the $`\mathrm{H}_2^+`$ molecular ion in an electric field Ivanov94a ; Ivanov98a ; Ivanov2001 and the hydrogen atom in parallel electric and magnetic fields Ivanov2001 ; Ivanov83VLGU . The only electron present in such a system can leave it under impact of the external electric field. From the mathematical point of view the problem consists in obtaining solutions of the single-particle Schrรถdinger equation for this electron with the correct asymptotic behaviour of the wavefunction as an outgoing wave. Currently we have three different possibilities for fixing this asymptotics realised in our computational program:
1. Complex boundary condition method. This method is described in detail in ref. Ivanov98a . The method is based on the fact that the single-electron Schrรถdinger equation for a finite system can be solved with the arbitrary precision in a finite area both for stationary and for quasi-stationary eigenstates. The case of stationary states is considered in ZhVychMat ; Ivanov88 . The approach for the quasi-stationary states will be discussed following Ivanov98a . Figure 5 presents the potential curve for the simplest Hamiltonian of the hydrogen atom in an electric field
$`H={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{^2}{\rho ^2}}+{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{}{\rho }}+{\displaystyle \frac{^2}{z^2}}{\displaystyle \frac{m^2}{\rho ^2}}\right){\displaystyle \frac{1}{r}}Fz`$ (5)
$`F`$ is the electric field strength multiplied by the charge of the electron. Analogously to Ivanov83VLGU ; Ivanov88 the calculations can be carried out in an area $`\mathrm{\Omega }`$ which is finite along the direction $`z`$. For this coordinate we used uniform meshes. The boundary of the area $`z=L_z`$ for $`z<0`$ ($`F0`$) (Figure 5) is determined from the condition of small values of the wavefunction on the boundary and, therefore, small perturbations introduced by the corresponding boundary condition Ivanov88 . The values of the wavefunction on the opposite boundary of the area ($`z=L_{z+}`$) cannot be excluded from the consideration. We consider non-stationary states of the system decaying into continuum of free particles. In this process an electron leaves the system in direction $`z+\mathrm{}`$ and, thus, an outgoing wave boundary condition is to be established on $`z=L_{z+}`$. The form of this boundary condition can be derived from the asymptotic behaviour of the wavefunction for $`z+\mathrm{}`$ and has the form
$`{\displaystyle \frac{\psi }{z}}+\left({\displaystyle \frac{F}{2k^2}}ik\right)\psi |_{z=L_{z+}}=0`$ (6)
where $`k=[2(E+Fz)]^{1/2}`$ is the wavenumber. Solving the Schrรถdinger equation with the Hamiltonian (5) and the boundary condition (6) established on a reasonable distance $`L_{z+}`$ from the origin of the system we can obtain the complex eigenvalues of the energy and the wavefunctions of the type presented in the Figure 6.
This straightforward approach enables obtaining precise results both for atoms and molecules from weak to moderate strong fields (for instance for the ground state of the hydrogen atom up to $`F=0.200.25`$ a.u.).
2. Classical complex rotation of the coordinate $`z`$ in the form $`zze^{i\mathrm{\Theta }}`$. In this approach we have obtained precise results for atomic systems in strong fields from the lower bound of the over-barrier regime up to superstrong fields corresponding to regime $`|\mathrm{Re}E|<<|\mathrm{Im}E|`$ Ivanov2001 . On the other hand, this method cannot be immediately applied to molecular systems in our direct mesh approach Simon79 ; Ivanov2001 .
3. Exterior complex transformation of the coordinate $`z`$. In our numerical approach we transform the real coordinate $`z`$ into a curved path in the complex plane $`z`$. This transformation leaves intact the Hamiltonian in the internal part of the system, but supplies the complex rotation of $`z`$ (and the possibility to use the zero asymptotic boundary conditions for the wavefunction) in the external part of the system. The transformation can be applied both for atoms and molecules and provides precise results for fields from weak up to superstrong with some decrease of the numerical precision in the regime $`|\mathrm{Re}E|<<|\mathrm{Im}E|`$ Ivanov2001 .
The numerical results obtained by all three methods coincide And are in agreement with numerous published data on the hydrogen atom in electric fields (see e.g. Kolosov87 ; Kolosov89 ; NicolaG ; NicolaT and references in Ivanov98a ).
Some of our results for the hydrogen atom in parallel electric and magnetic fields Ivanov2001 are shown in Table 4.
The second system which we present in this section is the hydrogen molecular ion $`\mathrm{H}_2^+`$ in a strong longitudinal electric field. Our approach allowed us to carry out the first correct consideration of this system Ivanov94a and, in particular, to obtain the potential curves of its ground state, presented in Figure 7 (left). The minima in these curves give the equilibrium internuclear distances, presented in this Figure (right) as a function of the electric field strength. One can see that at a critical value of the electric field about 0.065 a.u. the minimum disappears and, thus, above this critical value the hydrogen molecular ion cannot exist. This critical value of the maximal electric field $`F_\mathrm{c}=0.065\mathrm{a}.\mathrm{u}.=3.3\mathrm{V}/\mathrm{\AA }`$ for the molecule $`\mathrm{H}_2^+`$ is in a good agreement with experimental results by Bucksbaum90 . According this work $`\mathrm{H}_2^+`$ molecule may exist in laser beam fields with intensity less than $`10^{14}\mathrm{W}/\mathrm{cm}^2`$ which corresponds to $`3\mathrm{V}/\mathrm{\AA }`$, and does not exist in more intense fields.
## VII Conclusions
In this communication we have presented a 2D fully numerical mesh solution method in its various applications to atoms and simple diatomic molecules in strong external electric and magnetic fields. Specifically these are calculations of atoms with $`Z10`$ and their positive ions in strong magnetic fields and the comprehensive investigation of the electronic structure of the ground states of the Li and C atoms in arbitrary magnetic fields. For the carbon atom seven different electronic ground state configurations for different domains of the magnetic field strength have been found. The investigation of the series of atoms with $`Z10`$ in very strong magnetic fields enables us to evaluate the applicability of the adiabatic approximation and to show its decreasing precision for heavier atoms.
The mathematical technique developed for solving Schrรถdinger equations for quasi-steady states allowed us to obtain a series of results for the hydrogen atom in parallel electric and magnetic fields and for the $`\mathrm{H}_2^+`$ ion in strong electric fields.
Thus, the method described above allows us to obtain a number of new physical results partially presented in this communication. These calculations are carried out in the Hartree-Fock approximation for multi-electron systems and are exact solutions of the Schrรถdinger equation for the single-electron case. As the following development of the method we plan to implement the configuration interaction approach in order to study correlation effects in multi-electron systems both in electric and magnetic fields.
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# On Imprisoned Curves and b-length in General Relativity
## 1 Introduction
In general relativity, the concept of *b-length* (or *generalised affine parameter length*) is essential, in that a spacetime is said to be singular if it contains a curve that cannot be extended to a curve with infinite b-length. This paper has two main themes: properties of the b-length functional and of imprisoned incomplete curves.
We start by giving some preliminary definitions in section 2. After that, we give some comments on the variational theory of the b-length functional. In , the author stated a theorem linking b-length extremals to geodesics of $`(M,g)`$. However, as pointed out by V. Perlick , the proof in is flawed. It turns out that b-length extremals will *not* be geodesics, except in very special cases. We give an outline of the argument in section 3.
In section 4, we study cluster curves of sequences of curves with b-length tending to 0. We establish a technical result that will be used in section 5, which also allows us to settle the issue of Theorem 3 in : incomplete and endless curves which are partially imprisoned in a compact set admit null geodesic cluster curves. This is in agreement with the corresponding result for totally imprisoned curves .
We then turn to the study of b-distance neighbourhoods in section 5, the main idea being to find information about how the geometry of $`(M,g)`$ is encoded in the pseudo-orthonormal frame bundle $`OM`$ with b-metric $`G`$. Since the b-length of a null geodesic segment can be made arbitrarily small by a suitable boost of the initial frame, the b-neighbourhoods of a given point contain the light cone of that point. If we restrict attention to compact sets without imprisoned null geodesics, the points on the light cone are the only ones having this property. If we allow the set to โtouchโ the b-boundary, by allowing it to be open or to contain imprisoned curves, the situation is not so clear. We provide some illustrations by means of examples in the Minkowski, Misner and Robertson-Walker spacetimes in section 6.
In it was shown that the fibre over a b-boundary point $`p`$ is completely degenerate, given that the frame components of the curvature and its first derivative along a horizontal curve ending at $`p`$ diverge sufficiently fast. Since an incomplete endless imprisoned curve ends at a b-boundary point, one might ask if the methods of is applicable to that situation. In section 7 we show that this is not the case.
Finally, we give a result on the b-length of general curves in the pseudo-orthonormal frame bundle $`OM`$ in relation to the b-length of horizontal curves in Appendix A. In the literature, it is sometimes stated that the b-length of a horizontal curve is less than or equal to the b-length of general curve, if the two curves start at the same point in $`OM`$ and the projections to $`M`$ coincide . We show that this is not really the case, but that a similar estimate can be established, which is sufficient for the applications in and .
## 2 Preliminaries
The basic object in general relativity is spacetime, which is a pair $`(M,g)`$ where $`M`$ is a smooth 4-dimensional connected orientable and Hausdorff manifold and $`g`$ is a smooth Lorentzian metric on $`M`$.
We need to define some concepts relating to curves $`\gamma :IM`$. Here $`I`$ is an interval in $``$, possibly infinite. Suppose that $`\gamma `$ is a future directed curve and that $`๐ฐM`$. A point $`p๐ฐ`$ is a *future endpoint* of $`\gamma `$ if for any neighbourhood $`๐ฑ`$ of $`p`$ in $`๐ฐ`$ there is a parameter value $`t_0I`$ such that $`\gamma (t)๐ฑ`$ for every $`tI`$ with $`tt_0`$. A curve without future endpoint in $`๐ฐ`$ is said to be *future endless* in $`๐ฐ`$. We also say that a geodesic $`\gamma `$ is *future inextendible* in $`๐ฐ`$ if $`\gamma `$ cannot be extended to the future as a geodesic in $`๐ฐ`$. In an open set, a geodesic is inextendible if and only if it is endless, while if the set isnโt open an inextendible geodesic may have endpoints on the boundary. Of course, there are obvious analogues of these definitions with โfutureโ replaced by โpastโ. We will usually leave out the temporal adjective, the direction being defined by the context.
To reduce index clutter we will, somewhat sloppily, denote a subsequence by saying that, e.g., $`\{x_j\}`$ is a subsequence of $`\{x_i\}`$. We then mean that $`j`$ takes values in an index set that is a subset of the index set of $`i`$.
We will deal extensively with sequences of curves $`\{\lambda _i\}`$. We say that $`\{\lambda _i\}`$ *converges to a point* if there is a point $`pM`$ such that for any neighbourhood $`๐ฐ`$ of $`p`$, there is an $`N`$ such that $`\lambda _i`$ is contained in $`๐ฐ`$ for all $`i>N`$. There is some confusion in the literature concerning the terminology used for the various concepts of convergence of a sequence of curves. Here we choose to reserve the term โlimitโ for the stronger type of convergence which is termed โconvergenceโ in , and replace โlimitโ with โclusterโ, which the author feels is more appropriate (see also ). We say that $`p`$ is a *limit point* of a sequence of curves $`\{\lambda _i\}`$ if for every neighbourhood $`๐ฐ`$ of $`p`$, there is an $`N`$ such that $`\lambda _i`$ intersects $`๐ฐ`$ for each $`i>N`$. Similarly, we say that $`p`$ is a *cluster point* of $`\{\lambda _i\}`$ if every neighbourhood $`๐ฐ`$ of $`p`$ intersects infinitely many $`\lambda _i`$. Alternatively, a cluster point of $`\{\lambda _i\}`$ is a limit point of some subsequence of $`\{\lambda _i\}`$. A curve $`\gamma `$ is said to be a *limit curve* of $`\{\lambda _i\}`$ if all points on $`\gamma `$ are limit points of $`\{\lambda _i\}`$. Finally, $`\gamma `$ is a *cluster curve* of $`\{\lambda _i\}`$ if $`\gamma `$ is a limit curve of some subsequence of $`\{\lambda _i\}`$. Note that being a โcluster curveโ is a stronger restriction than being a โcurve of cluster pointsโ.
Next we define what is meant by imprisoned curves. A curve is said to be (past or future) *totally imprisoned* in a compact set $`๐ฆ`$ if it is completely contained in $`๐ฆ`$ (to the past or the future), and *partially imprisoned* if it intersects $`๐ฆ`$ an infinite number of times. In , these concepts are defined only for causal curves, but they can be applied to general curves as well. The case of interest is of course when the imprisoned curve is endless and incomplete.
To define what is meant by a curve being incomplete, we need to define what we mean by the length of a curve. Given a curve $`\gamma :IM`$ and a pseudo-orthonormal frame $`E_0`$ at some point of $`\gamma `$, we define the *b-length* or *generalised affine parameter length* as
$$l(\gamma ,E_0):=_I|๐|dt,$$
(1)
where $`|๐|`$ is the Euclidian norm of the component vector $`๐`$ of the tangent vector of $`\gamma `$ in the frame $`E`$ resulting from parallel propagation of $`E_0`$ along $`\gamma `$ .
Because the b-length of a curve is dependent on a parallel frame along the curve, it is convenient to introduce the bundle of pseudo-orthonormal frames $`OM`$. $`OM`$ is principal fibre bundle over $`M`$ with the Lorentz group $``$ as its structure group, and we write the right action of an element $`๐`$ as $`R_๐:EE๐`$ for any $`EOM`$. Since $`OM`$ is a principal fibre bundle, there is a canonical 1-form $`๐ฝ`$ on $`OM`$, taking values in $`^4`$. Also, the metric on $`M`$ induces a connection form $`๐`$ on $`OM`$ which takes values in the Lie algebra $`๐ฉ`$ of $``$. Using these two forms we may define a Riemannian metric on $`OM`$, the *Schmidt metric* or *b-metric*, by
$$G(X,Y):=๐ฝ(X),๐ฝ(Y)_^4+๐(X),๐(Y)_๐ฉ,$$
(2)
where $`,_^4`$ and $`,_๐ฉ`$ are Euclidian inner products with respect to fixed bases in $`^4`$ and $`๐ฉ`$, respectively. There is still some arbitrariness in the choice of these fixed bases, but it can be shown that a change of bases transforms the b-metric to a uniformly equivalent metric .
We now define the b-length of a general curve $`\overline{\gamma }:IOM`$ as the metric length of $`\overline{\gamma }`$ with respect to $`G`$. In other words, the b-length of $`\overline{\gamma }`$ is
$$l(\overline{\gamma }):=_I\left(|๐ฝ(\dot{\overline{\gamma }})|^2+๐(\dot{\overline{\gamma }})^2\right)^{1/2}dt,$$
(3)
where $`||`$ and $``$ are Euclidian norms in $`^4`$ and $`๐ฉ`$, respectively, and $`\dot{\overline{\gamma }}`$ denotes the tangent of $`\overline{\gamma }`$. For horizontal curves, (3) is in agreement with the previous definition (1), in the following sense: if $`\overline{\gamma }`$ is the horizontal lift of a curve $`\gamma `$ with parallel frame $`E`$, then $`l(\overline{\gamma })=l(\gamma ,E)`$. We also write $`d(E,F)`$ for the b-metric distance between two points $`P,QOM`$ and $`B_r(P)`$ for the open ball in $`OM`$ with centre at $`P`$ and b-metric radius $`r`$.
The metric $`G`$ turns $`(OM,G)`$ into a Riemannian manifold, in particular, $`OM`$ is a metric space with respect to the topological metric $`d`$. One may therefore construct the Cauchy completion $`\overline{OM}`$ of $`OM`$, and we write $`OM=\overline{OM}OM`$. By extending the right action of $``$, it is possible to project $`\overline{OM}`$ to an extension $`\mathrm{cl}_bM`$ of $`M`$. The b-boundary of $`M`$ is then defined as $`_bM=\mathrm{cl}_bMM`$. We refer to , or for the details.
Finally, we denote the topological boundary of a set $`๐ฐ`$ by $`๐ฐ`$ and the topological closure by $`\overline{๐ฐ}`$. If $`๐ฐ`$ a subset of $`OM`$, $`\overline{๐ฐ}`$ means the usual closure of $`๐ฐ`$ in $`OM`$ and not in the Cauchy completion $`\overline{OM}`$, unless stated otherwise.
## 3 Imprisoned curves and variations of b-length
In , the author studied local variations of the b-length functional (1), the primary purpose being to apply the result to imprisoned curves. The result was that in sufficiently small globally hyperbolic sets, causal curves of minimal b-length are geodesics. However, this statement is false, and there is an error in the main argument of , as pointed out by V. Perlick . We give an outline of the argument here, this section being completely due to V. Perlick. The author of this paper accepts the responsibility for any errors, of course.
For the moment, we disregard the presence of a Lorentz metric $`g`$ and view $`M`$ as a smooth manifold with smooth connection $``$ and without torsion. Let $`p,qM`$ and fix a frame $`E_p`$ at $`p`$. We consider a variational principle where the trial paths are smooth curves of the form $`\lambda :[0,a]M`$ from $`p`$ to $`q`$, and the functional to be extremised is the b-length $`l(\lambda ,E_p)`$, given by (1).
###### Proposition 3.1.
Let $`\lambda :[0,a]M`$ be a curve from $`p`$ to $`q`$ in $`M`$. Without loss of generality we may assume that $`\lambda `$ is parameterised by b-length $`t`$. Let $`๐^i`$ and $`๐_{jkl}^i`$ be the components of the tangent of $`\lambda `$ and the Riemann tensor, respectively, in the frame $`E`$ obtained by parallel propagation of $`E_p`$ along $`\lambda `$. Then $`\lambda `$ is an extremal of the b-length functional only if
$$\dot{๐}^i=\delta ^{im}๐_j^k๐_{klm}^j๐^l,$$
(4)
where the dot denotes a derivative with respect to $`t`$ and $`๐_k^i(t)`$ is the solution of the initial value problem
$$\dot{๐}_k^i=๐^i๐^j\delta _{jk},๐_k^i(a)=0.$$
(5)
###### Proof.
With a slight abuse of notation, we consider $`\lambda `$ to be a 1-parameter family of curves with variational parameter $`u`$, such that $`u=0`$ corresponds to the original curve. The variational vector field $`X:=\frac{}{u}`$ is assumed to be smooth with boundary conditions $`X(0,u):=0`$ and $`X(a,u):=0`$. Parallel propagation of $`E_p`$ along $`\lambda `$ for each fixed $`u`$ gives a frame field $`E(t,u)`$, and a coframe field $`\theta (t,u)`$ dual to $`E(t,u)`$. We also denote a $`t`$-derivative by a dot and write $`V`$ for the tangent of $`\lambda `$. The b-length functional (1) can then be written as
$$l(\lambda ,E_p)=_0^a|\theta (V)|dt.$$
(6)
Note that if $`\overline{\lambda }`$ is the horizontal lift of $`\lambda `$ for each fixed $`u`$, then the lift of $`\theta `$ coincides with the canonical 1-form $`๐ฝ`$, so (6) agrees with the definition (3) of b-length for horizontal curves in $`OM`$.
Differentiating (6) and evaluating at $`u=0`$, we get
$$\begin{array}{cc}\hfill \frac{\mathrm{d}}{\mathrm{d}u}l(\lambda ,E_p)& =_0^a|\theta (V)|^1\delta _{ij}\theta ^i(V)\frac{}{u}\left(\theta ^j(V)\right)dt\hfill \\ & =_0^a๐^i\left((_X\theta ^j)(V)+\theta ^j(_XV)\right)dt\hfill \end{array}$$
(7)
where we have used that $`|\theta (V)|=1`$ since $`\lambda `$ is parameterised by b-length at $`u=0`$, and the indices $`i,j,k,\mathrm{}`$ denote components in the frame $`E`$. Using that $`V=๐^iE_i`$ and $`[V,X]=0`$,
$$\begin{array}{cc}\hfill \frac{\mathrm{d}}{\mathrm{d}u}l(\lambda ,E_p)& =_0^a\delta _{ij}๐^i\left(๐^k(_X\theta ^j)(E_k)+\theta ^j(_VX)\right)dt\hfill \\ & =_0^a\delta _{ij}๐^i\left(๐^k\theta ^j(_XE_k)+\frac{\mathrm{d}}{\mathrm{d}t}(๐^j)\right)dt,\hfill \end{array}$$
(8)
since $`_X\left(\theta ^j(E_k)\right)=0`$ and $`_V\theta ^j=0`$. Rewrite $`\theta ^j(_XE_k)`$ as an integral from 0 to $`t`$ and perform a partial integration on the second term. Then
$$\frac{\mathrm{d}}{\mathrm{d}u}l(\lambda ,E_p)=_0^a\delta _{ij}๐^i๐^k_0^t๐_{klm}^j๐^l๐^md\widehat{t}dt_0^a\delta _{ij}\dot{๐}^i๐^jdt.$$
(9)
To proceed further we define $`๐_k^i(t)`$ as the solution of the initial value problem (5). We can then partially integrate the first term in (9), which results in
$$\frac{\mathrm{d}}{\mathrm{d}u}l(\lambda ,E_p)=_0^a\left(๐_j^i๐_{ilm}^j๐^l\dot{๐}^i\delta _{im}\right)๐^mdt.$$
(10)
By the basic principle of variational calculus, we arrive at condition (4). โ
Based on Proposition 3.1, we can make some remarks on b-length extremals:
1. Given a value for $`๐(a)`$, (4) and (5) determine unique solutions for $`๐`$ and $`๐`$ on some interval $`[aฯต,a]`$. So any point $`q`$ has a neighbourhood $`๐ฐ`$ such that a b-length extremal from $`p`$ to $`q`$ exists for all $`p๐ฐ`$.
2. The two equations (4) and (5) may be viewed as an integro-differential equation for $`๐`$. Thus the situation is qualitatively different from that of geodesics in $`M`$, which are solutions to a single system of 4 ordinary differential equations. Alternatively, reformulating the problem in $`OM`$ as to find horizontal curves with extremal b-length, (4) and (5) may be viewed as a single system of 10 ordinary differential equations. There is a clear analogy to the system of 10 geodesic equations in $`OM`$. Hence it is probably more natural and convenient to study b-length extremals in the frame bundle context.
3. Since $`๐(a)=0`$, (4) requires $`\dot{๐}(a)=0`$. So the acceleration $`_VV`$ has a zero at the end point $`t=a`$. It follows that the restriction of a b-length extremal to a subinterval is *not* a b-length extremal in general, since that requires that the acceleration $`_VV`$ vanishes at the endpoint of the subinterval. This is not surprising, as varying a curve on a subinterval $`[0,b][0,a]`$ affects the frame $`E`$ not only on $`[0,b]`$ but also on $`[b,a]`$.
4. The choice of the initial frame $`E_p`$ is crucial, as is evident from (4).
If $`\lambda `$ is a geodesic, the $`๐^i`$ are constant so (5) can be integrated, which results in
$$๐_k^i(t)=๐^i๐^j\delta _{jk}(ta).$$
(11)
Inserting this into condition (4) in Proposition 3.1 we obtain the following corollary.
###### Corollary 3.2.
Let $`\lambda `$ and $`E`$ be as in Proposition 3.1. Then $`\lambda `$ is a geodesic only if
$$\delta _{ij}๐^i๐_{klm}^j๐^k๐^l=0.$$
(12)
Note that (12) is algebraic, so if it is violated at one point then it is also violated on any interval containing that point.
We now turn to the case where $``$ is the Levi-Civitร connection of a Lorentzian metric $`g`$, and the frame $`E_p`$ is chosen to be pseudo-orthonormal with respect to $`g`$. Then the parallel frame $`E`$ is also pseudo-orthonormal along any of the trial paths, so for all vector fields $`X`$ and $`Y`$,
$$๐^i๐^j\delta _{ij}=g(X,Y)+2g(E_0,X)g(E_0,Y),$$
(13)
where $`E_0`$ is the timelike vector of the frame $`E`$. By Corollary 3.2, a b-length extremal is a geodesic only if
$$๐^i๐_{iklm}๐^k๐^l+2๐^0๐_{0klm}๐^k๐^l=0.$$
(14)
By the symmetries of the curvature tensor $`R`$, the first term vanishes, and if $`\lambda `$ is causal, $`๐^00`$. Thus a causal b-length extremal is a geodesic only if
$$๐_{0klm}๐^k๐^l=0.$$
(15)
It is apparent that (15) may be satisfied for some choice of $`E_p`$ and violated for some other choice. We wish to investigate if it is possible to choose $`E_p`$ such that *all* sufficiently short causal b-length extremals starting at $`p`$ are geodesics. Since the causal vectors span the whole tangent space, (15) shows that this is possible if and only if
$$0=๐_{0klm}๐_{0lkm}=๐_{ml0k}+๐_{mk0l}=๐_{m0kl},$$
(16)
because of the curvature identities. Clearly, (16) holds only if $`๐_{0l}=0`$, i.e., the Ricci tensor $`๐_{ij}`$ must be degenerate. This is of course an exceptional case not satisfied by a generic spacetime.
Finally, the results in this section is obviously in conflict with Lemma 3 of , which states that a non-geodesic causal curve in spacetime cannot be a b-length extremal. This claim is incorrect. As outlined in the proof, any non-geodesic smooth curve $`\lambda `$ may be restricted to a subinterval where the acceleration is bounded away from zero, and the restriction of $`\lambda `$ cannot be a b-length extremal. However, as we have noted in remark 3 above, this does not imply that the whole curve cannot be a b-length extremal. What is shown in Lemma 3 of is in fact that the acceleration cannot be bounded away from zero on a b-length extremal. The reason is, as we have seen, that the acceleration must have a zero at the end point.
It follows that Theorem 2 of is incorrect as well. If $`M`$ admits a covariantly constant timelike vector field $`E_0`$ with $`g(E_0,E_0)=1`$, Lemma 3 and Theorem 2 may be reestablished, but that is a non-generic situation.
The remaining result of , Theorem 3, may be reestablished by other means, which we will do in section 4.
## 4 Cluster curves
This section is devoted to the study of cluster curves, the main goal being to reestablish Theorem 3 of , which states that a partially imprisoned incomplete endless curve has an endless null geodesic cluster curve (see Theorem 4.2 below). First we need a technical result, which will also be used in section 5.
###### Lemma 4.1.
Let $`๐ฐM`$ and suppose that $`p๐ฐ`$ is a cluster point of a family of incomplete endless curves $`\{\lambda _i\}`$ in $`๐ฐ`$, with horizontal lifts $`\{\overline{\lambda }_i\}`$ satisfying $`l(\overline{\lambda }_i)0`$ as $`i\mathrm{}`$. If $`\{\lambda _i\}`$ has no subsequence that converges to a point in the topological closure $`\overline{๐ฐ}`$, then there is an inextendible null geodesic cluster curve of $`\{\lambda _i\}`$ through $`p`$ in $`\overline{๐ฐ}`$.
###### Proof.
We may assume that $`\overline{\lambda }_i:[0,1)OM`$. Suppose that $`\{\overline{\lambda }_i\}`$ has a cluster point $`yOM`$. Then there is a sequence $`\{t_j\}`$ of real numbers such that$`y_j:=\overline{\lambda }_j(t_j)y`$. Let $`๐ฑ`$ be an arbitrarily small neighbourhood of $`\pi (y)`$ in $`M`$. Then there is a small ball $`B_r(y)`$ around $`y`$ in $`OM`$ such that $`\pi (B_r(y))๐ฑ`$. But $`l(\overline{\lambda }_i)0`$, so there is an $`N`$ such that $`\overline{\lambda }_j`$ is contained in $`B_r(y)`$ for all $`jN`$. Then $`\lambda _j`$ is contained in $`๐ฑ`$ for all $`jN`$, so $`\{\lambda _j\}`$ converges to $`\pi (y)`$ which contradicts the assumption on $`\{\lambda _i\}`$.
Since $`p`$ is a cluster point of $`\{\lambda _i\}`$, there is a sequence $`\{t_j\}`$ such that$`p_j:=\lambda _j(t_j)p`$. Put $`\overline{p}_j:=\overline{\lambda }_j(t_j)`$. By the argument in the previous paragraph, $`\{\overline{p}_j\}`$ has no cluster point in $`OM`$. Let $`๐ฑ`$ be a convex normal neighbourhood of $`p`$ in $`M`$, let $`\sigma :๐ฑOM`$ be a cross-section of $`OM`$ over $`๐ฑ`$, and let $`\stackrel{~}{\lambda }_j(t):=\sigma \lambda _j(t)`$ whenever $`\lambda _j(t)๐ฑ`$. The action of $``$ on $`OM`$ is free and transitive, so there are unique matrices $`๐_j(t)`$ such that in $`\pi ^1(๐ฑ)`$,
$$\overline{\lambda }_j(t)=\stackrel{~}{\lambda }_j(t)๐_j(t).$$
(17)
$`๐_j(t)`$ may be decomposed as $`๐_j(t)=\overline{๐}_j(t)๐ฒ_j(t)๐_j(t)`$, where $`๐_j(t)`$ and $`\overline{๐}_j(t)`$ are spatial rotations and
$$๐ฒ_j(t):=\left[\begin{array}{cccc}\mathrm{cosh}\xi _j(t)& \mathrm{sinh}\xi _j(t)& 0& 0\\ \mathrm{sinh}\xi _j(t)& \mathrm{cosh}\xi _j(t)& 0& 0\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right]$$
(18)
is a Lorentz boost by a hyperbolic angle $`\xi _j(t)`$. Let $`\overline{\xi }_j:=\xi _j(t_j)`$. If $`|\overline{\xi }_j|`$ had an upper bound $`\xi _0<\mathrm{}`$, then $`\{\overline{p}_j\}`$ would be contained in a compact subset of $`OM`$, which is impossible since $`\{\overline{p}_j\}`$ has no cluster point. We therefore assume that $`sup\{\overline{\xi }_j\}=\mathrm{}`$, the case when $`inf\{\overline{\xi }_j\}=\mathrm{}`$ being similar.
Now $`O(3)`$ is compact, so there is a subsequence $`\{\overline{p}_k\}`$ of $`\{\overline{p}_j\}`$ such that$`\xi _k\mathrm{}`$, $`๐_k(t_k)๐_0`$ and $`\overline{๐}_k(t_k)\overline{๐}_0`$ as $`k\mathrm{}`$. Let
$$\lambda _k^{}(t):=\overline{\lambda }_k(t)๐_k(t_k)^1=\stackrel{~}{\lambda }_k(t)\overline{๐}_k(t)๐ฒ_k(t)๐_k(t)๐_k(t_k)^1$$
(19)
and
$$\widehat{\lambda }_k(t):=\overline{\lambda }_k(t)๐_k(t_k)^1๐ฒ_k(t_k)^1=\stackrel{~}{\lambda }_k(t)\overline{๐}_k(t)๐ฒ_k(t)๐_k(t)๐_k(t_k)^1๐ฒ_k(t_k)^1.$$
(20)
Then
$$\widehat{\lambda }_k(t_k)=\stackrel{~}{\lambda }_k(t_k)\overline{๐}_k(t_k)\widehat{p}:=\sigma (p)\overline{๐}_0$$
(21)
as $`k\mathrm{}`$. Since $`๐_k(t_k)`$ is a constant rotational matrix, leaving the Euclidian norm invariant, it does not affect the length of $`\lambda _k^{}`$. From $`l(\overline{\lambda }_k)0`$ it follows that $`l(\lambda _k^{})0`$ and so
$$_{t_k}^1|๐_k^I|dt0,I=u,v,2,3,$$
(22)
where $`๐_k^I:=G(E_I,\dot{\lambda }_k^{})`$, $`E_u:=\frac{1}{\sqrt{2}}(E_0+E_1)`$, $`E_v:=\frac{1}{\sqrt{2}}(E_0E_1)`$ and $`E_0`$, $`E_1`$, $`E_2`$ and $`E_3`$ are the standard horizontal vector fields on $`OM`$ . Similarly, let $`๐_k^I=G(E_I,\dot{\widehat{\lambda }}_k)`$. Then $`๐_k^u=e^{\xi _k}๐^u`$, $`๐_k^v=e^{\xi _k}๐^v`$, $`๐_k^2=๐^2`$ and $`๐_k^3=๐^3`$, so
$$_{t_k}^1|๐_k^I|dt0,I=v,2,3.$$
(23)
Let $`\overline{\mu }`$ be the integral curve of $`E_u`$ through $`\widehat{p}`$. Then $`\mu :=\pi \overline{\mu }`$ is a null geodesic in $`๐ฑ`$. We may assume that $`\overline{\mu }`$ is extended as far as possible as the horizontal lift of an unbroken null geodesic in $`๐ฑ`$. We show that $`\overline{\mu }`$ is a limit curve of $`\{\widehat{\lambda }_k\}`$. Let $`q`$ be a point on $`\overline{\mu }`$, let $`๐ฒ`$ be a neighbourhood of $`q`$ in $`\pi ^1(๐ฑ)`$, and let $`๐ฏ`$ be the tubular subset of $`\pi ^1(๐ฑ)`$ generated by all integral curves of $`E_u`$ intersecting $`๐ฒ`$. Since $`p๐ฏ`$, (23) gives that there is an $`N`$ such that if $`k>N`$ then $`\widehat{\lambda }_k\pi ^1(๐ฑ)`$ is contained in $`๐ฏ`$, i.e., $`\widehat{\lambda }_k`$ does not leave $`๐ฏ`$ except possibly at the ends $`\left(\pi ^1(๐ฑ)\right)๐ฏ`$. Now $`๐ฑ`$ does not contain any imprisoned incomplete curves since it is a convex normal neighbourhood, so $`\widehat{\lambda }_k`$, having no endpoint in $`๐ฏ๐ฑ`$, must leave $`๐ฏ`$. Thus $`\widehat{\lambda }_k`$ intersects $`๐ฒ`$ for each $`k>N`$, which means that $`q`$ is a limit point of $`\{\widehat{\lambda }_k\}`$.
Obviously, $`\mu `$ is contained in $`\overline{๐ฐ}`$ since it is a limit curve of $`\{\lambda _k\}`$. It remains to show that $`\mu `$ can be extended to an inextendible null geodesic cluster curve of $`\{\overline{\lambda }_i\}`$ in the whole of $`\overline{๐ฐ}`$. Extend $`\mu `$ as far as possible as an unbroken null geodesic in $`\overline{๐ฐ}`$, and let $`q`$ be a point on $`\mu `$. Then the segment of $`\mu `$ from $`p`$ to $`q`$ is closed and finite, so it can be covered by a finite sequence of convex normal neighbourhoods $`\{๐ฑ_n\}`$ with $`๐ฑ_1=๐ฑ`$. By the above argument, $`\mu \pi ^1(๐ฑ_1)`$ is a limit curve of some subsequence $`\{\overline{\lambda }_k\}`$ of $`\{\overline{\lambda }_i\}`$. Assume that $`\mu \pi ^1(๐ฑ_n)`$ is a limit curve of a subsequence $`\{\overline{\lambda }_{k_n}\}`$ for some $`n`$. Then any point $`p_n`$ on $`\mu \pi ^1(๐ฑ_n)\pi ^1(๐ฑ_{n+1})`$ is a cluster point. Repeating the argument with $`p_n`$ in place of $`p`$ and $`๐ฑ_{n+1}`$ in place of $`๐ฑ`$ shows that $`\mu \pi ^1(๐ฑ_{n+1})`$ is a limit curve of some subsequence $`\{\overline{\lambda }_{k_{n+1}}\}`$ as well. By induction, the whole curve $`\mu `$ is a cluster curve of $`\{\overline{\lambda }_i\}`$. โ
The proof of Lemma 4.1 uses a similar technique as the proof of the theorem in , except that we have weakened the assumption of total imprisonment to a family of curves with lengths going to 0, not converging to a point. This allows us to use Lemma 4.1 in other contexts. See also Proposition 8.3.2 in , but note that there are some minor errors in that version.
It is now a simple matter to apply Lemma 4.1 to imprisoned curves, which allows us to settle the issue from with the following theorem.
###### Theorem 4.2.
An incomplete endless curve partially imprisoned in a compact set admits an endless null geodesic cluster curve.
###### Proof.
If $`\lambda `$ is an incomplete endless curve partially imprisoned in a compact set $`๐ฆ`$, then the intersection of $`\lambda `$ with the interior of $`๐ฆ`$ is a family of incomplete endless curves $`\{\lambda _i\}`$ with horizontal lifts whose lengths go to 0. The problem is the endpoints of $`\{\lambda _i\}`$ on $`๐ฆ`$, and also the possibility that $`\{\lambda _i\}`$ contains subsequences converging to a point on $`๐ฆ`$ (see section 2). But this can be dealt with by enlarging $`๐ฆ`$ around any such points. Thus Lemma 4.1 gives us an inextendible null geodesic cluster curve $`\gamma `$ of $`\{\lambda _i\}`$ in $`๐ฆ`$. Let $`\mu `$ be the endless extension of $`\gamma `$ as a null geodesic in $`M`$ and let $`q`$ be a point on $`\mu `$. Then the segment of $`\mu `$ from $`๐ฆ`$ to $`q`$ is finite and so it can be included in a larger compact set $`๐ฆ^{}`$. Applying Lemma 4.1 to $`๐ฆ^{}`$ we find that the part of $`\mu `$ in $`๐ฆ^{}`$ is a cluster curve of $`\{\lambda _i\}`$ as well, and since $`q`$ was arbitrary, the whole of $`\mu `$ is a cluster curve in $`๐ฆ`$. โ
## 5 b-neighbourhoods and light cones
In this section we will study how the light cone structure of $`(M,g)`$ is encoded in $`(OM,G)`$. We also define a family of sets $`๐ฉ_{p,ฯต}(๐ฐ)`$ that effectively describe neighbourhoods within a finite b-distance from a fixed point. We start with a definition.
###### Definition 5.1.
Given $`๐ฐM`$ and $`p,q๐ฐ`$, let
$$\stackrel{~}{d}_๐ฐ(p,q):=inf\{l(\mu );\mu :[0,1]\pi ^1(๐ฐ),\pi \mu (0)=p,\pi \mu (1)=q\}.$$
(24)
$`\stackrel{~}{d}_๐ฐ`$ is not a metric on $`๐ฐ`$, since it is quite possible that $`\stackrel{~}{d}_๐ฐ(p,q)=0`$ with $`pq`$. Neither is it a semimetric in general, since the triangle inequality can be violated. The case of interest is sets where $`\stackrel{~}{d}`$ is small, in the following sense:
###### Definition 5.2.
Given $`๐ฐM`$, $`p๐ฐ`$ and $`ฯต>0`$, let
$$๐ฉ_{p,ฯต}(๐ฐ):=\{q๐ฐ;\stackrel{~}{d}_๐ฐ(p,q)<ฯต\}$$
(25)
and
$$๐ฉ_p(๐ฐ):=\{q๐ฐ;\stackrel{~}{d}_๐ฐ(p,q)=0\}.$$
(26)
It is clear from the definition of $`\stackrel{~}{d}`$ that
$$๐ฉ_p(๐ฐ)=\underset{ฯต>0}{}๐ฉ_{p,ฯต}(๐ฐ).$$
(27)
Also, if $`ฯต_1<ฯต_2`$, $`๐ฉ_{p,ฯต_1}(๐ฐ)๐ฉ_{p,ฯต_2}(๐ฐ)`$. When $`๐ฐ=M`$, we will write $`๐ฉ_p`$ instead of $`๐ฉ_p(M)`$.
If $`q๐ฉ_p(๐ฐ)`$ there is a family of curves $`\{\overline{\lambda }_i\}`$ from $`\pi ^1(p)`$ to $`\pi ^1(q)`$ in $`OM`$ such that $`l(\overline{\lambda }_i)0`$ as $`i\mathrm{}`$. We will refer to such a family of curves as *defining* for $`q๐ฉ_p(๐ฐ)`$. Because of Proposition A.1 in Appendix A, we can assume that the $`\overline{\lambda }_i`$ are horizontal. In fact, we could have used horizontal curves from the outset with similar results: if we replace $`\stackrel{~}{d}`$ with
$$\overline{d}_๐ฐ(p,q):=inf\{l(\mu );\mu :[0,1]\pi ^1(๐ฐ),\pi \mu (0)=p,\pi \mu (1)=q,\mathrm{ver}\dot{\mu }=0\}$$
(28)
and $`๐ฉ_{p,ฯต}(๐ฐ)`$ with
$$\overline{๐ฉ}_{p,ฯต}(๐ฐ):=\{q๐ฐ;\overline{d}_๐ฐ(p,q)<ฯต\},$$
(29)
then Proposition A.1 implies that
$$๐ฉ_{p,ฯต}(๐ฐ)\overline{๐ฉ}_{p,(e^ฯต1)}(๐ฐ).$$
(30)
The sets $`\overline{๐ฉ}_{p,ฯต}(๐ฐ)`$ are usually somewhat easier to work with since one can then restrict attention to horizontal curves.
###### Proposition 5.3.
The lightcone $`N_p(๐ฐ)`$, consisting of all points connected to $`p`$ by null geodesics in $`๐ฐ`$, is contained in $`๐ฉ_p(๐ฐ)`$.
###### Proof.
Let $`\gamma :[0,1]๐ฐ`$ be a null geodesic from $`p`$ to $`q`$ with affine parameter $`t`$. Pick a pseudo-orthonormal frame $`E`$ at $`p`$ such that $`\dot{\gamma }=(a/\sqrt{2})(E_0+E_1)`$ at $`p`$, and parallel propagate $`E`$ along $`\gamma `$. The length of $`\gamma `$ in the frame $`E`$ is
$$l(\gamma ,E)=_0^1adt=a.$$
(31)
Now let $`๐`$ be a boost in the $`E_0+E_1`$ direction by hyperbolic angle $`\xi `$, i.e.,
$$๐:=\left[\begin{array}{cccc}\mathrm{cosh}\xi & \mathrm{sinh}\xi & 0& 0\\ \mathrm{sinh}\xi & \mathrm{cosh}\xi & 0& 0\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right]$$
(32)
in the frame $`E`$. Then the length of $`\gamma `$ in the frame $`E๐`$ is $`ae^\xi `$, which tends to 0 as $`\xi \mathrm{}`$. โ
Proposition 5.3 gives a characterisation of some of the points in $`๐ฉ_p(๐ฐ)`$. Using Lemma 4.1, we can also say the following about $`๐ฉ_p(๐ฐ)`$.
###### Theorem 5.4.
$`๐ฉ_p(๐ฐ)`$ is generated by inextendible null geodesics in $`๐ฐ`$.
###### Proof.
Let $`q`$ be a point in $`๐ฉ_p(๐ฐ)\{p\}`$ and let $`\{\overline{\lambda }_i\}`$ be a defining family of curves for $`q`$. Since we may remove any loops at $`p`$, the projections $`\lambda _i`$ to $`M`$ are incomplete and endless curves in $`๐ฐ\{p\}`$. Also, $`pq`$ so no subsequence of $`\lambda _i`$ converges to a point. Thus Lemma 4.1 with $`q`$ in place of $`p`$ implies that there is an inextendible null geodesic cluster curve $`\gamma `$ of some subsequence $`\{\lambda _k\}`$ through $`q`$ in $`\overline{๐ฐ}`$. Let $`\gamma ^{}`$ be the inextendible segment of $`\gamma `$ through $`q`$ in $`๐ฐ`$. We show that $`\gamma ^{}`$ is contained in $`๐ฉ_p(๐ฐ)`$. Suppose that $`r`$ is a point on $`\gamma ^{}`$ and let $`\stackrel{~}{\gamma }`$ be the segment of $`\gamma ^{}`$ from $`q`$ to $`r`$. We may assume that $`\stackrel{~}{\gamma }`$ is parameterised by an affine parameter $`t`$ ranging from $`0`$ to $`a`$. As in the proof of Lemma 4.1, there is a pseudo-orthonormal frame $`E`$ at $`q`$ in which the tangent of $`\stackrel{~}{\gamma }`$ is $`E_u:=\frac{1}{\sqrt{2}}(E_0+E_1)`$, and $`\overline{\lambda }_k`$ intersects $`\pi ^1(q)`$ at the frame $`F:=E๐ฒ_k๐_k`$. Let $`\overline{\gamma }_k`$ be the horizontal lift of $`\stackrel{~}{\gamma }`$ to $`F`$. Then the component vector $`๐`$ of $`\dot{\overline{\gamma }}_k`$ with respect to the standard horizontal vector fields on $`OM`$ is
$$๐=\frac{1}{\sqrt{2}}๐_k^1๐ฒ_k^1\left[\begin{array}{c}1\\ 1\\ 0\\ 0\end{array}\right].$$
(33)
Since $`๐_k`$ is a rotation leaving $`E_u`$ fixed and $`๐ฒ_k`$ is a boost in the $`E_u`$ direction with hyperbolic angle $`\xi _k`$, the Euclidian norm of $`๐`$ is
$$|๐|=e^{\xi _k},$$
(34)
so the b-length of $`\overline{\gamma }_k`$ is $`ae^{\xi _k}`$. It follows that the concatenation of $`\overline{\lambda }_k`$ and $`\overline{\gamma }_k`$ is a curve from $`\pi ^1(p)`$ to $`\pi ^1(r)`$ with length $`l(\overline{\lambda }_k)+ae^{\xi _k}`$, which tends to 0 as $`k\mathrm{}`$. โ
The following theorem gives some idea of in which situations $`๐ฉ_p(๐ฐ)`$ can be expected to contain more than the light cone $`N_p(๐ฐ)`$.
###### Theorem 5.5.
If $`๐ฐ`$ is a compact subset of $`M`$ without totally imprisoned null geodesics, then $`๐ฉ_p(๐ฐ)=N_p(๐ฐ)`$ for any $`p๐ฐ`$.
###### Proof.
Let $`q๐ฉ_p(๐ฐ)\{p\}`$ and let $`\{\overline{\lambda }_i\}`$ be a defining family of curves for $`q`$. Since $`pq`$, no subsequence of $`\{\pi \overline{\lambda }_i\}`$ converges to a point. By Lemma 4.1, there is a null geodesic limit curve $`\gamma `$ of a subsequence $`\{\pi \overline{\lambda }_k\}`$ of $`\{\pi \overline{\lambda }_i\}`$ through $`q`$ in $`๐ฐ`$ which is inextendible in $`๐ฐ\{q\}`$. We assume that $`\gamma `$ never reaches $`p`$ and show that this leads to a contradiction.
Since there are no totally imprisoned null geodesics in $`๐ฐ`$, $`\gamma `$ must have an endpoint $`r`$ on $`๐ฐ`$. Then $`r`$ is a limit point of $`\{\overline{\lambda }_k\}`$. Let $`๐ฑ`$ be a convex normal neighbourhood of $`r`$, sufficiently small for $`p`$ and $`q`$ not to be in $`๐ฑ`$. Each curve $`\overline{\lambda }_k`$ must enter and leave $`๐ฑ`$ for large enough $`k`$. By Lemma 4.1 there is an endless null geodesic cluster curve of $`\{\overline{\lambda }_k\}`$ through $`r`$ in $`๐ฑ`$. But every $`\overline{\lambda }_k`$ is contained in $`๐ฐ`$, so the cluster curve cannot leave $`๐ฐ`$. We have thus obtained an extension of $`\gamma `$ in $`๐ฐ`$, which contradicts that $`\gamma `$ is inextendible. โ
Theorem 5.5 is not entirely satisfactory, since the situation we are most interested in is when the closure $`\overline{๐ฐ}`$ in $`\mathrm{cl}_bM`$ contains points on the b-boundary $`_bM`$. That is not possible if $`๐ฐ`$ is open and contains no imprisoned null geodesics. To get some feeling of what to expect, we give some examples in the following section.
## 6 Examples
### 6.1 Minkowski spacetime
In Minkowski spacetime $`๐`$, the situation is of course very simple. Let $`๐=^4`$ with coordinates $`(t,x,y,z)`$ and line element
$$\mathrm{d}s^2=\mathrm{d}t^2+\mathrm{d}x^2+\mathrm{d}y^2+\mathrm{d}z^2.$$
(35)
Then the frame $`E๐`$ with $`E=(\frac{}{t},\frac{}{x},\frac{}{y},\frac{}{z})`$ and constant $`๐`$ is parallel along any curve. By symmetry we only need to consider a timelike 2-plane, $`(t,x)`$ say, with $`๐`$ a boost in that plane. Suppose that a curve $`\lambda `$ is given by $`\lambda (s)=(t(s),x(s))`$, with frame $`E๐`$. Introduce null coordinates $`u:=\frac{1}{\sqrt{2}}(t+x)`$ and $`v:=\frac{1}{\sqrt{2}}(tx)`$, and assume that $`\lambda `$ is parameterised by b-length $`s`$. Then there is a number $`\xi `$, the hyperbolic angle corresponding to $`๐`$, such that
$$E๐=(e^\xi \frac{}{u},e^\xi \frac{}{v}),$$
(36)
and the b-length functional is
$$s=l(\lambda )=\left(e^{2\xi }\dot{u}^2+e^{2\xi }\dot{v}^2\right)^{1/2}ds.$$
(37)
Since the integrand is functionally independent of $`u`$ and $`v`$, $`\dot{u}`$ and $`\dot{v}`$ must be constant on a curve with extremal b-length. So for an extremal curve,
$$s^2=e^{2\xi }u^2+e^{2\xi }v^2.$$
(38)
It follows that the set of points reachable on horizontal curves of length less than $`ฯต`$ from the point $`p`$ with $`(u,v)=(0,0)`$ and frame given by $`\xi `$ is an ellipse of the form
$$_{p,ฯต}^\xi :=\{(u,v);e^{2\xi }u^2+e^{2\xi }v^2<ฯต^2\}$$
(39)
(see Figure 1). The structure in full Minkowski spacetime can then be found by applying spacelike rotations, giving ellipsoids in place of ellipses. Note that
$$\overline{๐ฉ}_{p,ฯต}=\underset{\xi }{}_{p,ฯต}^\xi ,$$
(40)
so we have a complete characterisation of $`\overline{๐ฉ}_{p,ฯต}`$ (and hence a characterisation of $`๐ฉ_{p,ฯต}`$ for small $`ฯต`$). In particular, $`๐ฉ_p=N_p`$ for Minkowski spacetime.
To illustrate the importance of $`๐ฐ`$ being compact in Theorem 5.5, we consider a modification of Minkowski spacetime by cutting out points. If a point $`q`$ on one of the null geodesics from a point $`p`$ is cut out, the light cone $`N_p`$ will not contain the part of the null geodesic after the missing point. But it will be contained in $`๐ฉ_p`$, provided that not too many points are missing around $`q`$ (see Figure 1).
### 6.2 Misner spacetime
Since the conditions of Theorem 5.5 exclude the case when $`๐ฐ`$ contains imprisoned null geodesics, it is interesting to study an example when this is the case. We choose the Misner spacetime , as it is a simple example with imprisoned curves.
Misner spacetime may be obtained from Minkowski spacetime $`๐`$ by identification under the isometry group generated by a fixed Lorentz boost $`L_0`$. For simplicity, we restrict attention to two dimensions. Let $`L_0`$ be given by
$$L_0:(t,x)(t\mathrm{cosh}\xi _0+x\mathrm{sinh}\xi _0,t\mathrm{sinh}\xi _0+x\mathrm{cosh}\xi _0),$$
(41)
and identify points on $`๐_+:=\{(t,x);t+x>0\}`$ under the discrete isometry group $`๐ข`$ generated by $`L_0`$. We then obtain a spacetime with topology $`\times ๐`$. If we introduce new coordinates (c.f. )
$$\tau :=\frac{1}{4}(t^2x^2)\text{and}\psi :=\mathrm{ln}(t+x)^2\mathrm{ln}4,$$
(42)
with $`\tau `$ and $`\psi [0,2\pi ]`$, the Minkowski metric transforms to
$$\mathrm{d}s^2=2\mathrm{d}\tau \mathrm{d}\psi +\tau \mathrm{d}\psi ^2.$$
(43)
The null geodesics of $`M`$ can be divided into three families (see Figure 2):
1. Null geodesics obtained from the null geodesics with constant $`t+x`$ in $`๐_+`$. Being given by constant $`\psi `$, they are complete and pass through $`\tau =0`$.
2. Null geodesics obtained from the null geodesics with constant $`tx`$ in $`๐_+`$. They are incomplete and endless, spiralling around the spacetime indefinitely as $`\tau 0`$. Hence they are totally imprisoned in any neighbourhood of $`\tau =0`$.
3. The closed null geodesic at $`\tau =0`$, which is incomplete and endless.
The structure of $`๐ฉ_p`$ for Misner spacetime may be deduced from our knowledge of the Minkowski case. Let $`M_+`$ be the part of $`M`$ where $`\tau >0`$, and suppose that $`pM_+`$. Also, let $`L`$ be a Lorentz boost with hyperbolic angle $`\xi `$. We may identify $`M_+`$ with the wedge
$$๐ฒ:=\{(t,x)๐;|x/t|<\mathrm{tanh}(\xi _0/2),t>0\}$$
(44)
(see Figure 3). Let $`\stackrel{~}{p}`$ be the point in $`๐ฒ`$ corresponding to $`p`$, let $`\gamma `$ be a null geodesic through $`p`$, and let $`\stackrel{~}{\gamma }`$ be the corresponding null geodesic segments in $`๐ฒ`$ as in Figure 3. Clearly, the ellipsoidal neighbourhood $`_{p,ฯต}^\xi `$ of $`p`$ in $`๐`$ corresponds to a neighbourhood of $`\stackrel{~}{\gamma }`$. It follows that $`๐ฉ_p(M_+)=N_p(M_+)`$. By a similar argument, the same holds for the part of $`M`$ with $`\tau <0`$.
We now include the set $`\tau =0`$. We have two cases. Suppose that $`\gamma `$ belongs to family 2, i.e., the extension of $`\stackrel{~}{\gamma }`$ passes through the line $`tx=0`$ in $`๐`$. As $`\xi \mathrm{}`$, the intersection of $`_{p,ฯต}^\xi `$ with $`tx=0`$ tends to the intersection point of $`\stackrel{~}{\gamma }`$ with $`tx=0`$, which of course corresponds to the intersection of $`\gamma `$ with $`\tau =0`$.
On the other hand, suppose that $`\gamma `$ belongs to family 1, i.e., the extension of the part of $`\stackrel{~}{\gamma }`$ through $`p`$ hits the line $`t+x=0`$ in $`๐`$. Let $`\gamma ^{}`$ be a null geodesic parallel to $`\gamma `$, with image $`\stackrel{~}{\gamma }^{}`$ in $`๐ฒ`$, such that $`\stackrel{~}{\gamma }`$ and $`\stackrel{~}{\gamma }^{}`$ are different null geodesics in $`M`$. For large enough $`\xi _0`$, $`_{p,ฯต}^\xi `$ does not intersect the extensions of the two segments of $`\stackrel{~}{\gamma }^{}`$ closest to $`p`$. Since the isometry group is properly discontinuous, the same holds for the image of $`_{p,ฯต}^\xi `$ and $`\gamma ^{}`$ in $`M`$. Hence no horizontal curve of sufficiently short b-length will reach $`\tau =0`$ in this direction, so the only points of $`๐ฉ_p`$ obtained in this way is the null geodesic $`\gamma `$ itself.
It remains to consider points $`p`$ lying on the closed null geodesic at $`\tau =0`$. Suppose that there is a point $`q๐ฉ_p`$ which does not lie on $`\tau =0`$. Then $`p๐ฉ_q`$, and we showed above that $`๐ฉ_q=N_q`$ if $`\tau 0`$ at $`q`$. So there is a null geodesic from $`q`$ to $`p`$. We conclude that $`๐ฉ_p=N_p`$ for Misner spacetime.
### 6.3 Robertson-Walker spacetimes
Of course, Misner spacetime might be uninteresting from a cosmological point of view, partly because it is flat, and partly because some cosmologists argue that there are no signs of topological pathologies in the real universe. It is therefore important to obtain some results for more realistic cosmological models. Some of the simplest are the Robertson-Walker models, with topology $`M=I\times \mathrm{\Sigma }`$ where $`I`$ is a real interval, and line element
$$\mathrm{d}s^2=\mathrm{d}t^2+a(t)^2\mathrm{d}\sigma ^2,$$
(45)
such that $`(\mathrm{\Sigma },\mathrm{d}\sigma ^2)`$ is a homogeneous space (see, e.g., ). The scale function $`a(t)`$ is determined from the chosen matter model via Einsteinโs field equations. For a Friedman big bang model, $`a(t)0`$ as $`t0`$, corresponding to a curvature singularity at $`t=0`$.
It can be shown that the b-boundary $`_bM`$ is a single point . Hence all null geodesics end at the same boundary point, and since the b-length of a null geodesic can be made arbitrarily small by an appropriate boost of the frame, the boundary point is not Hausdorff separated from any interior point of $`M`$. Moreover, the boundary fibre in $`OM`$ is completely degenerate so the boundary of $`OM`$ is a single point as well. This means that, along a curve ending at the singularity, choosing a different frame makes no difference at the boundary. It would therefore seem like $`๐ฉ_p`$ should be the whole spacetime $`M`$. But this is not necessarily the case, since the boundary point in $`OM`$ is singular with respect to the geometry in $`OM`$ as well, the curvature scalar tending to $`\mathrm{}`$ at the boundary .
We will try to obtain an estimate of the neighbourhoods $`_{p,ฯต}^\xi `$ for a particular Robertson-Walker model, valid for sufficiently small $`ฯต`$. However, we should mention from the outset that the estimates break down when $`_{p,ฯต}^\xi `$ intersects the singularity. This is unfortunate because the structure near the singularity is exactly what might cause identifications, giving a nontrivial $`๐ฉ_p`$. The problem is the usual one when working with b-length: the length functional is not additive, in the sense that the length on a segment of the curve depends on the frame, which in turn is determined by parallel propagation along the *whole* curve. Also, the situation is not as simple as in Minkowski or Misner space, since the b-extremal curves are likely to develop โconjugate pointsโ.
We will restrict attention to a two-dimensional model for simplicity. This is in fact not a restriction since $`(\mathrm{\Sigma },\mathrm{d}\sigma ^2)`$ is homogeneous. Let the metric be given by
$$\mathrm{d}s^2=\mathrm{d}\overline{t}^2+a(\overline{t})^2\mathrm{d}x^2.$$
(46)
We will fix the scale factor $`a(\overline{t})`$ later. If we replace the coordinate $`\overline{t}`$ with a conformal coordinate $`t:=a^1dt`$ and redefine the scale factor as a function $`a(t)`$ of $`t`$, the metric takes the form
$$\mathrm{d}s^2=a(t)^2(\mathrm{d}t^2+\mathrm{d}x^2).$$
(47)
Any pseudo-orthonormal frame over $`M`$ may be expressed as $`E๐(\xi )`$, where $`E`$ is the global frame field given by $`(a^1\frac{}{t},a^1\frac{}{x})`$ and $`๐(\xi )`$ is a boost in the $`t+x`$ direction, i.e.,
$$E๐(\xi )=(\mathrm{cosh}\xi E_0+\mathrm{sinh}\xi E_1,\mathrm{sinh}\xi E_0+\mathrm{cosh}\xi E_1).$$
(48)
Let $`\gamma `$ be a horizontal curve given by $`(t(s),x(s),\xi (s))`$. The equation for parallel propagation of $`\xi `$ along $`\gamma `$ is
$$\dot{\xi }+a^{}a^1\dot{x}=0,$$
(49)
where $`a^{}`$ denotes the derivative of $`a`$ with respect to $`t`$. Expressing the tangent of $`\gamma `$ in the parallel frame $`E๐(\xi )`$ and inserting into the b-length formula (6) gives
$$l(\gamma )=a\left(\dot{t}^2\mathrm{cosh}2\xi 2\dot{t}\dot{x}\mathrm{sinh}2\xi +\dot{x}^2\mathrm{cosh}2\xi \right)^{1/2}ds.$$
(50)
If we parameterise $`\gamma `$ by b-length $`s`$, we get
$$\dot{t}^2\mathrm{cosh}2\xi 2\dot{t}\dot{x}\mathrm{sinh}2\xi +\dot{x}^2\mathrm{cosh}2\xi =a^2.$$
(51)
Now we assume that $`\gamma `$ is an extremal curve with respect to b-length. Since the integrand of (50) is functionally independent of $`x`$, the functional derivative with respect to $`\dot{x}`$ gives a first integral
$$\dot{x}\mathrm{cosh}2\xi \dot{t}\mathrm{sinh}2\xi =\frac{1}{2}a^2A,$$
(52)
where $`A`$ is a constant determined by the initial values at $`s=0`$. It is convenient to introduce an angular parameterisation of the initial values. First, we define null coordinates on $`M`$ by
$$u:=t+x\text{and}v:=tx.$$
(53)
Then we may parameterise the initial conditions as
$$\dot{u}_0:=\sqrt{2}a_0^1e^{\xi _0}\mathrm{cos}\theta \text{and}\dot{v}_0:=\sqrt{2}a_0^1e^{\xi _0}\mathrm{sin}\theta ,$$
(54)
where $`\theta [0,2\pi )`$ is a constant and $`a_0:=a(t_0)`$. With this parameterisation $`A`$ is
$$A=\sqrt{2}a_0(e^{\xi _0}\mathrm{cos}\theta e^{\xi _0}\mathrm{sin}\theta ).$$
(55)
The three equations (49), (51) and (52) are sufficient for determining $`\gamma `$, given initial values for $`t`$, $`x`$, $`\xi `$ and $`\theta `$. It is possible to solve (52) for $`\dot{x}`$, and inserting the solution into (51) we may solve for $`\dot{t}^2`$. Put
$$W:=a^2\mathrm{cosh}2\xi .$$
(56)
Then (49), (51) and (52) are equivalent to the system
$`\dot{t}^2`$ $`=\frac{1}{4}a^4(4WA^2)`$ (57)
$`\dot{x}`$ $`={\displaystyle \frac{A}{2W}}+\dot{t}\mathrm{tanh}2\xi `$ (58)
$`\dot{\xi }`$ $`=a^{}a^1\dot{x}.`$ (59)
For simplicity, we now restrict ourselves to the case when the scale factor is $`a(\overline{t})=\overline{t}^{1/2}`$ (corresponding to a radiation-dominated universe), which will give us an idea about what to expect in general. In the conformal coordinate $`t`$, $`a(t)=t/2`$ and $`a^{}(t)=1/2`$. We are now ready to state the result.
###### Proposition 6.1.
Let $`(M,g)`$ be a two-dimensional Robertson-Walker spacetime with scale factor $`a(\overline{t})=\overline{t}^{1/2}`$. Let $`\gamma `$ be a curve of extremal b-length, parameterised by b-length $`s`$ and starting at $`(t_0,x_0,\xi _0)`$. Also, let $`u=t+x`$ and $`v=tx`$. Suppose that $`t<2t_0`$ on $`\gamma `$. If $`\xi _0>2`$ then
$$|vv_0|<16a_0^1e^\xi s$$
along $`\gamma `$. On the other hand, if $`\xi _0<2`$ then
$$|uu_0|<16a_0^1e^\xi s.$$
###### Proof.
We start by estimating $`W`$, given by (56). Let $`s_1`$ be the largest number such that $`W`$ satisfies
$$\frac{1}{2}<\frac{W}{W_0}<2$$
(60)
on $`[0,s_1)`$. Here $`W_0`$ is the value of $`W`$ at $`s=0`$. We show that either $`t=0`$ or $`t=2t_0`$ at $`s=s_1`$.
If we insert $`a(t)=t/2`$ in (57), we get
$$|t^2\dot{t}|=2\sqrt{4WA^2}2\sqrt{4W}$$
(61)
on $`[0,s_1)`$. Using (60) and integrating then gives
$$|t^3t_0^3|<6\sqrt{8W_0}s.$$
(62)
Next, from (5759) we have
$$\frac{\mathrm{d}}{\mathrm{d}s}\sqrt{W^2a^4}=a^{}a^1A=t^1A.$$
(63)
Using (62) and integrating gives
$$\left|\sqrt{W^2a^4}\sqrt{W_0^2a_0^4}\right|<\frac{|A|}{4\sqrt{8W_0}}\left(t_0^2\left(t_0^36\sqrt{8W_0}s\right)^{2/3}\right)<\frac{|A|}{4\sqrt{8W_0}}t_0^2.$$
(64)
Combining (56) and (55), we find that
$$4W_0A^20,$$
(65)
so the right hand side of (64) is less than $`t_0^2/5`$. Solving (64) for $`W^2`$ and dividing by $`W_0^2`$ we get
$$\frac{W^2}{W_0^2}<\frac{a^4}{W_0^2}+\left(\frac{\sqrt{W_0^2a_0^4}}{W_0}+\frac{t_0^2}{5W_0}\right)^2.$$
(66)
Since $`t<2t_0`$ and $`|\xi _0|>2`$,
$$\frac{W}{W_0}<1.1<2.$$
(67)
Going back to (64) and estimating from below results in
$$\frac{W^2}{W_0^2}>\frac{a^4}{W_0^2}+\left(\frac{\sqrt{W_0^2a_0^4}}{W_0}\frac{t_0^2}{5W_0}\right)^2.$$
(68)
The first term is positive, and expanding the square and applying the conditions on $`t`$ and $`\xi _0`$ gives
$$\frac{W}{W_0}>0.98>\frac{1}{2}.$$
(69)
From (67) and (69) it follows that (60) cannot be violated even at $`s=s_1`$. So unless $`t(s_1)=0`$, the only remaining possibility is that $`t(s_1)=2t_0`$.
The next step is to estimate $`\xi `$ in terms of $`\xi _0`$. Using the definition (56) of $`W`$ and the lower bound of (60) gives
$$e^{2|\xi |}>\mathrm{cosh}2\xi >\frac{t_0^2}{2t^2}\mathrm{cosh}2\xi _0>\frac{1}{16}e^{2|\xi _0|},$$
(70)
hence
$$|\xi |>|\xi _0|\mathrm{ln}4.$$
(71)
We can now provide bounds for $`\dot{u}=\dot{t}+\dot{x}`$ and $`\dot{v}=\dot{t}\dot{x}`$. Suppose that $`\xi _0>2`$. From (57) and (58),
$$|\dot{v}|=\left|(1+\mathrm{tanh}2\xi )\dot{t}+\frac{A}{2W}\right|<W^{1/2}(e^{2\xi }+\sqrt{2}),$$
(72)
where the inequality follows from (65) and (60). But
$$W^{1/2}(e^{2\xi }+\sqrt{2})<2\sqrt{2}a_0^1e^\xi \frac{\mathrm{cosh}\xi }{\sqrt{\mathrm{cosh}2\xi }}<2\sqrt{2}a_0^1e^\xi ,$$
(73)
so using (71) and integrating gives the desired bound on $`|vv_0|`$. The argument for the case when $`\xi _0<2`$ is similar. โ
The problem when trying to use Proposition 6.1 to estimate the extent of $`_{p,ฯต}^\xi `$ is that while we have valid estimates for curves โnearโ $`p`$, it is likely that curves that approach $`t=0`$ will no longer have minimal b-length. In a sense, there will be โconjugate pointsโ with respect to the b-length. Is it possible to find arbitrarily short curves between two distinct null geodesics? It seems unlikely since boosting the frame in order to get close to the singularity will probably make it impossible to move a finite distance in the $`x`$-direction without spending too much b-length. We therefore make the following conjecture.
###### Conjecture 6.2.
In a Robertson-Walker spacetime, with a โphysically reasonableโ equation of state, $`๐ฉ_p=N_p`$.
## 7 Imprisonment and fibre degeneracy
Let $`\gamma :(0,1]OM`$ be a horizontal curve with $`\gamma (t)EOM`$ as $`t0`$. In it was shown that if there are sequences $`t_i0`$ and $`\rho _i0`$ of real numbers such that the following conditions hold, the boundary fibre containing $`E`$ is totally degenerate:
1. the closure of each ball $`๐ฐ_i:=B_{\rho _i}(\gamma (t_i))`$ in $`\overline{OM}`$ is compact and contained in $`OM`$.
2. $`๐`$, the frame components of Riemann tensor viewed as a map from the space of bivectors to the Lie algebra, is invertible on each $`๐ฐ_i`$.
3. $`๐(\gamma (t_i))^1^3sup_{๐ฐ_i}๐^2`$, $`๐(\gamma (t_i))^1^2sup_{๐ฐ_i}_๐`$ and $`๐(\gamma (t_i))^1/\rho _i`$ all tend to $`0`$ as $`t_i0`$. Here $``$ is the mapping norm with respect to the frame in $`OM`$ and a fixed basis in the Lie algebra, respectively.
An explanation of condition 2 is given in Appendix B. We will now investigate if condition 3 is applicable to boundary points arising from imprisoned curves.
Suppose that an incomplete endless curve $`\gamma `$ is (partially or totally) imprisoned in a compact set $`๐ฆ`$. If the spacetime is sufficiently general, in particular, if it is of Petrov type I, some component of the Riemann tensor diverges in a parallel frame along $`\gamma `$ (see , Proposition 8.5.2). For condition 3 to hold, it is necessary that $`๐^10`$, which is true if and only if $`๐(๐)\mathrm{}`$ for all bivectors $`๐`$ with $`๐=1`$ . So several components of $`๐`$ have to diverge in a specific manner.
Let $`p๐ฆ`$ be a cluster point of $`\gamma `$, let $`๐ฐ`$ be a convex normal neighbourhood around $`p`$ and let $`\sigma `$ be a section over $`\overline{๐ฐ}`$. Then $`๐`$ is bounded on $`\sigma (๐ฐ)`$ since $`\sigma (๐ฐ)`$ is contained in a compact set. It is clear from the proof of Lemma 4.1 that a diverging $`๐`$ can only be caused by a diverging Lorentz transformation along $`\gamma `$.
Since $`๐^1`$ is unaffected by spatial rotations, we only need to study the effect of a boost. Fix a frame $`E`$ at a point $`q๐ฐ`$ and put $`E_u:=(1/\sqrt{2})(E_0+E_1)`$ and $`E_v:=(1/\sqrt{2})(E_0E_1)`$. Let $`๐`$ be a boost by an hyperbolic angle $`\xi `$ in the $`E_u`$ direction, as given by equation (32), and let $`๐=E_uE_2`$. Then if $`๐`$ is the Riemann tensor expressed in the boosted frame $`E๐`$ and $`R_{jkl}^i`$ are the components of the Riemann tensor in the fixed frame $`E`$,
$$๐(๐)^2=(R_{2u2}^u)^2+(R_{3u2}^u)^2+o(e^{2\xi }),$$
(74)
where $`o(e^{2\xi })`$ denotes terms less than a constant times $`e^{2\xi }`$ for $`\xi `$ sufficiently large. So there is a bivector $`๐`$ such that $`๐(๐)`$ is bounded away from 0, which implies that $`๐^1\to ฬธ0`$. We conclude that condition 3 does not hold for points in $`OM`$ arising from imprisoned curves. Note that even though the techniques in do not apply, the boundary fibre might still be partially or totally degenerate.
## 8 Discussion
It seems likely that the compactness and non-imprisonedness conditions in Theorem 5.5 may be removed, at least in some cases. A first step would be to extend Proposition 6.1 to cover more general Robertson-Walker spacetimes, and perhaps to other cosmological models. That would give a better handle on b-boundary issues in more realistic cosmologies. Also, in Schwarzschild spacetime it is still unknown if the b-boundary is a set of dimension 0 or 1. Hopefully, the techniques used in section 6.3 can be generalised to cover a two-dimensional version of the Schwarzschild spacetime as well, since in two dimensions the inner part (i.e., inside the event horizon) can be written in the Robertson-Walker form (46) for a particular choice of scale factor $`a(\overline{t})`$.
It would also be interesting to obtain a fibre degeneracy theorem, similar to the one in , that is applicable to the imprisoned curve setting. It seems probable that only partial degeneracy can be expected in this case. However, very different techniques will be needed than those used in .
## Acknowledgements
I am indebted to my thesis advisor Clarissa-Marie Claudel, in particular for some of the ideas explored in section 5 and section 6, and to V. Perlick of course, whose comments on variations of b-length I have paraphrased in section 3.
## Appendix A Horizontal curves
When working in the pseudo-orthonormal frame bundle $`OM`$ it is often convenient to restrict attention to horizontal curves. A statement of the following form can be found in the literature (cf. , p. 442 and , pp. 36โ38).
###### Claim.
Let $`\stackrel{~}{\lambda }:[0,a)OM`$ be a finite curve and let $`\overline{\lambda }`$ be the horizontal lift of $`\pi \stackrel{~}{\lambda }`$ with $`\overline{\lambda }(0)=\stackrel{~}{\lambda }(0)`$. Then
$$l(\overline{\lambda })l(\stackrel{~}{\lambda }).$$
(75)
However, this statement is generally false, as we will now see. Given $`\stackrel{~}{\lambda }`$ and $`\overline{\lambda }`$ as above, there is a curve $`๐`$ in $``$ such that $`\stackrel{~}{\lambda }(t)=\overline{\lambda }(t)๐(t)`$ for all $`t[0,a)`$, with $`๐(0)=\delta `$, the identity in $``$. Then
$$\dot{\stackrel{~}{\lambda }}(t)=R_{๐(t)}(\dot{\overline{\lambda }}(t))+\frac{\mathrm{d}}{\mathrm{d}s}|_{s=t}\left(R_{๐(s)}(\overline{\lambda }(t))\right)=R_{๐(t)}(\dot{\overline{\lambda }}(t))+\phi (๐^1\dot{๐}),$$
(76)
where $`\phi `$ is the canonical isomorphism from the Lie algebra $`๐ฉ`$ to the vertical subspace $`V(OM)`$ of $`T(OM)`$ at $`\stackrel{~}{\lambda }(t)`$ . Now
$$๐ฝ(\dot{\stackrel{~}{\lambda }})=๐ฝ(R_๐\dot{\overline{\lambda }})=๐^1๐ฝ(\dot{\overline{\lambda }})$$
(77)
because of the transformation properties of the canonical 1-form $`๐ฝ`$ under the right action of $``$ . Also
$$๐(\dot{\stackrel{~}{\lambda }})=\phi ^1(\mathrm{ver}\dot{\stackrel{~}{\lambda }})=๐^1\dot{๐},$$
(78)
where $`\mathrm{ver}\dot{\stackrel{~}{\lambda }}`$ is the vertical component of $`\dot{\stackrel{~}{\lambda }}`$ . We conclude that
$$l(\stackrel{~}{\lambda })=_0^a\left(๐^1๐ฝ(\dot{\overline{\lambda }})^2+๐^1\dot{๐}^2\right)^{1/2}dt.$$
(79)
It seems that the mistakes in and stem from neglecting the $`๐^1`$ factor, which originates from the b-norm being evaluated at different points in the fibre over $`\pi \stackrel{~}{\lambda }(t)`$.
As an example, consider a null geodesic $`\gamma `$ with horizontal lift $`\overline{\gamma }`$, affinely parameterised by $`t[0,a)`$. Let $`\stackrel{~}{\gamma }`$ be the curve given by $`\stackrel{~}{\gamma }(t)=\overline{\gamma }(t)๐(t)`$ where $`๐(t)`$ is a Lorentz boost in the direction of $`\dot{\gamma }`$ by an hyperbolic angle $`\xi (t)`$ with $`\xi (0)=0`$. Then
$$l(\stackrel{~}{\gamma })=_0^a\left(2\dot{\xi }(t)^2+e^{2\xi (t)}\right)^{1/2}dt,$$
(80)
which certainly can be made smaller than $`l(\overline{\gamma })=a`$ by an appropriate choice of $`\xi (t)`$.
However, note that in the frame bundle of a Riemannian manifold,
$$๐^1๐ฝ(\dot{\overline{\lambda }})=|๐ฝ(\dot{\overline{\lambda }})|$$
(81)
since in that case $`๐O(4)`$, the orthogonal transformation group. It follows that (79) reduces to
$$l(\stackrel{~}{\lambda })=_0^a\left(|๐ฝ(\dot{\overline{\lambda }})|^2+๐^1\dot{๐}^2\right)^{1/2}dt_0^a|๐ฝ(\dot{\overline{\lambda }})|dt=l(\overline{\lambda }).$$
(82)
This result was used by Schmidt in proving that the b-completion is equivalent to the Cauchy completion in the Riemannian case.
In the Lorentzian case, it is still possible to find a connection between the lengths of horizontal curves and more general curves, being almost as strong as the relation (75) for short curves.
###### Proposition A.1.
Let $`\stackrel{~}{\lambda }:[0,a)OM`$ be a curve with finite b-length, and let $`\overline{\lambda }`$ be the horizontal lift of $`\pi \stackrel{~}{\lambda }`$ with $`\overline{\lambda }(0)=\stackrel{~}{\lambda }(0)`$. Then
$$l(\overline{\lambda })e^{l(\stackrel{~}{\lambda })}1.$$
(83)
###### Proof.
We may assume that $`\stackrel{~}{\lambda }`$ is parameterised by b-length and that $`\stackrel{~}{\lambda }(t)=\overline{\lambda }(t)๐(t)`$ for some curve $`๐`$ in $``$, with $`๐(0)=\delta `$. Then by (79),
$$|\dot{\stackrel{~}{\lambda }}|^2=|๐ฝ(\dot{\stackrel{~}{\lambda }})|^2+๐^1\dot{๐}^2=1,$$
(84)
so $`|๐ฝ(\dot{\stackrel{~}{\lambda }})|1`$. Since $`๐(t)`$ is a curve in $``$, there is a curve $`\mu `$ in the Lie algebra $`๐ฉ`$ such that $`๐(t)=\mathrm{exp}\mu (t)`$, where $`\mathrm{exp}`$ is the exponential map $`๐ฉ`$ and $`\mu (0)=0`$. Then by (84), $`|\dot{\mu }|=๐^1\dot{๐}1`$. It follows that
$$\frac{\mathrm{d}}{\mathrm{d}t}|\mu ||\dot{\mu }|1,$$
(85)
which on integration gives $`|\mu |t`$. Thus
$$๐|\mathrm{exp}\mu |e^{|\mu |}e^t,$$
(86)
so using (77) gives
$$l(\overline{\lambda })=_0^a|๐๐ฝ(\dot{\stackrel{~}{\lambda }})|dt_0^ae^tdt=e^a1.$$
(87)
Proposition A.1 then reestablishes the result in section 3.13 of , p. 441, and the crucial steps in the proof of Proposition 3.2.1 of , p. 38.
## Appendix B Invertibility of the Riemann tensor
This section serves to clarify the invertibility condition on the Riemann tensor in a given frame, viewed as a linear map from the space of bivectors to the Lie algebra of the Lorentz group. Clearly, if $`๐`$ is invertible in one frame at a point $`pM`$, it is invertible in any other frame at $`p`$. We restrict attention to the vacuum case when $`๐=๐`$, the Weyl tensor, for simplicity. We will investigate the relation between invertibility of $`๐`$ and Petrov types, so we use a spinor formalism (see, e.g., and ). This requires a change of signature of the metric, which has no influence on the invertibility. Also, we may study $`๐_{abcd}=\eta _{ae}๐_{bcd}^e`$ instead of $`๐_{bcd}^a`$. In spinor form, we have
$$๐_{abcd}=๐_{ABCDA^{}B^{}C^{}D^{}}=\mathrm{\Psi }_{ABCD}ฯต_{A^{}B^{}}ฯต_{C^{}D^{}}+\overline{\mathrm{\Psi }}_{A^{}B^{}C^{}D^{}}ฯต_{AB}ฯต_{CD},$$
(88)
where $`\mathrm{\Psi }_{ABCD}`$ is the symmetric Weyl spinor. Any bivector $`๐^{cd}`$ may be decomposed as
$$๐^{cd}=๐^{CDC^{}D^{}}=\varphi ^{CD}ฯต^{C^{}D^{}}+\overline{\varphi }^{C^{}D^{}}ฯต^{CD}$$
(89)
where $`\varphi ^{CD}`$ is a symmetric spinor. Let $`๐ฎ^2`$ be the space of symmetric contravariant valence 2 spinors, and let $`๐ฎ^2`$ be the dual space of $`๐ฎ^2`$. It is easily found that $`๐_{abcd}๐^{cd}=0`$ for some bivector $`๐^{cd}`$ if and only if $`\mathrm{\Psi }_{ABCD}\varphi ^{CD}=0`$ for some $`\varphi ^{CD}๐ฎ^2`$. So $`๐`$ is invertible if and only if $`\mathrm{\Psi }:๐ฎ^2๐ฎ^2`$ is invertible.
Given a spin basis $`o^A,\iota ^A`$, we define a basis for $`๐ฎ^2`$ by
$$E_1^{AB}=o^Ao^B,E_2^{AB}=o^{(A}\iota ^{B)}\text{and}E_3^{AB}=\iota ^A\iota ^B.$$
(90)
Then the corresponding dual basis for $`๐ฎ^2`$ is
$$E_{AB}^1=\iota _A\iota _B,E_{AB}^2=o_{(A}\iota _{B)}\text{and}E_{AB}^3=o_Ao_B.$$
(91)
In this basis, $`\mathrm{\Psi }:๐ฎ^2๐ฎ^2`$ may be written as
$$\mathrm{\Psi }=\left[\begin{array}{ccc}\mathrm{\Psi }_0& \mathrm{\Psi }_1& \mathrm{\Psi }_2\\ \mathrm{\Psi }_1& \mathrm{\Psi }_2& \mathrm{\Psi }_3\\ \mathrm{\Psi }_2& \mathrm{\Psi }_3& \mathrm{\Psi }_4\end{array}\right].$$
(92)
Thus the determinant $`det\mathrm{\Psi }`$ is one of the two independent curvature scalars that can be constructed from the Weyl tensor. Since the invertibility of $`\mathrm{\Psi }`$ is independent of the choice of spin basis, we can choose $`o^A`$ as one of the principal null directions of $`\mathrm{\Psi }_{ABCD}`$. Then $`\mathrm{\Psi }_0=0`$, and the determinant of $`\mathrm{\Psi }`$ becomes
$$det\mathrm{\Psi }=\mathrm{\Psi }_2^3+2\mathrm{\Psi }_1\mathrm{\Psi }_2\mathrm{\Psi }_3\mathrm{\Psi }_1^2\mathrm{\Psi }_4.$$
(93)
Now if the Weyl tensor is of type III, N or O, three principal spinors of $`\mathrm{\Psi }`$ coincide. If we choose this repeated spinor as $`o^A`$, $`\mathrm{\Psi }_1=\mathrm{\Psi }_2=0`$, so $`\mathrm{\Psi }`$ is singular. On the other hand, if only two principal spinors coincide, i.e., the Weyl tensor is of type II or D, $`\mathrm{\Psi }_1=0`$ and $`\mathrm{\Psi }_20`$ so $`\mathrm{\Psi }`$ is invertible.
It remains to study the most general case with no repeated principal spinors (Petrov type I). We may choose $`o^A`$ and $`\iota ^A`$ as two of the four principal spinors. Then $`\mathrm{\Psi }_0=\mathrm{\Psi }_4=0`$, and we may write $`\mathrm{\Psi }_{ABCD}=o_{(A}\iota _B\alpha _C\beta _{D)}`$ for two linearly independent spinors $`\alpha _A`$ and $`\beta _A`$. Let
$$\alpha _A=\alpha _0o_A+\alpha _1\iota _A\text{and}\beta _A=\beta _0o_A+\beta _1\iota _A.$$
(94)
Then
$$\mathrm{\Psi }_1=\frac{1}{4}\alpha _1\beta _1,\mathrm{\Psi }_2=\frac{1}{6}(\alpha _0\beta _1+\alpha _1\beta _0)\text{and}\mathrm{\Psi }_3=\frac{1}{4}\alpha _0\beta _0.$$
(95)
Now (93) is
$$det\mathrm{\Psi }=\mathrm{\Psi }_2(\mathrm{\Psi }_2^22\mathrm{\Psi }_1\mathrm{\Psi }_3),$$
(96)
and the second factor is
$$\frac{1}{288}(\alpha _0\beta _1+\alpha _1\beta _0)^2+\frac{1}{32}(\alpha _0\beta _1\alpha _1\beta _0)^2.$$
(97)
So if $`\mathrm{\Psi }`$ is singular, we must have
$$\alpha _0\beta _1=2\alpha _1\beta _0$$
(98)
up to an interchange of $`\alpha `$ and $`\beta `$. The algebraic condition (98) corresponds to two real equations, so it can be expected to hold on a subset of codimension two in $`M`$ for generic spacetimes. In particular, the solution set has empty interior.
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# 1 Introduction
## 1 Introduction
Over twenty years ago Comtet showed that the equations for the cylindrically symmetric multi-instantons of Yang-Mills theory given by Witten correspond to minimal surface equations. He proved this equivalence at the level of the equations of motion. I extend his analysis and show that multi instantons are represented by minimal surfaces in every aspects, including the topological charge, the moduli and the anti-self-dual solutions. In particular the issue of the topological charge of instantons in terms of topological properties of the minimal surfaces is quite subtle because the minimal surfaces that appear are non-compact and have infinite total curvature. So there is no well-defined notion of Euler number for these surfaces. We will show that a finite (renormalized) topological invariant, which will correspond to the topological charge of the instanton, can be defined for these surfaces. Through this construction there is also a natural way of defining a metric in the configuration space of the gauge fields.
Minimal surfaces also show up in the self-dual solutions of Einsteinโs equations in four dimensions. Nutku demonstrated that Gibbons-Hawking multi gravitational instantons can be obtained from minimal surfaces in three dimensions. The correspondence follows by showing that the equations for the Ricci-flat Kรคhler metrics with (anti) self-dual curvature are exactly minimal surface equations in three dimensions. So the conclusion is that for every minimal surface there is a gravitational instanton.
Immediate physical relevance of the minimal surface and instanton equivalence is not clear. But one is tempted to speculate that this correspondence is reminiscent of string/gauge fields duality along the lines of . According to Polyakov gauge invariant objects, presumably Wilson loops, are expected to have string theory representations. In this paper we will show that certain multi-instantons (objects which have gauge invariant properties) are represented by minimal surfaces which would mean a Euclidean version of gauge fields/strings duality. We will not pursue this interpretation any further in this paper but leave it to future work.
The outline of the paper is as follows. In section 2 we give a review of the cylindrically symmetric multi instanton solution in four dimensions. In section 3 we describe minimal surfaces in three dimensional Minkowski space and show that the equations describing the minimal surfaces are equivalent to the self-duality equations of the four dimensional gauge fields. In section 3 we also define a metric on the configuration space of the gauge fields by using the metric in the minimal surface. In section 4 we find the minimal surfaces that correspond to the trivial vacuum solution and the BPST instanton and anti-instanton solutions. In section 5 by using dimensional reduction we describe charge one BPS monopole in terms of geodesics in the minimal surfaces. Section 6 consists of conclusions and discussions.
## 2 Multi-instantons
In this section we will give a brief review of Wittenโs results. Multi-instantons on a line in $`^4`$ are finite action solutions of the self-dual Yang-Mills fields which can be represented in the following form,
$`A_j^a(\stackrel{}{x})={\displaystyle \frac{1}{r}}\left[ฯต_{kj}^a\widehat{x}^k(1+\phi _2)+\delta _j^a\phi _1+(rA_1+\phi _1)\widehat{x}^a\widehat{x}_j\right]`$
$`A_0^a(\stackrel{}{x})=A_0\widehat{x}^a`$ (1)
where all $`\phi _i`$, $`A_i`$ are functions of the three dimensional radius $`r[0,\mathrm{}]`$ and the Euclidean time $`t[\mathrm{},\mathrm{}]`$. We will work exclusively with the gauge group $`SU(2)`$ so $`a=(1,2,3)`$. $`\widehat{x}^a`$ are unit vectors. Setting the coupling constant to unity, the Euclidean Yang-Mills action reduces to the Abelian-Higgs model in a curved space.
$`S_{YM}`$ $`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle _^4}d^4xF_{\mu \nu }^aF_{\mu \nu }^a`$ (2)
$`=`$ $`8\pi {\displaystyle _U}d^2x\sqrt{g}\left\{{\displaystyle \frac{1}{2}}g^{\mu \nu }D_\mu \phi _iD_\nu \phi _i+{\displaystyle \frac{1}{8}}g^{\mu \alpha }g^{\mu \beta }F_{\mu \alpha }F_{\alpha \beta }+{\displaystyle \frac{1}{4}}(1\phi _i^2)^2\right\}`$
Where $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$ and $`D_\mu \phi _i=_\mu \phi _i+ฯต_{ij}A_\mu \phi _j`$. $`U`$ is the upper-half plane with the Poincarรฉ metric $`g^{\mu \nu }=r^2\delta ^{\mu \nu }`$, yielding $`ds^2=r^2(dr^2+dt^2)`$<sup>2</sup><sup>2</sup>2Clearly for these cylindrically symmetric fields Yang-Mills theory in $`^4`$ is equivalent to a non-conformal theory in $`AdS_2\times S^2`$, where, $`AdS_2`$ has infinite and $`S^2`$ has a unit radius and the conformal structure is fixed by choosing the Poincarรฉ metric on $`AdS_2`$. The (Gaussian) scalar curvature is $`K_U=1`$. From the self-duality (anti self-duality), $`F_{\mu \nu }^a=\pm \stackrel{~}{F}_{\mu \nu }^a`$ condition equations of motion read as
$`D_0\phi _1=\pm D_1\phi _2D_1\phi _1=D_0\phi _2r^2F_{01}=\pm (1\phi _1^2\phi _1^2)`$ (3)
The sign on the top refers the self-dual and the lower one to anti-self-dual solutions. There is clearly a $`U(1)`$ symmetry in this reduced theory. For later use let us write down how this symmetry acts on the fields.
$`\stackrel{~}{\phi _1}=\phi _1\mathrm{cos}\theta +\phi _2\mathrm{sin}\theta ,\stackrel{~}{\phi _2}=\phi _1\mathrm{sin}\theta +\phi _2\mathrm{cos}\theta ,\stackrel{~}{A_\mu }=A_\mu _\mu \theta `$ (4)
$`\theta `$ is a function of $`r`$ and $`t`$. We can pick up the Lorentz gauge $`_\mu A_\mu =0`$ which can be solved by $`A_\mu =ฯต_{\mu \nu }_\nu \psi `$. Then defining $`\phi _1=e^\psi \chi _1`$ and $`\phi _2=e^\psi \chi _2`$ the first two equations in (3) reduce to the Cauchy-Riemann equations for the analytic function, $`f(z)=\chi _1i\chi _2`$.
$`_0\chi _1=_1\chi _2_1\chi _1=_0\chi _2`$ (5)
Where $`z=r+it`$. The last equation in (3) becomes the Liouville equation in the curved space
$`r^2\mathrm{\Delta }\psi =|f|^2e^{2\psi }1`$ (6)
The most general solution to this equation is given by
$`\psi =\mathrm{log}\left({\displaystyle \frac{2r}{(1|g|^2)|h|}}\right),g(z)={\displaystyle \underset{i=1}{\overset{k}{}}}\left({\displaystyle \frac{a_iz}{\stackrel{}{a_i}+z}}\right)`$
$`h(z)=i{\displaystyle \underset{i=1}{\overset{k}{}}}(\stackrel{}{a_i}+z)^2,\phi _1i\phi _2=h{\displaystyle \frac{dg}{dz}}e^\psi `$ (7)
Where $`|g|^2=\stackrel{}{g}`$ $`g`$. For non-singular $`\psi `$ we have $`|g|=1`$ at $`r=0`$, $`|g|<1`$ for $`r>0`$ and $`a_i`$ are constants for which $`Re(a_i)>0`$. $`k=1`$ solution corresponds to the vacuum and $`k=2`$ corresponds to the BPST instanton. The locations of the zeros of $`dg/dz`$ are gauge invariant and real part of a zero of this function corresponds to the instanton size and the imaginary part corresponds to the point on the $`t`$ axis where the instanton is located. A careful counting shows that 2 of the parameters in (7) are gauge artifacts and there are $`2(k1)`$ parameters for a generic solution with $`k1`$ topological number.
The topological charge of the theory is
$`Q=\pm {\displaystyle \frac{1}{8\pi ^2}}{\displaystyle d^4xF_{\mu \nu }^a\stackrel{~}{F}_{\mu \nu }^a}=\pm {\displaystyle \frac{1}{4\pi }}{\displaystyle d^2xฯต_{\mu \nu }F_{\mu \nu }}`$ (8)
The four dimensional topological charge reduces to the magnetic flux in the Abelian-Higgs model. The magnetic flux is equal to the number of zeros of $`dg/dz`$ multiplied by $`2\pi `$ giving $`Q=k1`$
For later use I will write down the topological charge in the following form
$`Q=\pm {\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐t{\displaystyle _0^{\mathrm{}}}๐r{\displaystyle \frac{1}{r^2}}(1\phi _1^2\phi _2^2)`$ (9)
In the next section I will describe minimal surfaces in $`^{2,1}`$ and show that they carry all the properties of the multi-instantons that we described above.
## 3 Minimal Surfaces
Before we give a detailed description of minimal surfaces let us mention that even a cursory look at the self-duality equations suggests that some kind of special surfaces will arise in the configuration space of this theory. We start with four functions, $`A_0,A_1,\phi _1,\phi _2`$, of $`r`$ and $`t`$. The choice of gauge eliminates one of the functions, i.e. $`A_0=A_1`$, and we end up with three which describe a generic surface. Comtet showed that self-duality equations (3) make this surface a minimal surface.
Let us recall that a surface in $`^3`$ is a differentiable map $`f`$ from a domain $`\mathrm{\Sigma }`$ into $`^3`$. Such a surface, in the non-parametric form $`z=f(x,y)`$, will be minimal if it satisfies
$`f_{xx}(1+f_y^2)2f_xf_yf_{xy}+f_{yy}(1+f_x^2)=0,`$ (10)
where $`f_x`$ denotes partial differentiation. This equation describes the surfaces with vanishing mean curvature and it can be obtained by minimizing the area of the surface.
$`A={\displaystyle _\mathrm{\Sigma }}\sqrt{1+f_x^2+f_y^2}๐x๐y`$ (11)
A general conformal immersion solution to the minimal surface equation is given by the Weierstrass representation. <sup>3</sup><sup>3</sup>3There is a nice spinor representation of minimal surfaces which may turn out to be quite useful for physics . The spinor bundle $`S`$ over $`\mathrm{\Sigma }`$ is a two dimensional vector bundle which is $`S=\mathrm{\Lambda }^0\mathrm{\Lambda }^{(1,0)}`$. So one defines the spinor $`\xi =(g,\eta )`$. The minimal surface equation is given by the Dirac equation for this spinor, $`D(\xi )=0`$
$`f=\text{Re}\left({\displaystyle (1g^2,i(1+g^2),2g)\eta }\right):\mathrm{\Sigma }^3`$ (12)
Where $`g`$ is a holomorphic function and $`\eta `$ is a holomorphic 1-form.
For our purposes non-parametric description, which would mean eliminating $`r`$ and $`t`$ from the gauge fields, is not suitable. Moreover not all the minimal surfaces can be represented in the non-parametric form. So we will use an other description which will make the instanton-minimal surface correspondence more transparent. As it is clear from the previous section the minimal surfaces that will appear are smooth sub-domains of the upper-half-plane ,$`U`$, with the Poincarรฉ metric of constant negative curvature. Due to a theorem of Hilbert we can not embed $`U`$ in $`^3`$. So we will consider the Minkowski space $`^{2,1}`$ as the embedding space.
Using the notations of let us consider a surface $`\mathrm{\Sigma }`$ in $`^{2,1}`$. Define orthonormal frames, $`(\stackrel{}{e_\mu })`$, on the surface. Here $`\mu `$ = $`(1,2,3)`$. They satisfy $`\stackrel{}{e_\mu }\stackrel{}{e_\nu }=g_{\mu \nu }`$. Where $`g_{\mu \nu }=\text{diag}(1,1,1)`$. And we take $`(\stackrel{}{e_3})`$ to be orthogonal to the surface. We expect our surface to be smooth (at least twice differentiable) so we can use isothermal coordinates $`(u,v)`$ for which the line element on the surface takes the form
$`ds^2=\lambda ^2(u,v)(du^2+dv^2)`$ (13)
There are two 1-forms on the surface which we define as
$`\sigma _1=\lambda (u,v)du,\sigma _2=\lambda (u,v)dv`$ (14)
A point, $`\stackrel{}{x}`$, which is restricted to move on the surface satisfies
$`d\stackrel{}{x}=\sigma _i\stackrel{}{e_i},`$ (15)
where summation is implied for $`i=(1,2)`$. We need to write down how the frame moves. Let us define
$`d\stackrel{}{e_\mu }=\omega _{\mu \nu }\stackrel{}{e_\alpha }g^{\nu \alpha },`$ (16)
where $`\omega _{\mu \nu }`$ are antisymmetric one forms. Using these structure equations one can derive the integrability conditions (or Gauss-Codazzi equations).
$`d\omega _{\mu \nu }\omega _{\mu \alpha }\omega _{\beta \nu }g^{\alpha \beta }=0d\sigma _\mu \omega _{\mu \nu }\sigma _\alpha g^{\nu \alpha }=0`$ (17)
For the surface we have $`\sigma _3=0`$. These formulae define a general surface which is not necessarily minimal. Gaussian and the mean curvature of this surface are defined in the following way
$`K(u,v)={\displaystyle \frac{1}{\lambda ^2}}\mathrm{\Delta }\mathrm{log}\lambda ,{\displaystyle \frac{1}{4}}ฯต_{\mu \nu \alpha }\omega _{\beta \gamma }\sigma _\delta g^{\mu \beta }g^{\nu \gamma }g^{\alpha \delta }H(u,v)\sigma _1\sigma _2`$ (18)
Here $`\sigma _1\sigma _2`$ is the area of the surface. For the minimal surfaces $`H(u,v)=0`$. So eventually we have the following sets of equations for the minimal surface
$`d\sigma _1=\stackrel{~}{\omega }\sigma _2,d\sigma _2=\stackrel{~}{\omega }\sigma _1,d\omega _1=\stackrel{~}{\omega }\omega _2`$
$`d\omega _2=\stackrel{~}{\omega }\omega _1,d\stackrel{~}{\omega }=\omega _1\omega _2\sigma _1\omega _1+\sigma _2\omega _2=0`$
$`\sigma _1\omega _2\sigma _2\omega _1=0`$ (19)
We have defined $`\omega _{\mathrm{1\hspace{0.17em}2}}=\stackrel{~}{\omega }`$ , $`\omega _{\mathrm{1\hspace{0.17em}3}}=\omega _1`$ and $`\omega _{\mathrm{2\hspace{0.17em}3}}=\omega _2`$. These one-forms can be expressed as linear combinations of $`\sigma _1`$ and $`\sigma _2`$. Looking at the above equations and using (14) one obtains
$`\omega _1=p(u,v)du+q(u,v)dv`$
$`\omega _2=q(u,v)dup(u,v)dv`$
$`\stackrel{~}{\omega }=a(u,v)du+b(u,v)dv`$ (20)
Finally we have the following differential equations which describe the minimal surfaces
$`\dot{p}q^{}=ap+bq\dot{a}b^{}=p^2+q^2\dot{q}+p^{}=aqbp`$ (21)
In addition to these there are two more equations which will give us the conformal factor in the metric.
$`\dot{\lambda }=a\lambda \lambda ^{}=b\lambda `$ (22)
where $`\dot{p}=\frac{p}{v}`$ and $`p^{}=\frac{p}{u}`$ etcโฆ The claim is that these equations are equivalent to the self-duality equations (3) this can be proved by making the following identifications <sup>4</sup><sup>4</sup>4 Equivalently one can choose the following identification; $`v=r`$, $`u=t`$, $`q=\frac{\phi _1}{r}`$, $`p=\frac{\phi _2}{r}`$, $`a=A_0\frac{1}{r}`$ and $`b=A_1`$.
$`u=r,v=t,b={\displaystyle \frac{1}{r}}A_o`$
$`p={\displaystyle \frac{\phi _1}{r}},q={\displaystyle \frac{\phi _2}{r}}a=A_1`$ (23)
Anti-self-dual solutions can be obtained by
$`b={\displaystyle \frac{1}{r}}+A_oa=A_1q={\displaystyle \frac{\phi _1}{r}},p={\displaystyle \frac{\phi _2}{r}}`$ (24)
With these identifications, recasting Comtetโs argument, we have shown that the minimal surface equations (21) are exactly equivalent to multi-instanton equations (3). We also need to find a topological invariant in the minimal surface which should correspond to the topological charge of the instanton. The Gaussian curvature of the surface can be calculated to give
$`K(r,t)={\displaystyle \frac{1}{r^2\lambda ^2}}(\phi _1^2+\phi _2^2).`$ (25)
A naive topological invariant for the minimal surface would be the total curvature,
$`\chi ={\displaystyle ๐AK(r,t)}={\displaystyle _{\mathrm{}}^{\mathrm{}}}๐t{\displaystyle _0^{\mathrm{}}}๐r{\displaystyle \frac{1}{r^2}}(\phi _1^2+\phi _2^2)`$ (26)
which clearly diverges. We will resolve this issue in the next section.
Minimal surface equations enjoy the $`U(1)`$ symmetry (4) in the following way
$`\stackrel{~}{p}=p\mathrm{cos}\theta +q\mathrm{sin}\theta ,\stackrel{~}{q}=p\mathrm{sin}\theta +q\mathrm{cos}\theta ,`$
$`\stackrel{~}{a}=a+\theta ^{}\stackrel{~}{b}=b+\dot{\theta }`$ (27)
The gauge invariance of the equations involving $`\lambda `$ can also be shown by first noting that,
$`\lambda (r,t)=\text{exp}\{{\displaystyle _{t_0}^t}a๐t+{\displaystyle _{r_0}^r}b๐r\}`$ (28)
We know how $`a`$ and $`b`$ transform from (27). So we find that $`\lambda `$ transforms as
$`\stackrel{~}{\lambda (r,t)}=\lambda (r,t)\text{exp}\{{\displaystyle _{t_0}^t}\theta ^{}๐t+{\displaystyle _{r_0}^r}\dot{\theta }๐r\}`$ (29)
Using this one can show that (22) are gauge invariant if the gauge parameter $`\theta `$ is a harmonic function.
We have shown that self-duality equations are in one to one correspondence with the equations that define a minimal surface. We have two more equations (22) on the minimal surface which will give us the metric on the surface. We will interpret this metric as a metric on the configuration space of the gauge fields. Using the equations (23) and the solution (7) one obtains the conformal factor and the metric for the self-dual solutions as
$`\lambda (r,t)=re^{\psi (r,t)}=(1|g|^2)|h|,ds^2=(1|g|^2)^2|h|^2(dr^2+dt^2)`$ (30)
This is the metric on a minimal surface ( and configuration space of gauge fields) that corresponds to a charge $`k1`$ instanton. All the details of the minimal surfaces can be read off directly from the solutions of the self-duality equations. Of course the other way around is also possible by solving the minimal surface equations. For the anti-self-dual solutions we have
$`\lambda (r,t)=re^{\psi (r,t)}={\displaystyle \frac{r^2}{(1|g|^2)|h|}},ds^2={\displaystyle \frac{r^4}{(1|g|^2)^2|h|^2}}(dr^2+dt^2)`$ (31)
In $`\lambda (r,t)`$ I have suppressed an overall constant factor.
## 4 BPST as a minimal surface
We start with the trivial vacuum solution, $`k=1`$, which is both self-dual and anti-self-dual. The general solution (7) yields $`\phi _2=1`$ and $`\phi _1=A_0=A_1=0`$. The metric on the field space (the minimal surface) and the Gaussian curvature are,
$`ds_{vacuum}^2=r^2(dr^2+dt^2)K_{vacuum}={\displaystyle \frac{1}{r^4}}`$ (32)
This is the Robertson-Walker metric. There is a singularity at the origin and the horizon is at infinity. From gauge theory side we know that the instanton number of the trivial vacuum is zero. As a minimal surface we need to look at the total Gaussian curvature which turns out to be infinite. This is not a big surprise as we saw in the previous section. Our minimal surfaces are embedded in the upper-half plane with the Poincare metric, for which $`K_U=1`$. The total curvature of the $`U`$-plane is infinite simply because it is non-compact and has an infinite area. The lesson we learn from the vacuum solution is that we need to renormalize the total curvature of the minimal surface in order to get the correct topological charge of the gauge theory solutions. Let us write down a general formula which will be true for all instanton solutions. <sup>5</sup><sup>5</sup>5This renormalization/regularization is rather standard in gravity and it was first outlined by Gibbons and Hawking in the context of four dimensional gravity. See also . The reader might wonder why the boundary contributions to the topological charges are not being considered. The reason is that the boundary term would be an integral of the trace of the second fundamental form of the surface, which is the the mean curvature which vanishes for the minimal surfaces by definition.
$`Q={\displaystyle \frac{1}{2\pi }}\left({\displaystyle K_U๐A}+{\displaystyle K_\mathrm{\Sigma }๐A}\right)`$ (33)
Using the Gaussian curvature $`K_\mathrm{\Sigma }`$ (25) of the minimal surface and $`K_U=1`$ of the Poincare plane one gets the topological number for the instanton (9). This is a perfectly a well-defined finite number which, as we stated before, is equal to $`\pm (k1)`$
Now we will find the minimal surface corresponding to the BPST instanton. Choosing $`k=2`$ one has
$`h(z)=i(\stackrel{}{a_1}+z)^2(\stackrel{}{a_2}+z)^2g(z)={\displaystyle \frac{(a_1z)(a_2z)}{(\stackrel{}{a_1}+z)(\stackrel{}{a_2}+z)}}`$ (34)
There are four arbitrary parameters but a check of the zero of $`dg(z)/dz`$ shows that two of these parameters are redundant. The physical parameters are
$`t_0={\displaystyle \frac{\text{Im}(a_1a_2)}{\text{Re}(a_1+a_2)}},\rho ^2=t_0^2+{\displaystyle \frac{\text{Re}[\stackrel{}{a_1}\stackrel{}{a_2}(a_1+a_2)]}{\text{Re}(a_1+a_2)}},`$ (35)
where $`t_0`$ is the location of the instanton on the time axis and the $`\rho _0`$ is the size of it. The metric for the self-dual solutions follows as
$`ds_{BPST}^2=r^2[r^2+(tt_0)^2+\rho ^2]^2(dr^2+dt^2)`$ (36)
It is crucial that we get the $`r^2`$ factor in front. It is the factor that cancels the infinity in the topological charge of the minimal surface ( instanton ) as we have seen in the vacuum case. This is again a Robertson-Walker type metric. Given the metric above one readily calculates the curvature of the minimal surface that corresponds to the BPST instanton. The curvature has a singularity at the origin. To obtain the topological charge we use (33). The second factor in (36) gives a $`2\pi `$ contribution to the total curvature and we obtain $`Q=1`$. For the sake of completeness let us denote that
$`\psi (r,t)=\mathrm{log}{\displaystyle \frac{1}{2}}[r^2+(tt_0)^2+\rho ^2]`$ (37)
The rest of the functions (for the gauge-fields or the minimal surfaces ) can be found trivially. Anti-BPST solution with topological charge $`1`$, follows similarly.
$`ds_{antiBPST}^2={\displaystyle \frac{r^2}{[r^2+(tt_0)^2+\rho ^2]^2}}(dr^2+dt^2)`$ (38)
## 5 BPS Monopole and Geodesics
It is quite instructive to apply the results of the previous sections to the BPS monopoles. In pure Yang-Mills theory BPS monopoles can appear in a number of different ways. For example Rossi showed that infinite number of instantons ( $`k\mathrm{}`$ ) with the same instanton size and regular separation (periodic instantons) on a line appear as a BPS monopole in the limit of vanishing separation. A more direct (at the end equivalent) way is to consider all the fields to be independent of โtimeโ $`t`$<sup>6</sup><sup>6</sup>6We can only get a charge one monopole through this construction. Hitchin gave an implicit construction of multi-monopoles from geodesics. So self-duality equations become
$`A_0\phi _2=_r\phi _2A_1\phi _1,_r\phi _1+A_1\phi _2=A_0\phi _1,r^2_rA_0=1\phi _1^2\phi _2^2`$ (39)
The solution given by is
$`A_0={\displaystyle \frac{1}{r}}\mathrm{coth}(r),\phi _2={\displaystyle \frac{r}{\mathrm{sinh}(r)}},A_1=\phi _1=0`$ (40)
In fact one obtains a one-dimensional moduli of solutions corresponding to the value of $`A_0(\mathrm{})`$, which I have assumed to be $`1`$ here.
After dimensional reduction the minimal surface equations become
$`q^{}=bq,b^{}=(p^2+q^2),p^{}=bp,\lambda ^{}=b\lambda `$ (41)
The solution follows as
$`a=p=0,q={\displaystyle \frac{1}{\mathrm{sinh}(r)}},b=\mathrm{coth}(r)\lambda =\mathrm{sinh}(r)`$ (42)
This is a geodesic in the minimal surface. The curvature of this geodesic is
$`K(r)={\displaystyle \frac{1}{\mathrm{sinh}^4(r)}}`$ (43)
Along the lines of the discussion of topological charge from the previous section we need to renormalize the total curvature of this geodesic to get the correct topological number for the BPS monopole. The geodesics in the upper half plane are given by semi-circles and the vertical lines that are orthogonal to the t-axis. In the limit of vanishing $`t`$ only the vertical geodesic at the origin survive, $`ds^2=r^2dr^2`$ . Its curvature is $`1`$. So we need to subtract the total curvature of this vertical geodesic from the BPS geodesic. It follows that <sup>7</sup><sup>7</sup>7To take care of the trivial factor of $`2\pi `$ in front of (26) one can think that we compactify the t-direction on a circle of unit radius
$`Q_{BPS}={\displaystyle _0^{\mathrm{}}}๐rK(r)\lambda (r)^2+{\displaystyle _0^{\mathrm{}}}๐r{\displaystyle \frac{1}{r^2}}=1`$ (44)
## 6 Conclusion
Extending the analysis of Comtet we have shown that cylindrically symmetric multi-instantons are equivalent to minimal surfaces in three dimensional Minkowski space. At the level of the equations of motion this equivalence follows rather directly. The issue of topological charges was subtle and we showed that the โEuler numberโ of the minimal surface requires a renormalization to get the correct topological number for the corresponding instanton. One can also interpret this renormalization as adding an Einstein-Hilbert action (Euler number) to the Abelian-Higgs model action that was discussed in the first section. Gravity in two dimensions is non-dynamical and we know that for our particular model we have $`AdS_2`$ with the Poincarรฉ metric.
These instantons with topological charge $`n`$ have $`2n`$ dimensional moduli spaces. The corresponding minimal surfaces have $`2n`$ moduli as it can be seen from the most general explicit solution of the minimal surface equations. The dimension of the moduli space donโt have a simple expression in terms of the genus of the surface since our surfaces are not closed. Anti-self dual solutions are related to the self-dual solutions in a rather non-trivial way as can be seen from equations (30) and (31).
Through our construction there is a natural metric defined on the configuration space of the gauge fields which is the metric on the minimal surface. We have given two explicit examples of these. The first one is the trivial vacuum solution and the the other one is the BPST instanton. We worked out the details of the minimal surfaces that correspond to these solutions.
Charge one BPS monopole/geodesics equivalence is a natural byproduct of our construction after dimensional reduction. In this case one again needs to renormalize the total curvature of the BPS geodesic to get the correct topological charge for the BPS monopole.
Gibbons-Hawking gravitational multi-instantons can also derived be from minimal surfaces as it was shown by Nutku . The issue of the topological charge and the moduli in this correspondence needs to be studied in detail.
A possible further direction of research would be to understand how this correspondence fits in the picture of gauge fields and string/duality. Self-dual gauge fields is perhaps a simple system of gauge fields where one can establish with some rigor an equivalence between field theory and string theory. We leave these discussion for future work.
## 7 Acknowledgments
I would like thank G. Dunne, A. Kovner, A. Lukas and M. Schvellinger for useful discussions. This work was supported by PPARC Grant PPA/G/O/1998/00567.
References
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# 1 Introduction
## 1 Introduction
In nonlinear sigma models, a field variable $`\phi (x)`$, defined at a space-time point $`x`$, takes a value on a Riemannian manifold called the target manifold. Its $`S`$-matrices are invariant under an arbitrary field redefinition which corresponds to a general coordinate transformation in the target manifold. In the perturbation theory, we assume that configurations of field variables are very close to a background field $`\phi _0`$ corresponding to a vacuum, and expand the Lagrangian as a power series in $`\delta \phi ^i=\phi ^i\phi _0^i`$ to define the interaction Lagrangian. In general, the expansion coefficients of this power series are non-covariant quantities, like the Christoffel symbols $`\mathrm{\Gamma }^i_{jk}`$. It is very convenient to choose a special coordinate system called the Riemann normal coordinates, in which all the expansion coefficients are covariant tensors. In this coordinate system, results of the perturbation theory are expressed in terms of covariant quantities, and reparameterization invariance becomes manifest. This is one reason why Riemann normal coordinates are widely used in the renormalization of sigma models . The Riemann normal coordinates around $`\phi _0`$ are usually defined as a coordinate system in which all geodesics passing through $`\phi _0`$ are straight lines, and neighboring points are identified with tangent vectors at $`\phi _0`$.
Generally speaking, we have to solve the geodesic equation in order to find the coordinate transformation to the Riemann normal system. In this article, we propose a simple alternative algorithm to find the coordinate transformation to the normal coordinate system in the case that the nonlinear sigma models have $`N=2`$ supersymmetry in two dimensions. The existence of $`N=2`$ supersymmetry in two dimensions requires the target manifold to be a Kรคhler manifold . Instead of using a metric, we rely heavily on the Kรคhler potential $`K(\phi ,\phi ^{})`$, which fixes the geometry of the Kรคhler manifold, to transform to Riemann normal coordinates. We call our normal coordinates โKรคhler normal coordinatesโ.<sup>1</sup><sup>1</sup>1 Although Clark and Love presented one such method, it requires an isometry of the target manifold. On the other hand, our method is valid for any Kรคhler manifold. One of novel features of our method is that we do not need discussions of geodesics, in contrast to the real Riemann manifold .
Nonlinear sigma models with $`N=2`$ supersymmetry are very important tools to describe superstring theory in compactified space-time. Recently we found auxiliary field formulations for nonlinear sigma models on Hermitian symmetric spaces . We hope our new method together with the auxiliary field formulation will play a significant role in the non-perturbative analyses of these models.
One can also apply the normal coordinate method to nonlinear sigma models in four dimensions. The $`N=1`$ supersymmetry in four dimensions has the same structure as the $`N=2`$ supersymmetry in two dimensions. (The latter is a direct dimensional reduction of the former.) $`N=1`$ supersymmetric nonlinear sigma models in four dimensions appear as low-energy effective theories describing (quasi-)Nambu-Goldstone bosons when global symmetry is spontaneously broken with preserved supersymmetry . The low-energy theorems of two-body scattering amplitudes of these bosons are discussed in Ref. , where a Kรคhler normal coordinate expansion to fourth order is used. An expansion to higher orders is necessary for calculations of many-body scattering amplitudes.
This paper is organized as follows. In section 2 we construct the Kรคhler normal coordinate expansion and present a theorem asserting that all the coefficients are covariant. This method is applied to supersymmetric nonlinear sigma models in section 3. We summarize the geometry of the Kรคhler manifold in Appendix A. A proof of the theorem is given in Appendix B.
## 2 Kรคhler normal coordinate
In the case of real Riemannian manifolds, we have to solve the geodesic equation to find the transformation to the Riemann normal coordinates. We propose to use the Kรคhler potential to find the holomorphic transformation to the Kรคhler normal coordinates. If we expand the Kรคhler potential in a Taylor series about the origin, the coefficients are in general non-covariant quantities. After an appropriate coordinate transformation, all coefficients are expressed in terms of covariant quantities. In Subsec. 2.1 we discuss the Kรคhler normal coordinates to fourth order. All non-covariant terms in the Taylor expansion of the Kรคhler potential are eliminated explicitly to this order. In Subsec. 2.2, we generalize the coordinate transformation to all orders and give a theorem ensuring the covariance of all coefficients in the new coordinate system. A proof of the theorem is given in Appendix B, and we calculate several lower order coefficients to confirm their covariance in the remainder of Subsec. 2.2.
### 2.1 The Fourth order
In this subsection, we discuss the fourth order Kรคhler normal coordinates. Let $`(z^i,z^i)`$ be the general complex coordinate of a patch of a Kรคhler manifold. A Kรคhler manifold is characterized by a Kรคhler potential $`K(z,z^{})`$, which is defined in each coordinate patch of the manifold. Then the Kรคhler metric is given by
$`g_{ij^{}}(z,z^{})=_i_j^{}K(z,z^{}),`$ (2.1)
where the differentiations are with respect to the coordinates $`z^i`$ and $`z^j`$. The metric is invariant under the Kรคhler transformation
$`K(z,z^{})K(z,z^{})+f(z)+f^{}(z^{}).`$ (2.2)
Geometric quantities, such as the connection and the curvature, can be calculated from the metric and hence from the Kรคhler potential, as summarized in Appendix A.
We frequently use convenient notation for partial derivatives. In this notation, indices preceded by a comma denote derivatives. For example, the definition of the Kรคhler metric (2.1) is written $`g_{ij^{}}(z,z^{})=K,_{ij^{}}`$. Then the Taylor expansion of the Kรคhler potential around the coordinate origin $`z^i=0`$ is
$`K(z,z^{})`$ $`=`$ $`{\displaystyle \underset{N,M=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!M!}}K,_{i_1\mathrm{}i_Nj_1^{}\mathrm{}j_M^{}}|_0z^{i_1}\mathrm{}z^{i_N}z^{j_1}\mathrm{}z^{j_M}`$ (2.3)
$`=`$ $`K|_0+F(z)+F^{}(z^{})`$
$`+g_{ij^{}}|_0z^iz^j+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{i^{}jk}|_0z^iz^jz^k+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{ij^{}k^{}}|_0z^iz^jz^k`$
$`+{\displaystyle \frac{1}{4}}(R_{ij^{}kl^{}}+g_{mn^{}}\mathrm{\Gamma }_{}^{m}{}_{ik}{}^{}\mathrm{\Gamma }_{}^{n^{}}{}_{j^{}l^{}}{}^{})|_0z^iz^kz^jz^l`$
$`+{\displaystyle \frac{1}{6}}_k\mathrm{\Gamma }_{l^{}ij}|_0z^iz^jz^kz^l+{\displaystyle \frac{1}{6}}_k^{}\mathrm{\Gamma }_{li^{}j^{}}|_0z^iz^jz^kz^l+O(5),`$
where
$`F(z)={\displaystyle \underset{N=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!}}K,_{i_1\mathrm{}i_N}|_0z^{i_1}\mathrm{}z^{i_N}=K,_i|_0z^i+{\displaystyle \frac{1}{2}}K,_{ij}|_0z^iz^j+\mathrm{}`$ (2.4)
is holomorphic and can be eliminated by the Kรคhler transformation (2.2). The expansion coefficients are identified with the connection $`\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}`$ or the curvature tensor $`R_{ij^{}kl^{}}`$ by using the definition of these geometrical quantities summarized in Appendix A. The subscripts $`|_0`$ indicate that the values in question are evaluated at the origin $`z^i=0`$. (We sometimes omit โ0โ when the expansion point is obvious.) With the exception of $`g_{ij^{}}`$ and $`R_{i^{}jk^{}l}`$, all coefficients are non-covariant to this order. A holomorphic coordinate transformation to eliminate these non-covariant quantities is found without difficulty. Note that Eq. (2.3) can be rewritten as
$`K(z,z^{})`$ $`=`$ $`K|+F(z)+F^{}(z^{})`$ (2.5)
$`+`$ $`g_{mn^{}}(z^m+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{}^{m}{}_{jk}{}^{}|z^jz^k+{\displaystyle \frac{1}{6}}g^{ml^{}}_k\mathrm{\Gamma }_{l^{}ij}|z^iz^jz^k)`$
$`\times (z^n+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{}^{n}{}_{op}{}^{}|z^oz^p+{\displaystyle \frac{1}{6}}g^{nr^{}}_q\mathrm{\Gamma }_{r^{}op}|z^oz^pz^q)^{}`$
$`+`$ $`{\displaystyle \frac{1}{4}}R_{i^{}jk^{}l}|z^iz^kz^jz^l+O(5).`$
So by the holomorphic coordinate transformation
$`\omega ^i=z^i+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}|z^jz^k+{\displaystyle \frac{1}{6}}g^{im^{}}_l\mathrm{\Gamma }_{m^{}jk}|z^jz^kz^l,`$ (2.6)
it can be written as
$`K(\omega ,\omega ^{})=K|+\stackrel{~}{F}(\omega )+\stackrel{~}{F}^{}(\omega ^{})+g_{ij^{}}|\omega ^i\omega ^j+{\displaystyle \frac{1}{4}}R_{i^{}jk^{}l}|\omega ^i\omega ^k\omega ^j\omega ^l+O(5),`$ (2.7)
where $`\stackrel{~}{F}(\omega )\stackrel{\mathrm{def}}{=}F(z(\omega ))`$. This coordinate transformation is invertible to give $`z^i=z^i(\omega )=\omega ^i\frac{1}{2}\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}|\omega ^j\omega ^k+\mathrm{}`$.
Non-covariant quantities remain in $`\stackrel{~}{F}(\omega )`$. Since the transformation (2.6) is holomorphic, $`\stackrel{~}{F}(\omega )`$ is still holomorphic and can be eliminated by a Kรคhler transformation (2.2). Therefore, all the expansion coefficients are expressed in terms of covariant quantities in the new coordinate system spanned by $`\omega `$. This coordinate system is the desired Kรคhler normal coordinates. We can use normal coordinates defined about an arbitrary point $`z_{}^{i}{}_{0}{}^{}`$ by simply replacing $`z^i`$ by $`z^iz_{}^{i}{}_{0}{}^{}`$ in the above expression. All coefficients are evaluated at $`z_{}^{i}{}_{0}{}^{}`$ in this case.
It is useful to calculate some geometric quantities in these Kรคhler normal coordinates. The metric is calculated as
$`g_{ij^{}}(\omega ,\omega ^{})=K,_{ij^{}}(\omega ,\omega ^{})=g_{ij^{}}|+R_{ij^{}kl^{}}|\omega ^k\omega ^l+O(3),`$ (2.8)
and the inverse metric follows from $`g^{ij^{}}g_{kj^{}}=\delta _k^i`$ as
$`g^{ij^{}}(\omega ,\omega ^{})=g^{ij^{}}|+R_{}^{ij^{}}{}_{kl^{}}{}^{}|\omega ^k\omega ^l+O(3).`$ (2.9)
From Eq. (2.7), we find that the curvature tensor at the origin is simply
$`R_{ij^{}kl^{}}|=K,_{ij^{}kl^{}}|.`$ (2.10)
Because of the commutativity of the differentiation, we obtain nontrivial relations among components of the curvature tensor from this equation (see Eq. (A.7)):
$`R_{ij^{}kl^{}}=R_{kj^{}il^{}}=R_{il^{}kj^{}}.`$ (2.11)
Since these equations are covariant, they hold in any coordinate system.
### 2.2 Kรคhler normal coordinate to all orders
In this subsection we generalize the coordinate transformation (2.6) to all orders. We then give a theorem which states that coefficients in the new coordinates are covariant. (A proof is given in Appendix B.) We also explicitly express the sixth order coefficients in terms of the curvature and its covariant derivatives for definiteness. The simple Taylor expansion is again
$`K(z,z^{})`$ $`=`$ $`K|+F(z)+F^{}(z^{})+g_{ij^{}}|z^iz^j`$ (2.12)
$`+{\displaystyle \underset{N=3}{\overset{\mathrm{}}{}}}{\displaystyle \underset{M=1}{\overset{N1}{}}}{\displaystyle \frac{1}{M!(NM)!}}K,_{i_1\mathrm{}i_Mj_1^{}\mathrm{}j_{NM}^{}}|z^{i_1}\mathrm{}z^{i_M}z^{j_1}\mathrm{}z^{j_{NM}}`$
$`=`$ $`K|+F(z)+F^{}(z^{})+g_{ij^{}}|z^iz^j+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{i^{}jk}|z^iz^jz^k+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{ij^{}k^{}}|z^iz^jz^k`$
$`+{\displaystyle \frac{1}{4}}K,_{i^{}jk^{}l}|z^iz^kz^jz^l+{\displaystyle \frac{1}{6}}_k\mathrm{\Gamma }_{l^{}ij}|z^iz^jz^kz^l+{\displaystyle \frac{1}{6}}_k^{}\mathrm{\Gamma }_{li^{}j^{}}|z^iz^jz^kz^l`$
$`+{\displaystyle \frac{1}{12}}K,_{mij^{}kl^{}}|z^mz^iz^kz^jz^l+{\displaystyle \frac{1}{12}}K,_{m^{}ij^{}kl^{}}|z^iz^kz^mz^jz^l`$
$`+\mathrm{}.`$
The expansion coefficients are expressed in terms of geometric quantities by using the formulas given in Appendix A. As a generalization of Eq. (2.6), we perform a coordinate transformation given by
$`\omega ^i`$ $`=`$ $`z^i+{\displaystyle \underset{N=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!}}g^{ij^{}}K,_{i_1\mathrm{}i_Nj^{}}|z^{i_1}\mathrm{}z^{i_N}`$ (2.13)
$`=`$ $`z^i+{\displaystyle \underset{N=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!}}g^{ij^{}}_{i_3\mathrm{}i_N}\mathrm{\Gamma }_{j^{}i_1i_2}|z^{i_1}\mathrm{}z^{i_N}`$
$`=`$ $`z^i+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}|z^jz^k+{\displaystyle \frac{1}{6}}(_l\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}+\mathrm{\Gamma }_{}^{i}{}_{ml}{}^{}\mathrm{\Gamma }_{}^{m}{}_{jk}{}^{})|z^jz^kz^l+\mathrm{}`$
in order to eliminate terms of the form $`z^{i_1}z^{j_1}\mathrm{}z^{j_N}`$ or $`z^{i_1}\mathrm{}z^{i_N}z^{j_1}(N2)`$. We thus obtain the expansion
$`K(\omega ,\omega ^{})`$ $`=`$ $`K|+\stackrel{~}{F}(\omega )+\stackrel{~}{F}^{}(\omega ^{})+g_{ij^{}}|\omega ^i\omega ^j`$ (2.14)
$`+{\displaystyle \underset{N=4}{\overset{\mathrm{}}{}}}{\displaystyle \underset{M=2}{\overset{N2}{}}}{\displaystyle \frac{1}{M!(NM)!}}K,_{i_1\mathrm{}i_Mj_1^{}\mathrm{}j_{NM}^{}}|\omega ^{i_1}\mathrm{}\omega ^{i_M}\omega ^{j_1}\mathrm{}\omega ^{j_{NM}}`$
$`=`$ $`K|+\stackrel{~}{F}(\omega )+\stackrel{~}{F}^{}(\omega ^{})+g_{ij^{}}|\omega ^i\omega ^j+{\displaystyle \frac{1}{4}}K,_{i^{}jk^{}l}|\omega ^i\omega ^k\omega ^j\omega ^l`$
$`+{\displaystyle \frac{1}{12}}K,_{mij^{}kl^{}}|\omega ^m\omega ^i\omega ^k\omega ^j\omega ^l+{\displaystyle \frac{1}{12}}K,_{m^{}ij^{}kl^{}}|\omega ^i\omega ^k\omega ^j\omega ^l\omega ^m`$
$`+\mathrm{},`$
where all differentiations are with respect to the new coordinates, $`\omega `$. In the previous subsection, we found that the coefficients in the expansion (2.7) are covariant quantities. The following theorem is a generalization of this observation.
Theorem. All coefficients in the expansion (2.14) are covariant.
We call such a coordinate system $`\omega `$ the โKรคhler normal coordinates to all ordersโ. We prove this theorem in Appendix B. In this subsection, as an illustration, we explicitly express the first several coefficients in terms of the curvature and the covariant derivatives. We refer to a tensor with $`N`$ holomorphic lower indices and $`M`$ anti-holomorphic lower indices as an $`(N,M)`$ tensor. Since we have eliminated terms of the form $`\omega ^{i_1}\mathrm{}\omega ^{i_N}\omega ^{j_1}`$ by the holomorphic coordinate transformation (2.13), the connection $`\mathrm{\Gamma }_{j_1^{}i_1i_2}`$ differentiated any number of times with respect to the holomorphic coordinates $`\omega `$,
$`K,_{i_1\mathrm{}i_Nj_1^{}}=_{i_3}\mathrm{}_{i_N}\mathrm{\Gamma }_{j_1^{}i_1i_2}=_{i_3}\mathrm{}_{i_N}(g_{kj_1^{}}\mathrm{\Gamma }_{}^{k}{}_{i_1i_2}{}^{}),`$ (2.15)
vanishes at the origin. This implies that $`g_{ij^{},i_1\mathrm{}i_N}|=0`$, and thus we find
$`_{i_1}\mathrm{}_{i_N}\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}|=0.`$ (2.16)
Hence if all of the covariant derivatives, acting on any tensor $`T`$, are holomorphic or anti-holomorphic, they become ordinary derivatives with respect to the coordinates at the origin:
$`D_{i_1}\mathrm{}D_{i_N}T|=_{i_1}\mathrm{}_{i_N}T|.`$ (2.17)
In particular, we have very simple formulas for the curvature tensor:
$`D_{i_1}\mathrm{}D_{i_N}R_{ij^{}kl^{}}|=K,_{i_1\mathrm{}i_Nij^{}kl^{}}|,D_{j_1^{}}\mathrm{}D_{j_N^{}}R_{ij^{}kl^{}}|=K,_{j_1^{}\mathrm{}j_N^{}ij^{}kl^{}}|.`$ (2.18)
For example, the $`(3,2)`$ tensor
$`D_mR_{ij^{}kl^{}}`$
$`=_mR_{ij^{}kl^{}}\mathrm{\Gamma }_{}^{n}{}_{mi}{}^{}R_{nj^{}kl^{}}\mathrm{\Gamma }_{}^{n}{}_{mk}{}^{}R_{ij^{}nl^{}}`$
$`=K,_{mij^{}kl^{}}+g^{op^{}}g^{qn^{}}K,_{p^{}qm}K,_{oj^{}l}K,_{n^{}ik}`$
$`g^{on^{}}(K,_{omj^{}l^{}}K,_{n^{}ik}+K,_{oj^{}l^{}}K,_{mn^{}ik}+K,_{n^{}mi}R_{oj^{}kl^{}}+K,_{n^{}mk}R_{ij^{}ol^{}})`$ (2.19)
satisfies
$`D_mR_{ij^{}kl^{}}|=K,_{mij^{}kl^{}}|.`$ (2.20)
In the calculation of Eq. (2.19), we have used the formula
$`_kg^{ij^{}}=g^{im^{}}g^{lj^{}}K,_{m^{}lk}.`$ (2.21)
The symmetry property of the curvature, (2.11), derived in the previous subsection, can be generalized. When all of the covariant derivatives acting on the curvature are (anti-)holomorphic, all (anti-)holomorphic indices of the tensor are symmetric as a result of Eq. (2.18):
$`D_{i_1}\mathrm{}D_{i_a}\mathrm{}D_{i_N}R_{ij^{}kl^{}}=D_{i_1}\mathrm{}D_i\mathrm{}D_{i_N}R_{i_aj^{}kl^{}},\mathrm{etc}.`$ (2.22)
Again these equations are covariant, and hence they hold in any coordinate system. This relation can also be shown by the relation $`[D_i,D_j]=0`$ and the Bianchi identity.<sup>2</sup><sup>2</sup>2 The Bianchi identity in a Riemann manifold is $`D_{(m}R_{ij)kl}=D_mR_{ijkl}+D_jR_{mikl}+D_iR_{jmkl}=0`$. In a Kรคhler manifold this becomes $`D_mR_{ij^{}kl^{}}+D_j^{}R_{mikl^{}}+D_iR_{j^{}mkl^{}}=D_mR_{ij^{}kl^{}}D_iR_{mj^{}kl^{}}=0`$. Hence we obtain $`D_mR_{ij^{}kl^{}}=D_iR_{mj^{}kl^{}}`$. The commutativity, $`[D_i,D_j]=0`$, follows from Footnote 3, below.
We now examine whether other terms in the expansion (2.14) are also covariant. For example, the lowest non-trivial coefficient is, $`K,_{mn^{}ij^{}kl^{}}`$, of the $`(3,3)`$-type. To evaluate this term we calculate one of the $`(3,3)`$-tensors from Eq. (2.19):
$`D_n^{}D_mR_{ij^{}kl^{}}`$
$`=\underset{ยฏ}{K,_{mn^{}ij^{}kl^{}}}(g^{ot^{}}g^{sp^{}}g^{qr^{}}+g^{op^{}}g^{qt^{}}g^{sr^{}})K,_{st^{}n^{}}K,_{p^{}qm}K,_{oj^{}l}K,_{r^{}ik}`$
$`+g^{ot^{}}g^{sr^{}}[K,_{n^{}t^{}sm}K,_{oj^{}l}K,_{r^{}ik}+K,_{t^{}sm}K,_{n^{}oj^{}l}K,_{r^{}ik}+K,_{t^{}sm}K,_{oj^{}l}K,_{n^{}r^{}ik})`$
$`+K,_{st^{}n^{}}(K,_{omj^{}l^{}}K,_{r^{}ik}+K,_{oj^{}l^{}}K,_{mr^{}ik}`$
$`+K,_{r^{}mi}R_{oj^{}kl^{}}+K,_{r^{}mk}R_{ij^{}ol^{}})]`$
$`g^{or^{}}(K,_{n^{}omj^{}l^{}}K,_{r^{}ik}+K,_{n^{}oj^{}l^{}}K,_{mr^{}ik}+\underset{ยฏ}{K,_{omj^{}l^{}}K,_{n^{}r^{}ik}}+K,_{oj^{}l^{}}K,_{n^{}mr^{}ik}`$
$`+\underset{ยฏ}{K,_{n^{}r^{}mi}R_{oj^{}kl^{}}}+\underset{ยฏ}{K,_{n^{}r^{}mk}R_{ij^{}ol^{}}}+K,_{r^{}mi}_n^{}R_{oj^{}kl^{}}+K,_{r^{}mk}_n^{}R_{ij^{}ol^{}}`$
$`+K,_{rn^{}j^{}}D_mR_{io^{}kl^{}}+K,_{rn^{}l^{}}D_mR_{ij^{}ko^{}}).`$ (2.23)
Here, only the underlined terms survive at the origin. We thus obtain a covariant expression of the coefficient $`(3,3)`$,
$`K,_{mn^{}ij^{}kl^{}}|=D_n^{}D_mR_{ij^{}kl^{}}|+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)_\mathrm{h}r^{}}|,`$ (2.24)
where $`(\mathrm{})_\mathrm{h}`$ denotes cyclic permutation with respect to the holomorphic indices. (For example, $`A_{(ij^{}kl)_\mathrm{h}}=A_{ij^{}kl}+A_{lj^{}ik}+A_{kj^{}li}`$.) Note that this expression is not unique. For example, it can also be expressed as
$`K,_{mn^{}ij^{}kl^{}}|=D_mD_n^{}R_{ij^{}kl^{}}|+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)_{\mathrm{ah}}r^{}}|,`$ (2.25)
where $`(\mathrm{})_{\mathrm{ah}}`$ denotes cyclic permutation with respect to the anti-holomorphic indices. <sup>3</sup><sup>3</sup>3 These two expressions, Eqs. (2.24) and (2.25), are related by a formula valid for any tensor $`T`$, $`[D_A,D_B]T_{C_1\mathrm{}C_n}={\displaystyle \underset{a=1}{\overset{n}{}}}R_{ABC_a}^{}{}_{}{}^{D}T_{C_1\mathrm{}C_{a1}DC_{a+1}\mathrm{}C_n},`$ (2.26) where Roman uppercase letters are used for both the holomorphic and anti-holomorphic indices. Note that $`[D_i,D_j]=[D_i^{},D_j^{}]=0`$ as a result of the Kรคhler property. Hence we can define a โnormal orderingโ by putting $`D`$ to the right of $`D_{}`$ to obtain the unique expressions. We use this expression in our proof of the theorem. The right-hand sides of Eqs. (2.24) and (2.25) are manifestly symmetric on either the anti-holomorphic or holomorphic indices, but not both. The expressions symmetric with respect to both the holomorphic and anti-holomorphic indices are
$`K,_{mn^{}ij^{}kl^{}}|`$ $`=`$ $`{\displaystyle \frac{1}{3}}[D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}}]|`$ (2.27)
$`=`$ $`{\displaystyle \frac{1}{3}}[D_{(m}D_n^{}R_{ij^{}kl^{})_\mathrm{h}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}}]|,`$
where $`(\mathrm{})`$ denotes cyclic permutation with respect to both the holomorphic and anti-holomorphic indices, applied independently.<sup>4</sup><sup>4</sup>4From this equation, we obtain the nontrivial identity $`D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}=D_{(m}D_n^{}R_{ij^{}kl^{})_\mathrm{h}}`$. This can be also proved by the formula (2.26).
In summary, from Eqs. (2.18) and (2.27), the manifestly covariant expression of the Kรคhler normal coordinate expansion to sixth order can be written as
$`K(\omega ,\omega ^{})`$
$`=K|+\stackrel{~}{F}(\omega )+\stackrel{~}{F}^{}(\omega ^{})+g_{ij^{}}|\omega ^i\omega ^j+{\displaystyle \frac{1}{4}}R_{ij^{}kl^{}}|\omega ^i\omega ^k\omega ^j\omega ^l`$
$`+{\displaystyle \frac{1}{12}}D_mR_{ij^{}kl^{}}|\omega ^m\omega ^i\omega ^k\omega ^j\omega ^l+{\displaystyle \frac{1}{12}}D_m^{}R_{ij^{}kl^{}}|\omega ^i\omega ^k\omega ^j\omega ^l\omega ^m`$
$`+{\displaystyle \frac{1}{24}}D_nD_mR_{ij^{}kl^{}}|\omega ^n\omega ^m\omega ^i\omega ^k\omega ^j\omega ^l+{\displaystyle \frac{1}{24}}D_n^{}D_m^{}R_{ij^{}kl^{}}|\omega ^i\omega ^k\omega ^j\omega ^l\omega ^m\omega ^n`$
$`+{\displaystyle \frac{1}{108}}(D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}})|\omega ^m\omega ^i\omega ^k\omega ^j\omega ^l\omega ^n+O(7).`$ (2.28)
By the same procedure, in principle, one can obtain covariant expressions of the expansion to any desired order. All the coefficients are guaranteed to be covariant by the theorem.
In the rest of this section, we give Kรคhler normal coordinate expansions of some geometric quantities. The general expression of the Kรคhler metric in the Kรคhler normal coordinates to all orders is
$`g_{ij^{}}(\omega ,\omega ^{})=g_{ij^{}}|+{\displaystyle \underset{N=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{M=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!M!}}K,_{ij^{}i_1\mathrm{}i_Nj_1^{}\mathrm{}j_M^{}}|\omega ^{i_1}\mathrm{}\omega ^{i_N}\omega ^{j_1}\mathrm{}\omega ^{j_M}.`$ (2.29)
Note that $`g_{ij^{}},_{i_1\mathrm{}i_n}|=g_{ij^{}},_{j_1^{}\mathrm{}j_n^{}}|=0`$. The manifestly covariant expression of the expansion of the metric to fourth order is
$`g_{ij^{}}(\omega ,\omega ^{})`$
$`=g_{ij^{}}|+R_{ij^{}kl^{}}|\omega ^k\omega ^l+{\displaystyle \frac{1}{2}}D_mR_{ij^{}kl^{}}|\omega ^m\omega ^k\omega ^l+{\displaystyle \frac{1}{2}}D_m^{}R_{ij^{}kl^{}}|\omega ^k\omega ^l\omega ^m`$
$`+{\displaystyle \frac{1}{6}}D_nD_mR_{ij^{}kl^{}}|\omega ^n\omega ^m\omega ^k\omega ^l+{\displaystyle \frac{1}{6}}D_n^{}D_m^{}R_{ij^{}kl^{}}|\omega ^k\omega ^l\omega ^m\omega ^n`$
$`+{\displaystyle \frac{1}{12}}(D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}})|\omega ^m\omega ^k\omega ^l\omega ^n+O(5).`$ (2.30)
The inverse metric in the normal coordinate expansion can be calculated order by order from the definition $`g^{ij^{}}g_{j^{}k}=\delta _k^i`$. The expansion to fourth order is
$`g^{ij^{}}(\omega ,\omega ^{})`$
$`=g^{ij^{}}|+R_{}^{ij^{}}{}_{kl^{}}{}^{}|\omega ^k\omega ^l+{\displaystyle \frac{1}{2}}D_mR_{}^{ij^{}}{}_{kl^{}}{}^{}|\omega ^m\omega ^k\omega ^l+{\displaystyle \frac{1}{2}}D_m^{}R_{}^{ij^{}}{}_{kl^{}}{}^{}|\omega ^k\omega ^l\omega ^m`$
$`+{\displaystyle \frac{1}{12}}D_nD_mR_{}^{ij^{}}{}_{kl^{}}{}^{}|\omega ^n\omega ^m\omega ^k\omega ^l+{\displaystyle \frac{1}{6}}D_n^{}D_m^{}R_{}^{ij^{}}{}_{kl^{}}{}^{}|\omega ^k\omega ^l\omega ^m\omega ^n`$
$`{\displaystyle \frac{1}{4}}g^{iq^{}}g^{j^{}p}(D_{(n^{}}D_mR_{pq^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(q^{}ml^{}}R_{pn^{}k)r^{}}g^{or^{}}R_{oq^{}(mn^{}}R_{kl^{})pr^{}})|`$
$`\times \omega ^m\omega ^k\omega ^l\omega ^n+O(5).`$ (2.31)
The expansion of the connection can be calculated as
$`\mathrm{\Gamma }_{j^{}ik}(\omega ,\omega ^{})=K,_{ikj^{}}(\omega ,\omega ^{})=g_{ij^{}},_k(\omega ,\omega ^{})`$
$`=R_{ij^{}kl^{}}|\omega ^l+D_mR_{ij^{}kl^{}}|\omega ^m\omega ^l+{\displaystyle \frac{1}{2}}D_m^{}R_{ij^{}kl^{}}|\omega ^l\omega ^m`$
$`+{\displaystyle \frac{1}{2}}D_nD_mR_{ij^{}kl^{}}|\omega ^n\omega ^m\omega ^l+{\displaystyle \frac{1}{6}}D_n^{}D_m^{}R_{ij^{}kl^{}}|\omega ^l\omega ^m\omega ^n`$
$`+{\displaystyle \frac{1}{6}}(D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}})|\omega ^m\omega ^l\omega ^n+O(4).`$ (2.32)
Note that each term has at least one anti-holomorphic factor, $`\omega ^{}`$, and hence the holomorphic derivatives of the connection are zero at the origin. The curvature tensor can be calculated to second order from Eqs. (2.31) and (2.32):
$`R_{ij^{}kl^{}}(\omega ,\omega ^{})`$
$`=R_{ij^{}kl^{}}|+D_mR_{ij^{}kl^{}}|\omega ^m+D_m^{}R_{ij^{}kl^{}}|\omega ^m`$
$`+{\displaystyle \frac{1}{2}}D_nD_mR_{ij^{}kl^{}}|\omega ^n\omega ^m+{\displaystyle \frac{1}{2}}D_n^{}D_m^{}R_{ij^{}kl^{}}|\omega ^m\omega ^n`$
$`+{\displaystyle \frac{1}{3}}(D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}}g^{or^{}}R_{oj^{}ml^{}}R_{in^{}kr^{}})|\omega ^m\omega ^n`$
$`+O(3).`$ (2.33)
## 3 Applications to supersymmetric nonlinear sigma models
$`N=1`$ ($`N=2`$) supersymmetry in four (two) dimensions requires the target manifold of nonlinear sigma models to be a Kรคhler manifold . We first present the derivation appearing in Ref. of the Lagrangian of supersymmetric nonlinear sigma models in the general coordinates. After a brief remark on a field redefinition, we apply Kรคhler normal coordinates to background field methods.
### 3.1 Review of the chiral model
Chiral superfields satisfying the constraint $`\overline{D}_{\dot{\alpha }}\mathrm{\Phi }=0`$ are given by
$`\mathrm{\Phi }^i(x,\theta ,\overline{\theta })=\mathrm{\Phi }^i(y,\theta )=\phi ^i(y)+\sqrt{2}\theta \psi ^i(y)+\theta \theta F^i(y),`$ (3.1)
$`y^\mu =x^\mu +i\theta \sigma ^\mu \overline{\theta },\overline{D}_{\dot{\alpha }}={\displaystyle \frac{}{\overline{\theta }^{\dot{\alpha }}}}.`$ (3.2)
The general D-term Lagrangian of the chiral superfields can be written as
$`={\displaystyle d^4\theta K(\mathrm{\Phi },\mathrm{\Phi }^{})},`$ (3.3)
where the Kรคhler potential $`K`$ is a real function. To calculate the Lagrangian written in terms of component fields, we expand the Kรคhler potential as in Eq. (2.12):
$`K={\displaystyle \underset{N,M=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!M!}}K,_{i_1\mathrm{}i_Nj_1^{}\mathrm{}j_M^{}}|_0\mathrm{\Phi }^{i_1}\mathrm{\Phi }^{i_2}\mathrm{}\mathrm{\Phi }^{i_N}\mathrm{\Phi }^{j_1}\mathrm{\Phi }^{j_2}\mathrm{}\mathrm{\Phi }^{j_M}.`$ (3.4)
We define
$`K_{NM}=\mathrm{\Phi }^{i_1}\mathrm{\Phi }^{i_2}\mathrm{}\mathrm{\Phi }^{i_N}\mathrm{\Phi }^{j_1}\mathrm{\Phi }^{j_2}\mathrm{}\mathrm{\Phi }^{j_M}.`$ (3.5)
Its D-term can be calculated as
$`[K_{NM}]_\mathrm{D}`$ $`=`$ $`{\displaystyle \frac{^2K_{NM}(\phi ,\phi ^{})}{\phi ^i\phi ^j}}F^iF^j{\displaystyle \frac{1}{2}}{\displaystyle \frac{^3K_{NM}(\phi ,\phi ^{})}{\phi ^i\phi ^j\phi ^k}}F^i\overline{\psi }^j\overline{\psi }^k`$ (3.6)
$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{^3K_{NM}(\phi ,\phi ^{})}{\phi ^i\phi ^j\phi ^k}}F^i\psi ^j\psi ^k+{\displaystyle \frac{1}{4}}{\displaystyle \frac{^4K_{NM}(\phi ,\phi ^{})}{\phi ^i\phi ^j\phi ^k\phi ^l}}\psi ^i\psi ^j\overline{\psi }^k\overline{\psi }^l`$
$`+{\displaystyle \frac{^2K_{NM}(\phi ,\phi ^{})}{\phi ^i\phi ^j}}_\mu \phi ^i^\mu \phi ^j+i{\displaystyle \frac{^2K_{NM}(\phi ,\phi ^{})}{\phi ^i\phi ^j}}\overline{\psi }^j\overline{\sigma }^\mu _\mu \psi ^i`$
$`+i{\displaystyle \frac{^3K_{NM}(\phi ,\phi ^{})}{\phi ^i\phi ^j\phi ^k}}(\overline{\psi }^k\overline{\sigma }^\mu \psi ^i)_\mu \phi ^j.`$
Here we have used the equations
$`K_{N0}(\mathrm{\Phi })=K_{N0}(\phi )+\sqrt{2}\theta \psi ^i{\displaystyle \frac{K_{N0}(\phi )}{\phi ^i}}`$
$`+\theta \theta \left(F^i{\displaystyle \frac{K_{N0}(\phi )}{\phi ^i}}{\displaystyle \frac{1}{2}}\psi ^i\psi ^j{\displaystyle \frac{^2K_{N0}(\phi )}{\phi ^i\phi ^j}}\right),`$ (3.7)
$`[\mathrm{\Phi }^i\mathrm{\Phi }^j]_\mathrm{D}=F^iF^j{\displaystyle \frac{1}{4}}\phi ^i\mathrm{}\phi ^j{\displaystyle \frac{1}{4}}\mathrm{}\phi ^i\phi ^j+{\displaystyle \frac{1}{2}}_\mu \phi ^i^\mu \phi ^j`$
$`{\displaystyle \frac{i}{2}}_\mu \overline{\psi }^j\overline{\sigma }^\mu \psi ^i+{\displaystyle \frac{i}{2}}\overline{\psi }^j\overline{\sigma }^\mu _\mu \psi ^i,`$ (3.8)
and partial integration.<sup>5</sup><sup>5</sup>5 This partial integration can be carried out, since the coefficients of Eq. (3.4) are constant. From Eqs. (3.4) and (3.6), the general Lagrangian of chiral superfields can be written as
$`=g_{ij^{}}F^iF^j{\displaystyle \frac{1}{2}}g_{im^{}}\mathrm{\Gamma }_{j^{}k^{}}^m^{}F^i\overline{\psi }^j\overline{\psi }^k{\displaystyle \frac{1}{2}}g_{mi^{}}\mathrm{\Gamma }_{jk}^mF^i\psi ^j\psi ^k`$
$`+g_{ij^{}}_\mu \phi ^i^\mu \phi ^j+ig_{ij^{}}\overline{\psi }^j\overline{\sigma }^\mu _\mu \psi ^i+ig_{lk^{}}\mathrm{\Gamma }_{ij}^l\overline{\psi }^k\overline{\sigma }^\mu \psi ^i_\mu \phi ^j`$
$`+{\displaystyle \frac{1}{4}}g_{ij^{},kl^{}}\psi ^i\psi ^k\overline{\psi }^j\overline{\psi }^l.`$ (3.9)
The equation of motion of $`F^i`$ reads
$`F^i={\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}(\phi ,\phi ^{})\psi ^j\psi ^k.`$ (3.10)
By substituting this back into Eq. (3.9), we obtain the Lagrangian of the supersymmetric nonlinear sigma model in the component fields,
$`=g_{ij^{}}(\phi ,\phi ^{})_\mu \phi ^i^\mu \phi ^j+ig_{ij^{}}(\phi ,\phi ^{})\overline{\psi }^j\overline{\sigma }^\mu (D_\mu \psi )^i+{\displaystyle \frac{1}{4}}R_{ij^{}kl^{}}(\phi ,\phi ^{})\psi ^i\psi ^k\overline{\psi }^j\overline{\psi }^l,`$
(3.11)
where $`D_\mu `$ on the fermion is a pull-back of the covariant derivative on target manifolds, where the fermion behaves like a tangent vector (see Eq. (3.15), below):
$`(D_\mu \psi )^i=_\mu \psi ^i+_\mu \phi ^j\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}(\phi ,\phi ^{})\psi ^k.`$ (3.12)
### 3.2 Field redefinition of chiral superfields
Before proceeding to discussion of the Kรคhler normal coordinates of nonlinear sigma models, we discuss a field redefinition of chiral superfields as a general coordinate transformation on target manifolds. Since a holomorphic function of chiral superfields $`\mathrm{\Phi }^i(x,\theta ,\overline{\theta })`$ ($`i=1,\mathrm{},n`$) is a chiral superfield, new fields $`\mathrm{\Phi }^i(x,\theta ,\overline{\theta })`$ defined by
$`\mathrm{\Phi }^i(x,\theta ,\overline{\theta })=f^i(\mathrm{\Phi }^j(x,\theta ,\overline{\theta }))`$ (3.13)
are chiral superfields and can be used as coordinates of the Kรคhler manifold. The right-hand side can be written in component fields from Eq. (3.7) as
$`f^i(\mathrm{\Phi }(y,\theta ))=f^i(\phi (y))+\sqrt{2}\theta \psi ^j{\displaystyle \frac{f^i(\phi )}{\phi ^j}}(y)`$
$`+\theta \theta \left(F^j{\displaystyle \frac{f^i(\phi )}{\phi ^j}}(y){\displaystyle \frac{1}{2}}\psi ^j\psi ^k{\displaystyle \frac{^2f^i(\phi )}{\phi ^j\phi ^k}}(y)\right).`$ (3.14)
The field redefinitions of the component fields are
$`\phi ^i(x)=f^i(\phi (x)),`$
$`\psi ^i(x)={\displaystyle \frac{f^i(\phi (x))}{\phi ^k}}\psi ^j(x),`$
$`F^i(x)={\displaystyle \frac{f^i(\phi (x))}{\phi ^j}}F^j(x){\displaystyle \frac{1}{2}}{\displaystyle \frac{^2f^i(\phi (x))}{\phi ^j\phi ^k}}\psi ^j\psi ^k(x).`$ (3.15)
Note that the field dependences on $`x`$ are the same as those on $`y`$, since the relation $`y=x+i\theta \sigma \overline{\theta }`$ includes $`\theta `$ and $`\overline{\theta }`$. The first equation represents a general coordinate transformation, whereas the second equation implies that the fermions transform as a tangent vector on the target manifold, as expressed by Eq. (3.12).
For later use, we point out the field definition (3.13) can be generalized to
$`\mathrm{\Phi }^i(y,\theta )=f^i(\mathrm{\Phi }^j(y,\theta ),\phi _0(y)),`$ (3.16)
where $`\phi _0(y)`$ is an additional bosonic field. We consider $`\phi _0`$ as a background field in the next subsection. Note that the bosonic field $`\phi _0`$ can depend on $`y`$ but not on $`x`$. This is because we can preserve chirality: $`\overline{D}_{\dot{\alpha }}\mathrm{\Phi }^i=0`$ implies $`\overline{D}_{\dot{\alpha }}\mathrm{\Phi }^j=0`$, since the spinor derivative $`\overline{D}_{\dot{\alpha }}=\frac{}{\overline{\theta }^{\dot{\alpha }}}`$ does not include $`y`$ in the $`y`$-representation. Transformations of the component fields are given simply by
$`\phi ^i(x)=f^i(\phi (x),\phi _0(x)),`$
$`\psi ^i(x)={\displaystyle \frac{f^i(\phi (x),\phi _0(x))}{\phi ^k}}\psi ^j(x),`$
$`F^i(x)={\displaystyle \frac{f^i(\phi (x),\phi _0(x))}{\phi ^j}}F^j(x){\displaystyle \frac{1}{2}}{\displaystyle \frac{^2f^i(\phi (x),\phi _0(x))}{\phi ^j\phi ^k}}\psi ^j\psi ^k(x).`$ (3.17)
The bosonic fields depending on $`y`$ and $`x`$ are related as
$`\phi _0(y)=\phi _0(x)+_\mu \phi _0(i\theta \sigma ^\mu \overline{\theta })+{\displaystyle \frac{1}{4}}\mathrm{}\phi _0(x)\theta \theta \overline{\theta }\overline{\theta },`$ (3.18)
and the difference between $`\phi _0(y)`$ and $`\phi _0(x)`$ contains at least a term proportional to $`\theta `$ and $`\overline{\theta }`$. The transformation (3.16) may depend on a bosonic field through an arbitrary tensor (or non-tensor) $`T_{i_1\mathrm{}j_1^{}\mathrm{}}(\phi _0(y),\phi _{0}^{}{}_{}{}^{}(y))`$ on the target manifold. It can be expanded around $`\phi _0(x)`$ as
$`T(\phi _0(y),\phi _{0}^{}{}_{}{}^{}(y))`$ (3.19)
$`=`$ $`T(\phi _0(x)+_\mu \phi _0(i\theta \sigma ^\mu \overline{\theta })+{\displaystyle \frac{1}{4}}\mathrm{}\phi _0(x)\theta \theta \overline{\theta }\overline{\theta },\text{conj.})`$
$`=`$ $`T|_{\phi _0(x)}+(_\mu \phi _{0}^{}{}_{}{}^{i}(x)_iT|_{\phi _0(x)}_\mu \phi _{0}^{}{}_{}{}^{i}(x)_i^{}T|_{\phi _0(x)})(i\theta \sigma ^\mu \overline{\theta })`$
$`+`$ $`({\displaystyle \frac{1}{4}}_\mu \phi _{0}^{}{}_{}{}^{i}(x)^\mu \phi _{0}^{}{}_{}{}^{j}(x)_i_jT|_{\phi _0(x)}+{\displaystyle \frac{1}{4}}_\mu \phi _{0}^{}{}_{}{}^{i}(x)^\mu \phi _{0}^{}{}_{}{}^{j}(x)_i^{}_j^{}T|_{\phi _0(x)}`$
$`{\displaystyle \frac{1}{2}}_\mu \phi _{0}^{}{}_{}{}^{i}(x)^\mu \phi _{0}^{}{}_{}{}^{j}(x)_i_j^{}T|_{\phi _0(x)})\theta \theta \overline{\theta }\overline{\theta },`$
and the difference between $`T|_{\varphi _0(y)}`$ and $`T|_{\varphi _0(x)}`$ contains at least a term proportional to $`\theta `$ and $`\overline{\theta }`$. In the next subsection, $`\phi _0(x)`$ is regarded as a background field.
### 3.3 Nonlinear sigma model in the Kรคhler normal coordinate
We now apply the results of the previous section to background field methods in sigma models. The dynamics are described by quantum fluctuations around a vacuum expectation value, given by
$`\mathrm{\Phi }(y,\theta )=\phi (y)=\phi _0(y).`$ (3.20)
Here we consider a bosonic background and assume that $`F=0`$, so that supersymmetry is unbroken. Note that the background depends on $`y`$ but not $`x`$, as clarified below. The relation with the bosonic background in the ordinary coordinates $`x`$ is Eq. (3.18). We replace the complex coordinates $`z^iz_{0}^{}{}_{}{}^{i}`$ of the Kรคhler manifolds in the last section with chiral superfields
$`\mathrm{\Delta }\mathrm{\Phi }^i(y,\theta )\stackrel{\mathrm{def}}{=}\mathrm{\Phi }^i(y,\theta )\phi _{0}^{}{}_{}{}^{i}(y).`$ (3.21)
As a generalization of Eq. (2.13) to superfields, we perform the coordinate transformation to the Kรคhler normal coordinates $`\xi ^i(x,\theta ,\overline{\theta })`$:
$`\xi ^i(y,\theta )=\xi ^i(\mathrm{\Delta }\mathrm{\Phi }^j(y,\theta ),\phi _0(y))`$ (3.22)
$`=`$ $`\mathrm{\Delta }\mathrm{\Phi }^i+{\displaystyle \underset{N=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!}}g^{ij^{}}K,_{i_1\mathrm{}i_Nj^{}}|_{\phi _0(y)}\mathrm{\Delta }\mathrm{\Phi }^{i_1}\mathrm{}\mathrm{\Delta }\mathrm{\Phi }^{i_N}`$
$`=`$ $`\mathrm{\Delta }\mathrm{\Phi }^i+{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}|_{\phi _0(y)}\mathrm{\Delta }\mathrm{\Phi }^j\mathrm{\Delta }\mathrm{\Phi }^k+{\displaystyle \frac{1}{6}}g^{im^{}}_l\mathrm{\Gamma }_{m^{}jk}|_{\phi _0(y)}\mathrm{\Delta }\mathrm{\Phi }^j\mathrm{\Delta }\mathrm{\Phi }^k\mathrm{\Delta }\mathrm{\Phi }^l+\mathrm{}.`$
Note that the two sets of chiral superfields $`\xi ^i(x,\theta ,\overline{\theta })`$ and $`\mathrm{\Delta }\mathrm{\Phi }^i(x,\theta ,\overline{\theta })`$ have the same chirality: $`\overline{D}_{\dot{\alpha }}\mathrm{\Delta }\mathrm{\Phi }^i=0`$ implies $`\overline{D}_{\dot{\alpha }}\xi =0`$, as discussed in the previous subsection. This is because the coefficients are evaluated with the bosonic background $`\mathrm{\Phi }(y,\theta )=\phi _0(y)`$.<sup>6</sup><sup>6</sup>6 If we consider background superfields $`\mathrm{\Phi }_0`$, two sets of superfields cannot be simultaneously chiral, since $`K,_{i_1\mathrm{}i_Nj_1^{}}(\mathrm{\Phi }_0,\mathrm{\Phi }_{0}^{}{}_{}{}^{})`$ possesses chiral and anti-chiral superfields . The bosonic and fermionic parts of Eq. (3.22) in $`x`$ are obtained from Eq. (3.17) to give
$`\phi _\xi ^i(x)=\phi _{\mathrm{\Delta }\mathrm{\Phi }}^i(x)+{\displaystyle \underset{N=2}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!}}g^{ij^{}}K,_{i_1\mathrm{}i_Nj^{}}|_{\phi _0(x)}\phi _{\mathrm{\Delta }\mathrm{\Phi }}^{i_1}(x)\mathrm{}\phi _{\mathrm{\Delta }\mathrm{\Phi }}^{i_N}(x),`$ (3.23)
$`\psi _\xi ^i(x)=\psi _{\mathrm{\Delta }\mathrm{\Phi }}^i(x)+{\displaystyle \underset{N=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{N!}}g^{ij^{}}K,_{i_1\mathrm{}i_Nkj^{}}|_{\phi _0(x)}\phi _{\mathrm{\Delta }\mathrm{\Phi }}^{i_1}(x)\mathrm{}\phi _{\mathrm{\Delta }\mathrm{\Phi }}^{i_N}(x)\psi _{\mathrm{\Delta }\mathrm{\Phi }}^k(x),`$ (3.24)
respectively. Here we have set $`\mathrm{\Delta }\mathrm{\Phi }(y,\theta )=\phi _{\mathrm{\Delta }\mathrm{\Phi }}(y)+\sqrt{2}\theta \psi _{\mathrm{\Delta }\mathrm{\Phi }}(y)+\theta \theta F_{\mathrm{\Delta }\mathrm{\Phi }}(y)`$ and $`\xi (y,\theta )=\phi _\xi (y)+\sqrt{2}\theta \psi _\xi (y)+\theta \theta F_\xi (y)`$.
The same expansion as in Eq. (2.14) is obtained by the transformation (3.22). We thus obtain a Kรคhler normal coordinate expansion of the Lagrangian of supersymmetric nonlinear sigma models, which is manifestly invariant under the supersymmetry transformation and the general coordinate transformation:
$`={\displaystyle }d^4\theta {\displaystyle \underset{N=4}{\overset{\mathrm{}}{}}}{\displaystyle \underset{M=2}{\overset{N2}{}}}{\displaystyle \frac{1}{M!(NM)!}}K,_{i_1\mathrm{}i_Mj_1^{}\mathrm{}j_{NM}^{}}|_{\phi _0(y)}\xi ^{i_1}\mathrm{}\xi ^{i_M}\xi ^{j_1}\mathrm{}\xi ^{j_{NM}},`$
where the covariance of the coefficients is ensured by the theorem in the previous section.
The Lagrangian in terms of the component fields can be calculated in the same way as Eq. (3.11), by noting that coefficients are not constant and we must calculate a product of Eq. (3.19) with $`T=K,_{i_1\mathrm{}j_1^{}\mathrm{}}|_{\phi _0(y)}`$ and Eq. (3.5) before integration over $`\theta `$. Instead, we can integrate over $`\theta `$ first, and then transform to the Kรคhler normal coordinates at the level of the component fields.<sup>7</sup><sup>7</sup>7 This is ensured by the fact that field redefinitions of chiral superfields reduce to field redefinitions of components fields of bosons and fermions, as seen in Eq. (3.17). To do this, we must calculate
$`_\mu \phi ^i=_\mu (\phi _0^i+\mathrm{\Delta }\phi ^i)=_\mu \phi _0^i+_\mu \left(\phi _\xi ^i{\displaystyle \frac{1}{2}}\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}|_{\phi _0}\phi _\xi ^j\phi _\xi ^k+\mathrm{}\right),`$ (3.26)
where the inverse transformation of Eq. (3.23) is needed.
In the case of a constant background, $`\phi _0=0`$, the integration over $`\theta `$ in (3.3) can be performed easily. At the component level, we do not need Eq. (3.26). An expansion to sixth order can be obtained by substituting Eqs. (2.30), (2.32) and (2.33) into Eq. (3.11) as (we omit the subscript $`\xi `$)
$`=g_{ij^{}}(\phi ,\phi ^{})_\mu \phi ^i^\mu \phi ^j+ig_{ij^{}}(\phi ,\phi ^{})\overline{\psi }^j\overline{\sigma }^\mu _\mu \psi ^i+i\mathrm{\Gamma }_{j^{}ik}(\phi ,\phi ^{})_\mu \phi ^k\overline{\psi }^j\overline{\sigma }^\mu \psi ^i`$
$`+{\displaystyle \frac{1}{4}}R_{ij^{}kl^{}}(\phi ,\phi ^{})\psi ^i\psi ^k\overline{\psi }^j\overline{\psi }^l,`$
$`=g_{ij^{}}|_\mu \phi ^i^\mu \phi ^j+ig_{ij^{}}|\overline{\psi }^j\overline{\sigma }^\mu _\mu \psi ^i`$
$`+[R_{ij^{}kl^{}}|\phi ^k\phi ^l+{\displaystyle \frac{1}{2}}D_mR_{ij^{}kl^{}}|\phi ^m\phi ^k\phi ^l+{\displaystyle \frac{1}{2}}D_m^{}R_{ij^{}kl^{}}|\phi ^k\phi ^l\phi ^m`$
$`+{\displaystyle \frac{1}{6}}D_nD_mR_{ij^{}kl^{}}|\phi ^n\phi ^m\phi ^k\phi ^l+{\displaystyle \frac{1}{6}}D_n^{}D_m^{}R_{ij^{}kl^{}}|\phi ^k\phi ^l\phi ^m\phi ^n`$
$`+{\displaystyle \frac{1}{12}}(D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}})|\phi ^m\phi ^k\phi ^l\phi ^n]`$
$`\times (_\mu \phi ^i^\mu \phi ^j+i\overline{\psi }^j\overline{\sigma }^\mu _\mu \psi ^i)`$
$`+i[R_{ij^{}kl^{}}|\phi ^l+D_mR_{ij^{}kl^{}}|\phi ^m\phi ^l+{\displaystyle \frac{1}{2}}D_m^{}R_{ij^{}kl^{}}|\phi ^l\phi ^m`$
$`+{\displaystyle \frac{1}{2}}D_nD_mR_{ij^{}kl^{}}|\phi ^n\phi ^m\phi ^l+{\displaystyle \frac{1}{6}}D_n^{}D_m^{}R_{ij^{}kl^{}}|\phi ^l\phi ^m\phi ^n`$
$`+{\displaystyle \frac{1}{6}}(D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}})|\phi ^m\phi ^l\phi ^n]_\mu \phi ^k\overline{\psi }^j\overline{\sigma }^\mu \psi ^i`$
$`+{\displaystyle \frac{1}{4}}[R_{ij^{}kl^{}}|+D_mR_{ij^{}kl^{}}|\phi ^m+D_m^{}R_{ij^{}kl^{}}|\phi ^m`$
$`+{\displaystyle \frac{1}{2}}D_nD_mR_{ij^{}kl^{}}|\phi ^n\phi ^m+{\displaystyle \frac{1}{2}}D_n^{}D_m^{}R_{ij^{}kl^{}}|\phi ^m\phi ^n`$
$`+{\displaystyle \frac{1}{3}}(D_{(n^{}}D_mR_{ij^{}kl^{})_{\mathrm{ah}}}+g^{or^{}}R_{o(j^{}ml^{}}R_{in^{}k)r^{}}g^{or^{}}R_{oj^{}ml^{}}R_{in^{}kr^{}})|\phi ^m\phi ^n]`$
$`\times \psi ^i\psi ^k\overline{\psi }^j\overline{\psi }^l+O(7).`$ (3.27)
The first two terms are motion terms of the bosons and the fermions and the others are interaction terms.
We can obtain low-energy theorems of scattering amplitudes to $`O(p^2)`$ (two derivative order) by using the above expression. The low-energy scattering amplitudes for two bosons can be calculated by summing up tree graphs of the fourth order interactions. One can obtain the low-energy theorems expressed in terms of the curvature tensor of a Kรคhler manifold, since the fourth order term of the bosons is the curvature tensor . A calculation of many-body scattering amplitudes requires expansions to higher orders. One can obtain low-energy theorems expressed in terms of the curvature tensor and the covariant derivatives.
## Acknowledgements
We would like to thank Hisao Suzuki for pointing out Ref. . The work of M. N. is supported in part by JSPS Research Fellowships.
## Appendix A Geometry of Kรคhler manifolds
In this appendix, we explain the minimum of Kรคhler manifolds. (For details see, e.g., Ref. .) A Kรคhler manifold is defined as a complex manifold equipped with a Hermitian metric and the Kรคhler condition ($`d\mathrm{\Omega }=0`$ where $`\mathrm{\Omega }=ig_{ij^{}}dz^idz^j`$). As a result of the Kรคhler condition, the metric can be expressed in terms of a Kรคhler potential as
$`g_{ij^{}}(z,z^{})={\displaystyle \frac{^2K(z,z^{})}{z^iz^j}},`$ (A.1)
at least in a coordinate patch.<sup>8</sup><sup>8</sup>8 To define the metric consistently on the whole Kรคhler manifold, the Kรคhler potentials in the union of two different patches are related as $`K^{}(z^{},z^{})=K(z,z^{})+g(z)+g^{}(z^{})`$, where $`g`$ is a function. This is also called a Kรคhler transformation, like Eq. (2.2). The connection with mixed indices disappears as a result of the compatibility condition of the complex structure, $`DJ=0`$. The non-zero connections are given by
$`\mathrm{\Gamma }_{}^{k}{}_{ij}{}^{}=g^{kl^{}}{\displaystyle \frac{g_{jl^{}}}{z^i}}=g^{kl^{}}K,_{ijl^{}}`$ (A.2)
and their conjugates. Derivatives of the metric are
$`g_{ij^{},k}={\displaystyle \frac{g_{ij^{}}}{z^k}}=g_{mj^{}}\mathrm{\Gamma }_{ik}^m=g_{kj^{},i}\stackrel{\mathrm{def}}{=}\mathrm{\Gamma }_{j^{}ik},`$
$`g_{ij^{},k^{}}={\displaystyle \frac{g_{ij^{}}}{z^k}}=g_{im^{}}\mathrm{\Gamma }_{j^{}k^{}}^m^{}=g_{ik^{},j^{}}\stackrel{\mathrm{def}}{=}\mathrm{\Gamma }_{ij^{}k^{}}.`$ (A.3)
Independent components of the curvature tensor are
$`R_{}^{i^{}}{}_{j^{}kl^{}}{}^{}=_k(g^{mi^{}}g_{mj^{},l^{}})`$ (A.4)
and their conjugates. We use the curvature tensor with lower indices:
$`R_{ij^{}kl^{}}`$ $`\stackrel{\mathrm{def}}{=}`$ $`g_{im^{}}R_{}^{m^{}}{}_{j^{}kl^{}}{}^{}=g_{ml^{}}{\displaystyle \frac{\mathrm{\Gamma }_{ik}^m}{z^j}}={\displaystyle \frac{^2g_{kl^{}}}{z^iz^j}}g^{mn^{}}{\displaystyle \frac{g_{ml^{}}}{z^j}}{\displaystyle \frac{g_{kn^{}}}{z^i}}`$ (A.5)
$`=`$ $`K,_{ij^{}kl^{}}g^{mn^{}}K,_{mj^{}l^{}}K,_{n^{}ik}.`$
The curvature tensor has the symmetry
$`R_{ABCD}=R_{ABDC}=R_{BACD}=R_{CDAB},`$ (A.6)
$`R_{ij^{}kl^{}}=R_{kj^{}il^{}}=R_{il^{}kj^{}},`$ (A.7)
where the uppercase Roman letters are used for both holomorphic and anti-holomorphic indices. The second identity is a result of the Kรคhler condition.
## Appendix B A proof of the theorem
In this section we prove the theorem. The starting point is Eq. (2.14). We use the normal coordinates $`\omega `$, and all differentiations are with respect to $`\omega `$ in this section. Before giving a proof of the theorem, we prove a lemma.
We denote (a set of) the Kรคhler potential differentiated at most $`n`$ times as $`K,_{(n)}`$. ($`K,_{(n)}K,_{(n+1)}`$.) For example, $`K,_{ijk^{}}K,_{(3)}`$. Note that, although all terms with $`(n,1)`$ and $`(1,n)`$ indices, $`K,_{i_1\mathrm{}i_nj_1^{}}`$ and $`K,_{ij_1^{}\mathrm{}j_n^{}}`$, vanish at the origin ($`\omega =0`$), $`K,_{i_1\mathrm{}i_nj_1^{}}|=K,_{ij_1^{}\mathrm{}j_n^{}}|=0`$, they do not disappear at an arbitrary value of $`\omega `$ in general. (For example, the connection (2.32) vanishes only at the origin.) The theorem states that the remaining $`K,_{(N)}`$ become covariant tensors at the origin.
If we fix the ordering of the holomorphic and anti-holomorphic covariant derivatives, there is a one-to-one correspondence between the $`(M,NM)`$ tensor
$`R_{}^{(N)}{}_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}{}^{}\stackrel{\mathrm{def}}{=}D_{j_1^{}}\mathrm{}D_{j_{NM2}^{}}D_{i_1}\mathrm{}D_{i_{M2}}R_{ij^{}kl^{}}`$
and the coordinate derivative of the Kรคhler potential $`K,_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}K,_{(N)}`$. (For example, see Eqs. (A.5), (2.19) and (2.23) for the first few orders.) By generalizing these equations, we obtain the following lemma giving a relation between the covariant $`(M,NM)`$ tensor and the coordinate derivative of the Kรคhler potential.
Lemma. The curvature tensor covariantly differentiated $`(M2,NM2)`$ times can be written as ($`N4`$, $`2MN2`$)
$`R_{}^{(N)}{}_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}{}^{}`$
$`K,_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}+{\displaystyle \underset{\alpha =1}{\overset{N3}{}}}(1)^\alpha (g^1)^\alpha \underset{ยฏ}{K,_{(N1)}\mathrm{}K,_{(N1)}}.`$ (B.1)
($`\alpha +1`$)-times
The first term in the second line is an element of $`K,_{(N)}`$, and all terms have $`M`$ holomorphic and $`(NM)`$ anti-holomorphic indices. The $`g^1`$ in the second term denotes the inverse metric $`g^{ij^{}}`$. Each $`g^1`$ contracts indices of two different $`K,_{(N1)}`$โs.
(Proof) We use mathematical induction for the proof.
1. First, we show that Eq. (B.1) holds for $`N=4`$:
$`R_{}^{(4)}{}_{ij^{}kl^{}}{}^{}=R_{ij^{}kl^{}}=K,_{ij^{}kl^{}}g^{mn^{}}K,_{mj^{}l^{}}K,_{ikn^{}}`$ is in the form of Eq. (B.1). (This is trivial when $`N`$ is less than $`4`$.)
2. Second, we show Eq. (B.1) for ($`N+1`$)-th order, assuming that it holds at $`N`$-th order. One of elements at $`(N+1)`$-th orders is
$`R_{}^{(N+1)}{}_{j_1^{}\mathrm{}j_{NM1}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}{}^{}=D_{j_{NM1}^{}}R_{}^{(N)}{}_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}{}^{}`$
$`=_{j_{NM1}^{}}R_{}^{(N)}{}_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}{}^{}`$
$`{\displaystyle \underset{a=1}{\overset{NM2}{}}}\mathrm{\Gamma }_{}^{m^{}}{}_{j_{NM1}^{}j_a^{}}{}^{}R_{}^{(N)}{}_{j_1^{}\mathrm{}j_{a1}^{}m^{}j_{a+1}^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}{}^{}`$
$`\mathrm{\Gamma }_{}^{m^{}}{}_{j_{NM+1}^{}j^{}}{}^{}R_{}^{(N)}{}_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}im^{}kl^{}}{}^{}`$
$`\mathrm{\Gamma }_{}^{m^{}}{}_{j_{NM+1}^{}l^{}}{}^{}R_{}^{(N)}{}_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}km^{}}{}^{}.`$ (B.2)
Since $`\mathrm{\Gamma }_{}^{i}{}_{jk}{}^{}=g^{il^{}}K,_{jkl^{}}g^1K,_{(3)}`$, the last three terms are of the form
$`g^1K,_{(3)}R^{(N)}`$. Moreover, this can be rewritten in the form
$`{\displaystyle \underset{\alpha =1}{\overset{N2}{}}}(1)^\alpha (g^1)^\alpha \underset{ยฏ}{K,_{(N)}\mathrm{}K,_{(N)}},`$ (B.3)
($`\alpha +1`$)-times
since $`K,_{(3)}K,_{(N1)}K,_{(N)}`$. The first term on the right-hand side of Eq. (B.2) has the form
$`_{j_{NM1}^{}}K,_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}`$
$`+{\displaystyle \underset{\alpha =1}{\overset{N3}{}}}(1)^\alpha [(g^1)^{\alpha +1}K,_{(3)}\underset{ยฏ}{K,_{(N1)}\mathrm{}K,_{(N1)}}+(g^1)^\alpha \underset{ยฏ}{K,_{(N)}\mathrm{}K,_{(N)}}],`$
($`\alpha +1`$)-times($`\alpha +1`$)-times
where we have used $`g^1=(g^1)^2K,_{(3)}`$ from Eq. (2.21). The second term on the right-hand side is also of the form of Eq. (B.3). We thus have proved
$`R_{}^{(N+1)}{}_{j_1^{}\mathrm{}j_{NM1}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}{}^{}`$
$`K,_{j_1^{}\mathrm{}j_{NM1}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}+{\displaystyle \underset{\alpha =1}{\overset{N2}{}}}(1)^\alpha (g^1)^\alpha \underset{ยฏ}{K,_{(N)}\mathrm{}K,_{(N)}}.`$ (B.5)
($`\alpha +1`$)-times
The right-hand side has the same form as Eq. (B.1), where the first term is an element of $`K,_{(N+1)}`$.
We also have to show the lemma for another element of $`(N+1)`$-th order, $`R_{}^{(N+1)}{}_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M1}ij^{}kl^{}}{}^{}`$. The difference between this standard ordering and the non-standard ordering $`D_{j_{M1}}R_{}^{(N)}{}_{j_1^{}\mathrm{}j_{NM2}^{}i_1\mathrm{}i_{M2}ij^{}kl^{}}{}^{}`$ can be written as products of the curvature tensor and terms from $`R^{(4)}`$ to $`R^{(N)}`$ as a result of Eq. (2.26). Since we can show that the latter can be written in the form of Eq. (B.1), as in the same manner above, the former can be also written in the form of Eq. (B.1).
3. From 1 and 2, we prove (B.1) for any $`N(4)`$. (Q.E.D.)
Now we are ready to give a proof of the theorem. We would like to show that all coefficients in the expansion (2.14) $`K,_{i_1\mathrm{}i_Mj_1^{}\mathrm{}j_{NM}^{}}|`$ evaluated at the origin $`\omega =0`$ can be expressed by covariant quantities at the origin. Now, we have the relation Eq. (B.1) between these coefficients and covariant tensors. The left-hand side is, of course, covariant. Our task is to show that each term on the right-hand side evaluated at the origin is also covariant.
(Proof of the theorem.) We again use mathematical induction for the proof. Note that $`K,_{(3)}|`$ vanishes, by our choice of the Kรคhler normal coordinates.
1. By the equation $`R_{ij^{}kl^{}}=K,_{ij^{}kl^{}}g^{mn^{}}K,_{mj^{}l^{}}K,_{ikn^{}}`$, we can show that $`K,_{(4)}|K,_{ij^{}kl^{}}|=R_{ij^{}kl^{}}|`$ is covariant. ($`K,_{(2)}g_{ij^{}}`$ is covariant at any $`\omega `$.)
2. We assume that all terms of order less than $`(N+1)`$, $`K,_{(4)}\mathrm{}K,_{(N)}`$, are covariant at the origin. (Terms with $`(n,1)`$ and $`(1,n)`$ indices disappear at the origin.) Then $`K,_{(N+1)}|`$ is also expressed in terms of covariant quantities, by Eq. (B.5), since all other terms are covariant, by assumption.
3. From 1 and 2, all of the coefficients in Eq. (2.14) are covariant. (Q.E.D.)
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# Introduction
## Introduction
###
Itโs known that the theory of Quantum Gravity has numerous problems. In particular the perturbative approach contains the insoluble conflict between unitarity and renormalizability in $`D=4`$ dimensions. The Einstein Hilbert theory, for example, is unitarity but is not renormalizable. Anyway the theory can be at least seen as an effective theory. Many models for perturbative quantum gravity have been constructed in $`D=4`$ including theories with higher derivatives. Another interesting development occured with the discovery of topological Chern-Simons term. That term despite having some important geometric properties doesโt have any physics associated with it. The Chern-Simons term in $`D=3`$ dimensions together with Einstein-Hilbert Lagrangian provides a rich array of physics. All problems of Quantum Gravity in $`D=4`$ disappear in $`D=3`$. The so called topological theory for gravitation or still the Einstein-Hilbert-Chern-Simons theory is unitarity and finite.
It can be shown that the dynamics is given by a massive pole and the massless pole doesโt have propagation in $`D=3`$ .
Presently we know that in general it is possible to have a topological term like Chern-Simons in odd dimensions, $`D=3,5,7\mathrm{}`$.
The question, however is what we might do to make a perturbative attack on Einstein-Chern-Simons in $`D=3`$, but may we do the same approach for $`D=5`$ dimensions?
Is it possible to carry out a perturbative approach in $`5`$-dimensions as was the case for $`D=3`$?
To answer this question a convenient โChern-Simonsโ in $`D=5`$ is needed and then to establish that a perturbative approach on a background is possible.
It is possible to find Chern-Simons term in $`D=5`$ but there is no indication of a perturbative approach to the problem. There is nothing to describe the free theory for gravitation in $`D=5`$ as in the case of $`D=3`$. It is speculated that โChern-Simonsโ in $`D=5`$ is self interacting and so would be impossible to write in analogy to the Chern-Simons term in $`D=3`$, where is possible to have a part that describes the free theory and another part that describes the gravitational interaction.
For calculation of the propagator in perturbation theory the choice of background is shown to be important.
Some possible topological terms in $`D=5`$ go to zero as the perturbation on a background is introduced. For example in a flat space time background, $`\eta _{\mu \nu }`$, the bilinear term in the topological Lagrangian, is not possible.
In $`D=3`$ we can construct a topological free theory for gravitation on flat space time if we suppose that the field variable $`h_{\mu \nu }(x)`$ tranforms like a tensor.
We wish to do a similar treatment for an Einstein-Hilbert-โChern-Simonsโ theory in $`D=5`$.
We propose a topological Lagrangian in $`D=5`$ similar to the one given in . Since the analysis in $`D=3`$ are made with only the first part of the topological Lagrangian with the primary interest being in a free theory; only a part of the topological Lagrangian in $`D=5`$ is written here and the coupled Einstein-Hilbert Lagrangian is considered.
The Chern-Simons term in $`D=3`$ has a global invariance by diffeomorphism, but the local invariance is guaranteed because $`h_{\mu \nu }`$ transforms like a tensor.
The global covariance by diffeomorphism for โChern-Simonsโ in $`D=5`$ is not known. The analogy from first part of Chern-Simons in $`D=3`$ is used, but it is assumed that the second term exists and that the local covariance is assumed, since as before $`h_{\mu \nu }`$ is a tensor.
Assume a topological term in $`D=5`$ and a Hartree approximation for our topological term and Chern-Simons in $`D=3`$ is considered.
Finally, the calculation of the propagator and an analysis of unitarity in tree level is carried out. The theory is seen as an effective theory. Thus there is no problem with renormalizability.
The Lagrangian for Einstein-Chern-Simons theory in $`D=5`$ dimensions is given as
$$=_{_{EH}}+_{gf}+_{cs}$$
(1)
where $`_{_{EH}},_{gf}`$ and $`_{cs}`$ are respectively the Einstein Hilbert Lagrangian, gauge fixing Lagrangian and the topological Chern-Simons term in $`D=5`$ dimensions. These are
$`_{_{EH}}`$ $`=`$ $`{\displaystyle \frac{1}{2k^2}}\sqrt{g}R,`$ (2)
$`_{gf}`$ $`=`$ $`{\displaystyle \frac{1}{2\alpha }}F_\mu F^\mu ,`$ (3)
$`_{ch}`$ $`=`$ $`{\displaystyle \frac{1}{\mu }}\epsilon ^{\mu \nu \alpha \beta \gamma }\epsilon ^{\lambda \theta \xi \mathrm{\Delta }}\tau _\mu \mathrm{\Gamma }_{\lambda \nu }^w_\text{k}\mathrm{\Gamma }_{\alpha \theta }^\text{k}_\psi \mathrm{\Gamma }_{\beta \xi }^\psi _w\mathrm{\Gamma }_{\gamma \mathrm{\Delta }}^\tau .`$ (4)
In eq. (2) $`k`$ is the gravitational constant. $`R`$ is the ususal scalar curvature and $`\sqrt{g}`$ is the determinant of the metric.
In equation (3) $`F_\mu `$ represents the De Donder gauge fixing term given by
$$F_\mu \left[h_{\rho \sigma }\right]=_\lambda \left(h_\mu ^\lambda \frac{1}{2}\delta _\mu ^\lambda h_\nu ^\nu \right)$$
(5)
and $`\underset{ยฏ}{\alpha }`$ is the Feymann parameter. In eq. (4) $`\epsilon ^{\mu \nu \alpha \beta \gamma }`$ and $`\mathrm{\Gamma }_{\mu \nu }^\alpha `$ are Levi-Civita and Christoffel symbols respectively.
The gauge fixing invariance is expressed as
$$\delta h_{\mu \nu }(x)=_\mu \xi _\nu (x)+_\nu \xi _\mu (x)$$
(6)
The pertubation theory on flat space time is considered such that
$$g_{\mu \nu }(x)=\eta _{\mu \nu }+kh_{\mu \nu }(x)$$
(7)
where $`h_{\mu \nu }(x)`$ will be the gravitation field variable.
Then eq. (1) has a bilinear form like $`h\theta h`$, and $`\theta `$ is an operator associated with the spin projection operators in rank-2 tensor space.
The Chern-Simons Lagrangian in $`D=5`$ dimension is not of the bilinear form in $`h_{\mu \nu }`$, but a square bilinear like $`hh\theta ^{}hh`$. The Lagrangian can be written as
$$=h^{\mu \nu }\theta _{\mu \nu ,k\lambda }h^{k\lambda }+h^{w\chi }h^{k\delta }\theta _{w\chi k\delta ,\psi \sigma \zeta \tau }h^{\psi \sigma }h^{\zeta \tau }.$$
(8)
With this form it is difficult to find the propagator. However use of the Hartree approximation between Chern-Simons in $`D=5`$ dimensions and Chern-Simons in $`D=3`$ dimensions is possible.
Chern-Simons in $`D=3`$ is given by
$$=\epsilon ^{\mu \nu \alpha }\left(\mathrm{\Gamma }_{\mu \beta }^\lambda _\nu \mathrm{\Gamma }_{\alpha \lambda }^\beta +\frac{2}{3}\mathrm{\Gamma }_{\mu \sigma }^\rho \mathrm{\Gamma }_{\nu \phi }^\sigma \mathrm{\Gamma }_{\alpha \rho }^\phi \right)$$
(9)
If Hartree approximation is assumed it can be shown that
$$_{c.h}(D=5)\lambda ^2_{c.h}(D=3)$$
where the left side means the Chern-Simons in $`D=5`$, the right side is the Chern-Simons in $`D=3`$ dimensions.
The parameter $`\lambda ^2`$ is a real parameter and it will describe the physics in the model since some conditions are necessary to achieve unitarity of the theory in the tree level. Essentially what we are doing is to consider the square bilinear $`hh\theta ^{}hh`$ as an approximation described by a real parameter times $`h\theta h`$, where $`h\theta h`$ is the linearized Chern-Simons in $`D=3`$.
Then in the Hartree approximation
$$=\frac{1}{2}h^{\mu \nu }\left(\theta _{\mu \nu ,k\lambda }\theta _{\mu \nu ,k\lambda }^{}\right)h^{k\lambda }$$
(10)
where $`\theta _{\mu \nu ,k\lambda }`$ is the contribution from the Einstein-Hilbert Lagrangian including the gauge fixing and $`\theta _{\mu \nu ,k\lambda }^{}`$ is the operator generated by the topological Chern-Simons term in $`D=3`$.
The operators $`\theta `$ and $`\theta ^{}`$ are given respectively by
$$\theta _{\mu \nu ,k\lambda }=\frac{\mathrm{}}{2}\stackrel{(2)}{P}+\frac{\mathrm{}}{2\alpha }\stackrel{(1)}{P}_m\mathrm{}\left(\frac{4\alpha 3}{4\alpha }\right)\stackrel{(0)}{P}_s+\frac{\mathrm{}}{4\alpha }\stackrel{(0)}{P}_w\frac{\mathrm{}\sqrt{3}}{4\alpha }\stackrel{(0)}{P}_{sw}\frac{\mathrm{}\sqrt{3}}{\alpha }\stackrel{(0)}{P}_{ws}$$
(11)
and
$$\theta _{\mu \nu k\lambda }^{}=\frac{4k^2}{\mu }\lambda ^2(S_1+S_2).$$
(12)
Here $`\stackrel{(2)}{P},\stackrel{(1)}{P}_m,\stackrel{(0)}{P}_s,\stackrel{(0)}{P}_w,\stackrel{(0)}{P}_{sw}`$ and $`\stackrel{(0)}{P}_{sw}`$ are spin projection operators.
The two new operators are $`S_1`$ and $`S_2`$ and are given by.
$`(S_1)_{\mu \nu k\lambda }`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\mathrm{})\left[\epsilon _{\mu \alpha \lambda }_kw_\nu ^\alpha +\epsilon _{\mu \nu k}_\lambda w_\nu ^\alpha +\epsilon _{\nu \alpha \lambda }_kw_\mu ^\alpha +\epsilon _{\nu \alpha k}_\lambda w_\mu ^\alpha \right]`$ (13)
$`(S_2)_{\mu \nu k\lambda }`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mathrm{}\left[\epsilon _{\mu \alpha \lambda }\eta _{k\nu }+\epsilon _{\mu \alpha k}\eta _{\lambda \nu }+\epsilon _{\nu \alpha \lambda }\eta _{k\mu }+\epsilon _{\nu \alpha k}\eta _{\lambda \mu }\right]^\alpha .`$ (14)
We are looking for the propagator of Einstein Hilbert-Chern-Simons in $`D=5`$ dimensions, then we assume a linear combination of the same spin projection operators
$$(\theta ^1)_{\mu \nu k\lambda }=X\stackrel{(2)}{P}+Y\stackrel{(1)}{P}_m+Z\stackrel{(0)}{P}_s+W\stackrel{(0)}{P}_w+T\stackrel{(0)}{P}_{sw}+R\stackrel{(2)}{P}_{ws}+MS_1+NS_2.$$
(15)
Now we can calculate the propagator for the field $`h_{\mu \nu }(x)`$ in $`D=5`$ by extending the algebra of Barnes and Rivers and the inverse operator given by eq. (15).
When we take the complete operator from eq. (10) and the inverse operator in eq. (15), the multiplication between them give us the identity in rank-2 tensor space, as
$$\theta _{\mu \nu }^{\rho \sigma }\left(\theta _{\rho \sigma k\lambda }\right)^1=\left(\stackrel{(2)}{P}+\stackrel{(1)}{P}_m+\stackrel{(0)}{P}_s+\stackrel{(0)}{P}_w\right)_{\mu \nu ,k\lambda }.$$
(16)
A system of equation are found from eq. (16) and these are
$`{\displaystyle \frac{\mathrm{}}{2}}X{\displaystyle \frac{4k^2\lambda ^2}{\mu }}\mathrm{}^3N=1,`$
$`{\displaystyle \frac{\mathrm{}}{2\alpha }}Y=1,`$
$`\left[{\displaystyle \frac{\mathrm{}}{6}}+{\displaystyle \frac{\mathrm{}}{3}}\left({\displaystyle \frac{4\alpha 3}{4\alpha }}\right)\right]X+\left[{\displaystyle \frac{\mathrm{}}{6}}\mathrm{}\left({\displaystyle \frac{4\alpha 3}{3\alpha }}\right)\right]Z{\displaystyle \frac{\mathrm{}\sqrt{3}}{4\alpha }}R+{\displaystyle \frac{2k^2\lambda ^2\mathrm{}^3}{\mu }}N=1`$
$`\left({\displaystyle \frac{\mathrm{}}{6}}{\displaystyle \frac{\mathrm{}\sqrt{3}}{3\alpha }}\right)T+{\displaystyle \frac{\mathrm{}}{4\alpha }}W=1,`$
$`\mathrm{}\left({\displaystyle \frac{4\alpha 3}{3\alpha }}\right)T+{\displaystyle \frac{\mathrm{}\sqrt{3}}{4\alpha }}W=0,`$
$`{\displaystyle \frac{\mathrm{}}{4\alpha }}R+{\displaystyle \frac{\mathrm{}\sqrt{3}}{12\alpha }}X{\displaystyle \frac{\mathrm{}\sqrt{3}}{3\alpha }}Z=0`$ (17)
$`\left({\displaystyle \frac{\mathrm{}}{2}}{\displaystyle \frac{\mathrm{}}{2\alpha }}\right)N+{\displaystyle \frac{\mathrm{}}{2\alpha }}M+{\displaystyle \frac{4k^2\lambda ^2}{\mu }}X=0\text{and}`$
$`{\displaystyle \frac{\mathrm{}}{2}}N+{\displaystyle \frac{4k^2\lambda ^2}{\mu }}X=0,`$
The coeficients $`(X,Y,Z,W,T,R,M,N)`$ in the space of coordinates are written as
$`X`$ $`=`$ $`{\displaystyle \frac{2}{\mathrm{}\frac{64\mathrm{}^2k^4\lambda ^4}{\mu ^2}}},`$
$`Y`$ $`=`$ $`{\displaystyle \frac{2\alpha }{\mathrm{}}},`$
$`Z`$ $`=`$ $`{\displaystyle \frac{64k^4\lambda ^4}{64\mathrm{}k^4\lambda ^4+\mu ^2}},`$
$`W`$ $`=`$ $`{\displaystyle \frac{8(8\sqrt{3})(3+4\alpha )}{61\mathrm{}}},`$ (18)
$`T`$ $`=`$ $`{\displaystyle \frac{6(38\sqrt{3})}{61\mathrm{}}},`$
$`R`$ $`=`$ $`{\displaystyle \frac{2(128\mathrm{}k^4\lambda ^4+\mu ^2)}{\sqrt{3}(64\mathrm{}^2k^4\lambda ^4+\mathrm{}\mu ^2)}},`$
$`M`$ $`=`$ $`{\displaystyle \frac{16k^2\lambda ^2\mu }{\mathrm{}^2(64\mathrm{}k^4\lambda ^4+\mu ^2)}}\text{and}`$
$`N`$ $`=`$ $`{\displaystyle \frac{16k^2\lambda ^2\mu }{\mathrm{}^2(64\mathrm{}k^4\lambda ^4+\mu ^2)}}.`$
The propagator of Einstein-Hilbert-โChern-Simonsโ theory in $`D=5`$ can be written as
$$h_{k\nu }(x),h_{\mu \lambda }(y)=i\theta _{\mu \nu ,k\lambda }^1\delta ^5(xy)$$
(19)
We can define the transition amplitude as
$$๐=\tau ^{\mu \nu }(x)h_{\mu \nu }(x),h_{k\lambda }(y)\tau ^{k\lambda }(y)$$
(20)
The coupling between propagator and external currents like energy momentum tensor is compatible with the gauge symmetry eq. (6).
Several coefficients in (18) vanish due to the transversality relation . Only three coefficients survive and are referred as $`X`$, $`Z`$ and $`N`$.
These coefficients in momentum space are
$`X`$ $`=`$ $`{\displaystyle \frac{2}{\text{k}^2\left(1\frac{64\text{k}^2\lambda ^4k^4}{\mu ^2}\right)}},`$
$`Z`$ $`=`$ $`{\displaystyle \frac{1}{\text{k}^2\left(1\frac{\mu ^2}{64\text{k}^2k^4\lambda ^4}\right)}}\text{and}`$
$`N`$ $`=`$ $`{\displaystyle \frac{\mu }{(\text{k}^2)^34k^2\lambda ^2\left(1\frac{\mu ^2}{\text{k}^2k^4\lambda ^4}\right)}}.`$ (21)
In the spin two sector we can see two poles given by
$`\text{k}^2`$ $`=`$ $`0\text{and}`$
$`\text{k}^2`$ $`=`$ $`\left({\displaystyle \frac{\mu }{8k^2\lambda ^2}}\right)^2.`$ (22)
In the zero spin sector ($`Z`$ coefficient) and in the topological sector ($`N`$-coefficient we find the same poles.
Observe that when we put $`\mu \mathrm{}`$ we have the $`Z`$ and $`N`$ coefficients vanishing and the $`X`$ coefficient is written as
$$X=\frac{2}{\text{k}^2}.$$
(23)
This means that the dominant term of the propagator in $`D=5`$ when the contribution from Chern-Simons term is null is compatible with the result given by .
We have pure Einstein theory in $`D=5`$ dimensions with a propagator $`h,h{\displaystyle \frac{1}{\text{k}^2}}`$ similar to the Einstein case in $`D=4`$.
To verify the unitarity of the theory at tree level eq. (19) is considered in momentum space. The imaginary part of the residues of the amplitude at each pole lead to the necessary unitarity condition.
In momentum space eq. (19) is given by
$$๐=\tau ^{\mu \nu }(\stackrel{}{\text{k}})h_{\mu \nu }(\stackrel{}{\text{k}}),h_{k\lambda }(\stackrel{}{\text{k})}\tau ^{k\lambda }(\stackrel{}{\text{k}})$$
(24)
The theory will be free of ghostโs if
$$I_mRes๐|_{\text{k}^2=0}>0$$
(25)
and
$$I_mRes๐|_{\text{k}^2=\left(\frac{\mu }{8k^2\lambda ^2}\right)^2}>0.$$
(26)
The equations are verified if $`|\tau _{k\lambda }|^2<0`$, and $`\mu `$ or $`\lambda ^2<0`$; or if $`\frac{\lambda ^2}{\mu }<0`$.
The equation (25) will be true if $`|\tau _{k\lambda }|^2<0`$ and $`\mu >0`$; or $`\lambda ^2>0`$; or $`\frac{\lambda ^2}{\mu }>0`$.
On taking $`\lambda ^2=[\mu ,0)U(0,+\mu ]`$, we have two possibilities for propagation of gravitons in the Einstein-โChern-Simonsโ theory in $`D=5`$. Both poles are dynamical.
The situation here is different from the pure Einstein theory in $`D=4`$ and Einstein-Chern-Simons in $`D=3`$ dimensions. In pure Einstein theory, $`D=4`$ there is only one pole or one massless graviton. The pole $`\text{k}^2=0`$ has propagation in tree level and the Einstein-Hilbert Lagrangian is free of ghostโs. For the Einstein-Chern-Simons theory in $`D=3`$ we have two poles given by $`\text{k}^2=0`$ and $`\text{k}^2\left(\frac{\mu }{8k^2}\right)^2`$, but the dynamics is given by the massive pole. There is no propagation associated with the massless pole.
By taking $`\lambda ^2=1`$, there is partial information from Einstein-Chern-Simons in $`D=3`$, but it should be emphasized that the propagators in $`D=3`$ and $`D=5`$ are different.
Finally, if we consider $`\lambda ^2=\pm \mu `$, in according with the range given above, the pole will be located at $`\text{k}^2=\left(\frac{1}{8k^2}\right)^2`$ and the dynamic propagation is guaranteed by unitarity in the tree level. The final result is that the propagation of Einstein-โChern-Simonsโ theory in $`D=5`$ dimensions is completely determined by the massless graviton, because the gravitational interaction is a large scalar force. The massive pole has a short range for propagating information.
## Conclusions:
###
We have constructed an effective model for Einstein-Chern-Simons theory in $`D=5`$ dimensions.
This model has two dynamical poles and the unitarity is analyzed in the tree level. The Lagrangian is free of ghostโs and tachyons.
As an objective to treat the problem in perturbative approach, Hartree approximation was used and a convenient topological term like Chern-Simons in $`D=3`$ dimensions was constructed unlike the case of pure Einstein in $`D=4`$ and the Einstein-Chern-Simons in $`D=3`$, here the propagation is associated with both poles. There is no problem with the renormalizability since the theory is an effective model for gravity.
## Acknowledgements:
###
I would like to thank the Department of Physics, University of Alberta for their hospitality. This work was supported by CNPq (Governamental Brazilian Agencie for Research.
I would like to thank also Dr. Don N. Page for his kindness and attention with me at Univertsity of Alberta.
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# EFFECT OF MUTATION AND RECOMBINATION ON THE GENOTYPE-PHENOTYPE MAP
## 1 Introduction
Modulo the debate over the competing roles of selection and mutation the Darwinian concept of natural selection has stood alone for nearly a century and a half as the principle source of order in the natural world. More recently another paradigm has been presented which draws for inspiration on the emergence of order in the physical rather than the biological world. Simply put: is order a consequence of the adaptive changes that take place in a system due to the effect of its environment, or does order appear โspontaneouslyโ, irrespective of any inherent selection? As in the selectionist/neutralist debate the correct answer is that order will appear both spontaneously and due to selection. However, for which systems one predominates over the other is a much more vexed question.
Traditionally, the tendency has been to view selection as an ordering agent and mutation and recombination as โdisorderingโ effects. The Neutral theory , for instance, in its traditional guise makes no statement about any adaptive value of genetic drift, though others have raised the issue of whether or not adaptive evolution can benefit from neutral evolution. Thus, genetic operators other than selection have generally been discounted as potential sources of order. Here, I am defining a genetic operator to be any operation $`H`$ such that $`P(t+1)=HP(t)`$, where $`P(t)`$ is the population at time $`t`$.
In this short paper I will attempt to put other operators, such as mutation and recombination, onto a more democratic footing vis a vis selection. by presenting and discussing a third alternative for explaining the origin of order in biological systems that also has its origin in physics โ โinduced symmetry breakingโ. The โsymmetryโ here referred to is that inherent in the genotype-phenotype map when it is many-to-one, i.e. many genotypes correspond to the same phenotypic fitness value. It is of course not new to emphasize the importance of the genotype-phenotype map in Darwinian evolution, see for instance , however it is new to show how this map may self-organize and provide a qualitative and quantitative framework within which this can be understood. In particular, we will see how and under what circumstances the phenomenon of orthogenesis may come about.
In section 2 I will introduce the concepts of order, symmetry and symmetry breaking. In section 3 I will give analytic examples of induced symmetry breaking in the context of some simple one and two-locus models. In section 4 I will briefly discuss some results found in some much more non-trivial models and in section 5 I will make some conclusions.
## 2 Order, Symmetry and Symmetry Breaking
I will not go into detail about a precise definition of โorderโ. For the purposes of this paper its most salient characteristic is the following: that for a dynamical system with state space $`G`$ of dimension $`D_G`$ for late times the system occupies a subspace $`UG`$ of dimension $`D_UD_G`$. Thus, the more ordered a system is the smaller the subspace into which it dynamically evolves.
Intuitively, it is clear that selection will induce order in this sense. For example, in the presence of pure selection an entire population will eventually order itself around the optimum present in the initial population. The dynamical attractor in this case is typically of dimension zero. In the presence of mutation, such as in the Eigen model , the quasi-species represents the dynamical attractor. i.e. if one starts with a disordered random state then the effect of selection is to arrive at a more ordered state โ the quasi-species. As is well known, however, for a large class of fitness landscapes there exists a critical mutation rate above which there is no dynamical reduction onto a smaller dimension attractor, i.e. selection has its limits.
However, we must first ask what does selection mean? Selection can be most precisely thought of in terms of fitness and the corresponding notion of a fitness landscape . Fitness, $`f_Q:R^+`$, is most naturally defined on the space of phenotypes, $`Q`$. In conjunction with the genotype-phenotype map, $`\varphi :GQ`$, where $`G`$ is the space of genotypes, one may define an induced fitness function on the space of genotypes, $`f_G=f_Q\varphi `$. As the genotype-phenotype map is more often than not non-injective (many-to-one) the function $`f_G`$ will be degenerate, many genotypes corresponding to the same fitness value. Thus, fitness defines an equivalence relation on $`G`$, many genotypes being equivalent selectively. A simple example of this would be the standard synonym โsymmetryโ of the genetic code. I will therefore refer to the equivalence of a set of genotypes under the action of selection (i.e. theyโre all equally fit) as a symmetry. Obviously, by definition, selection preserves this symmetry. One can see this explicitly, assuming proportional selection as a concrete example, from the evolution equation for the probability of finding a genotype $`C_i`$
$`P(C_i,t+1)={\displaystyle \frac{f(C_i)}{\overline{f}(t)}}P(C_i,t)`$ (1)
where $`\overline{f}(t)`$ is the average population fitness. Considering the same equation for a genotype $`C_j`$, where $`C_i`$ and $`C_j`$ both correspond to the same phenotype and therefore $`f(C_i)=f(C_j)`$, one sees that $`P(C_i,t)/P(C_j,t)=\mathrm{constant},t`$. We can in fact take this to be the defining characteristic of the symmetry: that for $`C_gG`$ where $`\varphi (C_g)=C_q`$, $`C_q`$ being a given phenotype, $`P(C_i,t)/P(C_j,t)=\mathrm{constant},t,\mathrm{and}C_i,C_jC_g`$.
How may this symmetry be broken? In a finite gene pool the symmetry will be broken spontaneously by stochastic effects. This can be understood in several ways, e.g. via the theory of branching processes or using Kimuraโs difusion approximation . To lend a term from physics, such โspontaneous symmetry breakingโ lies at the heart of Kauffmanโs ideas about the origin of order. Thus, even in the absence of selection a system can dynamically evolve to a smaller subspace, i.e. spontaneous symmetry breaking can lead to an increase in order.
I will now turn to another form of symmetry breaking by considering the effect of the other genetic operators besides selection defining
$`P(C_i,t+1)=`$
$`H(\{f(C_j)\},\{p_k\},\{P(C_j,t)\},t)P(C_i,t)`$ (2)
where $`H`$ is an operator that depends on the fitness landscape, $`\{f(C_j)\}`$, the probabilities, $`\{p_k\}`$, to implement the various genetic operators and on the population composition $`\{P(C_j,t)\}`$. I assume that one can write $`HH_s+H_o`$, where $`H_s`$ is the part of the evolution operator associated with pure selection and $`H_o`$ contains the effect of the other genetic operators. The landscape symmetry will thus be preserved by the action of the other genetic operators if $`H_oP(C_i,t)=H_oP(C_j,t)t,\mathrm{and}C_i,C_jC_g`$. If this condition is not satisfied we will say that the symmetry has been broken by the action of the other genetic operators; instead of a spontaneous symmetry breaking there is an โinducedโ symmetry breaking.
As a quantitative measure of this symmetry breaking we will use the concept of โeffectiveโ fitness, defined via
$`P(C_i,t+1)={\displaystyle \frac{f_{\mathrm{eff}}(C_i,t)}{\overline{f}(t)}}P(C_i,t)`$ (3)
One may think of the effective fitness as representing the effect of all genetic operators in a single โselectionโ factor. Hence, if only pure selection was allowed $`f_{\mathrm{eff}}(C_i,t)`$ would represent the fitness value at time $`t`$ required to increase or decrease $`P(C_i,t)`$ by the same amount as an evolution involving all the genetic operators and with selective fitness $`f(C_i)`$. If $`f_{\mathrm{eff}}(C_i,t)>f(C_i,t)`$ then the effect of the genetic operators other than selection is to enhance the number present of genotype $`C_i`$ relative to the number found in the absence of those operators. The converse is true when $`f_{\mathrm{eff}}(C_i,t)<f(C_i,t)`$.
## 3 Analytic Examples of Induced Symmetry Breaking
We will now illustrate the phenomenon of induced symmetry breaking in some very simple examples of one and two-locus systems. Consider a single genetic locus with two alleles, $`0`$ and $`1`$ which have the same fitness value, $`f`$. In the absence of mutations $`f_{\mathrm{eff}}(C_i,t)=f(C_i,t)=f,i=0,1`$ โSynonymโ symmetry here is manifest in the fact that in the infinite population case $`\mathrm{\Delta }P(t)=P(1,t)P(0,t)`$ is constant in time. Thus, any initial deviations from homogeneity in the initial population will be preserved. For non-zero mutation rate, any initial inhomogeneity will be eliminated by the effect of mutations. i.e. if $`\mathrm{\Delta }P(t)>0`$ one will find that $`f_{\mathrm{eff}}(0,t)>f_{\mathrm{eff}}(1,t)t`$ until the deviation is eliminated. Hence, one sees that the effect of mutations is to break the landscape symmetry between alleles $`0`$ and $`1`$. This mutation induced symmetry breaking brings the system into โequilibriumโ, i.e. into the homogeneous population state. During this approach to equilibrium the less numerous allele, $`0`$, is โselectedโ more than the allele $`1`$ in that it leaves more offspring. If the mutation rates for changing allele $`1`$ to allele $`0`$ and for changing allele $`0`$ to allele $`1`$ are not equal, but are $`p_1`$ and $`p_2`$ respectively, then the induced symmetry breaking is even more pronounced as can be seen by
$`\mathrm{\Delta }P(t+1)=(12p_2)\mathrm{\Delta }P(t)+(p_1p_2)P(0,t)`$ (4)
In this case $`lim_t\mathrm{}\mathrm{\Delta }P(t)((p_1p_2)/(p_1+p_2))`$
Now consider a two-loci system, once again with two alleles, $`0`$ and $`1`$, evolving with respect to selection and mutation. The fitness landscape we will take to be: $`f(00)=f(01)=1`$, $`f(11)=10`$, $`f(10)=0.1`$. The fitness landscape in this case is only partially degenerate: the states $`00`$ and $`01`$ having the same fitness value. However, although the fitness values are the same the effective fitness values are different: $`f_{\mathrm{eff}}(00,0)=(10.9p+9.9p^2)`$, $`f_{\mathrm{eff}}(01,0)=(1+9p9.9p^2)`$, where $`p`$ is the mutation rate and initial proportions of all four states are equal at $`t=0`$. Here, the synonym symmetry is being broken due to the fact that the fit chromosome $`11`$ can more easily mutate (for $`p<0.5`$) to the chromosome $`01`$. Therefore, there is a population flow away from $`00`$ to $`01`$ even though there is zero fitness gradient to cause it. Thus, we see a tendency for the system to evolve along a preferred direction not because of selection constraints but because the system has preferred directions of change in the face of random mutations. This is the phenomenon of orthogenesis and is simply a result of induced symmetry breaking and is quantitatively measured by the effective fitness function.
Naturally this phenomenon encourages one to ask just when neutral evolution is actually โneutralโ. In the above case it is not neutral to the presence of non-neutral adjacent mutants. The idea that neutral evolution can facilitate adaptive evolution is not new , however a clear, well defined framework within which this can be understood, induced symmetry breaking and the concept of effective fitness, is. In fact, it is clear that neutral evolution precisely leads to adaptive evolution when the effective fitness landscape is non-flat. For a flat fitness landscape where all strings have fitness $`f`$
$`f_{\mathrm{eff}}(C_i,t)=f{\displaystyle \underset{j=1}{\overset{2^N1}{}}}{\displaystyle \frac{P(C_j,t)}{P(C_i,t)}}p^{d_{ij}}(1p)^{Nd_{ij}}`$ (5)
where $`d_{ij}`$ is the Hamming distance between the strings $`C_i`$ and $`C_j`$. For a homogeneous population the number of states Hamming distance $`d_{ij}`$ from $`C_i`$ is $`{}_{}{}^{N}C_{d_{ij}}^{}`$ thus $`f_{\mathrm{eff}}(C_j,t)=fC_j,t`$. Thus, under these circumstances the effective fitness landscape is as flat as the normal one and there is no symmetry breaking. Small deviations from homogeneity will be manifest in small corrugations of the effective fitness landscape which will gradually diminish as the population homogenizes. If the landscape only has a flat subspace then how well one can describe the population evolution as being neutral will depend on where the population is located and, if located predominantly in the flat subspace, what is the Hamming distance to states not within the subspace and what is the fitness of those states. Pictorially, if one thinks of a bowl with a flat bottom then the sides of the bowl with the largest gradient will attract the population most strongly.
Above I considered only mutation as a source of induced symmetry breaking. Similar considerations apply also to recombination. For the two-locus system mentioned above $`f_{\mathrm{eff}}(00,0)=(1(9.9p_c/12.1))`$ and $`f_{\mathrm{eff}}(01,0)=(1+(9.9p_c/12.1))`$ where $`p_c`$ is the recombination probability. Thus, once again we see the landscape symmetry broken by the effects of another genetic operator. A simple, but striking example of induced symmetry breaking can be seen with the landscape of the well known counting ones, or unitation problem. A population of $`5000`$ $`8`$-bit strings was considered. Figure 1 is a plot of $`M(l)`$ versus time where $`M(l)(n_{opt}(l)n_{opt}(8))/n_{opt}(8)`$. Here, $`n_{opt}(l)`$ is the number of optimal $`2`$-schemata of defining length $`l`$ normalized by the total number of length $`l`$ 2-schemata per string, i.e. $`9l`$. By optimal $`2`$-schemata we mean schemata containing the global optimum $`11`$. $`n_{opt}(8)`$ is the number of optimal $`2`$-schemata of defining length $`8`$. Figure 1 is with $`p_c=1`$. Averages over $`30`$ different runs are shown. In terms of fitness there is absolutely no preference for one size of optimal two-schema versus another, however, recombination breaks this symmetry in a very dramatic fashion giving a preference for long rather than short schemata.
## 4 Numerical Examples
In the previous section I used some very simple tractable models to illustrate the phenomenon of induced symmetry breaking. In this section I will present some more non-trivial examples. For more details I refer the reader to the original articles.
i) Self-Adaptation: It is well known that mutation and recombination rates are not uniform throughout a structure such as a protein. One may well wonder why certain values are found rather than others and if or not there is any adaptive value in it. In fact, in the case of the HIV virus it can be shown that preference for non-synonymous mutations in the neutralization epitope of the virus is directly due to an induced symmetry breaking .
Normally one thinks of the mutation and recombination rates as exogeneous parameters. However, if one considers a system where they are coded in the chromosome, but are not directly selected for, then one has a completely autonomous system wherein one may examine whether the mutation and recombination rates across the population exhibit any degree of self-organization. More explicitly, coding the two rates into an $`N_c`$-bit extension of a chromosome of length $`N`$ which represents a non-degenerate fitness landscape leads to a new one which has a degree of degeneracy of $`2^{N_c}`$, i.e. the phenotype-genotype map is $`2^{N_c}`$ fold degenerate. In practice, starting off with a random population where the average rates are $`0.5`$ one finds that the population in a class of interesting landscapes self-organizes until preferred mutation and recombination rates appear . It is important to emphasize that such self-organization cannot come about as a consequence of selection, as by construction mutation and recombination rates are not selected for. However, the genetic operators of mutation and recombination themselves break the symmetry. The effective fitness measures the strength of this induced symmetry breaking is.
As a specific example, consider a time dependent landscape defined on 6-bit chromosomes that code the integers between $`0`$ and $`63`$, where the initial landscape has a global optimum situated at $`10`$ and $`11`$ and a local optimum at $`40`$ and $`41`$. However, after 60% of the population reaches the global optimum the landscape is suddenly changed to a new landscape wherein the original global optimum is now only a local optimum. The original local optimum at $`40`$ and $`41`$ remains the same but with a higher fitness value than the new local optimum at $`10`$ and $`11`$ and furthermore a new global optimum appears at $`63`$. I will denote this landscape the โjumperโ landscape. Figure 2 shows the results of an experiment where the mutation and crossover probabilities were coded in the chromosomes, either with three or eight bits to codify each probability. Tournament selection of size 5 was used and a lower bound of $`0.005`$ for mutation imposed. The success of the self-adapting system in converging to the time dependent global optimum was compared to that of an โoptimalโ fixed parameter system with $`p=0.01`$ and $`p_c=0.8`$.
The upper curves show the relative frequencies of the optima using $`8`$-bit and $`3`$-bit codification and also what happens when $`p_c=0`$ and only the mutation rate is coded. There are several notable features: first of all, the optimal fixed parameter system was incapable of finding the new optimum whereas the coded system had no such problem. For the case $`p_c=0`$ the curve $`40,41`$ shows the relative frequency of the strings associated with the optimum at $`40`$ and $`41`$. Before the landscape โjumpโ this optimum is local being less fit than the global optimum at $`10`$ and $`11`$. After the โjumpโ it is fitter but less fit than the new global optimum $`63`$ which is an isolated point.
One thus sees that the global optimum was found in a two-step process after the landscape change. First the strings started finding the optima $`40`$, $`41`$ before moving onto the true global optimum, $`63`$. Immediately after the jump the effective population of the new global optimum is essentially zero. The number of strings associated with $`40`$ and $`41`$ first starts to grow substantially at the expense of $`10`$ and $`11`$ strings. At its maximum the number of optimum strings is still very low, however, very soon thereafter the algorithm manages to find the optimum string which then increases very rapidly at the expense of the rest. The striking result here can be seen by comparing the changes in the relative frequencies with the changes in the average mutation rate, especially in the case $`p_c=0`$. Clearly they are highly correlated. First, while the population is ordering itself around the original optimum, there is an effective selection against high mutation rates as one can see by the steady decay of the average mutation rate. After the jump there is a noticeable increase in the mutation probability as the system now has to try to find fitter strings. As the global optimum is an isolated state it is much easier to find fit strings associated with $`41`$ and $`40`$. The population is now concentrated on this local optimum and starts to cool down again only to find that this is not the global optimum, whereupon the system heats up again to aid the removal of the population to the true global optimum. It is clear that there is a small delay between the population changes and changes in the mutation rate. This is only to be expected given that there is no direct selective advantage in a given generation for a particular mutation rate. The selective advantage of a more mutable genotype over a less mutable one can only come about via a feedback mechanism. It is precisly this feedback process that is described and measured by the effective fitness function.
The average mutation rate also grows due to another effect which is that the new optimum is more likely to be reached by strings with high mutation rates which then grow strongly due to their selective advantage. Thus, high $`p`$ strings will naturally dominate the early evolution of the global optimum. After finding the optimum however it will become disadvantageous to have a high mutation rate hence low mutation strings will begin to dominate. Induced symmetry breaking here is once again manifest in a most striking way. Although there is no direct selective benefit to differently coded strings their ability to produce offspring that can adapt to the changing landscape is very different.
ii) Neuro-genetic models: In this case an analysis was made of the population dynamics of a variant of Kitanoโs neurogenetic model wherein the chromosome encodes the rules for cellular division and the phenotype is a 16-cell organism interpreted as a connectivity matrix for a feedforward neural network. Specifically, an artificial ecological environment was studied which consists of a single species composed of neural networks as individuals. Every chromosome, or genotype, is used to produce a particular architecture for a feedforward NN that consists of $`12`$ input neurons, $`4`$ hidden and $`1`$ output neuron โ the phenotype. A genetic algorithm is then applied to the chromosomes present in the population at each epoch which induces a search of the connectivity matrix space determined by the structure of the NN. Environmental effects are included in the fitness function that measures the learning capacity of a particular individual.
A chromosome consists of eight blocks of four genes each one of which is a three bit structure. The blocks themselves are labelled from a to h. The reproduction process always begins with block a. Thus the first four genes have a priviliged role as they label the cells that are going to be reproduced in the second step of reproduction. As an example consider the chromosome baea.dcaa.defa.becd.aaea.aafh.haec.fgaa. The two step reproduction process specified by this chromosome can be written
$`a\left(\begin{array}{cc}b& a\\ e& a\end{array}\right)\left(\begin{array}{cccc}d& c& b& a\\ a& a& e& a\\ a& a& b& a\\ e& a& e& a\end{array}\right)`$
$`\left(\begin{array}{cccccccccccc}0& 1& 1& 0& 1& 0& 0& 0& 1& 0& 0& 0\\ 0& 0& 0& 0& 0& 0& 1& 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0& 0& 0& 0& 1& 0& 0& 0\\ 1& 0& 0& 0& 0& 0& 1& 0& 0& 0& 0& 0\end{array}\right)`$ (6)
Thus the first block, baea, codes for the division of the original cell a into four cells. The first of these cells, b, then divides into four more which form the upper left quadrant, dcaa, of the matrix. The second cell, a, maps block a of the chromosome into the upper right quadrant etc. Finally, one constructs the connectivity matrix by reading left to right, row by row. Thus a $`1`$ specifies a connection between an input neuron and a hidden neuron and a $`0`$ its absence.
The genotype-phenotype map in this case is highly degnerate. For example, in the above we can change blocks c, e, f, g and h without changing the resulting phenotype. It is also a non-local function on the chromosomes since entries of block number one can target any one of the other blocks irrespective of their distance. To define a fitness function the learning speed of the NNs on a given test function was measured
$$y_c=\frac{ฯต}{3}(x_1+x_2+x_3)+(1ฯต)X$$
where $`ฯต`$ is a noise control parameter and $`X`$ is a randomly generated number. A genetic algorithm was used to search the space of network architectures for the one capable of learning this function with the smallest number of attempts. Given the highly degenerate nature of the genotype-phenotype map one might expect to see an optimum phenotype emerge corresponding to a random distribution of corresponding genotypes. However, this was not the case โ certain genotypes were consistently preferred thus indicating that the genotype-phenotype symmetry was broken. The reason for this is that although degenerate genotypes were equivalent selectively the other genetic operators, mutation and recombination, broke the symmetry picking out those genotypes best able to withstand the effects of mutation and recombination, i.e. those that were most likely to lead to other โfitโ neural networks. Remarkably, it was found that the induced symmetry breaking in this context could be described in terms of the emergence of an โalgorithmic languageโ .
iii) Giraffe necks : This model consists of a population of one thousand genotypes subject to random mutations. A genotype is a cellular automata with binary elements which gives rise to a giraffe neck size, i.e. a phenotype, given by the number of automata elements that are โswitched onโ at the fixed point (steady state) of the automata dynamics. As there are many different automata that can evolve to the same fixed point the genotype-phenotype mapping is highly degenerate. One โmasterโ gene in particular plays a special role as it governs the way in which the Boolean rules used in the evolution mutate.
Each member of the population is selected for the next generation with probability $`P_i=f_i/_jf_j`$, where $`f_i`$ is the fitness of phenotype $`i`$. Initially, there are ample resources available from both small and large trees, the only selective criterion being that giraffes prefer to choose a mate among those that have similar neck size. This โsocial pressureโ landscape is modelled by defining the fitness of the $`i\mathrm{th}`$ giraffe to be a function of its neck size $`n_i`$ and the average neck size of the population, $`n`$, with value one if $`n\delta <n_i<n+\delta `$ and zero otherwise. Here, $`\delta >0`$ is a tolerance window. Note that landscape fitness depends only on neck size, hence all genotypes that correspond to the same dynamical fixed point (phenotype) have the same fitness. Thus there is no direct selective advantage for one genotype versus another. To introduce time dependence into the landscape one imposes a short period of drought in which food begins to be available only in taller and taller trees. This period is mimicked by making $`f_i=1`$ if $`n\delta +ฯต<n_i<n+\delta +ฯต`$, where $`ฯต`$ is a stress parameter, and zero otherwise. After this drought the landscape is restored to its original state.
The โmasterโ gene divides the population into two genetic categories, type zero and type one, which can mutate one into the other due to the effect of purely random mutations that have a probability $`\mu `$, except for the master gene which mutates at a rate $`\nu `$. Type zero chromosomes, by nature of the dynamical evolution rules they are associated with, tend to give rise to giraffe offspring with shorter necks, whilst type one chromosomes, when they are expressed, tend to lead to giraffes with longer necks. Before the draught there is a period in which type one is not expressed. After a certain period of time it becomes expressed then afterwards the draught starts. The social pressure landscape implies there are two possible attractors: all type one or all type zero. The effect of the drought is to change between one and the other.
A typical experiment leads to the following results, the general behaviour can be seen in Figure 3:
In the initial period of evolution, before the drought, average neck size is short. After the drought arrives the average neck size grows very quickly. After it ends it continues to grow, albeit more slowly, for a substantial amount of time until a steady state is reached. These results can be explained quite simply: In the period before the draught, and before expression, type one chromosomes increase due to the effect of neutral drift. After expression they are effectively selected against due to their tendency to produce giraffes with longer necks that pass outside the tolerance threshold and therefore cannot reproduce. Thus, before the drought the effective fitness of type one chromosomes is low. However, due to the effect of mutations type one chromosomes are not eliminated totally but constitute about $`15\%`$ of the total population. After the draught starts the effective fitness of type one chromosomes increases substantially, given that they lead to giraffes of longer necks. The result is that the population becomes dominated by type one chromosomes, with a small fraction of type zero remaining due to the effects of mutation. After the end of the drought as type one chromosomes tend to produce longer necks the average neck size increases until a steady state is reached and it cannot grow anymore.
In the giraffe model there is absolutely no direct selective difference between type one and type zero chromosomes. The only advantage of one versus the other is in how they produce well adapted offspring, a quantitative measure of this being the effective fitness.
## 5 Conclusions
In this contribution I have tried to briefly lay out the case for induced symmetry breaking as an origin of order in biological systems. Without doubt it exists, as has been conclusively demonstrated. It is possible to see it at work in simple analytic one and two locus population models, and also numerically in several much more non-trivial examples of artificial life system as I have briefly touched upon here. The extent to which it exists in real biological systems is a question for future research. The chief difficulty in applying these ideas to the latter is that it is very difficult to assure oneself that apparent selection for a particular genotype is due to an effective selection, via a symmetry breaking effect, and not via some direct, yet unobserved, selective factor. For this reason I believe it is well worthwhile continuing with the examination of mathematical models of increasing complexity wherein one may better control the fitness landscape and the nature of the genotype-phenotype map, and also to consider artificial life systems where there is much more control over selective factors.
One might enquire as to why bother introducing the concepts of effective fitness and induced symmetry breaking. There are several reasons: first of all they allow one in a quantitative sense to understand the different mechanisms by which order may arise in biological systems. Secondly, they provide a framework within which neutral evolution and natural selection can be understood as different sides of the same coin, and in particular under what circumstances neutral mutations may lead to adaptive changes. Thirdly, induced symmetry breaking may well lead to more robust adaptive systems. It is no good having an extremely fit phenotype if when subjected to mutation at the genotypic level it typically mutates into an unfit phenotype. Rather one requires that an organism not only be fit but that it gives rise to fit offspring which in their turn give rise to fit offspring etc. Induced symmetry breaking can pick out precisely those evolutionary pathways that possess this type of robustness as is found in the neurogenetic model of section 4.
To what extent the different possible sources of order predominate will depend very much on the landscape considered and is as open to debate as the standard selectionist/neutralist argument. I believe that artificial life research can play an important role in this debate by examining the generic properties of landscapes and populations that admit as dominant one source of order versus another.
### Acknowledgements
This work was partially supported through DGAPA grant number IN105197. The basic idea of induced symmetry breaking was developed in collaboration with Henri Waelbroeck to whom the author is grateful for many stimulating conversations.
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# A neutron halo in โธ๐ปโข๐
## 1 Introduction
The development of the experimental technique made it possible to investigate light nuclei with large neutron excess, i.e., the nuclei for which the ratio $`\eta =(NZ)/A`$ is significantly larger than for common ones. Such nuclei lie near the drip line and are $`\beta `$-unstable. They live a short time and transform by emitting electrons into nuclei with approximately equal number of protons and neutrons. A number of unexpected properties were discovered in those nuclei, for instance, a neutron halo. It is natural that many attempts were undertook to explain those properties within microscopic and semi-microscopic methods .
Our aim is to investigate the structure of the <sup>8</sup>He ground state. It is interesting that <sup>8</sup>He has the largest value of $`\eta =0.5`$ among other nucleon-stable nuclei. Note that the average values of $`\eta =0.4`$ for nuclei near the neutron drip line. As early as in 1960, Ya. B. Zeldovich and V. I. Goldansky indicated a possibility of the existence of <sup>8</sup>He isotope. It was experimentally confirmed in the middle of sixties. The subsequent analysis shows that the lowest threshold of <sup>8</sup>He decay is <sup>6</sup>He$`+2n`$ and lies 2.1 MeV above the ground state and energy of the threshold $`\alpha +4n`$ equals 3.10 MeV (see, for instance, ).
The most complete information on light nuclei with neutron excess can obtained with a microscopic model. In this case, the problem is connected with solving the many-particle Schrรถdinger equation with a fixed (chosen) nucleon-nucleon interaction. The equation has to be solved with some simplification based on one or other physical considerations. The Resonating Group Method or its Algebraic Version is one of such methods.
In this paper, we make use of the Algebraic Version of the Resonating Group Method in which <sup>8</sup>He is considered as a three-cluster configuration $`\alpha +^2n+^2n`$. It is obvious that we make a priori some assumptions on the structure of the nucleus. First, wave functions of each cluster are modelled by the shell-model functions. Second, valent neutrons unite in dineutron clusters. As a justification for such an assumption can be served the fact, indicated by A. B. Migdal , that the interaction between two neutrons may be increased significantly in the presence of the third particle. It can give rise to the creation of the dineutron clusters on the surface of a nucleus. The chosen clusterization allow us to consider an $`\alpha `$-particle as a core, despite that the lowest threshold of <sup>8</sup>He decay is <sup>6</sup>He$`+n+n`$. Earlier, A. A. Ogloblin indicated the importance of a cluster configuration $`\alpha +4n`$. He pointed out that the bound energy of two neutrons in <sup>8</sup>He is two times larger than that in <sup>6</sup>He. This fact led him to the conclusion that <sup>6</sup>He cannot serve as a core and the neutron halo in <sup>8</sup>He has to be consisted of four neutrons.
Note also that the usage of dineutron clusters is a quite grounded approximation. For example, in , dineutron and also diproton clusters were successfully used to describe exit channels of the reactions <sup>3</sup>H$`+^3`$H$`^4`$He$`+n+n`$ and <sup>3</sup>He$`+^3`$He$`^4`$He$`+p+p`$ respectively. Besides, in , main features of <sup>11</sup>Li was reproduced within the cluster configuration <sup>9</sup>Li$`+^2n`$ with a pointless dineutron.
## 2 Method
The present method for investigation of the <sup>8</sup>He ground state is based on the Algebraic Version of the Resonating Group Method (AV RGM). For a long time, this version was used for studying the bound states of two-cluster systems, reactions with a few open channels, interaction of these channels with collective monopole and quadrupole modes, and also processes of full disintegration of light nuclei . Recently, the AV RGM was actively applied to describe three-cluster systems .
The Algebraic Version of the Resonating Group Method is based on the usage of an oscillator basis for solving bound state problems and problems of continuous spectrum states. This is achieved by expanding a wave function of inter-cluster motion in the oscillator basis. As a result, a trial three-cluster function takes the form
$$\mathrm{\Psi }(A)=\underset{n}{}C_n\widehat{A}\left[\mathrm{\Phi }_1(A_1)\mathrm{\Phi }_2(A_2)\mathrm{\Phi }_3(A_3)f_n(๐ช_1,๐ช_2)\right],$$
(1)
where $`\widehat{A}`$ is the antisymmetrization operator, $`\mathrm{\Phi }_i(A_i)`$ are the internal functions of the cluster, which are selected in one or other form prior to solving the problem (for instance, in the form of many-particle oscillator shell functions as in our case); the set of coefficients $`C_n`$ is nothing else but a wave function in the oscillator representation. This function should be obtained from a system of linear equations:
$$\underset{n^{}}{}[<n,\widehat{H}n^{}>E<nn^{}>]C_n^{}=0,$$
(2)
which is derived directly from the many-particle Schrรถdinger equation. The oscillator functions $`f_n(๐ช_1,๐ช_2)`$, where $`๐ช_1`$ and $`๐ช_2`$ are Jacobi vectors fixing a position of clusters in space, are determinate in the six-dimensional space and constitute the irreducible representation $`[N00]`$ of the unitary group $`U(6)`$. Thus, the composite index $`n`$ consists of indices (six in total) of the irreducible representation of the $`U(6)`$ group and its subgroups.
The choice of one or other reductions of the $`U(6)`$ group is dictated by considerations of physical lucidity and simplicity of numerical realizations as well. To consider the bound state problem, it is convenient to use bases, whose classification is connected with the following reduction of the $`U(6)`$ group:
$$\begin{array}{ccccccc}U(6)& U(3)& & U(3)& & & N_1l_1,N_2,l_2,LM>\\ & & & & & & \\ & SO(3)& & SO(3)& SO(3)& & \end{array}$$
$$\begin{array}{cccccc}U(6)& SU(3)& & U(2)& & (\lambda \mu )\nu ,\omega LM>\\ & & & & & \\ & SO(3)& & O(3)& & \end{array}$$
The first basis is usually called the basis of two uncoupled oscillators or bioscillator basis (BO). Each of the $`SU(3)`$ groups, associated with one of the Jacobi vectors $`๐ช_1`$ and $`๐ช_2`$, generates the quantum numbers $`N_1`$, $`l_1`$ and $`N_2`$, $`l_2`$. They are the principal quantum number (or the number of oscillator quanta) and partial angular momentum along the respective Jacobi vector:
$$|N_1,l_1,N_2,l_2;LM>$$
The second basis is an โ$`SU(3)\mathrm{"}`$ basis. Wave functions of this basis are classified through the well-known Elliott indices ($`\lambda `$,$`\mu `$) of the $`SU(3)`$ group, multiplicity index $`\omega `$ arising in the reduction $`SU(3)SO(3)`$, and quantum number $`\nu =\frac{1}{2}(N_1N_2)`$ connected with oscillator quanta along the Jacobi vectors $`\stackrel{}{q}_1`$and $`\stackrel{}{q}_2`$:
$$|(\lambda \mu )\nu ;\omega LM>$$
The total number of oscillator quanta equals $`N=N_1+N_2=\lambda +2\mu `$ and defines the irreducible representation of the $`U(6)`$ group. For a given $`N`$, i.e., for a fixed oscillator shell, functions of both bases related to each other through a unitary transformation, because these bases are eigenfunctions of the same oscillator hamiltonian in the six-dimensional space. Thus, they are equivalent. Note that the unitary matrix connecting these two bases consists of the Clebsch-Gordan coefficients of the $`SU(3)`$ group for the decomposition of the product $`\left(N_10\right)\left(N_20\right)(\lambda \mu )`$. Thus
$$|(\lambda \mu )\nu ;\omega LM>=\underset{l_1,l_2}{}U(N_1,l_1,N_2,l_2;(\lambda \mu )\nu ;\omega )|N_1,l_1,N_2,l_2;LM>$$
However we make use of two bases. This is because the bioscillator basis has more natural quantum numbers. Meanwhile, the $`SU(3)`$ basis is more convenient for numerical implementation, in particular, for eliminating Pauli-forbidden states. Besides, the usage of two bases gives additional information on optimal subspaces, which allow one to obtain reliable results with minimal effort.
The elimination of Pauli-forbidden states is performed by diagonalization of the matrix of the antisymmetrization operator
$$<nn^{}>,$$
(3)
calculated between the basis functions (1). Pauli-forbidden states correspond to those eigenfunctions of the matrix $`<nn^{}>`$ $`=<n\left|\widehat{A}\right|n^{}>`$ which have zero eigenvalues. Pauli-allowed states are a combination of original basis functions of a given oscillator shell which are eigenfunctions of the antisymmetrization operator. It should be noted that the matrix $`<nn^{}>`$ has a block structure. Non-zero matrix elements correspond to overlapping basis functions of the same oscillator shell, i.e. those oscillator functions which obey the condition $`N=N^{}`$. To solve the Schrรถdinger equation in matrix form, one has to eliminate Pauli-forbidden states. Let us $`e_\alpha `$ and $`\{U_n^\alpha \}`$ be respectively eigenvalue and eigenfunction of the antisymmetrization operator. Then, the system of equations (2) should be transformed to the representation of Pauli-allowed states:
$$\underset{\alpha ^{}}{}\left[<\alpha \widehat{H}\alpha ^{}>E\delta _{\alpha ,\alpha ^{}}\right]C_\alpha ^{}=0,$$
(4)
where $`<\alpha \widehat{H}\alpha ^{}>`$ is a matrix of hamiltonian between Pauli-allowed states connected with the matrix $`<n\left|\widehat{H}\right|n^{}>`$ by the relation
$$\alpha \widehat{H}\alpha ^{}=\underset{n,n^{}}{}U_n^\alpha n\left|\widehat{H}\right|n^{}U_n^{}^\alpha ^{}$$
In this connection, for the bioscillator basis the original scheme of classification is totally changed, but the quantum numbers $`\left(\lambda \mu \right)`$ are preserved for the $`SU(3)`$ basis, because the matrix $`<nn^{}>`$ is off-diagonal with respect to the quantum number $`\nu `$ only.
We omit all details of matrix elements calculations of the microscopic hamiltonian and antisymmetrization operator, by referring reader to the paper where one can find basic formulae and recurrence relations for matrix elements of operators of the physical importance between bioscillator functions.
## 3 Results
Results, represented in this chapter, were obtained with the Volkov potential . The only free parameter, oscillator radius $`r_0`$, was chosen to minimize the threshold energy of the <sup>8</sup>He decay into <sup>4</sup>He and two dineutrons. It turns out to be 1.51 fm. Under such conditions, the energy of the <sup>4</sup>He$`+^2n+^2n`$ threshold equals -22.15 MeV and the bound state energy of $`\alpha `$-particle is -26.84 MeV. Coulomb interaction was neglected because it leads to a shift of the bound state energy and threshold energy by the same value.
In what follows, we use two different trees of Jacobi vectors. In the first tree which we call โ$`T`$โ-tree, the vector $`๐ช_1`$ defines the distance between two dineutrons, and the vector $`๐ช_2`$ fixes the distance between the center of mass of two dineutrons and $`\alpha `$-particle. The second tree is called $`Y`$-tree. In this tree, the first vector $`๐ช_1`$ determines the distance between $`\alpha `$-particle and one of the dineutrons, and the second vector $`๐ช_2`$ is connected with the distance between the second dineutron and center of mass of the first dineutron and $`\alpha `$-particle.
As we concern with the ground state only, then we need to use wave function of the $`S`$-state. In this case oscillator basis is reduced significantly. For instance, the bioscillator basis involves oscillator functions with even values of $`N_1`$ and $`N_2`$. Besides, partial angular momentum $`l_1=l_2`$. Actually, we need only three quantum numbers to classify basis functions with $`L=0`$. They are ($`N_1,N_2,l=l_1=l_2`$) for bioscillator basis, and ($`\lambda \mu ,\nu `$) for SU(3) basis.
Bound state energy and optimal subspaces. The ground state of <sup>8</sup>He is considered with the basis which involves all oscillator functions of 15 lowest oscillator shells, i.e., basis functions with even values of the principal quantum number $`N`$ up to $`N=30`$. The total number of the original basis functions equals 815 and the total number of Pauli-allowed states reduces to 399 functions. Such a number of basis functions provides a fairly good convergence of the bound state energy, as is demonstrated in Fig. 1. In this figure, we display the ground state energy as a function of the principal quantum number $`N`$. The energy is counted from the threshold $`\alpha +^2n+^2n`$. In Fig. 1, we also display the ground state energy obtained with some subspaces of the total space of the oscillator basis used. In the BO basis, such a subspace is defined by the maximal value of the partial angular momentum $`l=0`$, while, for $`SU(3)`$-basis, such a subspace involves basis functions with $`\mu 4`$.
The later subspace consisting of 274 functions gives the energy which noticeable differs from โexactโ one, obtained with the total basis. But, with the former subspace including only 118 functions, we obtain the energy which is very close to the โexactโ value. This is probably connected with that the interaction between clusters is most strong in the $`S`$-state.
In Fig. 2, we display the wave function of the <sup>8</sup>He
ground state, more exactly, the coefficients $`C_\alpha `$ of expansion over Pauli-allowed states. Two labels $`N_{sh}`$ and $`N_{a.s}`$ are used to classify Pauli-allowed functions ($`\alpha =\{N_{sh},N_{a.s}\}`$). The first label $`N_{sh}`$ numerates oscillator shells and the second one, $`N_{a.s.}`$, numerates Pauli-allowed states of a given oscillator shell. The expansion coefficients $`C_\alpha `$ were determined in the $`SU(3)`$-basis, where the indices $`\left(\lambda \mu \right)`$ are good quantum numbers after eliminating Pauli-forbidden states. The detailed analysis shows that the main contribution (around 80%) to the wave function comes from the basis states with $`\mu =2`$, while the basis states with $`\mu =0`$ give only 9%. Note that the former states in <sup>6</sup>He (see , ) were a dominated subspace with the contribution of more than 93%.
It is seen from Fig.2 and more clearly from Fig. 3 (where weights of different oscillator shells are
displayed) that the main contribution comes from the lowest oscillator shells, however the contribution of shells with large $`N`$ is also noticeable. It indicates a substantial clusterization of the nuclei, i.e., for a large amount of time, valent neutrons move far from the $`\alpha `$-particle, making a neutron halo.
In order to obtain additional information on the role of different subspaces of the total space of oscillator functions, we impose various restrictions on the quantum numbers of basis states. First, for the bioscillator basis we took a subspace with the maximal value of partial angular momenta ($`l=l_1=l_2`$) $`l=0`$, $`l=2`$ and $`l=4`$. It was made for both $`Y`$\- and $`T`$-trees of Jacobi vectors. For the $`SU(3)`$-basis, we used only $`T`$-tree and the restriction was imposed on the maximal value of $`\mu =0`$, $`2`$ and $`4`$. Results of such calculations are presented in Table 1. One can see that subspace $`l_1=l_22`$ for $`Y`$-tree of the bioscillator basis is the most optimal part of the total basis, because 54% of the total basis (or 219 functions) gives the ground state energy very close to the โexactโ value.
Effects of the Pauli principle. To understand the role of the Pauli principle in a three-cluster system, we investigate the contribution of different Pauli-allowed states to the wave function of ground state. Each of Pauli-allowed states, being an eigenfunction of the antisymmetrization operator, can be marked (characterized) by corresponding eigenvalue of this operator. As we mentioned above, the antisymmetrization operator overlaps only those functions which obey the relation $`N_1+N_2=N_1^{}+N_2^{}`$, i.e., basis functions of the same oscillator shell. Analysis of the eigenfunctions shows, that the diagonalization of the matrix $`<n\left|\widehat{A}\right|n^{}>`$ reveals states with definite eigenvalues of the antisymmetrization operator for a two-cluster subsystem. This means, in particular, that the Pauli-forbidden state of three-cluster system is a state when at least one pair of clusters is in Pauli-forbidden state. For example, for the two-cluster subsystem $`\alpha +^2n`$, the oscillator functions with the number of oscillator quanta (along the inter-cluster coordinate) $`N=0`$ and $`N=1`$ are Pauli-forbidden states. In the subsystem $`{}_{}{}^{2}n+^2n`$, where symmetry of the subsystem allows only even functions, we have only one forbidden state with $`N=0`$. As for Pauli-allowed states for three-cluster system, they describe the states of the system, when all pairs of two-cluster subsystems are out of the Pauli-forbidden region.
To prove these statements, we consider eigenvalues of the antisymmetrization operator (which we denote by $`\lambda _\alpha `$) for Pauli-allowed states and expansion coefficients $`C_\alpha `$ over these states for oscillator shell $`N_{sh}=20`$. These quantities, obtained in the $`SU(3)`$ basis, are displayed in Fig. 4. Seven first functions correspond to
the $`SU(3)`$ irreducible representation $`\left(\lambda \mu \right)=(20,0)`$, next eight functions belong to the $`SU(3)`$ irreducible representation $`\left(\lambda \mu \right)=(16,2)`$ and so on. Last function has the $`SU(3)`$ symmetry $`\left(\lambda \mu \right)=(0,10)`$. In this Figure by dashed horizontal lines we indicate the eigenvalues of the antisymmetrization operator for two-cluster subsystem $`\alpha +^2n`$. Note that corresponding values for the subsystem $`{}_{}{}^{2}n+^2n`$ equal 1. One can see indeed, that some eigenvalues of the operator $`\widehat{A}`$ for three-cluster system coincide with the eigenvalues of this operator for the subsystem $`\alpha +^2n`$. Besides, one notices that such states, corresponding to the even oscillator quanta $`N=2`$ and $`N=4`$ in the $`\alpha +^2n`$ subsystem, play dominant role in the ground state of <sup>8</sup>He.
RMS radii. In Table 2, we compare the calculated mass, neutron and proton root-mean-square (RMS) radii with available experimental data. The theoretical values of RMS radii are a little larger than experimental ones which we took from and .
This is perhaps because the calculated binding energy is a little less than the experimental one. But the present model correctly reproduces the general picture of <sup>8</sup>He. One sees that radius of neutron matter is larger then the one of proton matter. The difference of these radii is 0.84 fm. These results also indicate the existence of a neutron halo in the nucleus.
In Table 3, we collected the mass, neutron and proton RMS radii, obtained with different theoretical methods: AV RGM (present calculations), the Refined Resonating Group Method (RRGM), and Multi-configuration Shell Model .
Shape of three-cluster system. Having calculated the coefficients $`C_n`$, a wave function in the oscillator representation, we thus obtain the wave function for relative motion of the three-cluster system:
$$\mathrm{\Phi }(๐ช_1,๐ช_2)=\underset{n}{}C_n\varphi _n(๐ช_1,๐ช_2).$$
(5)
By using (5), we can evaluate mean distance between clusters. For this aim, one has to calculate the following quantities:
$`Q_1^2`$ $`=`$ $`{\displaystyle ๐๐ช_1๐๐ช_2\mathrm{\Phi }^{}(๐ช_1,๐ช_2)๐ช_1^2\mathrm{\Phi }(๐ช_1,๐ช_2)},`$
$`Q_2^2`$ $`=`$ $`{\displaystyle ๐๐ช_1๐๐ช_2\mathrm{\Phi }^{}(๐ช_1,๐ช_2)๐ช_2^2\mathrm{\Phi }(๐ช_1,๐ช_2)},`$
which, within the regard for the normalization of the wave function and definition of Jacobi coordinates, define the sought parameters. For instance, for $`T`$-tree, the mean value of $`q_1`$ is connected with the base of an isosceles triangle and the mean value of $`q_2`$ is connected with its height.
The mean distance between two dineutrons turns out to be 2.33 fm and the mean distance between $`\alpha `$-particle and the center of mass of two dineutrons is 1.42 fm. Thus, in <sup>8</sup>He, three clusters form an isosceles, almost rectangular triangle with $`\alpha `$-particle at the vertex of the right angle.
Note, that the situation is somewhat different for <sup>6</sup>He. Clusters form an acute-angled triangle. Two valent neutrons in the presence of $`\alpha `$-particle make a subsystem with the RMS radius equal to 2.52 fm which is less than the RMS radius of a free deuteron (2.69 fm) calculated with the same potential and the same number of basis functions. These triangles are displayed in Fig. 5.
The difference in the geometry of clusterโs disposition in <sup>6</sup>He and <sup>8</sup>He is more likely connected with the Pauli principle. There is an effective repulsion between two dineutrons, arising from the Pauli principle, which strives to place dineutrons on different sides the $`\alpha `$-particle. Contrary to the case of <sup>8</sup>He, valent neutrons with opposite orientations of spins may unite in a rather compact subsystem in <sup>6</sup>He (due to the presence of $`\alpha `$-particle).
Density distribution. Proton, neutron and mass density distributions also confirm the existence of a neutron halo in <sup>8</sup>He. As seen from Fig. 6, where we display the proton, neutron and mass
density distributions for both <sup>8</sup>He and <sup>6</sup>He, the size of a neutron cloud is substantially larger than the size of a proton cloud. Besides, main part of neutrons in <sup>8</sup>He move on the surface of the nucleus. One sees the depression in the neutron density distribution at small values of the coordinate $`r`$. This is due to the Pauli principle, which makes four neutrons (united in two dineutrons) move at a relatively large distance from the $`\alpha `$-particle.
## 4 Conclusion
In this paper, we have investigated the ground state properties of <sup>8</sup>He within the three-cluster microscopic model. The three-cluster configuration <sup>4</sup>He$`+^2n+^2n`$ was used to simulate the dynamics of the eight-nucleon system. The model suggested describes reasonably well parameters of the ground state: binding energy, mass, proton and neutron root-mean-square radii. The analysis of the system shows, that valent neutrons move at a large distance from $`\alpha `$-particle, forming a neutron halo in <sup>8</sup>He.
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# Untitled Document
Supported by the DFG-project HI 412/5-2
On the dual of complex Olโshanskiฤญ semigroups
Bernhard Krรถtz
Introduction
Let $`G`$ be a connected Lie group which sits in its universal complexification $`G_C`$. If $`g`$ denotes the Lie algebra of $`G`$ and $`Wg`$ is a non-empty open $`Ad(G)`$-invariant convex cone containing no affine lines, then a complex Olโshanskiฤญ semigroup is defined by $`S=G\mathrm{exp}(iW)G_C`$. One knows that $`S`$ is an open subsemigroup of $`G_C`$ with holomorphic multiplication, and moreover $`S`$ is invariant under the antiholomorphic involution $`gg^{}=\overline{g}^1`$, where $`\overline{g}`$ indicates complex conjugation in $`G_C`$. In particular, $`(S,)`$ is an involutive semigroup.
If $``$ is a Hilbert space and $`B()`$ denotes the bounded operators on it, then a holomorphic representation $`(\pi ,)`$ of $`S`$ is a holomorphic semigroup homomorphism $`\pi :SB()`$ with total image and which satisfies $`\pi (s^{})=\pi (s)^{}`$ for all $`sS`$. A mapping $`\alpha :S[0,\mathrm{}[`$ satisfying $`\alpha (s^{})=\alpha (s)`$ and $`\alpha (st)\alpha (s)\alpha (t)`$ for all $`s,tS`$ is called an absolute value of $`S`$. We call a holomorphic representation $`\alpha `$-bounded for some absolute value $`\alpha `$ if $`\pi (s)\alpha (s)`$ holds for $`sS`$.
The $`\alpha `$-bounded holomorphic representations of $`S`$ can be modelled via a certain $`C^{}`$-algebra $`C_h^{}(S,\alpha )`$ (cf. Definition I.3, Lemma II.6), i.e., there is a natural correspondence between $`\alpha `$-bounded holomorphic representations of $`S`$ and non-degenerate representations of $`C_h^{}(S,\alpha )`$. An important result of K.-H. Neeb asserts that these $`C^{}`$-algebras $`C_h^{}(S,\alpha )`$ are CCR (cf. \[Ne99, Ch. XI\]). If we denote by $`\widehat{S}_\alpha `$ the set of equivalence classes of irreducible $`\alpha `$-bounded representations of $`S`$, we therefore obtain a bijection $`\widehat{S}_\alpha C_h^{}(S,\alpha )\widehat{}`$. The hull-kernel topology on $`C^{}(S,\alpha )\widehat{}`$ thus gives rise to a topology on $`\widehat{S}_\alpha `$ denoted by $`๐ฏ_{hk}^\alpha `$.
On the other hand irreducible holomorphic representations of $`S`$ are obtained in a unique fashion by analytic continuation of unitary highest weight representations of $`G`$ and vice versa. Thus we may think of $`\widehat{S}_\alpha `$ as a certain subset of $`\widehat{G}`$ and the topology on $`\widehat{G}`$ induces a topology on $`\widehat{S}_\alpha `$ denoted by $`๐ฏ_G^\alpha `$. Finally the parametrization of $`\widehat{S}_\alpha `$ by a certain subset of highest weights $`HW_\alpha it^{}`$, where $`t`$ denotes a compactly embedded Cartan subalgebra, gives a topology on $`๐ฏ_e^\alpha `$ obtained by the euclidean topology on $`HW_\alpha `$. Our main result (cf. Theorem II.24) then asserts that one has
$$๐ฏ_{hk}^\alpha ๐ฏ_G^\alpha ๐ฏ_e^\alpha .$$
Moreover, the induced Borel structures are all the same and for generic absolute values even all the topologies coincide. These results are obtained by a combination of holomorphic representation theory (cf. \[Ne99\]), standard structure theory of $`C^{}`$-algebras (cf. \[Dix82\]) and real analysis methods (boundary values of Poisson transforms). Our results imply in particular that the CCR-algebra $`C_h^{}(S,\alpha )`$ has separated dual for generic absolute values, which allows us to identify $`C_h^{}(S,\alpha )`$ with the $`C^{}`$-algebra defined by the continuous field of elementary $`C^{}`$-algebras $`\left(๐ฆ(_\lambda )\right)_{\lambda HW_\alpha }`$. Further we explain what our result means for the abstract representation theory of complex Olโshanskiฤญ semigroups.
Finally we give a criterion for an absolute value $`\alpha `$ in order that the $`C^{}`$-algebra $`C_h^{}(S,\alpha )`$ has continuous trace (cf. Proposition II.33).
Involutive semigroups
Definition I.1. (Involutive semigroups) (a) An involutive semigroup is a semigroup $`S`$ equipped with an involutive antiautomorphism $`ss^{}`$.
If $`S`$ does not have an identity, we set $`S_\mathrm{๐}:=S\dot{}\{\mathrm{๐}\}`$. Then the prescription $`s\mathrm{๐}=\mathrm{๐}s=s`$ for all $`sS`$ and $`\mathrm{๐}^{}=\mathrm{๐๐}=\mathrm{๐}`$ together with the structure on $`S`$ turns $`S_\mathrm{๐}`$ into an involutive semigroup.
(b) Let $``$ be a pre-Hilbert space. A hermitian representation $`(\pi ,)`$ of $`S`$ is a semigroup homomorphism $`\pi :SEnd()`$ such that $`\pi (s^{}).v,w=v,\pi (s).w`$ holds for all $`sS`$ and $`v,w`$. If in addition $``$ is a Hilbert space and $`\pi (S)B()`$, where $`B()`$ denotes the bounded operators on $``$, then we call $`(\pi ,)`$ a representation of $`S`$.
(c) If $`S`$ is an involutive semigroup, then an absolute value on $`S`$ is a mapping $`\alpha :S[0,\mathrm{}[`$ which satisfies
$$\alpha (s)=\alpha (s^{})\text{and}\alpha (st)\alpha (s)\alpha (t)$$
for $`s,tS`$. The collection of all absolute values on $`S`$ is denoted by $`๐(S)`$.
(d) A representation $`(\pi ,)`$ of $`S`$ is called $`\alpha `$-bounded for some $`\alpha ๐(S)`$ if $`\pi (s)\alpha (s)`$ holds for all $`sS`$.
Definition I.2. (Positive definite functions) Let $`S`$ be an involutive semigroup.
(a) A function $`\phi :SC`$ is called positive definite if for all finite sequences $`s_1,\mathrm{},s_n`$ in $`S`$ and $`c_1,\mathrm{},c_n`$ in $`C`$ one has
$$\underset{j,k=1}{\overset{n}{}}c_j\overline{c_k}\phi (s_ks_j^{})0.$$
(b) Let $`\phi `$ be a positive definite function on $`S`$. For each $`tS`$ we define a function $`\phi _t(s):=\phi (st)`$ on $`S`$ and set $`_\phi ^0=span\{\phi _t:tS\}`$. Then the prescription
$$\underset{j=1}{}c_j\phi _{t_j},\underset{k=1}{}l_k\phi _{s_k}=\underset{j,k}{}c_j\overline{l_k}\phi (s_k^{}t_j)$$
defines a pre-Hilbert space structure on $`_\phi ^0`$. We denote by $`_\phi `$ the closure of $`_\phi ^0`$ and note that $`_\phi `$ also consists of functions on $`S`$ (cf. \[Ne99, Ch. III\]).
(c) If $`\phi `$ is positive definite, then the prescription
$$\pi _\phi ^0:SEnd(_\phi ^0),(\pi _\phi ^0(s).f)(t)=f(ts)$$
defines a hermitian representation $`(\pi _\phi ^0,_\phi ^0)`$ of $`S`$ on the pre-Hilbert space $`_\phi ^0`$. In the case where all operators $`\pi _\phi ^0(s)`$, $`sS`$, are bounded, the hermitian representation $`(\pi _\phi ^0,_\phi ^0)`$ extends to a representation $`(\pi _\phi ,_\phi )`$ of $`S`$ which is also given by right translations (cf. \[Ne99, Th. III.1.3\]).
(d) If $`\alpha ๐(S)`$, then a positive definite function $`\phi `$ on $`S`$ is called $`\alpha `$-bounded if
$$(C>0)(s,tS)|\phi (t^{}st)|C\alpha (s)\phi (t^{}t).$$
Note that $`C`$ may be replaced by $`C=1`$ and that the $`\alpha `$-boundedness of $`\phi `$ is equivalent to the $`\alpha `$-boundedness of $`(\pi _\phi ,_\phi )`$ (cf. \[Ne99, Th. III.1.19\]).
We denote by $`๐ซ(S,\alpha )`$ the convex cone of all $`\alpha `$-bounded positive definite functions on $`S`$.
Definition I.3. (Enveloping $`C^{}`$-algebras) Let $`S`$ be an involutive semigroup and $`\alpha `$ be an absolute value on it. Then for a subset $`๐ซ(S,\alpha )`$ we set
$$_{}:=\widehat{}_\phi _\phi .$$
Then $`\pi _{}(s):=_\phi \pi _\phi `$ defines an $`\alpha `$-bounded representation of $`S`$ on $`_{}`$. We denote by $`C^{}(S,\alpha ,)`$ the closure of $`span(\pi _{}(S))`$ in $`B(_{})`$ and note that this is a $`C^{}`$-subalgebra of $`B(_{})`$. Note that the mapping
$$j:SC^{}(S,\alpha ,),s\pi _{}(s)$$
has total image by definition. If $`=๐ซ(S,\alpha )`$, then we set $`C^{}(S,\alpha ):=C^{}(S,\alpha ,)`$.
Lemma I.4.Every representation $`(\stackrel{~}{\pi },)`$ of $`C^{}(S,\alpha )`$ gives via
$$\stackrel{~}{\pi }\pi :=\stackrel{~}{\pi }j$$
rise to a $`\alpha `$-bounded representation $`(\pi ,)`$ of $`S`$. Moreover, this correspondence is bijective.
Proof. \[Ne99, Th. III.2.9\].
Representations of involutive semigroups can be described in terms of positive definite functions, those of $`C^{}`$-algebras by positive functionals. We describe now a correspondance between these two pictures.
For every $`C^{}`$-algebra $`๐`$ we denote by $`๐_\mathrm{๐}`$ its unification (adjoining of a unit element if there was none). Note that every positive functional $`f`$ on $`๐`$ extends uniquely to a positive functional $`\stackrel{~}{f}`$ on $`๐_\mathrm{๐}`$ with $`\stackrel{~}{f}(\mathrm{๐})=f`$ (cf. \[Dix82, Sect. 2.4.3\]).
We set
$$E(C^{}(S,\alpha )):=\{fC^{}(S,\alpha )^{}:f\text{positive functional};f=1\},$$
and
$$๐ซ(S,\alpha )_\mathrm{๐}:=\{\phi _S:\phi ๐ซ(S_\mathrm{๐},\alpha ),\phi (\mathrm{๐})=1\}.$$
Note that for all $`\phi ๐ซ(S,\alpha )_\mathrm{๐}`$ one has $`\phi _\phi `$ (cf. \[Ne99, Prop. III.1.23\]).
Theorem I.5.If we equip $`๐ซ(S,\alpha )_\mathrm{๐}`$ with the topology of pointwise convergence on $`S`$ and $`E(C^{}(S,\alpha ))`$ with the weak-$``$-topology with respect to $`C^{}(S,\alpha )`$, then the mapping
$$\mathrm{\Psi }:๐ซ(S,\alpha )_\mathrm{๐}E(C^{}(S,\alpha )),\phi f_\phi ;f_\phi (x):=\stackrel{~}{\pi _\phi }(x).\phi ,\phi $$
is a homeomorphism.
Proof. First we show that $`\mathrm{\Psi }`$ is defined. Since $`f_\phi `$ is obviously positive, we have to show that $`f_\phi =1`$ or equivalently $`\stackrel{~}{f}_\phi (\mathrm{๐})=1`$. But since $`(\stackrel{~}{\pi }_\phi ,_\phi )`$ is non-degenerate (cf. Lemma I.4), it extends naturally to a representation of $`C^{}(S,\alpha )_\mathrm{๐}`$ by setting $`\stackrel{~}{\pi _\phi }(\mathrm{๐})=id`$. Thus
$$\stackrel{~}{f_\phi }(\mathrm{๐})=\stackrel{~}{\pi _\phi }(\mathrm{๐}).\phi ,\phi =\phi ,\phi =\phi (\mathrm{๐})=1,$$
and so $`\mathrm{\Psi }`$ is defined.
We describe now the construction of $`\mathrm{\Psi }^1`$. Let $`fE(C^{}(S,\alpha ))`$. We consider $`C^{}(S,\alpha )`$ as an involutive semigroup and $`f`$ as a positive definite function on it. In this sense let $`(\pi _f,_f)`$ be the representation of Definition I.2(c). Since $`f`$ extends to a positive definite function $`\stackrel{~}{f}`$ on $`C^{}(S,\alpha )_\mathrm{๐}`$, it follows from \[Ne99, Prop. III.1.23\] that $`f_f`$ and that $`\pi _f`$ extends to a representation of $`C^{}(S,\alpha )_\mathrm{๐}`$ denoted by the same symbol. Note that $`f(x)=\pi _f(x).f,f`$ for all $`xC^{}(S,\alpha )_\mathrm{๐}`$. Now we define $`\phi _f๐ซ(S,\alpha )`$ by $`\phi _f(s):=\pi _f(j(s)).f,f`$ for all $`sS`$. From the fact that $`f`$ extends to a positive definite function on $`C^{}(S,\alpha )_\mathrm{๐}`$, it follows that $`\phi _f`$ extends to a positive definite function on $`S_\mathrm{๐}`$ by setting $`\phi _f(\mathrm{๐})=f(\mathrm{๐})=1`$.
For the bijectivity of $`\mathrm{\Psi }`$ we now have to show that
$$(\phi ๐ซ(S,\alpha )_\mathrm{๐})\phi =\phi _{f_\phi }$$
$`(1.1)`$
$$(fE(C^{}(S,\alpha ))f=f_{\phi _f}.$$
$`(1.2)`$
By the definition of $`f_\phi `$ we have
$$f_\phi (j(s))=\stackrel{~}{\pi _\phi }(j(s)).\phi ,\phi =\phi (s)$$
$`(1.3)`$
for all $`sS`$. Thus by the definition of $`\phi _f`$ we get that
$$\phi _{f_\phi }(s)=f_\phi (j(s))=\phi (s)$$
for $`sS`$, proving (1.1). By the same reasoning we obtain that
$$f_{\phi _f}(j(s))=\phi _f(s)=f(j(s))$$
so that $`f`$ and $`f_{\phi _f}`$ coincide on the total set $`j(S)`$. Since both are continuous, they coincide, proving (1.2).
Continuity of $`\mathrm{\Psi }`$: If $`\phi _n\phi `$ pointwise on $`S`$, then (1.3) implies that $`f_{\phi _n}f_\phi `$ on the dense set $`span\{j(S)\}`$. Since $`E(C^{}(S,\alpha ))`$ is a bounded subset of continuous functions on $`C^{}(S,\alpha )`$ it thus follows that $`f_{\phi _n}f_\phi `$ in the weak-$``$-topology of $`C^{}(S,\alpha )`$.
Continuity of $`\mathrm{\Psi }^\mathrm{๐}`$: If $`f_{\phi _n}f_\phi `$ pointwise on $`C^{}(S,\alpha )`$, we conclude from (1.3) that $`\phi _n\phi `$ pointwise on $`S`$.
II. The dual of complex Olโshanskiฤญ semigroups
In this section we focus our interest on a concrete class of involutive semigroups, namely complex Olโshanskiฤญ semigroups, which may be thought as generalizations of complex Lie subsemigroups of complex Lie groups.
Complex Olโshanskiฤญ semigroups
Definition II.1. Let $`g`$ be a finite dimensional real Lie algebra.
(a) An element $`Xg`$ is called elliptic if $`adX`$ is semsimple with purely imaginary spectrum. Accordingly we call a subset $`Wg`$ elliptic if all its elements are elliptic.
(b) A subalgebra $`ag`$ is said to be compactly embedded, if $`e^{ada}`$ is relatively compact in $`Aut(g)`$. Note that a subalgebra is compactly embedded if and only if it is elliptic.
Definition II.2. Let $`รWg`$ be an open convex $`Inn(g)`$-invariant elliptic cone and $`\overline{W}`$ its closure. Let $`\stackrel{~}{G}`$, resp. $`\stackrel{~}{G}_C`$, be the simply connected Lie groups associated to $`g`$, resp. $`g_C`$, and set $`G_1:=\mathrm{exp}g\stackrel{~}{G}_C`$. Then Lawsonโs Theorem (cf. \[HiNe93, Th. 7.34, 35\]) says that the subset $`\mathrm{\Gamma }_{G_1}(\overline{W}):=G_1\mathrm{exp}(i\overline{W})`$ is a closed subsemigroup of $`G_C`$ and the polar map
$$G_1\times \overline{W}\mathrm{\Gamma }_{G_1}(\overline{W}),(g,X)g\mathrm{exp}(iX)$$
is a homeomorphism.
Now the universal covering semigroup $`\mathrm{\Gamma }_{\stackrel{~}{G}}(\overline{W}):=\stackrel{~}{\mathrm{\Gamma }}_{G_1}(\overline{W})`$ has a similar structure. We can lift the exponential function $`\mathrm{exp}:g+i\overline{W}\mathrm{\Gamma }_{G_1}(\overline{W})`$ to an exponential mapping $`Exp:g+i\overline{W}\mathrm{\Gamma }_{\stackrel{~}{G}}(\overline{W})`$ with $`Exp(0)=\mathrm{๐}`$ and thus obtain a polar map $`\stackrel{~}{G}\times \overline{W}\mathrm{\Gamma }_{\stackrel{~}{G}}(\overline{W}),(g,X)gExp(iX)`$ which is a homeomorphism.
If $`G`$ is a connected Lie group associated to $`g`$, then $`\pi _1(G)`$ is a discrete central subgroup of $`\mathrm{\Gamma }_{\stackrel{~}{G}}(\overline{W})`$ and we obtain a covering homomorphism $`\mathrm{\Gamma }_{\stackrel{~}{G}}(\overline{W})\mathrm{\Gamma }_G(\overline{W}):=\mathrm{\Gamma }_{\stackrel{~}{G}}(\overline{W})/\pi _1(G)`$ (cf. \[HiNe93, Ch. 3\]). It is easy to see that there is also a polar map $`G\times \overline{W}\mathrm{\Gamma }_G(\overline{W}),(g,X)gExp(iX)`$ which is a homeomorphism. The semigroups of the type $`\mathrm{\Gamma }_G(\overline{W})`$ are called complex Olโshanskiฤญ semigroups.
The subset $`\mathrm{\Gamma }_G(W)\mathrm{\Gamma }_G(\overline{W})`$ is an open semigroup carrying a complex manifold structure such that the multiplication is holomorphic. Moreover there is an involution on $`\mathrm{\Gamma }_G(\overline{W})`$ given by
$${}_{}{}^{}:\mathrm{\Gamma }_G(\overline{W})\mathrm{\Gamma }_G(\overline{W}),s=gExp(iX)s^{}=Exp(iX)g^1$$
being antiholomorphic on $`\mathrm{\Gamma }_G(W)`$ (cf. \[HiNe93, Th. 9.15\] for a proof of all that). Thus both $`\mathrm{\Gamma }_G(W)`$ and $`\mathrm{\Gamma }_G(\overline{W})`$ are involutive semigroups.
From now on we denote by $`S`$ an open complex Olโshanskiฤญ semigroup $`\mathrm{\Gamma }_G(W)`$ and by $`\overline{S}`$ its โclosureโ $`\mathrm{\Gamma }_G(\overline{W})`$.
Definition II.3. A holomorphic representation $`(\pi ,)`$ of a complex Olโshanskiฤญ semigroup $`S`$ is a non-degenerate representation of the involutive semigroup $`S`$ (cf. Definition I.1(b)) for which the map $`\pi :SB()`$ is holomorphic.
Since we now work in the category of complex Olโshanskiฤญ semigroups and holomorphic representations we have to adapt the objects $`๐(S)`$ and $`๐ซ(S,\alpha )`$ slightly to the new setting.
Definition II.4. Let $`V`$ be a finite dimensional real vector space and $`V^{}`$ its dual space.
(a) For a subset $`EV`$ we define its dual set by $`E^{}:=\{\alpha V^{}:(XE)\alpha (X)0\}`$. Note that $`E^{}`$ is a closed convex cone in $`V^{}`$.
(b) If $`CV`$ is a convex set, then we define
$$limC:=\{vV:v+CC\}\text{and}B(C):=\{\alpha V^{}:inf\alpha (C)>\mathrm{}\}$$
We call $`limC`$ the limit cone of $`C`$. Note that both $`limC`$ and $`B(C)`$ are convex sets and that $`limC`$ is closed if $`C`$ is open or closed.
(c) If $`CV`$ is a convex set, then we say $`C`$ is pointed if $`C`$ contains no affine lines, i.e., $`\overline{limC}\overline{limC}=\{0\}`$.
Lemma II.5.Let $`(\pi ,)`$ be a holomorphic representation of $`S`$. Then $`\alpha (s):=\pi (s)`$ is a continuous $`G\times G`$-biinvariant absolute value on $`S`$ and there exists a unique closed $`Ad(G)^{}`$-invariant convex subset $`Cg^{}`$ with $`W^{}=limC`$ such that
$$\alpha (gExp(iX))=:\alpha _C(gExp(iX)):=e^{supX,C}$$
for $`gExp(iX)S`$.
Proof. \[Ne99, Th. XI.3.5\].
Note that the condition $`W^{}=limC`$ is equivalent to $`\overline{W}=\overline{B(C)}`$ (cf. \[Ne99, Lemma V.1.18\]). We define now
$$๐_h(S):=\{\alpha _C:Cg^{},\text{closed and convex},W^{}=limC,Ad(G)^{}.C=C\},$$
and for all $`\alpha ๐_h(S)`$ we set
$$๐ซ_h(S,\alpha ):=\{\phi Hol(S):\phi \text{positive definite and }\alpha \text{-bounded}\}.$$
Finally we set $`C_h^{}(S,\alpha ):=C^{}(S,\alpha ,๐ซ_h(S,\alpha ))`$ (cf. Definition I.3).
Since each $`\alpha `$ is locally bounded, the canonical mapping $`j:SC_h^{}(S,\alpha )`$ becomes holomorphic. The analog of Lemma I.4 now reads as follows.
Lemma II.6.The prescription $`\stackrel{~}{\pi }\pi :=\stackrel{~}{\pi }j`$ defines a bijection between non-degenerate representations $`(\stackrel{~}{\pi },)`$ of $`C_h^{}(S,\alpha )`$ and $`\alpha `$-bounded holomorphic representations $`(\pi ,)`$ of $`S`$.
Definition II.7. A $`C^{}`$-algebra $`๐`$ is said to be $`CCR`$ (completely continuous representations) or liminal if for all irreducible representations $`(\pi ,)`$ of $`๐`$ the image $`\pi (๐)`$ is contained in the space of compact operators $`๐ฆ()`$ of $``$.
Theorem II.8. (K.-H. Neeb) If $`S`$ is a complex Olโshanskiฤญ semigroup and $`\alpha ๐_h(S)`$, then the $`C^{}`$-algebra $`C_h^{}(S,\alpha )`$ is CCR.
Proof. \[Ne99, Th. XI.6.6\].
The hull-kernel topology on the dual
In this subsection we introduce for each $`\alpha ๐_h(S)`$ the hull-kernel topology on the set $`\widehat{S}_\alpha `$ of equivalence classes of irreducible $`\alpha `$-bounded holomorphic representations of $`S`$. Then we characterize the hull-kernel topology on $`\widehat{S}_\alpha `$ in terms of the compact convergence of the corresponding matrix coefficients of irreducible holomorphic representations.
Lemma II.9.On $`๐ซ_h(S,\alpha )`$ the topology of pointwise convergence coincides with the topology of compact convergence.
Proof. Let $`\phi _n\phi `$ pointwise on $`S`$ and $`KS`$ a compact subset. Then we find an element $`tS`$ and a compact subset $`\stackrel{~}{K}S`$ such that $`Kt^{}\stackrel{~}{K}t`$ holds (cf. \[HiNe93, 3.19\]). Since for all $`\psi ๐ซ_h(S,\alpha )`$ and $`s,tS`$ the inequality
$$|\psi (t^{}st)|\alpha (s)\psi (t^{}t)$$
holds (cf. Definition I.2(d)), the locally boundedness of $`\alpha `$ implies that all functions in $`๐ซ_h(S,\alpha )`$ are uniformly bounded on $`K`$. Thus by Montelโs Theorem $`๐ซ_h(S,\alpha )_K`$ is a compact subset of $`C(K)`$. In particular, $`\phi _n\phi `$ pointwise on $`S`$ implies $`\phi _n\phi `$ uniformly on $`K`$, as was to be shown.
Theorem II.10.If we equip $`๐ซ_h(S,\alpha )_\mathrm{๐}`$ with the topology of compact convergence on $`S`$ and $`E(C_h^{}(S,\alpha ))`$ with the weak-$``$-topology of $`C_h^{}(S,\alpha )`$, then the mapping
$$\mathrm{\Psi }:๐ซ_h(S,\alpha )_\mathrm{๐}E(C_h^{}(S,\alpha )),\phi f_\phi $$
is a homeomorphism.
Proof. In view of Lemma II.6 and Lemma II.9, this follows now from Theorem I.5.
Definition II.11. (Hull-kernel topology) Let $`๐`$ be a $`C^{}`$-algebra.
(a) A two-sided ideal $`J`$ of $`๐`$ is called primitive if there exists an irreducible representation $`(\pi ,)`$ of $`๐`$ such that $`J=\mathrm{ker}\pi `$. The space of primitive ideals is denoted by $`Prim(๐)`$.
(b) For a subset $`MPrim(๐)`$ we set
$$I(M):=\underset{JM}{}J\text{and}\overline{M}:=\{JPrim(๐):JI(M)\}.$$
Then the prescription
$$๐ฏ_J:=\{Prim(๐)\backslash \overline{M}:MPrim(๐)\}$$
defines a topology on $`Prim(๐)`$ (cf. \[Dix82, Sect. 3.1\]), the so-called Jacobson topology.
(c) Let $`\widehat{๐}`$ denote the set of equivalence classes of irreducible representations of $`๐`$. For each irreducible representation $`(\pi ,_\pi )`$ of $`๐`$ we denote by $`[\pi ]`$ its equivalence class. Consider the map
$$\widehat{๐}Prim(๐),[\pi ]\mathrm{ker}\pi .$$
If we equip $`Prim(๐)`$ with the Jacobson topology, then the initial topology on $`\widehat{๐}`$ under this map is called the hull-kernel or Fell topology on $`\widehat{๐}`$.
Definition II.12. Let $`S`$ be a complex Olโshanskiฤญ semigroup and $`\alpha ๐_h(S)`$ an absolute value on it. We denote by $`\widehat{S}`$ the set of equivalence classes of irreducible holomorphic representations of $`S`$ and by $`\widehat{S}_\alpha `$ the subset of all $`\alpha `$-bounded ones. Note that $`C_h^{}(S,\alpha )\widehat{}`$ can be identified with $`\widehat{S}_\alpha `$ (cf. Lemma II.6). The topology on $`\widehat{S}_\alpha `$ induced from the hull-kernel topology on $`C_h^{}(S,\alpha )\widehat{}`$ is denoted by $`๐ฏ_{hk}^\alpha `$. Note that $`\widehat{S}_\alpha `$ is countable at infinity, since $`C_h^{}(S,\alpha )`$ is separable.
Remark II.13. (a) If $`(\pi ,_\pi )`$ is an $`\alpha `$-bounded holomorphic representation of $`S`$ and $`v_\pi `$, then an element of $`๐ซ_h(S,\alpha )_\mathrm{๐}`$ is defined by $`\pi _{v,v}(s):=\pi (s).v,v`$, $`sS`$. Conversely, the Gelfand-Naimark-Segal correspondance between positive definite functions and matrix coefficients together with \[Ne99, Prop. III.1.23\] imply that
$$๐ซ_h(S,\alpha )_\mathrm{๐}=\{\pi _{v,v}:v_\pi ,(\pi ,_\pi )\alpha \text{bounded}\}.$$
(b) Every holomorphic representation $`(\pi ,)`$ of $`S`$ gives rise to a representation of the involutive semigroup $`SG`$, also denoted by $`(\pi ,)`$, such that $`\pi _G`$ is a uniquely determined unitary representation of $`G`$. Moreover, $`\pi _G`$ is irreducible if and only if $`\pi _S`$ is (cf. \[Ne99, Ch. XI\] for all that).
(c) In view of (a) and (b), we conclude that every $`\phi ๐ซ_h(S,\alpha )_\mathrm{๐}`$ extends naturally to a positive definite function on $`SG`$ which is continuous when restricted to $`G`$. In the sequel we identify the elements of $`๐ซ_h(S,\alpha )_\mathrm{๐}`$ as positive definite functions on $`SG`$. Further for all $`\phi ๐ซ_h(S,\alpha )_\mathrm{๐}`$ all the radial limits
$$\underset{\genfrac{}{}{0pt}{}{t0}{t>0}}{lim}\phi (gExp(itX))=\phi (g)$$
exist, where $`gG`$ and $`XW`$ (this is immediate from (a) and \[Ne99, Prop. IV.3.2\]).
Theorem II.14.For a subset $`M`$ of $`\widehat{S}_\alpha `$ let $`\overline{M}`$ be the closure in the topology $`๐ฏ_{hk}^\alpha `$ (cf. Definition II.12). For $`[\pi ]\widehat{S}_\alpha `$ and $`v_\pi `$ let $`\pi _{v,v}(s):=\pi (s).v,v`$,
$$E([\pi ]):=\{\pi _{v,v}:v_\pi ,v=1\}\text{and}E(M):=\underset{[\pi ]M}{}E([\pi ]).$$
Let $`\overline{E(M)}`$ be the closure of $`E(M)`$ in $`๐ซ_h(S,\alpha )_\mathrm{๐}`$, equipped with the topology of compact convergence on $`S`$. Then the following assertions are equivalent:
(1) $`[\pi ]\overline{M}`$, (2) $`(v_\pi ,v=1)\pi _{v,v}\overline{E(M)}`$, (3) $`(v_\pi ,v=1)\pi _{v,v}\overline{E(M)}`$, (4) $`E([\pi ])\overline{spanE(M)}\{0\}`$.
Proof. In view of Theorem II.10 and Remark II.13(a), the assertion follows now from \[Dix82, Th. 3.4.10\].
Comparison with the topology on $`\widehat{G}`$
Recall from Remark II.13(b) that every irreducible holomorphic representation of $`S`$ defines in a unique manner an irreducible unitary representation of $`G`$. Thus we may consider $`\widehat{S}`$ as a certain subset of $`\widehat{G}`$ and the topology on $`\widehat{G}`$ gives rise to a topology on $`\widehat{S}_\alpha `$ which we denote by $`๐ฏ_G^\alpha `$.
In this subsection we compare the hull-kernel topology $`๐ฏ_{hk}^\alpha `$ on $`\widehat{S}_\alpha `$ with the topology $`๐ฏ_G^\alpha `$ induced from $`\widehat{G}`$. With real analysis methods, i.e., boundary values of Poisson transforms, we show that $`๐ฏ_{hk}^\alpha ๐ฏ_G^\alpha `$.
Lemma II.15.Let $`\alpha ๐_h(S)`$. Then for each compact subset $`QW`$ there exists a norm $``$ on $`g`$ and a constant $`c>0`$ sucht that
$$(XR^+Q)\alpha (Exp(iX))ce^X.$$
Proof. If $`0W`$, then $`W=g`$ and $`\alpha =1`$ by Lemma II.5. In this case the assertion of the lemma is clear. Thus we may assume that $`0W`$.
Note that $`\alpha =\alpha _C`$ for some closed convex subset $`Cg^{}`$ with $`\overline{W}=\overline{B(C)}`$ by the definition of $`๐_h(S)`$. Thus the compactness of $`Q`$ in $`W`$ shows that
$$sup_{X[0,1]Q}\alpha (Exp(iX))=:c<\mathrm{}.$$
Let $``$ be a norm on $`g`$ such that $`X>1`$ for all $`X]1,\mathrm{}[Q`$ (this is possible since $`0W`$). Note that the mapping $`WR^+,X\mathrm{log}\alpha (Exp(iX))`$ is positively homogeneous by the construction of $`๐_h(S)`$. Thus is $`Y=kXR^+Q`$ with $`kR^+`$ and $`XQ`$, then
$$\alpha (Exp(iY))=\alpha (Exp(iX))^kc^kc^Y.$$
Now an appropriate rescaling of $``$ yields the assertion.
Proposition II.16.The mapping $`(\widehat{S}_\alpha ,๐ฏ_G^\alpha )(\widehat{S}_\alpha ,๐ฏ_{hk}^\alpha )`$ is continuous, i.e., we have $`๐ฏ_{hk}^\alpha ๐ฏ_G^\alpha `$.
Proof. Recall from Remark II.13(c) that the elements of $`๐ซ_h(S,\alpha )_\mathrm{๐}`$ are identified with the positive definite functions on $`SG`$ which restrictions $`\phi _S`$ are holomorphic and $`\alpha `$-bounded and have $`\phi _G`$ as continuous radial limit.
In view of \[Dix82, Prop. 18.1.5\] and Theorem II.14 it suffices to show that a sequence $`(\phi _n)_{nN}`$ in $`๐ซ_h(S,\alpha )_\mathrm{๐}`$ which satisfies
$$\phi _n\phi \text{ compactly on }G,$$
also satisfies
$$\phi _n\phi \text{compactly on }S.$$
Let $`KS`$ be a compact subset and $`s=gExp(iX)K`$. Let $`X_1,\mathrm{},X_n`$ be a basis of $`g`$ which is contained in $`W`$ and set $`Q:=conv(\{X_1,\mathrm{},X_n\})`$. We choose the basis in such a way that $`XQ`$. Since $`dExp(iX)`$ is everywhere invertible, we find an open subset $`Ug+iQ`$ with $`iXU`$ such that $`Exp_U`$ is a diffeomorphism. W.l.o.g. we may assume $`UQ`$ and also $`K=gExp(U)`$. Let $`R_+:=]0,\mathrm{}[`$. Then the mapping
$$h:\mathrm{\Gamma }_{R^n}(R_+^n)S,(z_1,\mathrm{},z_n)gExp(z_1X_1+\mathrm{}+z_nX_n),$$
induces a map
$$h_{}:Hol(S)Hol(\mathrm{\Gamma }_{R^n}(R_+^n)),\psi \stackrel{~}{\psi }:=\psi h.$$
Thus we only have to show that the compact convergence of $`\stackrel{~}{\phi _n}_{R^n}`$ implies the compact convergence of $`\stackrel{~}{\phi _n}`$ on the tube domain $`\mathrm{\Gamma }_{R^n}(R_+^n)`$. Recall that each $`\psi ๐ซ_h(S,\alpha )_\mathrm{๐}`$ satisfies the estimate
$$(sS)|\psi (s)|\psi (\mathrm{๐})\alpha (s)=\alpha (s)$$
(cf. Definition I.2(d)). Let $`c>0`$ and define $`fHol(\mathrm{\Gamma }_{R^n}(R_+^n))`$
$$f:\mathrm{\Gamma }_{R^n}(R_+^n)C,f(z):=ce^{ic(z_1+\mathrm{}+z_n)}.$$
In view of Lemma II.15, we then have $`|\stackrel{~}{\psi }(z)||f(z)|`$ for all $`z\mathrm{\Gamma }_{R^n}(R_+^n)`$ and $`\psi ๐ซ_h(S,\alpha )_\mathrm{๐}`$ provided $`c>0`$ is chosen sufficiently large. Since $`f`$ has no zeros, we may replace $`\stackrel{~}{\phi }_n`$ by $`\phi _n^{}:=\frac{1}{f}\stackrel{~}{\phi }_n`$. Note that the functions $`\phi _n^{}`$, $`\phi ^{}`$ are elements of $`Hol(\mathrm{\Gamma }_{R^n}(R_+^n))`$ uniformly bounded by $`1`$. Further we replace $`\phi _n^{}`$, $`\phi `$ by $`\phi _n^{\prime \prime }:=g\phi _n^{}`$ and $`\phi ^{\prime \prime }:=g\phi ^{}`$, where $`g:\mathrm{\Gamma }_{R^n}(R_+^n)C,g(z):=\frac{1}{z_1+i}\mathrm{}\frac{1}{z_n+i}`$. Note that the functions $`\phi _n^{\prime \prime }`$, $`\phi ^{\prime \prime }`$ are uniformly bounded elements of $`Hol(\mathrm{\Gamma }_{R^n}(R_+^n))`$ which are uniformly vanishing at infinity.
Let
$$p:\overline{\mathrm{\Gamma }_{R^n}(R_+^n)}R,p(x_1+iy_1,\mathrm{},x_n+iy_n):=\left(\frac{1}{\pi }\right)^n\underset{j=1}{\overset{n}{}}\frac{y_j}{x_j^2+y_j^2}$$
be the Poisson kernel of the upper half plane and
$$P:L^{\mathrm{}}(R^n)\mathrm{Harm}(\mathrm{\Gamma }_{R^n}(R_+^n)),P(f)(z):=_{R^n}f(x)p(zx)๐x$$
the corresponding Poisson transform. According to \[SW75, ยง2, 2.1,5\], the functions $`\phi _n^{\prime \prime }`$, $`\phi ^{\prime \prime }`$ are the Poisson transforms of their boundary values, i.e., $`\phi _n^{\prime \prime }=P(\phi _n^{\prime \prime }_{R^n})`$, $`\phi ^{\prime \prime }=P(\phi ^{\prime \prime }_{R^n})`$ and we have
$$\phi _n^{\prime \prime }_{\mathrm{\Gamma }_{R^n}(R_+^n),\mathrm{}}=\phi _n^{\prime \prime }_{R^n,\mathrm{}}$$
$`(2.1)`$
and analogously for $`\phi ^{\prime \prime }`$. Since the functions $`\phi _n^{\prime \prime }_{R^n}`$, $`\phi ^{\prime \prime }_{R^n}`$ vanish uniformly at infinity, equation (2.1) implies that the compact convergence of the $`\phi _n^{\prime \prime }_{R^n}\phi ^{\prime \prime }_{R^n}`$ implies the compact convergence on $`\mathrm{\Gamma }_{R^n}(R_+^n)`$. This concludes the proof of the proposition.
Highest weight representations
In this section we take a closer look at the irreducible holomorphic representations of $`S`$. It turns out that they are obtained by analytic continuation of unitary highest weight representations of $`G`$.
Note that if a real Lie algebra admits a non-empty open elliptic convex cone, then there exists a compactly embedded Cartan subalgebra $`tg`$ (cf. \[Ne99, Th. VII.1.8\]). To step further we first need some terminology concerning Lie algebras with compactly embedded Cartan subalgebras.
Definition II.17. Let $`g`$ be a finite dimensional Lie algebra over $`R`$ with compactly embedded Cartan subalgebra $`t`$.
(a) Associated to the Cartan subalgebra $`t_C`$ in the complexification $`g_C`$ there is a root decomposition as follows. For a linear functional $`\alpha t_C^{}`$ we set
$$g_C^\alpha :=\{Xg_C:(Yt_C)[Y,X]=\alpha (Y)X\}$$
and write $`\mathrm{\Delta }:=\{\alpha t_C^{}\backslash \{0\}:g_C^\alpha \{0\}\}`$ for the set of roots. Then $`g_C=t_C_{\alpha \mathrm{\Delta }}g_C^\alpha `$, $`\alpha (t)iR`$ for all $`\alpha \mathrm{\Delta }`$ and $`\overline{g_C^\alpha }=g_C^\alpha `$, where $`X\overline{X}`$ denotes complex conjugation on $`g_C`$ with respect to $`g`$.
(b) Let $`k`$ be a maximal compactly embedded subalgebra of $`g`$ containing $`t`$. Then a root $`\alpha `$ is said to be compact if $`g_C^\alpha k_C`$ and non-compact otherwise. We write $`\mathrm{\Delta }_k`$for the set of compact roots and $`\mathrm{\Delta }_n`$ for the non-compact ones.
(c) A positive system $`\mathrm{\Delta }^+`$ of roots is a subset of $`\mathrm{\Delta }`$ for which there exists a regular element $`X_0it^{}`$ with $`\mathrm{\Delta }^+:=\{\alpha \mathrm{\Delta }:\alpha (X_0)>0\}`$. We call a positive system $`k`$-adapted if the set $`\mathrm{\Delta }_n^+:=\mathrm{\Delta }_n\mathrm{\Delta }^+`$ is invariant under the Weyl group $`๐ฒ_k:=N_{Inn(k)}(t)/Z_{Inn(k)}(t)`$ acting on $`t`$. We recall from \[Ne99, Prop. VII.2.14\] that there exists a $`k`$-adapted positive system if and only if $`z_g(z(k))=k`$. In this case we say $`g`$ is quasihermitian. In this case it is easy to see that $`s`$ is quasihermitian, too, and so all simple ideals of $`s`$ are either compact or hermitian.
(d) We associate to the positive system $`\mathrm{\Delta }^+`$ the convex cones
$$C_{\mathrm{min}}:=\overline{cone\{i[\overline{X_\alpha },X_\alpha ]:X_\alpha g_C^\alpha ,\alpha \mathrm{\Delta }_n^+\}},$$
and $`C_{\mathrm{max}}:=(i\mathrm{\Delta }_n^+)^{}=\{Xt:(\alpha \mathrm{\Delta }_n^+)i\alpha (X)0\}`$. Note that both $`C_{\mathrm{min}}`$ and $`C_{\mathrm{max}}`$ are closed convex cones in $`t`$.
(e) Write $`p_t:gt`$ for the orthogonal projection along $`[t,g]`$ and set $`๐ช_X:=Inn(g).X`$ for the adjoint orbit through $`Xg`$. We define the minimal and maximal cone associated to $`\mathrm{\Delta }^+`$ by
$$W_{\mathrm{min}}:=\{Xg:p_t(๐ช_X)C_{\mathrm{min}}\}\text{and}W_{\mathrm{max}}:=\{Xg:p_t(๐ช_X)C_{\mathrm{max}}\}$$
and note that both cones are convex, closed and $`Inn(g)`$-invariant.
From now on we assume that $`g`$ contains a compactly embedded Cartan subalgebra $`tg`$ and that there exists a non-empty open elliptic convex cone $`Wg`$. Then in view of \[Ne99, Th. VII.3.8\], there exits a $`k`$-adapted positive system $`\mathrm{\Delta }^+`$ such that
$$W_{\mathrm{min}}\overline{W}W_{\mathrm{max}}$$
holds, $`W_{\mathrm{max}}^0`$ is elliptic, $`W_{\mathrm{min}}t=C_{\mathrm{min}}`$ and $`W_{\mathrm{max}}t=C_{\mathrm{max}}`$. Recall that every elliptic $`Ad(G)`$-invariant cone $`Wg`$ can be reconstructed by its intersection with $`t`$, i.e., $`W=Ad(G).(Wt)`$.
Definition II.18. Let $`\mathrm{\Delta }^+`$ be a positive system.
(a) For a $`g_C`$-module $`V`$ and $`\beta (t_C)^{}`$ we write $`V^\beta :=\{vV:(Xt_C)X.v=\beta (X)v\}`$ for the weight space of weight $`\beta `$ and $`๐ซ_V=\{\beta :V^\beta \{0\}\}`$ for the set of weights of $`V`$.
(b) Let $`V`$ be a $`g_C`$-module and $`vV^\lambda `$ a $`t_C`$-weight vector. We say that $`v`$ is a primitive element of V (with respect to $`\mathrm{\Delta }^+`$) if $`g_C^\alpha .v=\{0\}`$ holds for all $`\alpha \mathrm{\Delta }^+`$.
(c) A $`g_C`$-module $`V`$ is called a highest weight module with highest weight $`\lambda `$ (with respect to $`\mathrm{\Delta }^+`$) if it is generated by a primitive element of weight $`\lambda `$.
(d) Let $`G`$ be a connected Lie group with Lie algebra $`g`$. We write $`K`$ for the analytic subgroup of $`G`$ corresponding to $`k`$. Let $`(\pi ,)`$ be a unitary representation of $`G`$. A vector $`v`$ is called $`K`$-finite if it is contained in a finite dimensional $`K`$-invariant subspace. We write $`^{K,\omega }`$ for the space of analytic $`K`$-finite vectors.
(e) An irreducible unitary representation $`(\pi _\lambda ,_\lambda )`$ of $`G`$ is called a highest weight representation with respect to $`\mathrm{\Delta }^+`$ and highest weight $`\lambda it^{}`$ if $`L(\lambda ):=_\lambda ^{K,\omega }`$ is a highest weight module for $`g_C`$ with respect to $`\mathrm{\Delta }^+`$ and highest weight $`\lambda `$. We write $`HW(G,\mathrm{\Delta }^+)it^{}`$ for the set of highest weights corresponding to unitary highest weight representations of $`G`$ with respect to $`\mathrm{\Delta }^+`$.
Lemma II.19.Let $`S=\mathrm{\Gamma }_G(W)`$ be a complex Olโshanskiฤญ semigroup and $`\mathrm{\Delta }^+`$ be a $`k`$-adapted positive system with $`C_{\mathrm{min}}\overline{W}tC_{\mathrm{max}}`$. (i) If $`(\pi ,)`$ is an irreducible holomorphic representation of $`S`$, then $`(\pi ,)`$ extends to a representation of $`SG`$, also denoted by $`(\pi ,)`$, such that $`\pi _G`$ is a uniquely determined unitary highest weight representation of $`G`$ with respect to $`\mathrm{\Delta }^+`$. Conversely, if $`(\pi _\lambda ,_\lambda )`$ is a unitary highest weight representation of $`G`$ with respect to $`\mathrm{\Delta }^+`$, then $`(\pi _\lambda ,_\lambda )`$ extends to a uniquely determined holomorphic representation of $`S`$. In particular, the mapping
$$HW(G,\mathrm{\Delta }^+)\widehat{S},\lambda [\pi _\lambda ]$$
is bijective, hence gives a parametrization of $`\widehat{S}`$ by highest weights.
(ii) If $`\alpha =\alpha _C`$ and $`HW_\alpha `$ denotes the subset of $`HW(G,\mathrm{\Delta }^+)`$ corresponding to $`\alpha `$-bounded representations, then
$$HW_\alpha =\{\lambda HW(G,\mathrm{\Delta }^+):i\lambda Ct^{}\}.$$
Proof. (i) This follows from \[Ne99, Th. XI.2.3\].
(ii) It follows from \[Kr99a, Lemma IV.12\] that
$$HW_\alpha =\{\lambda HW(G,\mathrm{\Delta }^+):(XWt)e^{\lambda (iX)}\alpha (Exp(iX))\}.$$
We define $`f:tR\{+\mathrm{}\},XsupX,C`$ and note that $`f`$ is a lower semicontinuous convex function. Since $`C`$ was supposed to be closed, convex and $`Ad^{}(G)`$-invariant, it follows in particular that $`f(X)=supX,Ct^{}`$ for all $`Xt`$ (cf. \[Ne99,Prop. V.2.2\]).
Fix $`\lambda HW(G,\mathrm{\Delta }^+)`$. Then we have $`\lambda HW_\alpha `$ if and only if $`i\lambda (X)f(X)`$ for all $`XWt`$. Let $`D_f:=\{Xt:f(X)<\mathrm{}\}`$. Then $`\overline{W}=\overline{B(C)}`$ implies that $`D_f=(B(C))t\overline{W}t=\overline{Wt}`$. Thus it follows from \[Ne99, Prop. V.3.2(i)\] that $`\lambda HW_\alpha `$ if and only if $`i\lambda f`$ on $`t`$, i.e., $`i\lambda Ct^{}`$ as was to be shown.
The topology on $`\widehat{S}_\alpha `$
In view of Lemma II.19, we can parametrize $`\widehat{S}_\alpha `$ by the subset $`HW_\alpha it^{}`$. The euclidean topology on $`HW_\alpha `$ thus gives rise to a topology on $`\widehat{S}_\alpha `$ which we denote by $`๐ฏ_e^\alpha `$.
In the sequel we will show that for generic absolute values $`\alpha `$ all the topologies $`๐ฏ_{hk}^\alpha `$, $`๐ฏ_G^\alpha `$ and $`๐ฏ_e^\alpha `$ coincide on $`\widehat{S}_\alpha `$.
Associated to the complex Lie subalgebras $`k_C`$, $`p_C^+:=_{\alpha \mathrm{\Delta }_n^+}g_C^\alpha `$ and $`p_C^{}:=_{\alpha \mathrm{\Delta }_n^+}g_C^\alpha `$ of $`g_C`$ we have analytic subgroups $`K_C`$, $`P^+`$ and $`P^{}`$ of $`G_C`$. Recall from \[Ne99, Ch. XII\] that the groups $`P^\pm `$ are biholomorphic to $`p^\pm `$ via the exponential mapping and that the multiplication mapping
$$P^{}\times K_C\times P^+G_C,(p_{},k,p_+)p_{}kp_+$$
is biholomorphic onto its open image $`P^{}K_CP^+G_C`$. Set $`S_1:=\mathrm{\Gamma }_{G_1}(W)G_C`$ and recall from \[Ne99, Th. XII.4.6\] that
$$G_1\overline{S_1}P^{}K_CP^+.$$
Further, if $`P^{}\stackrel{~}{K_C}P^+P^{}\times \stackrel{~}{K_C}\times P^+`$ denotes the simply connected covering of $`P^{}K_CP^+`$, then the chain of inclusions from above lifts to
$$\stackrel{~}{G}\overline{\stackrel{~}{S}}P^{}\stackrel{~}{K_C}P^+$$
(cf. \[Ne99, Cor. XII.4.7\]). We denote by
$$\kappa :P^{}\stackrel{~}{K_C}P^+\stackrel{~}{K_C},s\kappa (s)$$
the holomorphic projection on the middle component.
If $`(\pi _\lambda ,_\lambda )`$ is a unitary highest weight representation of $`G`$, then we denote by $`v_\lambda _\lambda `$ a normalized highest weight vector. Further we set $`F(\lambda ):=U(k_C).v_\lambda `$ for the minimal $`k`$-type and write $`(\pi _\lambda ^K,F(\lambda ))`$ for the finite dimensional holomorphic representation of $`\stackrel{~}{K_C}`$ with highest weight $`\lambda `$. Finally we denote by $`HW(\mathrm{\Delta }_k^+)`$ the set of linear functionals on $`t_C^{}`$ which are dominant integral with respect to $`\mathrm{\Delta }_k^+`$ and note that $`HW(G,\mathrm{\Delta }^+)HW(\mathrm{\Delta }_k^+)`$.
Proposition II.20.The mapping
$$\mathrm{\Phi }:S\times HW(G,\mathrm{\Delta }^+)C,(s,\lambda )\psi _\lambda (s):=\pi _\lambda (s).v_\lambda ,v_\lambda $$
lifts to a continuous mapping $`\stackrel{~}{\mathrm{\Phi }}:P^{}\stackrel{~}{K_C}P^+\times HW(\mathrm{\Delta }_k^+)C`$ which is holomorphic in the first variable and given explicitly by $`\stackrel{~}{\mathrm{\Phi }}(s,\lambda )=\pi _\lambda ^K(\kappa (s)).v_\lambda ,v_\lambda `$.
Proof. W.l.o.g. we may assume that $`S=\stackrel{~}{S}`$. Fix $`\lambda HW(G,\mathrm{\Delta }^+)`$. Since $`v_\lambda `$ is an analytic vector of $`(\pi _\lambda ,_\lambda )`$, we find a zero-neighborhood $`Ug`$ such that on $`U_C:=U+iUg_C`$ the series
$$\underset{j=0}{\overset{\mathrm{}}{}}\frac{1}{j!}d\pi _\lambda (X)^j.v_\lambda ,v_\lambda $$
$`(2.2)`$
converges uniformly (cf. \[Ne99, Lemma XI.2.1\]). Note that the value of (2.2) coincides with $`\psi _\lambda (\mathrm{exp}(X))`$ for all $`XU`$.
Let $`Dg_C`$ be the connected component of $`\{0\}`$ in $`\mathrm{exp}_{G_C}^1(P^{}K_CP^+)`$ and $`Exp:DP^{}\stackrel{~}{K}_CP^+`$ the lifting of $`\mathrm{exp}_{G_C}_D`$ satisfying $`Exp(0)=\mathrm{๐}`$. If we choose $`U`$ sufficiently small, we may assume that $`Exp(U_C)P^{}\stackrel{~}{K_C}P^+`$ and that $`Exp_{U_C}`$ is a diffeomorphism onto its image. Let $`V^{}`$, $`V_0`$, $`V^+`$ in $`P^{}`$, $`\stackrel{~}{K_C}`$, $`P^+`$ be connected open $`\mathrm{๐}`$-neighborhoods with $`V^{}V_0V^+Exp(U_C)`$.
According to the the uniform convergence of (2.2) on $`U_C`$, the prescription
$$\psi _\lambda ^{}:Exp(U_C)C,\psi _\lambda ^{}(Exp(X)):=\underset{j=0}{\overset{\mathrm{}}{}}\frac{1}{j!}d\pi _\lambda (X)^j.v_\lambda ,v_\lambda $$
defines a holomorphic function on $`Exp(U_C)`$. We claim that
$$\psi _\lambda (s)=\psi _\lambda ^{}(\kappa (s))=\pi _\lambda ^K(\kappa (s)).v_\lambda ,v_\lambda \text{for all }sV^{}V_0V^+.$$
$`(2.3)`$
In (2.3) the second equality holds by definition so that it remains to prove the first one. For each $`Yg_C`$ let $`L_Y`$ the left invariant vector field on $`G_C`$ with $`L_Y(\mathrm{๐})=Y`$. The corresponding vectorfield on $`V^{}V_0V^+`$ obtained by restriction and lifting is denoted by $`\stackrel{~}{L}_Y`$. Note that the mapping
$$\stackrel{~}{L}:g_CDer(C^{\mathrm{}}(V^{}V_0V^+)),X\stackrel{~}{L}_X$$
is a Lie algebra homomorphism and that all vectorfields $`\stackrel{~}{L}_Y`$ are holomorphic. Let $`Y=Y_1+iY_2p_C^+`$, $`XU`$ and $`g:=\mathrm{exp}(X)G`$. Since $`v_\lambda `$ is an analytic vector, we obtain that
$$\begin{array}{cc}\hfill (\stackrel{~}{L}_Y.\psi _\lambda ^{})& (Exp(X))=(\stackrel{~}{L}_{Y_1}.\psi _\lambda ^{})(Exp(X))+i(\stackrel{~}{L}_{Y_2}.\psi _\lambda ^{})(Exp(X))\hfill \\ & =\frac{d}{dt}|_{t=0}\psi _\lambda (g\mathrm{exp}(tY_1))+i\frac{d}{dt}|_{t=0}\psi _\lambda (g\mathrm{exp}(tY_2))\hfill \\ & =\frac{d}{dt}|_{t=0}\pi _\lambda (g\mathrm{exp}(tY_1)).v_\lambda ,v_\lambda +i\frac{d}{dt}|_{t=0}\pi _\lambda (g\mathrm{exp}(tY_2)).v_\lambda ,v_\lambda \hfill \\ & =\frac{d}{dt}|_{t=0}\pi _\lambda (\mathrm{exp}(tY_1)).v_\lambda ,\pi _\lambda (g^1).v_\lambda +i\frac{d}{dt}|_{t=0}\pi _\lambda (\mathrm{exp}(tY_2)).v_\lambda ,\pi _\lambda (g^1).v_\lambda \hfill \\ & =d\pi _\lambda (Y_1).v_\lambda ,v_\lambda +id\pi _\lambda (Y_2).v_\lambda ,v_\lambda =d\pi _\lambda (Y).v_\lambda ,\pi _\lambda (g^1).v_\lambda =0.\hfill \end{array}$$
Thus $`(\stackrel{~}{L}_Y.\psi _\lambda ^{})_{Exp(U)}=0`$ and therefore $`\stackrel{~}{L}_Y.\psi _\lambda ^{}=0`$ by the Identity Theorem for analytic functions. Therefore $`\psi _\lambda ^{}`$ is constant on all integral curves of $`\stackrel{~}{L}_Y`$, i.e.,
$$\psi _\lambda ^{}(p_{}kp_+)=\psi _\lambda ^{}(p_{}k)\text{for all }p_{}kp_+V^{}V_0V^+.$$
Similarly one shows that $`\psi _\lambda ^{}`$ is constant on the โright cosetsโ of $`V^{}`$, concluding the proof of (2.3).
It follows from (2.3) that $`\psi _\lambda `$ extends to a holomorphic function
$$\stackrel{~}{\psi }_\lambda :P^{}\stackrel{~}{K_C}P^+C,s\pi _\lambda ^K(\kappa (s)).v_\lambda ,v_\lambda .$$
In view of the Cartan-Weyl-Theorem of Highest Weight for finite dimensional representations of complex reductive Lie algebras, we have $`HW(\mathrm{\Delta }_k^+)=z(k_C)^{}+\mathrm{\Gamma }`$, where $`\mathrm{\Gamma }`$ is an additive discrete subsemigroup of $`i(t[k,k])^{}`$. Thus the continuity of $`\stackrel{~}{\mathrm{\Phi }}`$ reduces to showing continuity of the maps
$$\stackrel{~}{\mathrm{\Phi }}_\gamma :\stackrel{~}{K_C}\times (z(k_C)^{}+\gamma )C,(k,\lambda )\pi _\lambda ^K(k).v_\lambda ,v_\lambda ,$$
where $`\gamma \mathrm{\Gamma }`$. Note that $`\stackrel{~}{K_C}z(k_C)\times [\stackrel{~}{K_C},\stackrel{~}{K_C}]`$ by the simple connectedness of $`\stackrel{~}{K_C}`$. Therefore an irreducible representation of $`\stackrel{~}{K_C}`$ correspoding to $`z+\gamma z(k_C)^{}+\gamma `$ is a tensor product representation of a one-dimensional representation of $`z(k_C)`$ with infinitesimal character $`z`$ and a highest weight representation of $`[\stackrel{~}{K_C},\stackrel{~}{K_C}]`$ corresponding to $`\gamma `$. This proves the continuity of the maps $`\stackrel{~}{\mathrm{\Phi }}_\gamma `$ and completes the proof of the proposition.
Corollary II.21.The mappings $`HW_\alpha (\widehat{S}_\alpha ,๐ฏ_{hk}^\alpha )`$ and $`HW_\alpha (\widehat{S}_\alpha ,๐ฏ_G^\alpha )`$ are continuous.
Proof. Recall that $`\widehat{S}_\alpha `$ has a countable base (cf. Definition II.12). Thus by Theorem II.14 and \[Dix82, Prop. 18.1.5\], it suffices to show
$$\lambda _n\lambda \text{in the euclidean topology }$$
implies
$$\psi _{\lambda _n}\psi _\lambda \text{compactly on }S\text{ and }G.$$
But this is immediate from Proposition II.20.
Now we are going to prove that $`๐ฏ_e^\alpha ๐ฏ_{hk}^e`$. We start with a lemma which reduces the assertion to contraction representations.
Lemma II.22. (Reduction to Contractions) Let $`\alpha ๐_h(S)`$. Set $`g^{\mathrm{}}:=gR`$ and $`G^{\mathrm{}}=G\times R`$. Then the following assertions hold: (i) The prescription
$$W^{\mathrm{}}:=\{(X,t)W\times R^+:\alpha (Exp(iX))<e^t\}.$$
defines an open convex $`Ad(G^{\mathrm{}})`$-invariant elliptic cone in $`g^{\mathrm{}}`$ and a complex Olโshanskiฤญ semigroup $`S^{\mathrm{}}:=\mathrm{\Gamma }_G^{\mathrm{}}(W^{\mathrm{}})S\times C`$ can be build (cf. Definition II.2). (ii) If $`(\pi ,)`$ is an $`\alpha `$-bounded holomorphic representation of $`S`$, then $`\pi `$ induces via $`\pi ^{\mathrm{}}(s,z)=e^{iz}\pi (s)`$ a $`\mathrm{๐}`$-bounded holomorphic representation of $`S^{\mathrm{}}`$. Moreover, the prescription $`\pi \pi ^{\mathrm{}}`$ defines a bijection between $`\widehat{S}_\alpha `$ and $`\widehat{S^{\mathrm{}}}_\mathrm{๐}`$. (iii) The $`C^{}`$-algebras $`C_h^{}(S,\alpha )`$ and $`C_h^{}(S^{\mathrm{}},\mathrm{๐})`$ are isomorphic.
Proof. (i) This is immediate from the definition of $`๐_h(S)`$.
(ii) From the construction of $`S^{\mathrm{}}`$ and $`\pi ^{\mathrm{}}`$, it is clear that $`\pi ^{\mathrm{}}`$ is contractive, whenever $`\pi `$ is $`\alpha `$-bounded. Finally, recall from Lemma II.19(i) that every irreducible holomorphic representation of $`S`$, resp. $`S^{\mathrm{}}`$, extends to a holomorphic representation of $`\mathrm{\Gamma }_G(W_{\mathrm{max}}^0)`$, resp. $`\mathrm{\Gamma }_G^{\mathrm{}}(W_{\mathrm{max}}^0R)`$. In view of this, the second assertion is also clear.
(iii) In the definition of $`C_h^{}(S,\alpha )`$ (cf. Definition I.3) we used the full cone $`๐ซ_h(S,\alpha )`$ of $`\alpha `$-bounded positive definite functions. However, in view of Segalโs Theorem (cf. \[Dix82, Lemma 2.10.1\]), we may replace $`๐ซ_h(S,\alpha )`$ by the subcone of extremal generators $`Ext(๐ซ_h(S,\alpha ))`$. Now the assertion follows from (i), Lemma II.6 and the construction of $`C_h^{}(S,\alpha )`$ .
A Lie group $`G`$ is called a (CA)-Lie group (closed adjoint) if $`Ad(G)`$ is closed in $`Aut(g)`$. Note that all reductive and nilpotent Lie groups are (CA)-Lie groups.
Lemma II.23.Let $`([\pi _{\lambda _n}])_{nN}`$ be a convergent sequence in $`(\widehat{S}_\alpha ,๐ฏ_{hk}^\alpha )`$ and $`[\pi _{\lambda _0}]`$ a limit point of it. Then the following assertions hold:
(i) The set $`\{\lambda _n:nN\}`$ is relatively compact in $`it^{}`$. In particular, there exists a convergent subsequence $`(\lambda _{n_k})`$ with limit, say $`\lambda _0^{}`$.
(ii) If, in addition, $`G`$ is a (CA)-Lie group, then we have
$$\lambda _0^{}=\lambda _0+\mu _0$$
for some $`\mu _0N_0[\mathrm{\Delta }^+]`$, where $`N_0[\mathrm{\Delta }^+]`$ denotes the additive subsemigroup of $`it^{}`$ generated by $`\mathrm{\Delta }^+\{0\}`$.
Proof. (i) W.l.o.g. we may assume that $`S`$ is simply connected. In view of Lemma II.22, we may also assume that $`\alpha \mathrm{๐}`$.
If $`[\pi _{\lambda _n}][\pi _{\lambda _0}]`$ in $`(\widehat{S}_\alpha ,๐ฏ_{hk}^\alpha )`$, then Theorem II.14, implies in particular that there exists unit vectors $`v_n_{\lambda _n}`$, $`nN`$, and a normalized highest weight vector $`v_0`$ of $`_{\lambda _0}`$ such that
$$\pi _{\lambda _n}(s).v_n,v_n\pi _{\lambda _0}(s).v_0,v_0\text{compactly on }S.$$
$`(2.4)`$
For each $`\lambda HW(G,\mathrm{\Delta }^+)`$ we write $`๐ซ_\lambda :=๐ซ_{L(\lambda )}`$ for the corresponding set of $`t_C`$-weights (cf. Definition II.18(a)). Note that $`๐ซ_\lambda \lambda N_0[\mathrm{\Delta }^+]`$ since $`(\pi _\lambda ,_\lambda )`$ is a highest weight representation with respect to $`\mathrm{\Delta }^+`$ and highest weight $`\lambda `$.
Let $`t^+:=\{Xt:(\alpha \mathrm{\Delta }^+)i\alpha (X)>0\}`$ and let $`XWt^+`$. Then we have for all $`\lambda HW(G,\mathrm{\Delta }^+)`$ and $`\mu _\lambda ๐ซ_\lambda `$ that $`\mu _\lambda (iX)\lambda (iX)`$. We show that
$$sup_{nN_0}\lambda _n(iX)0\text{and}inf_{nN_0}\lambda _n(iX)>\mathrm{}.$$
$`(2.5)`$
The first assertion in (2.5) is immediate from our reduction to $`\alpha 1`$. If the second assertion were false, we would find a subsequence $`(\lambda _{n_k})_{kN}`$ of $`(\lambda _n)_{nN}`$ such that $`lim_k\mathrm{}\lambda _{n_k}(iX)=\mathrm{}`$. But this implies that
$$0\underset{k\mathrm{}}{lim}\pi _{\lambda _{n_k}}(Exp(iX)).v_{n_k},v_{n_k}\underset{k\mathrm{}}{lim}e^{\lambda _{n_k}(iX)}=0.$$
In view of (2.4), this means that $`e^{\lambda _0(iX)}=\pi _{\lambda _0}(Exp(iX)).v_0,v_0=0`$; a contradiction, completing the proof of (2.5).
By the definition of $`๐_h(S)`$ we have $`\alpha =\alpha _C`$ for some closed convex subset $`Cg^{}`$ with $`\overline{B(C)}=\overline{W}`$. In particular we have $`XintB(C)`$. Since $`limC=W^{}`$, we see that $`C`$ is pointed (cf. Definition II.4(c)), and so the evaluation mapping in $`X`$
$$\mathrm{ev}_X:CR,\lambda \lambda (X)$$
is proper (cf. \[Ne99, Cor. V.1.16\]). In view of Lemma II.19(ii), we have $`HW_\alpha iC`$, and so the properness of $`\mathrm{ev}_X`$ together with (2.5) imply (i).
(ii) For $`\lambda HW(G,\mathrm{\Delta }^+)`$ and $`v_\lambda `$ we write $`v=_{\mu ๐ซ_\lambda }v^\mu `$ for the Fourier series of $`v`$ with respect to the $`t_C`$-action. For each $`nN`$ and $`\mu N_0[\mathrm{\Delta }^+]`$ we set $`a_{n,\mu }:=v_n^{\lambda _n\mu },v_n^{\lambda _n\mu }`$. It follows from (2.4) that
$$\pi _{\lambda _n}(Exp(X)).v_n,v_n\pi _{\lambda _0}(Exp(X)).v_0,v_0\text{compactly on }t+i(Wt^+).$$
Considering the corresponding Fourier series, this means that
$$e^{\lambda _n(X)}\underset{\mu N_0[\mathrm{\Delta }^+]}{}a_{n,\mu }e^{\mu (X)}e^{\lambda _0(X)}$$
converges compactly on $`t+i(Wt^+)`$ or, equivalently, that
$$\underset{\mu N_0[\mathrm{\Delta }^+]}{}a_{n,\mu }e^{\mu (X)}e^{(\lambda _0\lambda _0^{})(X)}\text{compactly on }t+i(Wt^+).$$
$`(2.6)`$
Set $`T:=\mathrm{exp}(t)`$ and note that $`Ad(T)`$ is a compact group since $`G`$ was supposed to be a (CA)-Lie group (cf. \[Ne99, Sect. VII.1\]). Thus (2.6) together with the Peter-Weyl Theorem applied to the action of $`Ad(T)`$ on the Frรฉchet space $`C^{\mathrm{}}(t+i(Wt^+))`$ implies that $`a_{n,\mu }0`$ except for $`\mu =\mu _0:=\lambda _0^{}\lambda _0`$. This completes the proof of (ii).
For $`\lambda HW(G,\mathrm{\Delta }^+)`$ we also consider the $`k_C`$-module $`F(\lambda )`$ as $`k_C+p^+`$-module with trivial $`p^+`$-action. Further we associate to $`\lambda `$ the generalized Verma module
$$N(\lambda ):=๐ฐ(g_C)_{๐ฐ(k_C+p^+)}F(\lambda ).$$
Note that $`L(\lambda )`$ is the unique irreducible quotient of the $`๐ฐ(g_C)`$-module $`N(\lambda )`$ (cf. \[Ne99, Sect. IX.1\]).
Definition II.24. Let $`\alpha ๐_h(S)`$ be an absolute value for $`S`$. Then we call $`\alpha `$ generic if $`L(\lambda )=N(\lambda )`$ holds for all $`\lambda HW_\alpha `$.
Proposition II.25.If $`G`$ is a (CA)-Lie group and $`\alpha ๐_h(S)`$ is generic, then the mapping
$$(\widehat{S}_\alpha ,๐ฏ_{hk}^\alpha )HW_\alpha ,[\pi _\lambda ]\lambda $$
is continuous, i.e., $`๐ฏ_e^\alpha ๐ฏ_{hk}^\alpha `$.
Proof. We use the notaion of Lemma II.23 and its proof. Let $`[\pi _{\lambda _n}][\pi _{\lambda _0}]`$ in $`(\widehat{S}_\alpha ,๐ฏ_{hk}^\alpha )`$. We have to show that $`\lambda _n\lambda _0`$. By Lemma II.23(i) we may assume that $`(\lambda _n)_{nN}`$ converges to $`\lambda _0^{}`$. By Lemma II.23(ii) and its proof we find $`\mu _0N_0[\mathrm{\Delta }^+]`$ with $`\lambda _0^{}=\lambda _o+\mu _0`$, unit vectors $`v_nL(\lambda _n)^{\lambda _n\mu _0}`$, $`nN`$, and a normalized highest weight vector $`v_0`$ of $`L(\lambda _0)`$ such that (2.4) holds.
To complete the proof of the proposition, we have to show that $`\mu _0=0`$. Let $`Yg_C^\alpha `$ for some $`\alpha \mathrm{\Delta }^+`$. After multiplying $`Y`$ with a small non-zero scalar, we may assume that there exists an open subset $`Ut+i(Wt^+)`$ such that $`V=Exp(\overline{Y})Exp(U)Exp(Y)P^{}\stackrel{~}{K_C}P^+S`$. Now it follows from (2.4)that
$$\begin{array}{cc}& \pi _{\lambda _n}(Exp(\overline{Y})Exp(X)Exp(Y)).v_n,v_n=\pi _{\lambda _n}(Exp(X)Exp(Y)).v_n,\pi _{\lambda _n}(Exp(Y)).v_n\hfill \\ & =\underset{k=0}{\overset{\mathrm{}}{}}e^{(\lambda _n\mu _0+k\alpha )(X)}\frac{1}{(k!)^2}d\pi _{\lambda _n}(Y)^k.v_n,d\pi _{\lambda _n}(Y)^k.v_n\hfill \\ & \pi _{\lambda _0}(Exp(\overline{Y})Exp(X)Exp(Y)).v_0,v_0=e^{\lambda _0(X)}\hfill \end{array}$$
$`(2.7)`$
converges compactly on $`U`$. Again by the Peter-Weyl Theorem (cf. the proof of Lemma II.23(ii)) we deduce that
$$(Yn:=\underset{\alpha \mathrm{\Delta }^+}{}g_C^\alpha )\underset{n\mathrm{}}{lim}d\pi _{\lambda _n}(Y).v_n=0.$$
$`(2.8)`$
As $`\lambda _n\lambda _0^{}`$ we may assume that $`\lambda _n_{t_C[k_C,k_C]}=\lambda _0^{}_{t_C[k_C,k_C]}`$ for all $`nN`$. Set $`\mathrm{\Lambda }:=\{\lambda _n:nN\}\{\lambda _0^{}\}`$ and note that $`\mathrm{\Lambda }HW_\alpha `$ since $`HW(G,\mathrm{\Delta }^+)`$ is closed in $`it^{}`$ (cf. \[Kr99a, Sect. IV\]) and $`HW_\alpha `$ is closed in $`HW(G,\mathrm{\Delta }^+)`$ (cf. Lemma II.19(ii)).
As $`\alpha `$ is generic, \[Kr99b\] implies that we can identify all $`L(\lambda )=N(\lambda )`$, $`\lambda \mathrm{\Lambda }`$, with $`L(\lambda _1)`$ as $`[k_C,k_C]+p^+`$-modules. Within this identification all operators $`d\pi _\lambda (Y)`$, $`\lambda \mathrm{\Lambda }`$, coincide for $`Yp^+`$. Further the scalar products of the various $`L(\lambda )`$, $`\lambda \mathrm{\Lambda }`$, define a family of inner products $`(,_\lambda )_{\lambda \mathrm{\Lambda }}`$ on $`L(\lambda _1)`$. Also from \[Kr99b\] we can deduce that for all $`vL(\lambda _1)`$ the mapping
$$\mathrm{\Lambda }]0,\mathrm{}[,\lambda v,v_\lambda $$
is continuous. In particular we may assume that $`(v_n)_{nN}`$ converges in $`L(\lambda _1)^{\lambda _1\mu _0}`$ with limit $`v_0^{}0`$. Thus (2.8) gives for all $`Yn`$
$$d\pi _{\lambda _0^{}}(Y).v_0^{}=d\pi _{\lambda _1}(Y).v_0^{}_{\lambda _0^{}}=\underset{n\mathrm{}}{lim}d\pi _{\lambda _1}(Y).v_n_{\lambda _n}=\underset{n\mathrm{}}{lim}d\pi _{\lambda _n}(Y).v_n=0,$$
where the subscripts at the various norms indicate that we have identified the corresponding $`L(\lambda )`$ with $`L(\lambda _1)`$. Thus $`v_0L(\lambda _0^{})^{\lambda _0^{}\mu _0}`$ is a primitive element and so $`\mu _0=0`$ as was to be shown.
We now give an example that Proposition II.25 becomes false if $`\alpha `$ is non generic.
Example II.26. Let $`G:=\stackrel{~}{Sl}(2,R)`$ be the universal covering group of $`Sl(2,R)`$. We choose
$$U=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),T=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\text{and}H=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)$$
as a basis for $`g:=sl(2,R)`$. Then $`t:=RU`$ is a compactly embedded Cartan subalgebra. Let $`\alpha it^{}`$ be defined by $`\alpha (U)=2i`$. The root system of $`g`$ is given by $`\mathrm{\Delta }=\{\pm \alpha \}`$ with root spaces $`g_C^\alpha =C(T+iH)`$ and $`g_C^\alpha =C(TiH)`$. We define a positive system by $`\mathrm{\Delta }^+:=\{\alpha \}`$. We denote by $`\kappa `$ the Cartan-Killing form of $`g`$. Then the upper light cone
$$W:=\{X=uU+tT+hH:u0,\kappa (X,X)0\}=\{X=uU+tT+hH:u0,h^2+t^2u^20\}$$
is an invariant pointed cone in $`g`$. Moreover, $`W`$ is up to sign the unique invariant elliptic cone in $`g`$ (cf. \[HiNe93, Th. 7.25\]). Let $`S:=\mathrm{\Gamma }_G(W)`$ be the complex Olโshanskiฤญ semigroup corresponding to $`G`$ and $`W`$.
In the following we identify $`t_C^{}`$ with $`C`$ via the isomorphism $`t_C^{}C,\lambda \lambda (iU)`$. Then $`HW(G,\mathrm{\Delta }^+)=]\mathrm{},0]`$.
If $`\alpha ๐_h(S)`$ is an absolute value, then Lemma II.19(ii) implies that $`HW_\alpha =]\mathrm{},t_\alpha ]`$ for some $`t_\alpha 0`$. Conversely it follows from \[Ne99, Th. VIII.3.21\] that for each $`t_\alpha 0`$ there exists an $`\alpha ๐_h(S)`$ with $`HW_\alpha =]\mathrm{},t_\alpha ]`$. Thus $`๐_h(S)]\mathrm{},0],\alpha t_\alpha `$ is bijective, hence gives a parametrization of $`๐_h(S)`$ with non-positive real numbers. The generic absolute values correspond to $`]\mathrm{},0[`$ and the only non-generic one is $`\alpha =\mathrm{๐}`$ which corresponds to $`t_\alpha =0`$ (cf. \[Kr98, Ex. III.7\]).
Let us now show that Proposition II.25 becomes false for the non-generic absolute value $`\alpha =\mathrm{๐}`$. We choose $`\lambda _n=\frac{1}{n}`$, $`nN`$, and show that $`[\pi _{\frac{1}{n}}][\pi _1]`$ in $`(\widehat{S}_\mathrm{๐},๐ฏ_{hk}^\mathrm{๐})`$. Since we evidently have $`[\pi _{\frac{1}{n}}][\pi _0]`$, this will give us the non-continuity of the map in Proposition II.25.
For each $`nN`$ Let $`v_nL(\frac{1}{n})^{\frac{1}{n}2}=L(\lambda _n)^{\lambda _n\alpha }`$, $`nN`$, be a normalized vector. Further let $`v_1L(1)`$ be a normalized highest weight vector. Then by Theorem II.14 we will have $`[\pi _{\frac{1}{n}}][\pi _1]`$ in $`(\widehat{S}_\mathrm{๐},๐ฏ_{hk}^\mathrm{๐})`$ if $`\pi _{\frac{1}{n}}(s).v_n,v_n\pi _1(s).v_1,v_1`$ holds uniformly on compact subsets $`US`$.
Set $`E:=T+iHg_C^\alpha `$. Now for $`US`$ compact we find an $`R>0`$ such that $`UV^{}WV^+`$ with $`W\stackrel{~}{K_C}`$ compact, $`V^{}=\{Exp(u\overline{E}):uC,|u|R\}`$ and $`V^+=\{Exp(wE):wC,|w|R\}`$. Further each $`sS`$ can uniquely be written as $`s=Exp(u(s)\overline{E})\kappa (s)Exp(w(s)E)`$. Thus we get that
$$\begin{array}{cc}\hfill \pi _{\frac{1}{n}}(s).v_n,v_n& =\pi _{\frac{1}{n}}(Exp(u(s)\overline{E})\kappa (s)Exp(w(s)E)).v_n,v_n\hfill \\ & =\kappa (s)^{\lambda _n\alpha }+w(s)\overline{u(s)}d\pi _{\frac{1}{n}}(E).v_n,d\pi _{\frac{1}{n}}(E).v_n.\hfill \end{array}$$
$`(2.9)`$
Now the formulas in \[La85, Ch. VI\] show that
$$d\pi _{\frac{1}{n}}(E).v_n,d\pi _{\frac{1}{n}}(E).v_n=\frac{\left(\frac{1}{n}\right)^2}{\left(2+\frac{1}{n}\right)}0.$$
$`(2.10)`$
Thus we conclude from (2.9) and (2.10) that
$$\pi _{\frac{1}{n}}(s).v_n,v_n\kappa (s)^\alpha =\pi _1(s).v_1,v_1$$
uniformly on $`U`$ as was to be shown.
The Borel structure on the dual
In this subsection we investigate the Borel structures on $`\widehat{S}_\alpha `$ induced from our various topolgies on the dual.
Lemma II.27.Let $`๐`$ be a $`C^{}`$-algebra and $`x๐_+:=\{y๐:y0\}`$. Then the mapping
$$\widehat{๐}R,[\pi ]supSpec(\pi (x))=\pi (x)$$
lower semicontinuous.
Proof. \[Dix82, Prop. 3.3.2\].
Proposition II.28.Let $`_{hk}^\alpha `$ be the Borel structure on $`\widehat{S}_\alpha `$ induced from $`๐ฏ_{hk}^\alpha `$ and similarily $`_e^\alpha `$ the one induced from $`๐ฏ_e^\alpha `$. Then the mapping $`(\widehat{S}_\alpha ,_{hk}^\alpha )(\widehat{S}_\alpha ,_e^\alpha )`$ is measurable, i.e., $`_e^\alpha _{hk}^\alpha `$.
Proof. Let $`XWt^+`$. Then $`Exp(iX)`$ is a symmetric element of $`S`$ and so $`j(Exp(iX))=j(Exp(i\frac{1}{2}X))^2`$ is positve in $`C_h^{}(S,\alpha )`$. Let $`v_\lambda _\lambda `$ denote a normalized highest weight vector. Since $`๐ซ_\lambda \lambda N_0[\mathrm{\Delta }^+]`$ we get
$$\begin{array}{cc}\hfill supSpec(\stackrel{~}{\pi _\lambda }(j(Exp(iX)))& =supSpec(\pi _\lambda (Exp(iX)))\hfill \\ & =\pi _\lambda (Exp(iX)).v_\lambda ,v_\lambda =e^{i\lambda (X)}.\hfill \end{array}$$
In view of Lemma II.27, for all $`\beta R`$ the subsets
$$\begin{array}{cc}\hfill I_{X,\beta }:=& \{\lambda \widehat{S}_\alpha :e^{i\lambda (X)}e^\beta \}\hfill \\ \hfill =& \{\lambda \widehat{S}_\alpha :i\lambda (X)\beta \}\hfill \end{array}$$
are closed in $`(\widehat{S}_\alpha ,๐ฏ_{hk}^\alpha )`$. Now the assertion of the proposition follows since the system $`\{I_{X,\beta }:XWt^+,\beta R\}`$ generates the euclidean Borel structure on $`\widehat{S}_\alpha `$.
The main results
Theorem II.29. (The topologies on $`\widehat{S}_\alpha `$) Let $`S=\mathrm{\Gamma }_G(W)`$ be a complex Olโshanskiฤญ semigroup, $`\alpha ๐_h(S)`$ an absolute value on $`S`$ and $`\widehat{S}_\alpha `$ the equivalence classes of all $`\alpha `$-bounded irreducible holomorphic representations of $`S`$. Let $`๐ฏ_{hk}^\alpha `$ denote the hull-kernel topology on $`\widehat{S}_\alpha `$ obtained from $`C_h^{}(S,\alpha )`$, further $`๐ฏ_G^\alpha `$ the topology induced from $`\widehat{G}`$ and $`๐ฏ_e^\alpha `$ the euclidean topology obtained from the parametrization with heighest weights, and write $`_{hk}^\alpha `$, $`_G^\alpha `$ and $`_e^\alpha `$ for the corresponding Borel structures.
(i) We have
$$๐ฏ_{hk}^\alpha ๐ฏ_G^\alpha ๐ฏ_e^\alpha \text{and}_{hk}^\alpha =_G^\alpha =_e^\alpha .$$
(ii) If, in addition, $`G`$ is a (CA)-Lie group and $`\alpha `$ is generic, then
$$๐ฏ_{hk}^\alpha =๐ฏ_G^\alpha =๐ฏ_e^\alpha .$$
Proof. (i) The inclusion for the topologies follows from Proposition II.16 and Corollary II.21. Finally, the identity for the Borel structures follows from the chain of inclusions for the topologies together with Proposition II.28.
(ii) In view of (i), this follows from Proposition II.25.
Now we give two applications of Theorem II.24 to the structure of $`C_h^{}(S,\alpha )`$ and the abstract representation theory of complex Olโshanskiฤญ semigroups. In the following two statements we use the language of \[Dix82\].
Corollary II.30.Let $`G`$ be a (CA)-Lie group, $`\alpha `$ a generic absolute value of $`S`$ and $`A_\alpha `$ the $`C^{}`$-algebra defined by the continuous field $`\left(๐ฆ(_\lambda )\right)_{\lambda HW_\alpha }`$ of elementary $`C^{}`$-algebras. Then the mapping
$$C_h^{}(S,\alpha )A_\alpha ,x(\stackrel{~}{\pi }_\lambda (x))_{\lambda HW_\alpha }$$
(cf. Lemma II.6) is an isomorphism of $`C^{}`$-algebras.
Proof. In view of Theorem II.8 and Theorem II.29(ii), $`C_h^{}(S,\alpha )`$ is a CCR $`C^{}`$-algebra with Hausdorff spectrum, and so the assertion follows from \[Dix82, Th. 10.5.4\].
Recall the notion of multiplicity free representations: A holomorphic representation $`(\pi ,)`$ of $`S`$ is called multiplicity free if its commutant $`\pi (S)^{}`$ in $`B()`$ is abelian. Even though a more general formulation of the next result is possible, we emphasize on multiplicity free representations, since in the authorโs opinion the most interesting examples of holomorphic representations of complex Olโshanskiฤญ semigroups are multiplicity free.
Corollary II.31.Let $`(\pi ,)`$ be a holomorphic multiplicity free representation of $`S`$ and $`\alpha `$ be the absolute value defined by $`\alpha (s)=\pi (s)`$. Then there exists a Radon measure $`\mu `$ on the euclidean space $`HW_\alpha it^{}`$ and a direct integral of representations
$$(_{HW_\alpha }^{}\pi _\lambda ๐\mu (\lambda ),_{HW_\alpha }^{}_\lambda ๐\mu (\lambda ))$$
such that $`(\pi ,)`$ is unitarily equivalent with $`(_{HW_\alpha }^{}\pi _\lambda ๐\mu (\lambda ),_{HW_\alpha }^{}_\lambda ๐\mu (\lambda ))`$.
Proof. Recall that the $`\alpha `$-bounded holomorphic representations can be modelled by the representations of the CCR $`C^{}`$-algebra $`C_h^{}(S,\alpha )`$ (cf. Lemma II.6). In view of this, the assertion follows from \[Dix82, Th. 8.6.5\] and Theorem II.29(i).
Continuous traces
In this final subsection we give a sufficient criterion for $`C_h^{}(S,\alpha )`$ to have continuous trace. We will illustrate this criterion in various examples.
Recall that for each holomorphic highest weight representation $`(\pi _\lambda ,_\lambda )`$ of $`S`$ all operators $`\pi _\lambda (s)`$, $`sS`$, are of trace class (cf. \[Ne99, Th. XI.6.1\]), and so the notion
$$\mathrm{\Theta }_\lambda :SC,str\pi _\lambda (s)$$
makes sense. We call $`\mathrm{\Theta }_\lambda `$ the character of $`(\pi _\lambda ,_\lambda )`$ and note that $`\mathrm{\Theta }_\lambda `$ is a holomorphic function on $`S`$ (cf. \[Ne99, Prop. XI.6.4\]).
Definition II.32. (cf. \[Dix82, Sect. 4.5.2\]) Let $`๐`$ be a $`C^{}`$-algebra and $`๐_+`$ the cone of positive elements in $`๐`$. Let $`p๐_+`$ be the subcone of those elements of $`x๐_+`$ for which the mapping $`\widehat{๐}[0,\mathrm{}],[\pi ]tr\pi (x)`$ is finite and continuous. Then $`p`$ is the positive portion of a two-sided ideal $`m`$ of $`๐`$. We say that $`๐`$ has continuous trace if $`m`$ is dense in $`๐`$.
Proposition II.33.Let $`S`$ be a complex Olโshanskiฤญ semigroup and $`\alpha ๐_h(S)`$ be an absolute value on it. Then the following assertions hold:
(i) If there exists an open subset $`UWt`$ such that for each $`XU`$ the mapping
$$\phi _X:HW_\alpha R^+,\lambda \mathrm{\Theta }_\lambda (Exp(iX))$$
is continuous, then $`C_h^{}(S,\alpha )`$ has continuous trace.
(ii) If $`\alpha `$ is generic, then $`C_h^{}(S,\alpha )`$ has continuous trace.
Proof. (i) Let $`V:=Ad(G).U`$ and note that $`V`$ is an open subset of $`W`$. Let $`p`$ and $`m`$ as in Definition II.29. Then $`pj(Exp(iU))`$ by Theorem II.24 and so $`pj(Exp(iV))`$. Since every holomorphic representation of $`S`$ which vanishes on $`Exp(iV)`$ has to be constant, it follows that $`j(Exp(iV))`$ generates a dense ideal of $`C_h^{}(S,\alpha )`$ (cf. Lemma II.6). In particular $`m`$ is dense as was to be shown.
(ii) In view of (i), this follows from \[Kr99a, Lemma IV.9\].
Example II.34. (a) Suppose that $`G`$ is a simply connected hermitian Lie group. Set $`t_0=t[k,k]`$ and note that $`t=z(k)t_0`$. According to this decomposition, every element $`\lambda it^{}`$ can be written as $`\lambda =\lambda _z+\lambda _0`$ with $`\lambda _ziz(k)^{}`$ and $`\lambda _0it_0^{}`$.
Assume that the absolute value $`\alpha `$ satisfies the following condition:
(CT) For each $`\lambda HW_\alpha `$ which is not isolated there exits an $`\epsilon >0`$ such that $`]1\epsilon ,1+\epsilon [\lambda _z+\lambda _0HW(G,\mathrm{\Delta }^+)`$.
Note that this condition excludes the first reduction points in $`HW(\stackrel{~}{G},\mathrm{\Delta }^+)`$ and (CT) is exactly the condition for $`\alpha `$ being generic (cf. \[Ne99, Ch. X\]). Therefore Proposition II.33(ii) applies and shows that $`C_h^{}(S,\alpha )`$ has continuous trace.
(b) We now discuss (a) in the special case of $`G:=\stackrel{~}{Sl}(2,R)`$ the universal covering group of $`Sl(2,R)`$. We use the notation of Example II.27.
Recall that $`t_C^{}`$ was identified with $`C`$ and within this identification we have $`HW(G,\mathrm{\Delta }^+)=]\mathrm{},0]`$. Then for all $`uR^+`$ one has
$$\mathrm{\Theta }_\lambda (Exp(iuU))=\{\begin{array}{cc}\frac{e^{u\lambda }}{1e^{2u}}\hfill & \text{for }\lambda <0\hfill \\ 1\hfill & \text{for }\lambda =0\hfill \end{array}$$
$`(2.11)`$
(this is a special case of \[Kr99a, Lemma IV.9\]; see also \[La85, Ch. VII,ยง4, Th. 5\]).
Also recall our identifaction for the absolute values $`๐_h(S)]\mathrm{},0],\alpha t_\alpha `$. Now it follows from (a) and (2.11) that $`C_h^{}(S,\alpha )`$ has continuous trace if and only if $`t_\alpha <0`$, i.e., $`\alpha `$ is generic.
References
\[Dix82\] Dixmier, J., โ$`C^{}`$-Algebras,โ North Holland, Amsterdam, New York, Oxford, 1982 .
\[HiNe93\] Hilgert, J. and K.โH. Neeb, โLie semigroups and their Applications,โ Lecture Notes in Math. 1552, Springer, 1993 .
\[Kr98\] Krรถtz, B., On Hardy and Bergman spaces on complex Olโshanskiฤญ semigroups, Math. Ann. 312 (1998), 13โ52 .
\[Kr99a\] โ, The Plancherel Theorem for Biinvariant Hilbert Spaces, Publ. RIMS, Kyoto University, 35(1) (1999), 91โ122, .
\[Kr99b\] โ, Norm inequalities for unitarizable highest weight modules, Ann. Inst. Four. 49(4) (1999), 1241โ1264 .
\[La85\] Lang, S., โSL(2)โ, GTM 105, Springer, 1985 .
\[Ne99\] Neeb, K.โH, โHolomorphy and Convexity in Lie Theory,โ Expositions in Mathematics, de Gruyter, in press .
\[SW75\] Stein, E., and Weiss, G., โIntroduction to Fourier Analysis on Euclidean Spaces,โ Princeton University Press, Princeton (NJ), 1975.
Bernhard Krรถtz The Ohio State University Department of Mathematics 231 West 18th Avenue Columbus, OH 43210-1174 USA
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# DAMTP-2000-54 hep-th/0006147 ๐ยณ Skyrmions and the Rational Map Ansatz
## 1 Introduction
In this paper we discuss new developments in the $`SU(2)`$ Skyrme model and its generalization to the case where the physical space is a $`3`$-sphere of radius $`L`$. The Skyrme model is a nonlinear field theory of mesons whose field configurations are labelled by an integer, the topological charge. This charge can be identified with the baryon number $`B`$ . Static field configurations which minimize the energy of the Skyrme model for a given baryon number $`B`$ are called Skyrmions. When the theory is quantized, the Skyrme model not only describes the proton and the neutron reasonably well but also larger nuclei . However, in order to be able to perform the quantization it is important to reach a good understanding of the classical solutions. In Skyrmions were calculated numerically for small baryon number $`B`$, and it was shown that they have certain discrete symmetries. These symmetries have been confirmed by the rational map ansatz which also reproduces the energies of the Skyrmions with good accuracy.
From a mathematical point of view, field configurations in the Skyrme model are represented by maps from $`(^3\{\mathrm{}\})S^3`$ to $`SU(2)S^3`$. Therefore, it is natural to generalize the model such that physical space is a $`3`$-sphere of radius $`L`$. From a physical point of view, a Skyrmion on a $`3`$-sphere describes a finite baryon density . Reducing $`L`$ increases the baryon density. Varying $`L`$ the $`S^3`$ model exhibits phenomena such as localizationโdelocalization transitions and the restoration of chiral symmetry. These results can be compared with Skyrme crystal calculations , but are also interesting in their own right.
In this paper we only consider static configurations and their energies. In particular, we generalize the rational map ansatz to describe Skyrmions on $`S^3`$. The energies of our ansatz are the lowest ones known so far. Moreover, these approximations have a well defined limit for $`L\mathrm{}`$, namely, the rational map Skyrmions in flat space. Geometric considerations lead to an analytic ansatz for the shape function which is completely specified by a small set of parameters. We show that this ansatz agrees well with the numerical solution and captures the behaviour of Skyrmions on $`S^3`$.
In the following section we review the Skyrme model on general $`3`$-dimensional manifolds. The first part focuses on the geometrical meaning of the Skyrme energy. The next part clarifies the relationship between the geometric formulation in flat space and the standard formulation in terms of the Lie group $`SU(2)`$. In section 3 the model is generalized to the $`3`$-sphere. We describe the rational map ansatz in detail and also recall the doubly axially-symmetric ansatz . In section 4 we derive an analytic ansatz for the shape function and discuss its symmetries. For special values of $`B`$ the energy can be calculated explicitly as a function of the radius $`L`$. In section 5 we calculate the shape function numerically. We also compare the numerical shape function to the analytic shape function of the previous section. Finally, we use the analytic shape function to approximate Skyrmions in $`^3`$. In section 6 we discuss chiral symmetry and phase transitions.
## 2 Geometry of Skyrmions
In this section we describe static solutions of the Skyrme model on general $`3`$-dimensional manifolds. We follow Mantonโs approach and present a geometric point of view. First, we introduce the geometric notion of the strain tensor and construct the Skyrme energy for general manifolds. Then we discuss the properties of the energy density and derive some formulae which will be important in the following sections. Finally, we show that in flat space the geometric energy density is equivalent to the standard energy density.
A field configuration is a map $`\pi `$ from a physical space $`S`$ to a target space $`\mathrm{\Sigma }`$. Both $`S`$ and $`\mathrm{\Sigma }`$ are $`3`$-dimensional Riemannian manifolds which are connected and orientable, and their metrics are $`t_{ij}`$ and $`\tau _{\alpha \beta }`$, respectively. We denote by $`x`$ a point in $`S`$ and $`\pi (x)`$ its image in $`\mathrm{\Sigma }`$. Choosing dreibeins $`e_{m}^{}{}_{}{}^{i}(x)`$ on $`S`$ and $`\zeta _{\mu }^{}{}_{}{}^{\alpha }(\pi (x))`$ on $`\mathrm{\Sigma }`$, we can define the Jacobian matrix
$$J_{m\mu }(x)=e_{m}^{}{}_{}{}^{i}(x)(_i\pi ^\alpha (x))\zeta _{\mu \alpha }(\pi (x)).$$
(2.1)
The matrix $`J_{m\mu }(x)`$ is a measure of the deformation induced by the map $`\pi `$ at the point $`x`$ in $`S`$. However, it is not unique since a rotation of the dreibeins $`\zeta _{\mu }^{}{}_{}{}^{\alpha }(\pi (x))`$ does not affect the geometrical deformation. This leads us to define the strain tensor
$$D_{mn}=(JJ^T)_{mn}=e_{m}^{}{}_{}{}^{i}(_i\pi ^\alpha )e_{n}^{}{}_{}{}^{j}(_j\pi ^\beta )\tau _{\alpha \beta }$$
(2.2)
which only depends on the metric on $`\mathrm{\Sigma }`$. Here and in the following we suppress the direct reference to $`x`$. The strain tensor is symmetric and positive semi-definite<sup>2</sup><sup>2</sup>2 Generically, $`J`$ is non-degenerate so that $`D`$ is positive definite. However, there are submanifolds of zero baryon density, i.e. $`det(J(x))=0`$. For further discussion see . but it is not invariant under rotation of the dreibeins $`e_{m}^{}{}_{}{}^{i}`$. In fact, under an orthogonal transformation $`O`$, $`D`$ transforms into $`O^TDO`$. A well known result from linear algebra is that the characteristic polynomial $`P(\lambda )=det(D\lambda I)`$ is invariant under orthogonal transformations. Denoting the non-negative eigenvalues of the strain tensor $`D`$ by $`\lambda _1^2`$, $`\lambda _2^2`$, and $`\lambda _3^2`$ we obtain the following invariants of $`D`$:
$$\begin{array}{c}\mathrm{Tr}D=\lambda _1^2+\lambda _2^2+\lambda _3^2\hfill \\ \\ \frac{1}{2}(\mathrm{Tr}D)^2\frac{1}{2}\mathrm{Tr}D^2=\lambda _1^2\lambda _2^2+\lambda _2^2\lambda _3^2+\lambda _1^2\lambda _3^2\hfill \\ \\ detD=\lambda _1^2\lambda _2^2\lambda _3^2.\hfill \end{array}$$
(2.3)
As we will demonstrate in this section, choosing the energy of a field configuration to be the integral of the following sum of these invariants generalizes the Skyrme model to arbitrary manifolds $`S`$ and $`\mathrm{\Sigma }`$:
$$E=_S\lambda _1^2+\lambda _2^2+\lambda _3^2+\lambda _1^2\lambda _2^2+\lambda _2^2\lambda _3^2+\lambda _1^2\lambda _3^2$$
(2.4)
where the integration measure is $`\sqrt{dett}\mathrm{d}^3x`$. The first three terms are only quadratic in the derivatives and correspond to the โsigma model termโ. The configurations which are minimizing this term are known as harmonic maps . Geometrically, $`\pi `$ induces a linear map $`\pi ^{}`$ mapping the unit vector $`e_{m}^{}{}_{}{}^{i}`$ which is formed by the $`m`$th dreibein to the vector $`e_{m}^{}{}_{}{}^{i}_i\pi ^\alpha `$. The sum of the squared lengths of these vectors is the โsigma model termโ. Thus, only the lengths of the vectors $`\pi ^{}(e_{m}^{}{}_{}{}^{i})`$ are important.
The geometric meaning of the quartic terms can be understood by considering the area element $`ฯต^{qmn}e_{m}^{}{}_{}{}^{i}e_{n}^{}{}_{}{}^{j}`$ formed by two dreibeins. This area element is mapped to the following area element in $`\mathrm{\Sigma }`$:
$$ฯต^{qmn}e_{m}^{}{}_{}{}^{i}e_{n}^{}{}_{}{}^{j}_i\pi ^\alpha _j\pi ^\beta .$$
(2.5)
The sum of the squares of these area elements is proportional to the โSkyrme termโ. This term is also a measure of the angular distortion of the map $`\pi ^{}`$.
So far only the first two invariants of the strain tensor have been used. The third invariant is the square of the determinant of the Jacobian, $`(detJ)^2`$. Since the manifolds $`S`$ and $`\mathrm{\Sigma }`$ are orientable, $`detJ`$ is globally well defined so that we can set $`\sqrt{detD}=detJ`$. $`detJ`$ locally changes the integration measure on $`S`$ into the measure on $`\mathrm{\Sigma }`$. Therefore, the integral of $`detJ`$ over $`S`$ is equal to the volume $`\mathrm{Vol}(\mathrm{\Sigma })`$ times the degree of the map $`\pi `$. The degree of a map is a topological invariant which, roughly speaking, measures how many preimages a point $`\pi (x)`$ of $`\mathrm{\Sigma }`$ has in $`S`$, and hence takes integer values. Any field configuration can be labelled by its degree. In the Skyrme model the degree of the map $`\pi `$ is identified with the baryon number $`B`$, and we obtain
$$B=\frac{1}{\mathrm{Vol}(\mathrm{\Sigma })}_S\lambda _1\lambda _2\lambda _3.$$
(2.6)
We will call classical field configurations which minimize the energy (2.4) Skyrmions. It is worth pointing out that there is an alternative expression for equation (2.4). By โcompleting the squareโ we can rearrange the $`\lambda _i`$ in the following way:
$$E=_S(\lambda _1\pm \lambda _2\lambda _3)^2+(\lambda _2\pm \lambda _3\lambda _1)^2+(\lambda _3\pm \lambda _1\lambda _2)^26\lambda _1\lambda _2\lambda _3.$$
(2.7)
Either the upper or the lower signs are chosen such that the integral over the last term in equation (2.7) is non-negative. Applying equation (2.6), this integral is just $`6|B|\mathrm{Vol}(\mathrm{\Sigma })`$. Therefore, the energy is bounded below by the so-called Faddeev-Bogomolny bound :
$$E6|B|\mathrm{Vol}(\mathrm{\Sigma }).$$
(2.8)
Equation (2.7) also gives rise to two sets of three Bogomolny equations which are satisfied if and only if the Faddeev-Bogomolny bound is attained,
$$\lambda _1=\lambda _2\lambda _3,\lambda _2=\lambda _3\lambda _1\mathrm{and}\lambda _3=\lambda _1\lambda _2.$$
(2.9)
The only non-trivial solutions of both sets of equations are $`\lambda _1^2=\lambda _2^2=\lambda _3^2=1`$, and it follows that $`B=\lambda _1\lambda _2\lambda _3=1`$. Therefore, the strain tensor is the identity map, and the map $`\pi `$ is an isometry. For $`\mathrm{\Sigma }=SU(2)`$, this case can only occur if the physical space is a $`3`$-sphere of radius $`L=1`$. This has already been proven in .
The relative importance of the โsigma model termโ and the โSkyrme termโ can be seen from their scaling behaviour. For this purpose we consider a family of metrics $`L^2t_{ij}`$ where $`L`$ is a constant length scale. The dreibeins $`e_{m}^{}{}_{}{}^{i}`$ are, informally speaking, the square roots of the inverse metric $`\frac{1}{L^2}t^{ij}`$ of $`S`$. Therefore, they are proportional to $`\frac{1}{L}`$ so that the eigenvalues $`\lambda _i^2`$ of the strain tensor $`D_{ij}`$ are proportional to $`\frac{1}{L^2}`$. Since the measure $`\sqrt{det(L^2t_{ij})}\mathrm{d}^3x`$ scales with $`L^3`$, the โsigma model termโ scales like $`L`$, whereas the Skyrme term scales like $`\frac{1}{L}`$. For large radius $`L`$ one might expect the โsigma model termโ to be dominant. Yet, this is not the case because, as we shall see, the Skyrmion becomes localized and โ just as in flat space โ both of these terms are equally important. However, for small radius $`L`$ the configuration is delocalized, and the โSkyrme termโ will become dominant.
In the following, we relate this geometric formulation to the standard Skyrme model in flat space. For the remainder of this section $`S`$ will correspond to the flat space $`^3`$ and $`\mathrm{\Sigma }`$ to the Lie group $`SU(2)S^3`$. The basic field is the $`SU(2)`$ valued field
$$U(๐ฑ)=\sigma (๐ฑ)+i๐
(๐ฑ)๐$$
(2.10)
where $`\tau _i`$ are the Pauli matrices which are Hermitian and satisfy the algebra $`\tau _i\tau _j=\delta _{ij}+iฯต_{ijk}\tau _k`$. Since $`U`$ is an element of $`SU(2)`$, the fields $`\sigma `$ and $`๐
`$ obey the constraint $`\sigma ^2+๐
^2=1`$. It is worth noting that $`๐
`$ in (2.10) play the same role as the coordinates $`\pi _i`$ in the discussion above, and $`\sigma `$ is just a function of those coordinates. The static solutions of the Skyrme model can be derived by varying the following energy :
$$E=\left(\frac{1}{2}\mathrm{Tr}\left(R_iR_i\right)\frac{1}{16}\mathrm{Tr}\left([R_i,R_j][R_i,R_j]\right)\right)\mathrm{d}^3๐ฑ$$
(2.11)
where $`R_i=(_iU)U^{}`$ is an $`su(2)`$ valued current. A static solution of the variational equations could also be a saddle point. Only solutions which minimize the energy are called Skyrmions. In order to show that the energies (2.4) and (2.11) are equivalent, we first relate the strain tensor $`D_{ij}`$ to the current $`R_i`$. Since $`\sigma `$ is determined by $`๐
`$ we can calculate the induced metric $`\tau _{\alpha \beta }`$ on the target space $`\mathrm{\Sigma }`$ in terms of the fields $`๐
`$:
$$\tau _{\alpha \beta }=\delta _{\alpha \beta }+\frac{\pi _\alpha \pi _\beta }{\sigma ^2}.$$
(2.12)
Starting from equation (2.2) and noting that in flat space the dreibeins can be chosen to be Kronecker deltas we obtain the following expression:
$`D_{ij}`$ $`=`$ $`_i\pi ^\alpha _j\pi ^\beta \tau _{\alpha \beta }`$ (2.13)
$`=`$ $`_i\sigma _j\sigma +_i๐
_j๐
`$ (2.14)
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{Tr}\left((_i\sigma +i๐_i๐
)(_j\sigma i๐_j๐
)\right)`$ (2.15)
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{Tr}\left(_iU_jU^{}\right)`$ (2.16)
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{Tr}\left(R_iR_j\right).`$ (2.17)
Equation (2.14) follows from (2.13) by using the chain rule and the formula for the metric (2.12). Conceptually, the step from equation (2.14) to equation (2.15) is very important. The metric $`\tau _{\alpha \beta }`$ is expressed with the group multiplication and the trace which provides a scalar product in $`su(2)`$. This is the transition from geometric to Lie group language. Equation (2.16) is a trivial consequence of definition (2.10), and the last equation follows from $`UU^{}=1`$. Now, we can show that the two energy densities are equal. Since $`R_i`$ is an $`su(2)`$ current, and therefore anti-Hermitian, it can be expressed as $`R_i=R_i^\alpha i\tau _\alpha `$. We start with the energy density in (2.11) and expand $`R_i`$ in terms of Pauli matrices:
$`{\displaystyle \frac{1}{2}}\mathrm{Tr}\left(R_i^\mu R_i^\nu i\tau _\mu i\tau _\nu \right){\displaystyle \frac{1}{16}}\mathrm{Tr}\left(R_i^\mu R_j^\nu [i\tau _\mu ,i\tau _\nu ]R_i^\mu ^{}R_j^\nu ^{}[i\tau _\mu ^{},i\tau _\nu ^{}]\right)`$ (2.18)
$`=R_i^\mu R_i^\mu +{\displaystyle \frac{1}{4}}\mathrm{Tr}\left(R_i^\mu R_j^\nu ฯต_{\mu \nu \rho }\tau _\rho R_i^\mu ^{}R_j^\nu ^{}ฯต_{\mu ^{}\nu ^{}\rho ^{}}\tau _\rho ^{}\right)`$ (2.19)
$`=D_{ii}+{\displaystyle \frac{1}{2}}\left(R_i^\mu R_i^\mu R_j^\nu R_j^\nu R_i^\mu R_j^\mu R_i^\nu R_j^\nu \right)`$ (2.20)
$`=D_{ii}+{\displaystyle \frac{1}{2}}\left(D_{ii}D_{jj}D_{ij}D_{ji}\right)`$ (2.21)
$`=\mathrm{Tr}D+{\displaystyle \frac{1}{2}}\left(\mathrm{Tr}D\right)^2{\displaystyle \frac{1}{2}}\mathrm{Tr}D^2.`$ (2.22)
Equation (2.19) follows from (2.18) by inserting the commutation relations of the Pauli matrices $`๐`$. In the following equation we use the contraction $`ฯต_{ijk}ฯต_{ilm}=\delta _{jl}\delta _{km}\delta _{jm}\delta _{kl}`$. In equation (2.21) we apply the result (2.17). The last equality follows from the definition of the trace. Equation (2.22) is the energy (2.4) because of (2.3). Therefore, we have shown the equivalence of the two approaches for $`S=^3`$. It is worth noting that in the geometric picture the โSkyrme termโ is related to the square of an area element, whereas in the standard approach it depends on the structure constants of the Lie algebra $`su(2)`$. Both interpretations lead to generalizations. While in our geometric interpretation it is natural to consider different $`3`$-dimensional manifolds for $`S`$, and maybe for $`\mathrm{\Sigma }`$, the Lie algebra approach leads to generalizing the Lie group $`SU(2)`$ for example to $`SU(N)`$.
## 3 Skyrmions on $`S^3`$ and Rational Maps
In the previous section we have established the equivalence of the two energies (2.4) and (2.11) in $`^3`$. In this section we will use (2.4) to generalize the model to $`S=S_L^3`$ such that from now on physical space is a 3-sphere of radius $`L`$. This includes the original model if we take the limit $`L\mathrm{}`$. We also fix $`\mathrm{\Sigma }=SU(2)S_1^3`$.
The Skyrme model cannot be solved analytically either in flat space, or on $`S_L^3`$, apart from the case if $`L=1`$ and $`B=1`$ as mentioned above. However, in flat space there are analytic ansรคtze which give good qualitative and quantitative agreement with exact solutions obtained numerically. By ansatz we mean a test function that minimizes the energy within a given class of test functions. The lower the energy the better we expect the ansatz to approximate the exact solution. In the following we will generalize the rational map ansatz , which has been very successful in flat space, to $`S_L^3`$.
A rational map is a holomorphic function from $`S^2S^2`$. Treating each $`S^2`$ as a Riemann sphere, with complex coordinates $`z`$ and $`R`$, respectively, a rational map can be written as
$$R(z)=\frac{p(z)}{q(z)}$$
(3.1)
where $`p(z)`$ and $`q(z)`$ are polynomials in $`z`$ which are assumed to have no common factors. It has been shown by Donaldson , and also by Jarvis , that there is a one-to-one correspondence between rational maps and monopoles. In flat space it has been found that many solutions of the Skyrme equation with baryon number $`B`$ look rather like monopoles with monopole number equal to $`B`$. Therefore, rational maps can be used to approximate Skyrmions.
A point $`x`$ on $`S_L^3`$ is labelled by polar coordinates $`(\mu ,\theta ,\varphi )`$ such that
$`x`$ $`=`$ $`(L\mathrm{sin}\mu \mathrm{sin}\theta \mathrm{cos}\varphi ,L\mathrm{sin}\mu \mathrm{sin}\theta \mathrm{sin}\varphi ,L\mathrm{sin}\mu \mathrm{cos}\theta ,L\mathrm{cos}\mu )`$ (3.2)
$`=`$ $`(L\mathrm{sin}\mu \widehat{๐ง}(\theta ,\varphi ),L\mathrm{cos}\mu )`$ (3.3)
where $`\mu `$, $`\theta [0,\pi ]`$, and $`\varphi [0,2\pi ]`$ and $`\widehat{๐ง}(\theta ,\varphi )`$ is the unit vector on $`S^2`$. The $`3`$-sphere can be thought of as a collection of $`2`$-spheres with varying radius equal to $`L\mathrm{sin}\mu `$. With the stereographic projection $`z=\mathrm{tan}\frac{\theta }{2}\mathrm{e}^{i\varphi }`$ the $`S^2`$ can be identified with a Riemann sphere using a single complex coordinate $`z`$. Alternatively, we can express the unit vector $`\widehat{๐ง}`$ in terms of $`z`$:
$$\widehat{๐ง}(z)=\frac{1}{1+|z|^2}(2\text{Re}(z),2\text{Im}(z),1|z|^2).$$
(3.4)
Similarly, points in the target $`S^3`$ can be labelled by $`(f,R)`$ where $`f`$ is an angular variable analogous to $`\mu `$, and $`R`$ is a complex coordinate. The rational map ansatz simply states that $`f=f(\mu )`$ and $`R=R(z)`$. This is only consistent if $`\mathrm{sin}f(\mu )`$ vanishes where $`\mathrm{sin}\mu `$ does, i.e. $`f(0)=N_1\pi `$ and $`f(\pi )=N_2\pi `$. The integer $`N_f=N_1N_2`$ is a topological invariant and cannot be changed by deforming $`f(\mu )`$ smoothly. In order to have a good limit for $`L\mathrm{}`$ we fix $`f(\mu )`$ such that $`N_2=0`$ and set $`N_1=N_f`$. In analogy to flat space we define a Skyrmion to have $`N_f>0`$, whereas for an anti-Skyrmion $`N_f<0`$. Since Skyrmions and anti-Skyrmions are related by reflection we will only consider Skyrmions from now on. Therefore, our complete boundary conditions are:
$`f(0)`$ $`=`$ $`N_f\pi \mathrm{where}N_f>0`$
$`f(\pi )`$ $`=`$ $`0.`$ (3.5)
In contrast to the flat case these boundary conditions do not follow from a regularity argument. They are an artifact of our ansatz and have to be handled with care (see for a discussion).
If we now use the notation of equation (2.10) we can write the Skyrme field in the following way:
$`U(\mu ,z,\overline{z})`$ $`=`$ $`\mathrm{cos}f(\mu )+i\mathrm{sin}f(\mu )\widehat{๐ง}(R(z))๐`$ (3.6)
$`=`$ $`\mathrm{exp}\left(if(\mu )\widehat{๐ง}(R(z))๐\right)`$ (3.7)
where $`\widehat{๐ง}(R(z))`$ is as in equation (3.4). Equation (3.7) looks quite similar to the well known spherically symmetric hedgehog ansatz . In fact, the hedgehog ansatz corresponds to the special case $`R(z)=z`$.
Now, we can apply the formulae of the previous section. The rational map ansatz gives rise to the following eigenvalues $`\lambda _i^2`$ of the strain tensor (2.2):
$$\lambda _1=\frac{f^{}}{L}\mathrm{and}\lambda _2=\lambda _3=\frac{\mathrm{sin}f}{L\mathrm{sin}\mu }\frac{1+|z|^2}{1+|R|^2}\left|\frac{\mathrm{d}R}{\mathrm{d}z}\right|.$$
(3.8)
The minus sign in the expression for $`\lambda _1`$ is a consequence of our definition of positive baryon number in (3.5). One advantage of the rational map ansatz is the decoupling of the radial and the angular strains. Starting from formula (2.6) the baryon number $`B`$ can be written as a product of two integrals, one over $`\mu `$ and one over $`z`$ and $`\overline{z}`$ in the following way:
$`B`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle \left(f^{}\mathrm{sin}^2f\right)d\mu \frac{1}{4\pi }\left(\frac{(1+|z|^2)}{(1+|R|^2)}\left|\frac{\mathrm{d}R}{\mathrm{d}z}\right|\right)^2\frac{2i\mathrm{d}z\mathrm{d}\overline{z}}{(1+|z|^2)^2}}`$ (3.9)
$`=`$ $`N_fN_R.`$ (3.10)
The integral over $`\mu `$ is the integer $`N_f`$. The second integral is the pull-back of the area form on the target sphere of the rational map $`R(z)`$. Taking the normalization into account this is just the degree $`N_R`$ of the rational map $`R(z)`$. In fact, it can be shown that if $`p(z)`$ has the degree $`n_p`$ and $`q(z)`$ has the degree $`n_q`$ then $`N_R=\mathrm{max}(n_p,n_q)`$.
The energy can now be obtained from formula (2.4):
$`E={\displaystyle }[{\displaystyle \frac{f^2}{L^2}}`$ $`+`$ $`2\left({\displaystyle \frac{f^2}{L^2}}+1\right){\displaystyle \frac{\mathrm{sin}^2f}{L^2\mathrm{sin}^2\mu }}\left({\displaystyle \frac{1+|z|^2}{1+|R|^2}}\left|{\displaystyle \frac{\mathrm{d}R}{\mathrm{d}z}}\right|\right)^2`$
$`+`$ $`{\displaystyle \frac{\mathrm{sin}^4f}{L^4\mathrm{sin}^4\mu }}\left({\displaystyle \frac{1+|z|^2}{1+|R|^2}}\right|{\displaystyle \frac{\mathrm{d}R}{\mathrm{d}z}}\left|\right)^4]{\displaystyle \frac{2i\mathrm{d}z\mathrm{d}\overline{z}}{(1+|z|^2)^2}}L^3\mathrm{sin}^2\mu \mathrm{d}\mu .`$
Similarly to the baryon density, the integration over $`z`$ and $`\overline{z}`$ and the integration over $`\mu `$ factorizes. Therefore, formula (3) can be rewritten as
$$E=4\pi \left(f^2L\mathrm{sin}^2\mu +2N_R(\frac{f^2}{L}+L)\mathrm{sin}^2f+\frac{\mathrm{sin}^4f}{L\mathrm{sin}^2\mu }\right)d\mu $$
(3.12)
where $`N_R`$ is the degree of the rational map, and $``$ is the following special function on the space of rational maps:
$$=\frac{1}{4\pi }\left(\frac{1+|z|^2}{1+|R|^2}\left|\frac{\mathrm{d}R}{\mathrm{d}z}\right|\right)^4\frac{2i\mathrm{d}z\mathrm{d}\overline{z}}{(1+|z|^2)^2}.$$
(3.13)
To minimize $`E`$ for a given baryon number $`B=N_fN_R`$, one should first minimize $``$ over the space of rational maps of degree $`N_R`$. This calculation was performed in , and the result is displayed in table 1 in the appendix. Then the profile function $`f(\mu )`$ is found by solving the following Euler-Lagrange equation:
$`f^{\prime \prime }\left({\displaystyle \frac{2N_R}{L^2}}\mathrm{sin}^2f+\mathrm{sin}^2\mu \right)`$ $`+`$ $`2f^{}\mathrm{sin}\mu \mathrm{cos}\mu +{\displaystyle \frac{2N_R}{L^2}}f_{}^{}{}_{}{}^{2}\mathrm{sin}f\mathrm{cos}f`$ (3.14)
$``$ $`2N_R\mathrm{sin}f\mathrm{cos}f{\displaystyle \frac{2\mathrm{sin}^3f\mathrm{cos}f}{L^2\mathrm{sin}^2\mu }}=0`$
where $``$ now takes the constant value in table 1. We require $`f(\mu )`$ to be a solution of (3.14) non-singular in $`[0,\pi ]`$. Equation (3.14) has to be solved numerically. It has regular singular points at the end points, i.e. close to these points the solution has the following power law behaviour: $`f(\mu )N_f\pi A_\pm \mu ^{\rho _\pm }`$ for $`\mu 0`$ and $`f(\mu )B_\pm (\pi \mu )^{\rho _\pm }`$ for $`\mu \pi `$. Here $`\rho _\pm =\frac{1}{2}(\pm \sqrt{1+8N_R}1)`$ and $`A_\pm `$ and $`B_\pm `$ are arbitrary constants. The solution $`f(\mu )`$ is regular if the exponent is equal to $`\rho _+`$ at both end points.
Equation (3.12) has an important discrete symmetry. The transformation
$$f(\mu )N_f\pi f(\pi \mu )$$
(3.15)
transforms a solution of (3.14) into a solution which is also compatible with the boundary conditions (3.5). Geometrically, $`\mu \pi \mu `$ is a reflection at the plane through the equator in physical space, whereas $`fN_f\pi f`$ is a reflection in target space. This means that a solution which is localized for example at the south pole $`\mu =\pi `$ is transformed to a solution which is localized at the north pole $`\mu =0`$. Therefore, for fixed $`B`$ there are two degenerate solutions unless the transformation (3.15) is a symmetry of $`f(\mu )`$ in which case there is only one symmetric solution. The symmetry (3.15) does not have an analogue in flat space. Also note that the transformations $`f(\mu )f(\pi \mu )`$ and $`f(\mu )f(\mu )`$ take a Skyrmion with baryon number $`B`$ into an anti-Skyrmion with baryon number $`B`$.
When we derived the energy of the rational map ansatz we used equation (2.4). This could be transformed into equation (2.7) by โcompleting the squareโ. Having now calculated the integral over the rational map, we can complete the square in a different way and re-express (3.12) as
$`E=4\pi L{\displaystyle _0^\pi }\left[\left(f^{}\mathrm{sin}\mu +{\displaystyle \frac{\sqrt{}\mathrm{sin}^2f}{L\mathrm{sin}\mu }}\right)^2+2N_R\mathrm{sin}^2f\left({\displaystyle \frac{f^{}}{L}}+1\right)^2\right]d\mu `$
$`8\pi (2N_R+\sqrt{}){\displaystyle _0^\pi }f^{}\mathrm{sin}^2f\mathrm{d}\mu .`$ (3.16)
The second integral in (3.16) can be evaluated using $`f(0)=N_f\pi `$ and $`f(\pi )=0`$. Since the first integral in (3.16) is positive the second integral provides us with the energy bound
$`E`$ $``$ $`4\pi ^2(\sqrt{}+2N_R)N_f`$ (3.17)
$``$ $`12\pi ^2N_RN_f.`$ (3.18)
The last inequality is valid because $`N_{R}^{}{}_{}{}^{2}`$ which can easily be shown by applying the Schwartz inequality. Therefore, inequality (3.17) โimprovesโ the Faddeev-Bogomolny bound (2.8) where $`\mathrm{Vol}(\mathrm{\Sigma })=2\pi ^2`$ and $`B=N_RN_f`$. This rational map bound (3.17) is valid, if the fields obey the rational map ansatz. Exact solutions satisfy neither the rational map ansatz nor necessarily the bound (3.17). We will discuss this bound further in section 5.
Before ending this section we review one further ansatz. The symmetry group of $`S_L^3`$, which is $`O(4)`$, contains an $`O(2)\times O(2)`$ subgroup. Jackson et al used this symmetry to obtain doubly axially-symmetric ansรคtze for Skyrmions of various baryon numbers $`B`$ . In order to make best use of the symmetry it is convenient to parameterize the $`3`$-sphere with a different set of angles $`(\chi ,\alpha ,\beta )`$. With these coordinates a point on $`S_L^3`$ can be written as
$$x=(L\mathrm{sin}\chi \mathrm{cos}\alpha ,L\mathrm{sin}\chi \mathrm{sin}\alpha ,L\mathrm{cos}\chi \mathrm{cos}\beta ,L\mathrm{cos}\chi \mathrm{sin}\beta )$$
(3.19)
where $`\chi [0,\frac{\pi }{2}]`$ and $`\alpha ,\beta [0,2\pi ]`$. Now we can write an $`O(2)\times O(2)`$ symmetric field configuration $`USU(2)`$ as
$$U=\mathrm{sin}g\mathrm{cos}p\alpha +i\tau _3\mathrm{sin}g\mathrm{sin}p\alpha +i\tau _1\mathrm{cos}g\mathrm{cos}q\beta +i\tau _2\mathrm{cos}g\mathrm{sin}q\beta $$
(3.20)
where $`p`$ and $`q`$ are integers and $`g=g(\chi )`$ is a shape function. In this ansatz the eigenvalues $`\lambda _i`$ of the strain tensor (2.2) are
$$\lambda _1=\frac{g^{}}{L},\lambda _2=\frac{p\mathrm{sin}g}{L\mathrm{sin}\chi }\mathrm{and}\lambda _3=\frac{q\mathrm{cos}g}{L\mathrm{cos}\chi }.$$
(3.21)
Using equation (2.4) we obtain the energy
$`E`$ $`=`$ $`2\pi ^2L{\displaystyle \left(g_{}^{}{}_{}{}^{2}+\frac{p^2\mathrm{sin}^2g}{\mathrm{sin}^2\chi }+\frac{q^2\mathrm{cos}^2g}{\mathrm{cos}^2\chi }\right)\mathrm{sin}(2\chi )d\chi }`$
$`+`$ $`{\displaystyle \frac{2\pi ^2}{L}}{\displaystyle \left(g_{}^{}{}_{}{}^{2}\left(\frac{p^2\mathrm{sin}^2g}{\mathrm{sin}^2\chi }+\frac{q^2\mathrm{cos}^2g}{\mathrm{cos}^2\chi }\right)+\frac{p^2q^2\mathrm{sin}^2g\mathrm{cos}^2g}{\mathrm{sin}^2\chi \mathrm{cos}^2\chi }\right)\mathrm{sin}(2\chi )d\chi }`$
and the baryon number
$$B=pq2g^{}\mathrm{sin}g\mathrm{cos}g\mathrm{d}\chi .$$
(3.23)
The shape function $`g(\chi )`$ can be calculated numerically by minimizing the energy $`E`$ subject to the boundary conditions $`g(0)=0`$ and $`g(\frac{\pi }{2})=\frac{\pi }{2}`$ for various $`p`$, $`q`$ and $`L`$. Note that these boundary conditions for $`g(\chi )`$ imply that $`B=pq`$. In the energy for a given baryon number $`B`$ was also minimized with respect to the radius $`L`$. Some of the results are displayed in figure 5 of section 5. It was shown that the solutions are only stable as long as $`L`$ is smaller than a $`B`$-dependent critical length $`L_{crit.}`$. Moreover, for large baryon number $`B`$ the minimal energy for the optimal radius $`L`$ is larger than the energy of $`B`$ well separated Skyrmions in $`^3`$. Therefore, in this situation the ansatz fails badly. However, for small baryon number $`B`$ and small radius $`L`$ the ansatz is quite successful. For $`B=1`$ it agrees with the known $`O(4)`$ symmetric solution. For $`B=2`$ it predicts an $`O(2)\times O(2)`$ symmetric solution with a very low energy. Given that the exact $`B=2`$ solution in flat space possesses an $`O(2)\times _2`$ symmetry this configuration is likely to be the exact solution on $`S^3`$.
One particular feature of configurations of the form (3.20) is that the following order parameter $`O_1`$ vanishes:
$$O_1=\sigma ^2+๐
^2=0$$
(3.24)
where $``$ means the average over the physical $`S_L^3`$. It also turns out that configurations with $`p=q`$ attain their minimal energy at particularly small values of $`L`$. Moreover, for $`p=q`$ the solution has a symmetry similar to (3.15). The transformation
$$g(\chi )\frac{\pi }{2}g(\frac{\pi }{2}\chi )$$
(3.25)
transforms solutions of the Euler-Lagrange equation for the energy (3) into each other. We will need these properties in section 6.
## 4 The Shape Function as a Quasi-Conformal Map
We discuss next the shape function $`f(\mu )`$ of the rational map ansatz. Since solving equation (3.14) numerically provides little insight we derive an analytic shape function. This ansatz approximates the numerical shape function fairly accurately and also confirms geometric ideas.
In Manton approximated the shape function of the $`B=1`$ Skyrmion by a conformal map. With this ansatz he showed that a delocalized $`B=1`$ Skyrmion on a $`3`$-sphere is unstable for $`L>\sqrt{2}`$. In this section we will generalize this idea for higher baryon number $`B`$. Using the rational map ansatz we will derive an ansatz for the shape function which is conformal in an average sense and which we will call quasi-conformal. In the following section, we will show that this quasi-conformal ansatz is a good approximation to the numerically calculated shape function.
A Skyrmion is a map from physical space $`S_L^3`$ labelled by $`(\mu ,z)`$ to a target $`S_1^3SU(2)`$ labelled by $`(f,R)`$. A map between two $`3`$-spheres is conformal if their metrics only differ by a conformal factor:
$$L^2\mathrm{d}\mu ^2+L^2\mathrm{sin}^2\mu \frac{2i\mathrm{d}z\mathrm{d}\overline{z}}{(1+z\overline{z})^2}=\mathrm{\Omega }(\mu ,z,\overline{z})^2\left(\mathrm{d}f^2+\mathrm{sin}^2f\frac{2i\mathrm{d}R\mathrm{d}\overline{R}}{(1+R\overline{R})^2}\right).$$
(4.1)
We are interested in fields which obey the rational map ansatz, i.e. $`f=f(\mu )`$ and $`R=R(z)`$. Therefore, we make the following approximations to equation (4.1). Firstly, since $`f(\mu )`$ is a function of $`\mu `$ only, we consider a conformal factor $`\mathrm{\Omega }`$ which is also only a function of $`\mu `$. Secondly, we recall that according to equation (3.9) the integral over the target $`S^2`$ is just $`4\pi `$ times the degree $`N_R`$ of the rational map. Therefore, we replace the metric on the target $`S^2`$ by $`N_R`$ times the metric on the physical $`S^2`$. Locally, this is not a very good approximation, but averaged over the whole $`S^2`$ this reproduces the correct result. Since $`f(\mu )`$ is independent of $`z`$ and $`\overline{z}`$ it can only detect the averaged value. With these approximations equation (4.1) can be simplified:
$$L^2\mathrm{d}\mu ^2+L^2\mathrm{sin}^2\mu \frac{2i\mathrm{d}z\mathrm{d}\overline{z}}{(1+z\overline{z})^2}=\mathrm{\Omega }(\mu )^2\left(\mathrm{d}f^2+\mathrm{sin}^2fN_R\frac{2i\mathrm{d}z\mathrm{d}\overline{z}}{(1+z\overline{z})^2}\right).$$
(4.2)
Eliminating $`\mathrm{\Omega }(\mu )`$ from equation (4.2) we obtain the following differential equation for $`f(\mu )`$:
$$\left(f^{}(\mu )\right)^2\mathrm{sin}^2\mu =N_R\mathrm{sin}^2f(\mu ).$$
(4.3)
We are interested in solutions which obey the boundary conditions (3.5). It is convenient to replace $`\mathrm{sin}f(\mu )`$ by $`\mathrm{sin}(\pi f(\mu ))`$ before taking the square root:
$$f^{}(\mu )\mathrm{sin}\mu =\pm \sqrt{N_R}\mathrm{sin}(\pi f(\mu )).$$
(4.4)
For the negative sign the solution of equation (4.4) diverges at the boundary and can therefore be discarded. Equation (4.4) is solved by separation of variables, and we obtain
$$f(\mu )=\pi 2\mathrm{arctan}\left(k\left(\mathrm{tan}\frac{\mu }{2}\right)^{\sqrt{N_R}}\right)$$
(4.5)
where $`k`$ is a positive integration constant. A negative $`k`$ would lead to a negative baryon number and is incompatible with the boundary conditions (3.5) whereas $`k=0`$ is just the trivial solution with baryon number $`B=0`$. The quasi-conformal shape function (4.5) satisfies our boundary conditions (3.5) if and only if $`N_f=1`$. With equation (3.10) we obtain $`B=N_R`$. The shape function (4.5) has the following important property. Using the identity
$$\mathrm{arctan}x+\mathrm{arctan}\frac{1}{x}=\frac{\pi }{2}\mathrm{for}x0$$
(4.6)
it is easy to show that for $`k=1`$ the shape function (4.5) is invariant under the discrete symmetry (3.15):
$$f(\mu )=\pi f(\pi \mu ).$$
(4.7)
This means that for $`k=1`$ the solution is neither localized at the south pole nor at the north pole. For $`N_R=1`$ the solution is delocalized over the whole sphere whereas for $`N_R>1`$ it is rather localized at the equator $`\mu =\frac{\pi }{2}`$. By Taylor expanding equation (4.5) near $`\mu =0`$ we find that the shape function $`f(\mu )`$ behaves like $`f(\mu )\pi 2k(\frac{\mu }{2})^{\sqrt{N_R}}`$. Recall that for the exact solution of the Euler-Lagrange equation (3.14) we obtained $`f(\mu )\pi A_+\mu ^{\rho _+}`$ where $`\rho _+=\frac{1}{2}+\frac{1}{2}\sqrt{1+8N_R}`$. So at $`\mu =0`$ the shape function (4.5) and the exact solution have a similar behaviour. The same is true for the other boundary $`\mu =\pi `$.
Now, we can substitute the shape function (4.5) into the equation for the energy (3.12) and obtain
$$E=16\pi \left(3LN_RI_1(k)+\frac{4}{L}\left(2N_{R}^{}{}_{}{}^{2}+\right)I_2(k)\right)$$
(4.8)
where
$$I_1(k)=_0^{\mathrm{}}\frac{2k^2y^{2\sqrt{N_R}}}{(1+k^2y^{2\sqrt{N_R}})^2(1+y^2)}dy$$
(4.9)
and
$$I_2(k)=_0^{\mathrm{}}\frac{k^4y^{4\sqrt{N_R}2}(1+y^2)}{2(1+k^2y^{2\sqrt{N_R}})^4}dy.$$
(4.10)
In (4.9) and (4.10) we have simplified the integrand by substituting $`y=\mathrm{tan}\frac{\mu }{2}`$. The integrals $`I_1(k)`$ and $`I_2(k)`$ can be evaluated in closed form if $`\sqrt{N_R}`$ is an integer. Therefore, we will concentrate on $`N_R=1`$, $`4`$ and $`9`$ in the remainder of this section.
Figure 1 shows the shape function (4.5) and its derivative for $`B=N_R=1,4`$ and for $`k=\frac{1}{4},1,4`$. Figure 1 also shows energy density $`\stackrel{~}{E}(\mu )`$ averaged over the $`2`$-sphere, which is the integrand of (3.12). The shape function (4.5) has symmetry (4.7) for $`k=1`$. For $`k>1`$ the shape function is localized around the north pole $`\mu =0`$, whereas for $`k<1`$ it is localized around the south pole $`\mu =\pi `$. This is particularly obvious for its derivative $`f^{}(\mu )`$. Figure 1 also illustrates that for higher baryon number $`B`$ the symmetric solution becomes more and more localized at the equator $`\mu =\frac{\pi }{2}`$. Furthermore, the energy $`\stackrel{~}{E}(\mu )`$ has been plotted in order to compare the result to the usual Skyrme model. $`\stackrel{~}{E}(\mu )`$ corresponds to an average radial density. When the energy is peaked close to $`\mu =0`$ this is the usual Skyrmion. If the energy is centered around $`\mu =\frac{\pi }{2}`$ this corresponds to a shell-like configuration. Solutions centered around $`\mu =\pi `$ will correspond in the limit $`L\mathrm{}`$ to a configuration centered around infinity, with an infinite energy. In order to calculate $`\stackrel{~}{E}(\mu )`$ in figure 1 we have to know the values for $``$ and $`L`$. As we shall see in the following, for a given $`B`$, $`k1`$ minimizes the energy (4.8) for a unique radius $`L`$. $`k=1`$ is a solution for many different $`L`$, but among these solutions $`L_{crit.}`$ takes a special place. For $`B=1`$, $`\stackrel{~}{E}(\mu )`$ has been calculated by setting $`=1`$, and $`L=2.21`$ corresponding to $`k=4`$ and $`k=\frac{1}{4}`$. For $`k=1`$ we have displayed $`\stackrel{~}{E}(\mu )`$ for the critical length $`L_{crit.}=1.41`$. Similarly, for $`B=4`$, $`L=2.47`$ corresponds to $`k=4`$ and $`k=\frac{1}{4}`$, and we have also displayed $`\stackrel{~}{E}(\mu )`$ for $`L_{crit.}=2.09`$. $``$ takes the value $`=20.65`$ of table 1 in the appendix.
We will now discuss the energy (4.8) as a function of $`L`$. For $`B=1`$, and hence $`N_R=1`$, the rational map is the identity map $`R(z)=z`$. The integral (3.13) can be evaluated explicitly. We obtain $`=1`$ so that the energy (4.8) is
$$E=12\pi ^2\left(\frac{2L}{k+\frac{1}{k}+2}+\frac{1}{4L}\left(k+\frac{1}{k}\right)\right).$$
(4.11)
It is convenient to set $`\alpha =k+\frac{1}{k}`$ and to calculate the minimum of the energy with respect to $`\alpha `$. $`E`$ has a single minimum at $`\alpha _0=\sqrt{8}L2`$. For $`L<\sqrt{2}`$, $`\alpha _0`$ is not attainable for real $`k`$, so that the minimum energy occurs at $`\alpha =2`$ and $`k=1`$. In fact, up to a minus sign this is the identity map between the physical $`S_L^3`$ and the target $`S_1^3`$. The energy $`E`$ can now be written as
$$E=6\pi ^2\left(L+\frac{1}{L}\right).$$
(4.12)
For $`L>\sqrt{2}`$ the minimum occurs where
$$k+\frac{1}{k}=\sqrt{8}L2.$$
(4.13)
Equation (4.13) has two solutions. They are related by the symmetry (3.15) and correspond to solutions localized at one of the poles. Their energy is
$$E=12\pi ^2\left(\sqrt{2}\frac{1}{2L}\right)$$
(4.14)
which is lower than (4.12). In the limit $`L\mathrm{}`$ the energy becomes $`E=12\pi ^2\sqrt{2}`$, and the shape function turns into $`f(r)=2\mathrm{arctan}(\sqrt{8}r)`$ where $`r=L\mu `$.
Figure 2 shows the energy $`E`$ of the Skyrmion as a function of $`L`$. For small $`L`$ the energy scales like $`\frac{1}{L}`$. At the optimal value of the energy $`L_{opt.}=1`$ the energy reaches its minimum $`E_{opt.}=12\pi ^2`$. The Skyrmion is symmetric if the radius $`L`$ is below the critical radius $`L_{crit.}=\sqrt{2}`$. For $`L>L_{crit.}`$ there are two Skyrmions with the same energy. This phenomenon is often called bifurcation. There is still a symmetric solution but it is no longer stable. For $`L\mathrm{}`$ the energy tends to the $`^3`$ value. For $`B>1`$ the energy $`E`$ shows similar behaviour. The values $`L_{opt.}`$, $`L_{crit.}`$ and $`E_{opt.}`$ depend on the baryon number $`B`$ and are good numbers to characterize the behaviour of the solutions.
Now, we consider $`N_R=4`$. In this case the optimal rational map has octahedral symmetry and can be written in the following form:
$$R(z)=\frac{z^4+2\sqrt{3}iz^2+1}{z^42\sqrt{3}iz^2+1}.$$
(4.15)
We obtain $`20.65`$. Using expression (4.8) the energy is
$$E=\frac{24\pi ^2\sqrt{2}L(\beta ^36\beta +4\sqrt{2})}{(\beta ^22)^2}+\frac{5\sqrt{2}\pi ^2(32+)\beta }{16L}$$
(4.16)
where $`\beta =\sqrt{k}+\frac{1}{\sqrt{k}}`$ plays the same role as $`\alpha `$ for $`B=1`$. We can now minimize the energy with respect to $`\beta `$. This gives rise to the cubic equation
$$(\beta \sqrt{2})^3P(\beta \sqrt{2})Q=0,$$
(4.17)
where $`P=\frac{384L^2}{5(32+)}`$ and $`Q=\frac{768\sqrt{2}L^2}{5(32+)}`$. There is a real solution $`\beta _0`$ for all $`L`$ but its exact form is long and not very illuminating. For $`L<L_{crit.}`$ we have $`\beta _0<2`$ so that $`\beta =2`$ and $`k=1`$ is again the minimum, and the solution is localized around the equator. The critical length can be calculated by substituting $`\beta =2`$ into equation (4.17), and we obtain
$$L_{crit.}=\frac{1}{24}\sqrt{\frac{15(32+)}{8\sqrt{2}11}}2.091$$
(4.18)
For $`k=1`$ the energy simplifies:
$$E=24\pi ^2L(2\sqrt{2})+\frac{5\sqrt{2}\pi ^2(32+)}{8L}.$$
(4.19)
The optimal length can be calculated by minimizing $`E`$ with respect to $`L`$:
$$L_{opt.}=\sqrt{\frac{5\sqrt{2}(32+)}{192(2\sqrt{2})}}1.819.$$
(4.20)
For $`L>L_{crit.}`$ there are two solution such that $`\sqrt{k}+\frac{1}{\sqrt{k}}=\beta _0`$ related by the symmetry (3.15). The corresponding expression for the energy can be derived explicitly by setting $`\beta =\beta _0`$ in equation (4.16) but it is rather lengthy.
The limit $`L\mathrm{}`$ can be derived from equation (4.17). We are interested in the solution where $`\beta `$ is of order $`L`$ such that the energy $`E`$ in equation (4.16) is finite. Therefore, we can neglect the last term in (4.17), and the $`\sqrt{2}`$, and obtain $`\beta =\sqrt{P}`$. Inserting $`\beta `$ into the expression for the energy (4.16) we obtain $`\frac{E}{12\pi ^2}=4.684`$ which corresponds to $`1.171`$ per baryon.
For $`N_R=9`$ the optimal rational map has $`D_{4d}`$ symmetry and $`109.3`$. It is again possible to introduce an auxiliary variable $`\gamma =k^{\frac{1}{3}}+k^{\frac{1}{3}}`$. However, minimizing the energy leads to a polynomial of degree $`5`$ in $`\gamma `$. Therefore it is no longer possible to calculate the solution explicitly. But the general behaviour remains the same. The solution is symmetric below a critical length $`L_{crit.}`$ which is determined by substituting $`\gamma =2`$ into the equation for minimizing the energy. We obtain
$$L_{crit.}=\frac{2}{513}\sqrt{323190+1195}2.887.$$
(4.21)
The optimal radius can also be calculated analytically:
$$L_{opt.}=\frac{1}{297}\sqrt{374220+2310}2.683.$$
(4.22)
For $`L>L_{crit.}`$ there are again two degenerate solutions. In the limit $`L\mathrm{}`$ we can balance the terms which are of highest order in $`L`$. This leads to $`\gamma 0.779L`$, and the normalized energy is $`\frac{E}{12\pi ^2}=10.274`$ which is $`1.142`$ per baryon.
In the last part of this section we will discuss the limit $`L\mathrm{}`$ for general $`N_R`$. Setting $`r=L\mu `$ the quasi-conformal ansatz (4.5) tends to
$$f(r)=\pi 2\mathrm{arctan}\left(\left(\frac{r}{R_0}\right)^{\sqrt{N_R}}\right)$$
(4.23)
where $`R_0`$ is a free parameter. The energy can be written as
$$E=\frac{4}{3\pi }\left(\frac{3N_R}{R_0}I_1+\left(2N_R^2+\right)R_0I_2\right)$$
(4.24)
However, now the integrals $`I_1`$ and $`I_2`$ are independent of $`R_0`$ and depend only on $`N_R`$:
$`I_1`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{r^{2\sqrt{N_R}}}{(1+r^{2\sqrt{N_R}})^2}}dr`$ (4.25)
$`I_2`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{r^{4\sqrt{N_R}}}{r^2(1+r^{2\sqrt{N_R}})^4}}dr`$ (4.26)
It is straightforward to minimize the energy (4.24) with respect to $`R_0`$. In figure 6 and 7, in the following section we have evaluated the minimal energy $`E(R_0=R_{0,min})`$, and the optimal radius $`R_{0,min}`$, respectively. The parameter $`R_{0,min}`$ has a natural interpretation as the size of the Skyrmion: For $`r=R_{0,min}`$ the shape function $`f(r)`$ has reached the value $`\frac{\pi }{2}`$. Furthermore, when the baryon density is integrated over a ball of radius $`R_{0,min}`$, then this is just half the total baryon number:
$$\frac{2N_R}{\pi }_0^{\frac{\pi }{2}}\mathrm{sin}^2f\mathrm{d}f=\frac{B}{2}.$$
(4.27)
It is also worth noting that equations (4.5) for $`k=1`$ and (4.23) are related by $`r=R_{0,min}\mathrm{tan}\frac{\mu }{2}`$. This is a stereographic projection from a $`3`$-sphere of radius $`R_{0,min}`$ to $`^3`$. Minimizing the energy we see that a Skyrmion in flat space is related to a Skyrmion on the $`3`$-sphere with an optimal radius $`L_{opt.}`$.
## 5 Numerical Results
In this section we discuss the numerical solution of equation (3.14) for the shape function $`f(\mu )`$ of the rational map ansatz and the properties of the resulting fields, and we compare it to the analytical solutions from the previous section. Here, we only consider configurations with $`N_f=1`$ such that $`B=N_R`$. A configuration with $`N_f=2`$ is discussed in the following section.
The numerical solution of (3.14) is calculated using a relaxation method. For symmetric initial conditions we obtain the symmetric solution which is a saddle point for $`L>L_{crit.}`$. For asymmetric initial conditions we obtain the minimum energy configuration, i.e. the Skyrmion. In figure 3 we compare the numerical shape function with the quasi-conformal ansatz (4.5) for $`B=4`$ and $`B=9`$ at the optimal radius $`L=L_{opt.}`$. The optimal radius $`L_{opt.}`$ implies $`k=1`$ in the quasi-conformal ansatz. The numerical result and the quasi-conformal ansatz show good agreement, in particular in the region around the equator $`\mu =\frac{\pi }{2}`$. This region is most important for the energy (3.12) since both $`(f^{}(\mu ))^2`$ and $`\mathrm{sin}^2f(\mu )`$ are large for $`\mu \frac{\pi }{2}`$. Near the poles the numerical solution is less steep than the quasi-conformal ansatz as we expect from their exponents: $`\rho _+>\sqrt{B}`$.
In figure 4 we show the energy $`E`$ as a function of $`L`$ for $`B=1,\mathrm{},4`$ and compare it to our analytic calculations of the previous section. In all the figures the energy $`E`$ is normalized by $`12\pi ^2`$ so that the Faddeev-Bogomolny bound (2.8) is equal to $`|B|`$. For $`B=1`$ we plot energy (4.12) of the symmetric solution which gives the exact result. For $`L>L_{crit.}=\sqrt{2}`$ we also plot the energy (4.14). Our ansatz predicts the correct critical radius but energy (4.14) is slightly too high. For $`B=2`$ and $`B=3`$ we only display the energies of the symmetric solutions using formula (4.8) and setting $`k=1`$. The integrals $`I_1(1)`$ and $`I_2(1)`$ in (4.8) are calculated numerically. Again there is very good agreement for small $`L`$, and for $`L>L_{crit.}`$ the ansatz is also very close to the symmetric solution. For $`B=4`$ we plot the analytic expression for the symmetric solution (4.19). For $`L>L_{crit.}^{q.conf.}2.09`$ we also plot (4.16) with $`\beta =\beta _0`$. The critical radius $`L_{crit.}^{q.conf.}`$ is slightly higher than $`L_{crit.}^{numeric}=2.071`$, and the energy is also slightly too high. In figure 4 we also mark the minimal energy $`E_{opt.}^{numeric}`$ for the optimal radius $`L_{opt.}^{numeric}`$ and for comparison the optimal energy $`E_{opt.}^{O(2)}`$ for the doubly axially-symmetric ansatz at its optimal radius $`L_{opt.}^{O(2)}`$. We will discuss these quantities in figure 5.
In summary, all the analytical results are in good agreement with the numerical solution for a large range of $`L`$. This is quite remarkable given that the ansatz for the shape function only depends on one parameter $`k`$.
In figure 5 we compare the optimal energy of the quasi-conformal map $`E_{opt.}^{q.conf.}`$ with the energy of the doubly axially-symmetric ansatz $`E_{opt.}^{O(2)}`$ for all baryon numbers $`B=1,\mathrm{},9`$. For $`B=1`$ both reproduce the exact result. For $`B=2`$ the doubly axially-symmetric ansatz is believed to be the exact solution because its symmetry is compatible with the results in flat space. Yet, for $`B>2`$ the energy $`E_{opt.}^{q.conf.}`$ is lower than $`E_{opt.}^{O(2)}`$.
Figure 5 also shows that the quasi-conformal ansatz always has a lower energy than the numerical solution in $`^3`$. We conclude that $`L_{opt.}`$ for the exact solution will be finite. The horizontal line at $`E=1.232`$ in figure 5 corresponds to $`B`$ well separated single Skyrmions. For $`B8`$ the energy of the doubly axially-symmetric ansatz is above this line which is unphysical. Note that the energy per baryon in flat space $`E_^3`$ decreases as we increase the baryon number. We would obtain a similar behaviour if we kept the radius $`L`$ fixed. Yet, we then have to make the radius $`L`$ large enough so that the largest Skyrmion โfitsโ. The physical interpretation is that one multi-Skyrmion is more stable than a number of smaller Skyrmions.
We also display the rational map bound $`E_{Bound}`$ (3.17). For $`B=2`$ the energy of the doubly axially-symmetric ansatz is lower than $`E_{Bound}`$. This confirms our warning that energies of exact solutions do not have to be greater than $`E_{Bound}`$. However, figure 5 shows that the bound follows the general behaviour of $`E_{opt.}^{q.conf.}`$ and also of $`E_^3`$.
In figure 6 we compare the energy of the quasi-conformal map $`E_{opt.}^{q.conf.}`$ in the limit $`L\mathrm{}`$ to the rational map energies $`E_{opt.}^{numeric}`$ and the energy $`E_^3`$ of the exact solution in flat space. $`E_{opt.}^{q.conf.}`$ is calculated by minimizing the energy of expression (4.24) with respect to $`R_0`$. For $`B=1,4,9`$ the energy $`E_{opt.}^{q.conf.}`$ agrees with the results of section 4.
Figure 6 shows that the quasi-conformal ansatz approximates the numerical solution well. The relative difference between $`E_{opt.}^{q.conf.}`$ and $`E_{opt.}^{numeric}`$ is monotonically decreasing and is less than $`3\%`$ for $`B=4`$. This means that the error of the rational map ansatz with a numerical shape function and the quasi-conformal map ansatz are of the same order of magnitude.
In figure 7 we compare the different optimal radii. The optimal radius of the quasi-conformal ansatz $`L_{opt.}^{q.conf.}`$ is always slightly smaller than $`L_{opt.}^{numeric}`$. In all cases the value of the critical radius $`L_{crit.}`$ is greater than the optimal radius so that the results are consistent. The critical radius can be calculated in two different ways. In the first approach we determine the point at which the solution bifurcates. We use the fact that the symmetric initial condition relaxes into the symmetric solution which is always present, whereas an asymmetric initial condition only relaxes to the symmetric solution when there is no asymmetric solution. This method leads to rather large error bars because it is difficult to decide whether two numerically calculated solutions are different. The second approach is to consider the value of the following integral:
$$_0^\pi \left(f(\mu )+f(\pi \mu )\pi \right)^2d\mu .$$
(5.1)
This integral is zero if the solution possesses the symmetry (3.15) and is nonzero otherwise. We determine the value of $`L`$ where the integral (5.1) first becomes nonzero. Both approaches give the same results, but the second one is much more accurate. At the critical value there is a jump in the value of the integral (5.1). This is also a verification of our analytic result that the solution is symmetric for $`L<L_{crit.}`$. As mentioned before, for $`B=1`$ the critical radius is in agreement with the analytic result $`L_{crit.}=\sqrt{2}`$. For $`B=4`$ the critical value of the quasi-conformal ansatz $`L_{crit.}^{q.conf.}=2.091`$ in (4.18) is only slightly higher than the critical radius of the rational map $`L_{crit.}^{numeric}=2.071`$. Similarly, for $`B=9`$ we calculated $`L_{crit.}^{q.conf.}=2.887`$ in (4.21) whereas $`L_{crit.}^{numeric}=2.866`$.
In figure 7 we also find that $`R_{0,min}`$ is always smaller than $`L_{opt.}^{q.conf.}`$. The difference between these lengths becomes smaller the larger the baryon number is. This confirms our interpretation stated at the end of the previous section, that the Skyrmion in flat space is related to the Skyrmion on a $`3`$-sphere with optimal radius.
## 6 Phase Transitions
In this section we will describe phase transitions on $`S^3`$ as $`L`$ is varied. There is no numerical work solving the full set of coupled partial differential equations for $`S_L^3`$ as there is in flat space. Therefore, we have to rely on our ansรคtze. First, we will discuss two different order parameters. Then we will describe particular situations in more detail.
In $`^3`$ the average $`\sigma `$ is equal to $`1`$ because of the boundary conditions at infinity. However, on $`S_L^3`$ it is easy to show that $`\sigma `$ vanishes for $`L<L_{crit.}`$ when the solution is symmetric with respect to south and north pole. Therefore, we can choose $`O_1=\sigma ^2`$ as an order parameter.<sup>3</sup><sup>3</sup>3A more symmetric choice is $`\sigma ^2+\pi _i^2`$, . It has the necessary property that it is nonzero above the phase transition $`L>L_{crit.}`$ and identically zero below the transition. As we already pointed out in section 3 this order parameter also vanishes identically for all doubly axially-symmetric configurations. This is consistent with the fact that for $`L>L_{crit.}`$ these configurations are bad approximations. Another possible order parameter would be $`O_2=\sigma ^2\frac{1}{4}`$. This parameter $`O_2`$ is motivated by the fact that enhanced chiral symmetry, that is a symmetry that mixes $`\sigma `$ and $`\pi _i`$, could result in a vanishing of $`O_2`$.
For $`B=1`$ the situation is well understood. Both parameters $`O_1`$ and $`O_2`$ vanish at the same time. Physically, this means that the localizationโdelocalization transition occurs at the same time as the restoration of chiral symmetry . In fact, for $`L<\sqrt{2}`$ the solution possesses full chiral symmetry $`SO(4)`$. For $`B>1`$ the chiral symmetry will be a subgroup of $`SO(4)`$.
Next we discuss $`B=4`$ and use both the rational map ansatz and the doubly axially-symmetric ansatz. In figure 8(a) we plot their energies. For $`L>L_{crit.}`$ the Skyrmion is localized at one of the poles. For smaller $`L`$ the Skyrmion is localized around the equator. This is the first phase transition and the order parameter is $`O_1`$. However, there is a radius $`L_{crit.^{}}`$ where the doubly axially-symmetric ansatz with $`p=2`$ and $`q=2`$ becomes the minimal energy solution. As pointed out in section 3 if $`p=q`$ the solutions have the symmetry (3.25). For this special case we checked numerically that the symmetry is actually a symmetry of the shape function $`g(\chi )`$:
$$g\left(\chi \right)=\frac{\pi }{2}g\left(\frac{\pi }{2}\chi \right)$$
(6.1)
This gives rise to a symmetry between $`\sigma `$ and $`\pi _1`$ and leads to the vanishing of the order parameter $`O_2`$. Therefore, we have a second phase transition at $`L=L_{crit.^{}}`$.
As a last example we describe a Skyrmion with baryon number $`B=8`$. For large $`L`$ the $`N_f=1`$ solution has minimal energy. However, there is a saddle point solution where two $`B=4`$ Skyrmions are located at opposite poles of the $`3`$-sphere. If $`L`$ is sufficiently small there is a solution with $`N_f=2`$ which has lower energy than the one with $`N_f=1`$ as shown in figure 8(b).<sup>4</sup><sup>4</sup>4Table 2 in the appendix gives an indication when to expect a configuration with $`N_f>1`$ to be more stable than the corresponding configuration with $`N_f=1`$. This configuration is particularly interesting because both $`B=4`$ Skyrmions have cubic symmetry. For sufficiently small radius $`L_{hc}`$ these two Skyrmions could combine and form a solution with a hypercubic symmetry. This symmetry would be strong enough to restore the symmetry between the $`\sigma `$\- and $`\pi _i`$-fields. The order parameter $`O_2`$ would vanish. In this scenario there would be a localizationโdelocalization transition at $`L_{crit.}`$, whereas the chiral symmetry is further enhanced at $`L_{hc}`$. Unfortunately, these discrete subgroups of the full $`SO(4)`$ symmetry cannot be studied with the rational map ansatz.
In physical terms we propose the following picture. Reducing the radius $`L`$ increases the baryon density. If we start with a $`B>1`$ Skyrmion at large length this is well described by the rational map ansatz. There is a phase transition at the critical radius $`L_{crit.}`$ where the Skyrmion becomes delocalized over the $`3`$-sphere and the order parameter $`O_1`$ vanishes. Then, one or more phase transitions follow which make the configuration more and more symmetric, and chiral symmetry is partially restored. Note however, the Skyrme model is an effective theory which is only valid for low energies. If the radius is too small we expect that further terms in the effective action become physically important.
## 7 Conclusion
In this paper we have described the rational map ansatz applied to Skyrmions on a $`3`$-sphere of radius $`L`$. We have calculated the energy $`E`$ of a Skyrmion as a function of $`L`$ for baryon number $`B=1,\mathrm{},9`$ and found the following behaviour: For small $`L`$ the energy $`E`$ scales like $`\frac{1}{L}`$. $`E`$ has a global minimum at an optimal radius $`L_{opt.}`$. When the radius $`L`$ is further increased there is a bifurcation point at a critical length $`L_{crit.}`$: below $`L_{crit.}`$ the Skyrmion is symmetric under reflection at the plane through the equator of $`S^3`$. Above $`L_{crit.}`$ there are two degenerate Skyrmions one of which is localized at the north pole whereas the other one is localized at the south pole. For $`L\mathrm{}`$ the ansatz tends to the rational map ansatz for $`^3`$, . For $`B=1`$ and $`L=1`$ our ansatz reproduces the known exact solution . For $`B=2`$ our results are worse for small $`L`$ than the doubly axially-symmetric ansatz in . However, for $`B>2`$ the energies of our solutions are lower than any solutions known to date, including the doubly axially-symmetric solutions.
We have also derived an analytic expression for the shape function by imposing that the metrics on the physical $`S^3`$ and on the target $`S^3`$ are conformal in an average sense. This quasi-conformal ansatz for the shape function depends only on one parameter $`k`$. By varying $`k`$ we obtain very good agreement with the numerical results for a large range of $`L`$, even for flat space. It is worth noting that the relative error of the quasi-conformal ansatz decreases with increasing baryon number. We have shown that the solution is localized at the equator if $`k=1`$. For $`B=1,4,9`$ we have shown that the Skyrmion really is symmetric below a critical value $`L_{crit}`$, i.e. $`k=1`$ gives the minimal energy solution.
One particular property of the quasi-conformal shape function is that it becomes more and more localized around the equator as the baryon number increases. To be more precise, the derivative of the shape function, which is connected to the baryon density, has a peak at the equator. Since this ansatz was derived with the assumption that the map between the metrics is โas conformal as possibleโ we have found a geometric explanation of why Skyrmions on the $`3`$-sphere are shell-like. In flat space the map cannot be conformal. However, one โhalfโ of the Skyrmion in flat space resembles โhalfโ a Skyrmion on a $`3`$-sphere with optimal radius. This fits well with the observation in section 5 that the parameter $`R_{0,min}`$ which is a measure of the size of the Skyrmion agrees well with the optimal length $`L_{opt.}^{numeric}`$.
This line of thought can be carried even further. Skyrmions on the $`3`$-sphere might be a reasonable model for nuclei, once they are quantized. The main advantage of this model is that on the $`3`$-sphere one-loop corrections are expected to play a far less important role than in flat space. In particular, if the Skyrmion lives on the $`3`$-sphere with the optimal radius we expect these corrections to be so small that the predictions of the Skyrme model could be compared with experiment. The main motivation for this claim are the promising results in for the $`B=1`$ Skyrmion on the $`3`$-sphere, and the fact that they predict a different value for the Skyrme coupling which is in agreement with one-loop calculations performed in and the Skyrme coupling therein.
## Acknowledgements
The author is grateful to N S Manton for suggesting the problem, and also wants to thank the participants of the DAMTP soliton seminar for fruitful discussions. The author thanks PPARC for a research studentship and the Studienstiftung des deutschen Volkes for a PhD scholarship.
## Appendix
### A.1 $``$ for $`N=1,\mathrm{},9`$ and $`17`$
Table 1 shows the minimal value of the integral $``$ in equation (3.13) as a function of $`N_R`$, as has been calculated in . โAPPROXโ is the energy of the rational map ansatz for flat space Skyrmions where the corresponding variational equation for the shape function has been solved numerically. The column โTRUEโ shows the value of the energy obtained by a numerical solution of the full set of partial differential equations. The next column โSYMโ shows the symmetries of the Skyrmions. The numerical solutions and the rational map ansatz give the same symmetry. Note that the respective values for $`B=9`$ in table 1 are taken from . There is evidence that for $`B=9`$ the symmetry and the other respective values in the table are different from the ones cited in .
The last two columns are the optimal length $`L_{opt.}`$ and the optimal energy $`E_{opt.}^{numerical}`$ which are displayed in figure 7 and 6, respectively. As described in chapter 5, $`E_{opt.}^{numerical}`$ has been obtained by using the rational map of table 1 and calculating the shape function numerically.
Following we also include the values for $`B=17`$. In this case the solution in flat space has marginally lower energy than $`E_{opt.}^{numeric}`$. However, we still expect that the rational map ansatz is a good approximation even in this situation.
### A.2 The Rational Map Bound for Different Splittings $`B=N_fN_R`$
In table 2 we compare the rational map bound for different $`N_f`$. As the rational map bound is just the topological bound for $`N_R=1`$, we have omitted $`N_R=1`$ from table 2.
Table 2 can be used to estimate which combination of $`N_f`$ and $`N_R`$ might be more stable for a given baryon number $`B`$. It turns out that for $`B=8`$ the bound is lower for $`N_f=2`$ than for $`N_f=1`$. It is also probable that the $`(N_f=3,N_R=2)`$ Skyrmion has lower energy than the $`(N_f=2,N_R=3)`$ Skyrmion.
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# Pair production and electron capture in relativistic heavy-ion collisions
## ACKNOWLEDGMENTS
R.J.S. Lee and J.V. Mullan acknowledge financial support from the Department of Education for Northern Ireland through the Distinction Award scheme.
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# Baxter T-Q Equation for Shape Invariant Potentials. The Finite-Gap Potentials Case
## 1 Introduction
What is the most universal method of solving completely integrable models? From Sklyaninโs point of view it is the separation of variables in its most general form. Therefore, it is desirable to understand old methods of integration in the light of the modern approach to the separation of variables. One of the most important โoldโ techniques applied with success to many physical and mathematical problems is the Darboux transformation. In short, the two main themes of this paper can be best described by two keywords: the Darboux transformation and the Sklyanin method of separation of variables. The Darboux transformation is, for example, a fundamental tool in the supersymmetric approach to quantum mechanics and in the theory of dressing chains . Though the model is different from the DST model studied in this paper and are closely related. The Sklyanin method aims to connect the separation of variables as we know it from the Hamiltonian mechanics with the new techniques of exactly solving mathematical physics problem, namely the Inverse Scattering Method and its quantum version . The worked example in this paper is the dressing chain representation of the finite-gap potential theory. We review the main ideas from the Darboux transformations with an emphasis on the Hamiltonian view-point on the finite-gap theory, following A.P. Veselov and A.B. Shabat . We then work the Sklyanin method on the finite-gap theory. We find the canonical separated variables for the dressing chain representation of the finite-gap potential theory. From the Quantum Inverse Scattering Theory point of view, the equation for the separated variables is the classical version of the Baxter T-Q equation. Then the quantum version of the finite-gap theory is presented, together with the corresponding R-matrix and the Baxter Q-operator. The conclusions and outlook will close the paper.
## 2 The Darboux transformation and the Hamiltonian approach for the finite-gap theory
Consider the Schroedinger operator for a potential $`u(x)`$, $`=D^2+u(x)`$ where $`Dd/dx`$. Factorize it as a product of two first order operators
$$=A^{}A,$$
(2.1)
where $`A=Df(x)`$ and $`A^{}=Df(x).`$ The Darboux transformation sends $`_1=A^{}A`$ into $`_2=AA^{}+\alpha \mathrm{๐}`$ where $`\mathrm{๐}`$ is the identity operator and $`\alpha `$ is a constant. The functions $`f_1`$ and $`f_2`$ obtained from the factorization
$$_i=(D+f_i)(Df_i),$$
(2.2)
are related by the equation
$$(f_1+f_2)^{^{}}=f_1^2f_2^2+\alpha ,$$
(2.3)
where the prime means differentiation with respect to $`x`$. From the supersymmetric quantum mechanics point of view, equation (2.3) is exactly the shape invariance condition , written in terms of the superpotentials $`W_i=f_i`$ .
We can continue this process of factorization and Darboux transformation and obtain a chain of equations
$$(f_i+f_{i+1})^{^{}}=f_i^2f_{i+1}^2+\alpha _ii=1,2,\mathrm{}.$$
(2.4)
This chain is called a dressing chain. In what follows we will consider only periodic chains
$$f_i=f_{i+N},\alpha _i=\alpha _{i+N},$$
(2.5)
where the period $`N`$ is a positive integer. Supersymmetrically speaking, periodic chains correspond to the cyclic shape invariant potentials . The properties of the dressing chain depend drastically on the period $`N`$ and the sum $`\alpha =\alpha _1+\mathrm{}+\alpha _N.`$ There are four cases to be considered depending if $`N`$ is even or odd and $`\alpha `$ is equal to zero or not. The finite-gap theory, to be studied in this paper, corresponds to the case $`N`$ odd and $`\alpha =0.`$ In this case the chain is a completely integrable Hamiltonian system. We will use for the case $`\alpha =0`$ instead of the constant $`\alpha _i`$, the constants $`\beta _i`$ related with $`\alpha `$ by $`\beta _i\beta _{i+1}=\alpha _i`$. If we regard the variable $`x`$ in $`f_i(x)`$ as a time variable, then the dressing chain expresses the time evolution of the variables $`f_i(x),i=1\mathrm{}N`$. Their evolution is generated by the Hamiltonian
$$H=\underset{i=1}{}N\left(\frac{1}{3}f_i^3+\beta _if_i\right),$$
(2.6)
with the Poisson bracket
$`\{f_i,f_j\}`$ $`=`$ $`(1)^{(ji)modN},`$ (2.7)
$`\{f_i,f_i\}`$ $`=`$ $`0.`$ (2.8)
This Poisson bracket is not canonical. To obtain canonical variables, first let us denote by $`g_i`$ a set of variables defined by
$$g_i=f_i+f_{i+1}$$
(2.9)
with the Poisson structure
$$\{g_i,g_{i1}\}=1.$$
(2.10)
all other brackets being zero. Though the variables $`g_i`$ seem to be redundant at this point, later on they will prove to be useful. Now, the canonical variables $`(X_i,x_i)`$
$$\{X_i,X_j\}=\{x_i,x_j\}=0,\{X_i,x_j\}=\delta _{ij},$$
(2.11)
will generate the Poisson structure for the variables $`g_i`$ if
$$g_i=X_i+x_{i+1}.$$
(2.12)
As we mentioned before, the finite-gap case ($`N=2n+1=`$ odd) is completely integrable. Therefore the Hamiltonian responsible for the time evolution belongs to a set $`H_0,H_1,\mathrm{},H_n`$ of independent involutive Hamiltonians. To show this, we use the method of inverse scattering theory. The Lax matrix build on canonical variables $`(X_i,x_i)`$ is
$$L_i^{(x)}(u)=\left(\begin{array}{cc}x_i& 1\\ x_iX_i+\beta _i+u& X_i\end{array}\right),$$
(2.13)
where $`(x)(X_i,x_i)`$ and $`u`$ is a complex parameter. Then we construct the monodromy matrix
$$L^{(x)}(u)=\underset{i=N}{\overset{1}{}}L_i^{(x)}(u)=L_N^{(x)}(u)L_{N1}^{(x)}(u)\mathrm{}L_1^{(x)}(u)$$
(2.14)
and take its trace:
$$\tau _N(u)=TrL(u).$$
(2.15)
The trace $`\tau _N(u)`$ generates the set of involutive Hamiltonians
$$\tau _N(u)=H_1u^n+H_3u^{n1}+\mathrm{}+H_{2N+1}.$$
(2.16)
The Hamiltonian $`H_3`$ is just the Hamiltonian for the chain. The fact that the set of the Hamiltonians is involutive, is a consequence of the classical r-matrix identity. Denoting by $`id_2`$ the unit $`2\times 2`$ matrix and introducing the notations for the tensor products $`l^{(1)}=lid_2`$, $`l^{(2)}=id_2l`$, we have
$$\{l_i^{(1)}(u_1),l_i^{(2)}(u_2)\}=[r_{12}(u_1u_2),l_i^{(1)}(u_1)l_i^{(2)}(u_2)]\delta _{ij},$$
(2.17)
where
$$r_{12}(u)=\frac{1}{u}๐ซ_{12},$$
(2.18)
and $`๐ซ_{12}`$ is the permutation operator in $`๐^2๐^2.`$ It is important to notice that although the Lax matrix is written in terms of the variable $`(X,x)`$, the Hamiltonians $`H_i`$ (2.16) depend only on the variables $`g_i`$, $`i=1,2,\mathrm{},N`$. Moreover, it is possible to generate the Hamiltonians $`H_i`$ as a trace of a monodromy matrix written directly in terms of the chain variables $`f_i`$
$$F(u)=\underset{i=1}{\overset{N}{}}\left(\begin{array}{cc}f_i& 1\\ f_i^2+\beta _i+u& f_i\end{array}\right),$$
(2.19)
$$\tau _N=TrF(u).$$
(2.20)
The connection of the dressing chain with the finite-gap theory for the Schroedinger operators is described in . For the finite-gap theory see also and the references therein. Here we will emphasize only those notions which will be important later on. To each solution $`f_i(x)`$ of the dressing chain, or in other words, to each solution of the time evolution of the Hamiltonian system, corresponds a sequence of $`N`$ finite-gap Schroedinger operators
$$_i=D^2+u_i(x),$$
(2.21)
where the potentials $`u_i(x)`$ are given by
$$u_i=f_i^{^{}}+f_i^2.$$
(2.22)
The spectral curve of these operators is the spectral curve of the monodromy matrix $`F(u)`$
$$det(F(\lambda )\mu \mathbf{\hspace{0.17em}1})=0,$$
(2.23)
where $`\mathrm{๐}`$ is the unit matrix, and it can be written as
$$\mu ^2\tau _N(\lambda )\mu \underset{i=1}{\overset{N}{}}(\lambda +\beta _i)=0.$$
(2.24)
From the Darboux transformation we can obtain a recurrence relation between the logarithmic derivatives of the Bloch eigenfunctions. The Bloch eigenfunctions $`\psi _i`$ of the operator $`_i`$ are given by
$$_i\psi _i=(\lambda +\beta _i)\psi _i.$$
(2.25)
Due to the Darboux transformation, two successive Bloch eigenfunctions are connected through
$$\psi _{i+1}=(Df_i)\psi _i.$$
(2.26)
This implies that for the logarithmic derivatives $`\chi _i=D\mathrm{ln}\psi _i`$ we have the recurrence
$$\chi _i=f_i+\frac{\beta _i+\lambda }{f_i+\chi _{i+1}}.$$
(2.27)
## 3 Sklyanin method of separation of variables
To understand the Sklyanin method , let us start with an old example. For an Hamiltonian of the form
$$H=\frac{1}{2}(p_1^2+..+p_n^2)+\frac{1}{2}(\omega _1q_1^2+\mathrm{}+\omega _nq_n^2),$$
(3.1)
we notice that the variables are not only canonical, $`\{p_i,q_j\}=\delta _{ij}`$ but also separated i.e. each pair $`(p_i(t),q_i(t))`$ lies on the curve
$$p_i^2+\omega _iq_i^2=const.$$
(3.2)
In general, let us consider a Hamiltonian system having $`d`$ degrees of freedom and integrable in Liouvilleโs sense. This means that it is given a $`2d`$-dimensional symplectic manifold and $`d`$ independent Hamiltonians $`H_i`$ in involution
$$\{H_i,H_j\}=0,i,j=1\mathrm{}d.$$
(3.3)
A system of canonical variables $`\lambda \{\lambda _i\}_{i=1}^d`$ and $`\mu \{\mu _i\}_{i=1}^d`$ satisfying
$$\{\lambda _i,\lambda _j\}=\{\mu _i,\mu _j\}=0,\{\lambda _i,\mu _j\}=\delta _{ij}$$
(3.4)
will be called separated if there exists $`d`$ relations of the form
$$W_j(\lambda _j,\mu _j,H_1,\mathrm{},H_d)=0.$$
(3.5)
For the dressing chain the variables $`(X,x)`$ are canonical but not separated. We can raise then the question of how to find canonical separated variables for the dressing chain. If the integrable system is solvable via the Inverse Scattering Method then we can use a method proposed by Sklyanin to find the transformation from the canonical variables $`(X,x)`$ to the canonical separated variables $`(\lambda ,\mu )`$. The desired transformation will be obtained as a composition of Bรคcklund transformations. The next section is devoted to the Bรคcklund transformation for the dressing chain.
## 4 Bรคcklund transformations
Following Sklyanin, we need to find a canonical transformation (we will use also the name Bรคcklund transformation) from the variables $`(X,x)`$ to $`(Y,y)`$. The important property is that the canonical transformation will depend on the spectral parameter $`\lambda `$. This parameter $`\lambda `$ will allow us to find at the end the canonical separated variables. Being a canonical transformation, the Poisson structure and the set of Hamiltonians $`H_i`$ must remain unchanged when expressed in the variable $`(Y,y)`$. Since Lax matrix $`L(u)`$ is a monodromy matrix
$$L^{(x)}(u)=L_N^{(x)}(u)\mathrm{}L_2^{(x)}(u)L_1^{(x)}(u),$$
(4.1)
we can transform the Lax matrices at each site $`L_i^{(x)}(u)`$
$$M_i(u\lambda )L_i^{(x)}(u)=L_i^{(y)}(u)M_{i1}(u\lambda ),$$
(4.2)
because the trace $`\tau _N(u)`$ is invariant due to $`M_N(u\lambda )L^{(x)}(u)=L^{(y)}(u)M_N(u\lambda )`$. To keep the same Poisson structure we ask that the matrices $`M_i(u)`$ should obey the same Poisson bracket (2.17) as $`L_i(u)`$ obeys. Practically, we first have to choose one out of many matrices which obeys the r-matrix Poisson bracket (2.17) and then be lucky enough to find that (4.2) has a solution $`Y(X,x),y(X,x)`$ for every spectral parameter $`u`$. The solution will depend on the parameter $`\lambda `$ which is exactly what we want. The technical way to solve (4.2) is quite interesting. The idea is to use, besides the phase spaces $`(X,x)`$ and $`(Y,y)`$, two more spaces: $`(S,s)`$ and $`(T,t)`$. The phase spaces $`(S,s)`$ and $`(T,t)`$ are auxiliary spaces, the Bรคcklund transformation being between $`(X,x)`$ and $`(Y,y)`$. With the help of these auxiliary spaces, we can write a version of (4.2) as
$$M_i^{(s)}(u\lambda )L_i^{(x)}(u)=L_i^{(y)}(u)M_i^{(t)}(u\lambda ).$$
(4.3)
To go back to (4.2) we simply need to impose the constraints
$$t_i=s_{i1},T_i=S_{i1}.$$
(4.4)
We apply now the above method to the dressing chain. The Lax matrix is
$$L_i^{(x)}(u)=\left(\begin{array}{cc}x_i& 1\\ x_iX_i+\beta _i+\lambda & X_i\end{array}\right).$$
(4.5)
Here $`(x)`$ stands for the pair of variables $`(X,x)`$ and $`u`$ is the spectral parameter. We choose the matrix $`M`$ to be identical with $`L`$. Because in (4.3) the index $`i`$ is the same on both sides, we can drop it and write the matrix equation as
$$\left(\begin{array}{cc}s& 1\\ u\lambda +sS& S\end{array}\right)\left(\begin{array}{cc}x& 1\\ u+\beta +xX& X\end{array}\right)=\left(\begin{array}{cc}y& 1\\ u+\beta +yY& Y\end{array}\right)\left(\begin{array}{cc}t& 1\\ u\lambda +tT& T\end{array}\right).$$
(4.6)
The solution to the system is
$`S`$ $`=`$ $`x+\xi ,`$ (4.7)
$`X`$ $`=`$ $`s+{\displaystyle \frac{\lambda +\beta }{tx}},`$ (4.8)
$`T`$ $`=`$ $`y+{\displaystyle \frac{\lambda +\beta }{tx}},`$ (4.9)
$`Y`$ $`=`$ $`t+\xi .`$ (4.10)
We remark that $`\xi `$ is a free variable. This is a consequence of the fact that the conserved Hamiltonians depend only on the combination $`X_i+x_{i+1}`$. The generating function $`F_\lambda (yt,xs)`$ is
$$F_\lambda (yt,xs)=y(t\xi )(x\xi )s(\lambda +\beta )\mathrm{ln}(tx),$$
(4.11)
from which we get
$`X={\displaystyle \frac{F_\lambda }{x}}`$ , $`S={\displaystyle \frac{F_\lambda }{s}},`$ (4.12)
$`Y={\displaystyle \frac{F_\lambda }{y}}`$ , $`T={\displaystyle \frac{F_\lambda }{t}}.`$ (4.13)
To simplify the formulas we choose the $`\xi =x`$. The generating function becomes
$$F_\lambda =y(tx)(\lambda +\beta )\mathrm{ln}(tx).$$
(4.14)
The constrains $`t_i=s_{i1},T_i=S_{i1}`$ give:
$$X_i=s_i+\frac{\lambda +\beta _i}{s_{i1}x_i}$$
(4.15)
which can be solved, in principle, for $`s_i`$. Then
$$Y_i+y_{i+1}=X_{i+1}+x_i+s_{i+1}s_{i1}.$$
(4.16)
In terms of the old variables $`g_i=X_i+x_{i+1}`$ the transformation reads:
$$g_i=z_i\frac{\lambda +\beta _i}{z_{i1}},$$
(4.17)
$$\stackrel{~}{g}_i=g_{i+1}+z_{i1}z_{i+1},$$
(4.18)
where $`\stackrel{~}{g}_i`$ are the transformed variables and
$$z_i=x_{i+1}s_i.$$
(4.19)
Note that (4.17) and (4.18) are just the canonical transformations we were looking for. To obtain the concrete form of these transformations we need to solve (4.17) for $`z_i`$, and then to use these values to find $`\stackrel{~}{g}_i`$. Because for an arbitrary $`\lambda `$ equation (4.17) cannot be explicitly solved, we leave the canonical transformation in an implicit form. However for special values of $`\lambda `$, the canonical transformation can be explicitly solved, as we are going to exemplify in the section 10, eqs. (10.2), (10.3) and (10.4).
The first equation in (4.17) is the discrete Riccati equation. It can be linearized with the help of the following change of variables:
$$z_i=\frac{\psi _{i+1}}{\psi _i}.$$
(4.20)
We obtain
$$\psi _{i+1}=\psi _ig_i+(\lambda +\beta _i)\psi _{i1},i=0,\mathrm{},N.$$
(4.21)
The periodic boundary condition $`z_0=z_N`$ implies
$$\psi _1\psi _{N1}=\psi _0\psi _N.$$
(4.22)
From (4.14), the generating function for the canonical transformation is
$`X_i`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Phi }_\lambda }{x_i}},`$ (4.23)
$`Y_i`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Phi }_\lambda }{y_i}},`$ (4.24)
$$\mathrm{\Phi }_\lambda (\stackrel{}{y},\stackrel{}{x})=\underset{i=1}{\overset{N}{}}F_\lambda (y_is_{i1}|x_is_i)=\underset{i=1}{\overset{N}{}}y_i(s_{i1}x_i)(\lambda +\beta _i)\mathrm{ln}(s_{i1}x_i).$$
(4.25)
Here we denote by $`\stackrel{}{x}=(x_1,\mathrm{},x_N)`$. Finally in terms of $`z_i`$ the generating function can be written as
$$\mathrm{\Phi }_\lambda (\stackrel{}{y},\stackrel{}{x})=\underset{i=1}{\overset{N}{}}y_i(z_{i1})(\lambda +\beta _i)\mathrm{ln}(z_{i1}).$$
(4.26)
## 5 Canonical transformations and Darboux factorization
To decipher the meaning of the variables $`z_i`$ present in the canonical transformation (4.17) we will use the knowledge obtained from the Darboux method of factorization. First, from (4.17), find $`z_{i1}`$
$$z_{i1}=\frac{\lambda +\beta _i}{g_iz_i}.$$
(5.1)
Then, compare this result with formula (2.27) that gives the recurrence relation between two logarithmic derivatives of the Bloch eigenfunctions
$$\chi _i=f_i+\frac{\lambda +\beta _i}{f_i+\chi _{i+1}}.$$
(5.2)
We obtain thus:
$$z_{i1}=f_i\chi _i,$$
(5.3)
which in terms of the superpotentials $`W_i=f_i`$ reads as
$$z_i=W_i+\chi _i.$$
Therefore the variable $`z_i`$ taken with a minus sign, is the sum between the superpotential $`W_i`$ and the logarithmic derivative of the Bloch eigenfunction. It is interesting to obtain the time evolution of the variables $`z_i`$. From
$`\psi _i^{^{\prime \prime }}+u_i\psi _i`$ $`=`$ $`(\lambda +\beta _i)\psi _i,`$ (5.4)
$`u_i`$ $`=`$ $`f_i^{^{}}+f_i^2,`$ (5.5)
$`z_{i1}^{^{}}`$ $`=`$ $`f_i^{^{}}(\psi _i^{^{}}/\psi _i)^{^{}}`$ (5.6)
we get
$$z_{i1}^{^{}}=\chi _i^2f_i^2+\lambda +\beta _i.$$
(5.7)
## 6 Separated canonical variables
At this point we have the canonical Bรคcklund transformations (4.17). Let us use the symbol $`B_\lambda `$ for this transformation. Our goal is to find separated canonical variables. Following Sklyanin, we consider the composition $`B_{\lambda _1\mathrm{}\lambda _N}=B_{\lambda _1}\mathrm{}B_{\lambda _N}`$ of Bรคcklund transformations and the corresponding generating function $`F_{\lambda _1\mathrm{}\lambda _N}(y,x).`$ If we treat $`\lambda `$โs as dynamical variables and $`y`$โs as parameters then $`F_{\lambda _1\mathrm{}\lambda _N}(y,x)`$ becomes the generating function of the $`N`$-parametric canonical transformation from $`(X,x)`$ to $`(\mu ,\lambda )`$ given by
$$X_i=\frac{F_{\lambda _1\mathrm{}\lambda _N}}{x_i},\mu _i=\frac{F_{\lambda _1\mathrm{}\lambda _N}}{\lambda _i}.$$
(6.1)
This transformation is not only canonical but also separates the variables. See for details.
Each pair $`(\lambda _i,\mu _i)`$ lie on a curve given implicitly by
$$W(\lambda _i,\mu _i)=0.$$
(6.2)
To find the curve W we use the parameter $`\mu `$ which is the variable conjugated to $`\lambda `$
$$\mu =\frac{F_\lambda }{\lambda },$$
(6.3)
and search for a function $`f(\mu )`$ such that
$$det(f(\mu )L(\lambda ))=0.$$
(6.4)
Then the spectral curve W is
$$W(\lambda _i,f(\mu _i);H_i)det(f(\mu _i)L(\lambda _i))=0.$$
(6.5)
For the dressing chain
$$f(\mu )=e^\mu .$$
(6.6)
To prove this, we will show that $`e^\mu `$ is an eigenvalue for $`L(\lambda )`$ so the property $`det(f(\mu )L(\lambda ))=0`$ is immediate.
From the definition of $`\mu `$ (6.3) and from the generating function (4.26) we get
$$z_1\mathrm{}z_n=e^\mu .$$
(6.7)
Now, by a simple computation
$$L_i^{(x)}(\lambda )\left(\begin{array}{c}1\\ s_{i1}\end{array}\right)=z_{i1}\left(\begin{array}{c}1\\ s_i\end{array}\right),$$
(6.8)
This proves that for $`L=L_N\mathrm{}L_1`$ the eigenvalue is $`z_1\mathrm{}z_N.`$
The spectral curve $`W(\lambda ,\mu )`$ can be expressed in terms of the trace $`\tau _N`$ and $`\beta _i`$
$$det(vL(\lambda ))=v^2\tau _N(\lambda )v+\underset{i=1}{\overset{N}{}}(\lambda +b_i)$$
(6.9)
so
$$e^{2\mu }+\tau _N(\lambda )e^\mu \underset{i=1}{\overset{N}{}}(\lambda +b_i)=0.$$
(6.10)
Here
$$\tau _N(\lambda )=H_1\lambda ^n+H_3\lambda ^{n1}+\mathrm{}+H_{2N+1},$$
(6.11)
where $`N=2n+1`$ and $`H_1,H_3,\mathrm{},H_{2N+1}`$ are integrals of the chain.
## 7 Quantum case
To get the quantum version of the theory described so far we will use the R-matrix approach. This will ensure the commutativity of the Hamiltonians $`H_i`$ after quantization. From classical variables $`(x,X)`$ we move to the quantum variables $`(x,_x).`$ The local quantum Lax matrix
$$L(u|x,_x)=\left(\begin{array}{cc}x& 1\\ u+x_x& _x\end{array}\right)$$
(7.1)
verifies the quantum commutation relation
$$R_{12}(u_1u_2)L^{(1)}(u_1)L^{(2)}(u_2)=L^{(2)}(u_2)L^{(1)}(u_1)R_{12}(u_1u_2),$$
(7.2)
where
$$R_{12}(u)=u+๐ซ_{12}$$
(7.3)
is the $`SL(2)`$-invariant solution to the quantum Yang-Baxter equation . The monodromy operator and its trace are defined like in the classical case. The commutativity of the Hamiltonians $`H_i`$
$$[H_i,H_j]=0,$$
(7.4)
is a consequence of (7.2). The whole machinery of the Quantum Inverse Scattering Method can be put to work at this stage. We will limit to study only the Baxter Q-operator and the Baxter T-Q relation. The Q-operator will depend upon the spectral parameter $`\lambda .`$ Let us denote it by $`Q(\lambda ).`$ The interesting aspect is that the classical Bรคcklund transformation $`B_\lambda `$ is the classical limit of the similarity transformation
$$๐ชQ(\lambda )๐ชQ^1(\lambda ).$$
(7.5)
For details see . In the next section we will explicitly construct $`Q(\lambda )`$ as an integral operator.
## 8 $`Q`$-operator
For the Baxter $`Q`$-operator we require the three usual properties. First, it has to commute with the trace of the monodromy matrix $`\tau _N(u)=_{i=N}^1L(u|x_i,_{x_i})`$
$$[\tau _N(u),Q(\lambda )]=0,$$
(8.1)
second, it has to commute with itself
$$[Q(\lambda _1),Q(\lambda _2)]=0,$$
(8.2)
and the last important property imposed is the Baxter T-Q equation, i.e. the $`Q`$-operator should satisfy a finite difference equation
$$\tau _N(\lambda )Q(\lambda )=A(\lambda )Q(\lambda 1)+B(\lambda )Q(\lambda +1)$$
(8.3)
where $`A(\lambda )`$ and $`B(\lambda )`$ are two functions (not operators) of the spectral parameter $`\lambda `$ .
We will follow and construct $`Q(\lambda )`$ as an integral operator
$$(Q(\lambda )\psi )(\stackrel{}{x})=๐\stackrel{}{t}๐\stackrel{}{y}\underset{i=1}{\overset{N}{}}R_{\lambda +\beta _i1}(t_i,x_i|t_{i1}y_i)\psi (\stackrel{}{y}).$$
(8.4)
Here $`d\stackrel{}{t}=dt_N\mathrm{}dt_1`$ and similar for alike symbols. If we introduce the $``$-operator as
$$(_\lambda \psi )(s,x)=๐y๐tR_\lambda (s,x|t,y)\psi (y),$$
(8.5)
the formula (8.4) can be understand in the general sense of the trace of a monodromy matrix
$$Q(\lambda )=Tr_{t_N}_{\lambda +\beta _N1}^1\mathrm{}_{\lambda +\beta _11}^N.$$
(8.6)
In the notation $`R_\lambda (t,y|s,x)`$ we recognize the $`\mathrm{๐๐ข๐ฅ๐๐๐๐๐๐ฆ}`$ indexes $`s,t`$ and the $`\mathrm{๐๐ข๐๐๐ก๐ข๐}`$ indexes $`x,y`$. The $`Q`$-operator can be expressed as an integral operator
$$(Q(\lambda )\psi )(\stackrel{}{x})=๐y_1\mathrm{}๐y_N๐ฌ_\lambda (\stackrel{}{x}|\stackrel{}{y})\psi (\stackrel{}{y})$$
(8.7)
with the kernel
$$๐ฌ_\lambda (\stackrel{}{x}|\stackrel{}{y})=๐t_N\mathrm{}๐t_1\underset{i=N}{\overset{1}{}}R_{\lambda +\beta _i1}(t_{i1},x_i|t_i,y_i).$$
(8.8)
After this general introduction, we move forward to find the concrete form of the operator $`_\lambda `$. The first property of the Baxter Q-operator, namely the commutation $`[\tau _N(u),Q(\lambda )]=0`$ is fulfilled if $`_\lambda `$ is a solution of an equation similar to (7.2)
$$M(u\lambda |s,_s)L(u|x,_x)_\lambda =_\lambda L(u|y,_y)M(u\lambda |t,_t),$$
(8.9)
where $`L(u|x,_x)`$ is the local quantum Lax matrix (7.1) and $`M(u\lambda )`$ is another matrix which obeys the quantum commutation (7.2.) The main difficulty is how to chose the matrix $`M(u\lambda )`$ so that, the equation (8.9) for $`(\lambda )`$ has a solution for every complex parameter $`u`$ and by the other hand the $`Q`$-operator thus obtained has the required properties. The second property of the $`Q`$-operator comes from the Yang-Baxter equation which can be obtained from (8.9) by a standard technique, see . Returning to equation (8.9) we take $`M`$ to be of the same form as the Lax matrix (7.1). We obtain
$`\left(\begin{array}{cc}s& 1\\ u\lambda +s_s& _s\end{array}\right)\left(\begin{array}{cc}x& 1\\ u+x_x& _x\end{array}\right)R_\lambda (t,y|s,x)=`$ (8.14)
$`R_\lambda (t,y|s,x)\left(\begin{array}{cc}y& 1\\ u+y_y& _y\end{array}\right)\left(\begin{array}{cc}t& 1\\ u\lambda +t_t& _t\end{array}\right).`$ (8.19)
On the right hand side of the above equation, move $`R_\lambda (ty,sy)`$ from the left side of the matrices product, to the right side. We have to change $`_x_x`$ and $`x_x1x_x.`$ Then the equation becomes
$`\left(\begin{array}{cc}s& 1\\ u\lambda +s_s& _s\end{array}\right)\left(\begin{array}{cc}x& 1\\ u+x_x& _x\end{array}\right)R_\lambda (t,y|s,x)=`$ (8.24)
$`\left(\begin{array}{cc}y& 1\\ u1y_y& _y\end{array}\right)\left(\begin{array}{cc}t& 1\\ u\lambda 1t_t& _t\end{array}\right)R_\lambda (t,y|s,x).`$ (8.29)
The solution is:
$$R_\lambda (t,y|s,x)=\rho _\lambda \delta (sy)e^{y(tx)}(tx)^{\lambda 1}.$$
(8.30)
We notice that $`Rexp(F_\lambda )`$ for $`\beta =1`$. Due to the Dirac function, the solution is gauge independent, i.e. the solution does not depend on the free variable $`\xi `$ from (4.11). The $``$-operator (8.5) becomes, after integration over y and changing the variable $`tx=\xi `$
$$(\psi )(s,x)=\rho _\lambda ๐\xi e^{s\xi }\xi ^{\lambda 1}\psi (x+\xi ,s),$$
(8.31)
or
$$(\psi )(s,x)=\rho _\lambda s^\lambda ๐\xi e^\xi \xi ^{\lambda 1}\psi (x+s^1\xi ,s).$$
(8.32)
The branch for the many valued function $`s^\lambda `$ from (8.32) is fixed by making a cut along $`(\mathrm{},0)`$ and taking $`\mathrm{arg}(s)[\pi ,\pi ]`$. We have to specify the factor $`\rho _\lambda `$ and the integration contour (in the complex $`\xi `$ pane) in (8.32). The integration contour is the Hankel contour for the Gamma function
$$_{\mathrm{}}^{(0+)}e^\xi \xi ^z๐\xi =\frac{2\pi i}{\mathrm{\Gamma }(z)}.$$
(8.33)
The previous formula inspired us to choose
$$\rho _\lambda =\frac{1}{2\pi i}\mathrm{\Gamma }(\lambda +1).$$
(8.34)
Then
$$(_\lambda (\psi ))(s,x)=\frac{1}{2\pi i}\mathrm{\Gamma }(\lambda +1)s^\lambda ๐\xi e^\xi \xi ^{\lambda 1}\psi (x+s^1\xi ,s).$$
(8.35)
We are ready now to write the kernel of the Q-operator (8.8). From (8.30) and (8.6) we obtain
$$๐ฌ_\lambda (\stackrel{}{x}|\stackrel{}{y})=\underset{i=1}{\overset{N}{}}w_i(\lambda ;y_{i1},y_i,x_i)$$
(8.36)
where
$$w_i(\lambda ;y_{i1},y_i,x_i)=\frac{1}{2\pi i}\mathrm{\Gamma }(\lambda +\beta _i)e^{y_i(y_{i1}x_i)}(y_{i1}x_i)^{\lambda \beta _i}.$$
(8.37)
Therefore we have found an explicit form for the Baxter $`Q`$-operator (8.36). Next we are going to investigate the third property of the $`Q`$-operator, namely the Baxter T-Q equation.
## 9 Baxter T-Q equation
This last paragraph aims to show that the Baxter T-Q equation is the quantum version of the classical separation of variables (6.1). The computation parallels the one in . Start from the left side of the Baxter T-Q equation (8.3)
$$[\tau (\lambda )Q(\lambda )\psi ](\stackrel{}{x})=Tr\left[๐\stackrel{}{t}๐\stackrel{}{y}\left(\underset{i=N}{\overset{1}{}}L(\lambda |x_i,_{x_i})R_{\lambda +\beta _i1}(t_i,x_i|t_{i1},y_i)\right)\psi (\stackrel{}{y})\right].$$
(9.1)
We can integrate over $`t_i`$ and get
$$[\tau (\lambda )Q(\lambda )\psi ](\stackrel{}{x})=Tr\left[๐\stackrel{}{y}\left(\underset{i=N}{\overset{1}{}}L(\lambda |x_i,_{x_i})w_i\right)\psi (\stackrel{}{y})\right],$$
(9.2)
where $`w_i`$ are given by (8.37).
Move all $`w_i`$ to the left using
$$L(\lambda |x_i,_{x_i})w_i=w_i\stackrel{~}{L}(\lambda |x_i,_{x_i})$$
(9.3)
with
$$\stackrel{~}{L}(\lambda |x_i,_{x_i})=\left(\begin{array}{cc}x_i& 1\\ \lambda +\beta _i+x_i_{x_i}\mathrm{ln}w_i& _{x_i}\mathrm{ln}w_i\end{array}\right),$$
(9.4)
or
$$\stackrel{~}{L}(\lambda |x_i,_{x_i})=\left(\begin{array}{cc}x_i& 1\\ x_iy_i+\frac{(\lambda +\beta _i)y_{i1}}{y_{i1}x_i}& y_i+\frac{(\lambda +\beta _i)}{y_{i1}x_i}\end{array}\right).$$
(9.5)
At this point we can write
$$[\tau (\lambda )Q(\lambda )\psi ](\stackrel{}{x})=๐\stackrel{}{y}\underset{i=N}{\overset{1}{}}w_iTr\left(\stackrel{~}{L}(\lambda |x_N,_{x_N})\mathrm{}\stackrel{~}{L}(\lambda |x_1,_{x_1})\right)\psi (\stackrel{}{y}).$$
(9.6)
The last step is to perform a gauge transformation which leaves the trace invariant and make the matrices $`\stackrel{~}{L}(\lambda |x_i,_{x_i})`$ triangular, so the trace will be easy to compute
$$\stackrel{~}{L}(\lambda |x_i,_{x_i})N_i^1\stackrel{~}{L}(\lambda |x_i,_{x_i})N_{i1}.$$
(9.7)
With the help of the following gauge matrix
$$N_i=\left(\begin{array}{cc}1& 0\\ y_i& 1\end{array}\right),$$
(9.8)
the triangular form for $`\stackrel{~}{L}(\lambda |x_i,_{x_i})`$ is
$$N_i^1\stackrel{~}{L}(\lambda |x_i,_{x_i})N_{i1}=\left(\begin{array}{cc}(y_{i1}x_i)& 1\\ 0& \frac{\lambda +\beta _i}{y_{i1}x_i}\end{array}\right).$$
(9.9)
The entries of the previous matrix can be expressed in terms of the $`w_i`$ (8.37)
$`(y_{i1}x_i)`$ $`=`$ $`(\lambda +\beta _i){\displaystyle \frac{w_i(\lambda 1)}{w_i(\lambda )}},`$ (9.10)
$`{\displaystyle \frac{\lambda +\beta _i}{y_{i1}x_i}}`$ $`=`$ $`{\displaystyle \frac{w_i(\lambda +1)}{w_i(\lambda )}},`$ (9.11)
so we get for the trace
$$Tr\left(\stackrel{~}{L}(\lambda |x_N,_{x_N})\mathrm{}\stackrel{~}{L}(\lambda |x_1,_{x_1})\right)=\underset{i=1}{\overset{N}{}}(\lambda +\beta _i)\frac{w_i(\lambda 1)}{w_i(\lambda )}+\underset{i=1}{\overset{N}{}}\frac{w_i(\lambda +1)}{w_i(\lambda )}.$$
(9.12)
The last result implies the Baxter T-Q equation
$$\tau (\lambda )Q(\lambda )=\underset{i=1}{\overset{N}{}}(\lambda +\beta _i)Q(\lambda 1)+Q(\lambda +1).$$
(9.13)
Compare (9.13) with the classical result (6.10) written in the form
$$e^\mu +\tau _N\underset{i=1}{\overset{N}{}}(\lambda +b_i)e^\mu =0.$$
(9.14)
The connection is obvious if we quantify the canonical pair $`(\mu ,\lambda )`$ as
$$\mu \frac{d}{d\lambda },\lambda \lambda .$$
(9.15)
Then (9.14) becomes an operator acting on the Q-operator
$$\left(e^\mu +\tau _N\underset{i=1}{\overset{N}{}}(\lambda +b_i)e^\mu \right)Q(\lambda )=0,$$
(9.16)
which is the T-Q equation up to a minus sign. To obtain a T-Q equation which exactly matches the classical formula, we have to chose for $`\rho _\lambda `$ the one in (8.34) multiplied with $`(1)^\lambda `$.
## 10 The case N=3
It is instructive to study the case $`N=3`$ which corresponds to the one-gap potentials. The trace (2.15) of the monodromy matrix (2.14) for $`N=3`$ is
$$\tau _3(u)=(g_1+g_2+g_3)u+g_1g_2g_3+g_1\beta _3+g_2\beta _1+g_3\beta _2.$$
(10.1)
The variables $`g_i,i=1,2,3`$ are (2.12): $`g_1=X_1+x_2,g_2=X_2+x_3`$ and $`g_3=X_3+x_1`$. The transformation $`B(\lambda )`$ (4.17, 4.18) can be explicitly found for $`\lambda =\beta _i,i=1,2,3`$. For example, for $`\lambda =\beta _2`$ we get
$`\stackrel{~}{g}_1`$ $`=`$ $`g_3+{\displaystyle \frac{\beta _3\beta _2}{g_2}},`$ (10.2)
$`\stackrel{~}{g}_2`$ $`=`$ $`g_1{\displaystyle \frac{\beta _3\beta _2}{g_2}}+{\displaystyle \frac{\beta _1\beta _2}{g_3+\frac{\beta _3\beta _2}{g_2}}},`$ (10.3)
$`\stackrel{~}{g}_3`$ $`=`$ $`g_2{\displaystyle \frac{\beta _1\beta _2}{g_3+\frac{\beta _3\beta _2}{g_2}}}.`$ (10.4)
This transformation can be recovered from the Bรคcklund transformations $`T_k,k=1,2,3`$ from . Recall that $`T_k`$ is given by
$`T_k(g_{k\pm 1})`$ $`=`$ $`g_{k\pm 1}\pm {\displaystyle \frac{\beta _{k+1}\beta _k}{g_k}},`$ (10.5)
$`T_k(\beta _k)`$ $`=`$ $`\beta _{k+1},`$ (10.6)
$`T_k(\beta _{k+1})`$ $`=`$ $`\beta _k,`$ (10.7)
the remaining $`\beta _j`$ and $`g_j`$ being not changed. We also need to introduce the shift $`S`$ acting as
$`S(\beta _i)`$ $`=`$ $`\beta _{i1},`$ (10.8)
$`S(g_i)`$ $`=`$ $`g_{i1}.`$ (10.9)
In terms of these last transformations, we can write
$$B(\beta _2)=T_2ST_1.$$
(10.10)
We cannot recover $`T_k`$ from $`B(\lambda )`$ because of the difference in nature between these transformations. $`T_k`$ transforms the parameters $`\beta _j`$ so it changes solutions of one system of equations (2.4) to solutions of another system of the same type (2.4). The transformations $`B(\lambda )`$ change the solutions of the same system (2.4) among themselves. In this respect $`B(\lambda )`$ is an auto-Bรคcklund transformation.
We can try to solve the discrete Riccati equation (4.20) for $`\psi _i`$. In this case, we will get $`\psi _1,\mathrm{},\psi _3`$ in terms of $`\psi _0`$ and $`\psi _4`$
$`\psi _1`$ $`=`$ $`{\displaystyle \frac{1}{Z}}\left[\psi _4\psi _0(g_2g_3+\lambda +\beta _3)(\lambda +\beta _1)\right],`$ (10.11)
$`\psi _2`$ $`=`$ $`{\displaystyle \frac{1}{Z}}\left[\psi _4g_1+\psi _0g_3(\lambda +\beta _2)(\lambda +\beta _1)\right],`$ (10.12)
$`\psi _3`$ $`=`$ $`{\displaystyle \frac{1}{Z}}\left[\psi _4(g_1g_2+\lambda +\beta _2)\psi _0(\lambda +\beta _1)(\lambda +\beta _2)(\lambda +\beta _3)\right],`$ (10.13)
with $`Z=g_1g_2g_3+g_1(\lambda +\beta _3)+g_3(\lambda +\beta _2)`$. It obvious that $`z_i=\psi _{i+1}/\psi _i`$ will depend on $`\psi _4`$ and $`\psi _0`$ only through their ratio $`\psi _4/\psi _0.`$ This ratio is not a free parameter because the periodic boundary condition $`z_0=z_3`$ imposes a restriction on it.
Though the $`\tau `$ -functions are not one of the major players of this paper, it is worthwhile to mention the connection it has with canonical transformations.
The $`\tau `$ -functions for the dressing chain were reported in for $`N=3`$. For $`N=3`$ case, the dressing chain (2.4) written in variables $`g_i`$, (2.9), is:
$`g_0^{}`$ $`=`$ $`g_0(g_1g_2)+\beta _0\beta _1,`$
$`g_1^{}`$ $`=`$ $`g_1(g_2g_0)+\beta _1\beta _2,`$ (10.14)
$`g_2^{}`$ $`=`$ $`g_2(g_0g_1)+\beta _2\beta _0.`$
With the change of variables
$`g_0`$ $`=`$ $`F_1^{}F_2^{}+c,`$
$`g_1`$ $`=`$ $`F_2^{}F_0^{}+c,`$ (10.15)
$`g_2`$ $`=`$ $`F_0^{}F_1^{}+c,`$
where the constant $`c`$ is given by $`3c=g_0+g_1+g_2`$, the system of equations (10) transforms into
$`F_0^{\prime \prime }+F_1^{\prime \prime }+(F_0^{}F_1^{})^2c(F_0^{}F_1^{})+\beta _1`$ $`=`$ $`0,`$
$`F_1^{\prime \prime }+F_2^{\prime \prime }+(F_1^{}F_2^{})^2c(F_1^{}F_2^{})+\beta _2`$ $`=`$ $`0,`$ (10.16)
$`F_2^{\prime \prime }+F_0^{\prime \prime }+(F_2^{}F_0^{})^2c(F_2^{}F_0^{})+\beta _0`$ $`=`$ $`0.`$
The $`\tau `$ โfunctions $`\tau _0,\tau _1,\tau _2`$ are now given by
$$F_0=\mathrm{log}\tau _0,F_1=\mathrm{log}\tau _1,F_2=\mathrm{log}\tau _2.$$
(10.17)
In terms of the $`\tau `$ -functions, the dressing chain becomes a Hirota type system of equations:
$`(D_x^2cD_x+\beta _1)\tau _0\tau _1`$ $`=`$ $`0,`$
$`(D_x^2cD_x+\beta _2)\tau _1\tau _2`$ $`=`$ $`0,`$ (10.18)
$`(D_x^2cD_x+\beta _0)\tau _2\tau _0`$ $`=`$ $`0,`$
where for a polynomial $`P`$, the operator $`P(D_x)`$ is defined as
$$P(D_x)F(x)G(x)=P(_y)F(x+y)G(xy)|_{y=0}.$$
(10.19)
At this point the goal is to work the canonical transformation (4.17) and (4.18) in terms of the $`\tau `$ -functions. The canonical transformation (4.17), (4.18) namely
$$g_i=z_i\frac{\lambda +\beta _i}{z_{i1}}$$
(10.20)
and
$$\stackrel{~}{g}_i=g_{i+1}+z_{i1}z_{i+1},$$
(10.21)
cannot be written explicitly as a formula which comprise only $`\stackrel{~}{g}_i`$ and $`g_i`$. Therefore we use the following strategy: given $`g_i`$, we have to solve for $`z_i`$ in (10.20), and then obtain the transformed variables $`\stackrel{~}{g}_i`$ with the aid of (10.21). As a result, the canonical transformation for the $`\tau `$ -functions will be written in terms of the variables $`z_i`$.
First, by simple manipulations of (10) and (10) we get
$$F_0^{\prime \prime }=g_1g_2c^2\frac{\beta _0+\beta _1\beta _2}{2},$$
(10.22)
and similarly for $`F_1^{\prime \prime }`$ and $`F_2^{\prime \prime }`$. Using (10.17) we get
$$\left(\mathrm{log}e^{\gamma _0x^2}\tau _0\right)^{\prime \prime }=g_1g_2,$$
(10.23)
and similarly for $`\tau _1`$ and $`\tau _2`$. Here $`\gamma _0=\frac{1}{2}\left(c^2+\frac{\beta _0+\beta _1\beta _2}{3}\right)`$ .
After we apply the canonical transformation we obtain the function $`\stackrel{~}{\tau _0}`$ given by
$$\left(\mathrm{log}e^{\gamma _0x^2}\stackrel{~}{\tau _0}\right)^{\prime \prime }=\stackrel{~}{g_1}\stackrel{~}{g_2}.$$
(10.24)
Now it is easy to write the canonical transformation for $`\tau _0,\tau _1,\tau _2`$ in terms of the variable $`z_i`$. Use (10.20) and (10.21) in (10.23) and (10.24) and get:
$`\left(\mathrm{log}e^{\gamma _0x^2}\tau _0\right)^{\prime \prime }`$ $`=`$ $`\left(z_1{\displaystyle \frac{\lambda +\beta _1}{z_0}}\right)\left(z_2{\displaystyle \frac{\lambda +\beta _2}{z_1}}\right),`$
$`\left(\mathrm{log}e^{\gamma _1x^2}\tau _1\right)^{\prime \prime }`$ $`=`$ $`\left(z_2{\displaystyle \frac{\lambda +\beta _2}{z_1}}\right)\left(z_0{\displaystyle \frac{\lambda +\beta _0}{z_2}}\right),`$ (10.25)
$`\left(\mathrm{log}e^{\gamma _2x^2}\tau _2\right)^{\prime \prime }`$ $`=`$ $`\left(z_0{\displaystyle \frac{\lambda +\beta _0}{z_2}}\right)\left(z_1{\displaystyle \frac{\lambda +\beta _1}{z_0}}\right),`$
and
$`\left(\mathrm{log}e^{\gamma _0x^2}\stackrel{~}{\tau _0}\right)^{\prime \prime }`$ $`=`$ $`\left(z_0{\displaystyle \frac{\lambda +\beta _2}{z_1}}\right)\left(z_1{\displaystyle \frac{\lambda +\beta _0}{z_2}}\right),`$
$`\left(\mathrm{log}e^{\gamma _1x^2}\stackrel{~}{\tau _1}\right)^{\prime \prime }`$ $`=`$ $`\left(z_1{\displaystyle \frac{\lambda +\beta _0}{z_2}}\right)\left(z_0{\displaystyle \frac{\lambda +\beta _1}{z_0}}\right),`$ (10.26)
$`\left(\mathrm{log}e^{\gamma _2x^2}\stackrel{~}{\tau _2}\right)^{\prime \prime }`$ $`=`$ $`\left(z_2{\displaystyle \frac{\lambda +\beta _1}{z_0}}\right)\left(z_0{\displaystyle \frac{\lambda +\beta _2}{z_1}}\right),`$
with
$$\gamma _0=\frac{1}{2}\left(c^2+\frac{\beta _0+\beta _1\beta _2}{3}\right),\gamma _1=\frac{1}{2}\left(c^2+\frac{\beta _1+\beta _2\beta _0}{3}\right),\gamma _2=\frac{1}{2}\left(c^2+\frac{\beta _2+\beta _0\beta _1}{3}\right).$$
The meaning of the transformations as presented in (10) and (10) is that first we must factorize like in (10) and then use the factorization variables $`z_i`$ to obtain the transformed $`\tau `$ -functions, like in (10).
For the case $`N=3`$, the canonical transformation must be carried on three times, each time with another $`\lambda `$ in order to obtain separated canonical variables, see (6.1). In variables $`g_i`$, these transformations read as
$`\stackrel{~}{g}_i`$ $`=`$ $`g_{i+1}+z_{i1}z_{i+1},g_i=z_i{\displaystyle \frac{\lambda _1+\beta _i}{z_{i1}}},`$
$`\stackrel{~}{\stackrel{~}{g}}_i`$ $`=`$ $`\stackrel{~}{g}_{i+1}+\stackrel{~}{z}_{i1}\stackrel{~}{z}_{i+1},\stackrel{~}{g}_i=\stackrel{~}{z}_i{\displaystyle \frac{\lambda _2+\beta _i}{\stackrel{~}{z}_{i1}}},`$ (10.27)
$`\stackrel{~}{\stackrel{~}{\stackrel{~}{g}}}_i`$ $`=`$ $`\stackrel{~}{\stackrel{~}{g}}_{i+1}+\stackrel{~}{\stackrel{~}{z}}_{i1}\stackrel{~}{\stackrel{~}{z}}_{i+1},\stackrel{~}{\stackrel{~}{g}}_i=\stackrel{~}{\stackrel{~}{z}}_i{\displaystyle \frac{\lambda _3+\beta _i}{\stackrel{~}{\stackrel{~}{z}}_{i1}}}.`$
If we add $`\mu _1,\mu _2,\mu _3`$ given by (6.7),
$`e^{\mu _1}`$ $`=`$ $`z_1z_2z_3,`$
$`e^{\mu _1}`$ $`=`$ $`\stackrel{~}{z}_1\stackrel{~}{z}_2\stackrel{~}{z}_3,`$ (10.28)
$`e^{\mu _1}`$ $`=`$ $`\stackrel{~}{\stackrel{~}{z}}_1\stackrel{~}{\stackrel{~}{z}}_2\stackrel{~}{\stackrel{~}{z}}_3,`$
the variables $`(\lambda _1,\lambda _2,\lambda _3,\mu _1,\mu _2,\mu _3)`$ are separated canonical variables. The time evolution of these variables, inherited from the dressing chain (10) is such that, (6.10),
$$e^{2\mu _1}+e^{\mu _1}(\lambda _1+\beta _1)(\lambda _1+\beta _2)(\lambda _1+\beta _3)=0,$$
(10.29)
and similarly for the pairs $`(\lambda _2,\mu _2)`$ and $`(\lambda _3,\mu _3)`$. Here $`\tau _N(\lambda _1)`$ is given by (10.1) with $`\lambda _1`$ instead of $`u`$.
If we use the notation $`\tau ^{(1)}=\tau ,\tau ^{(2)}=\stackrel{~}{\tau },\tau ^{(3)}=\stackrel{~}{\stackrel{~}{\tau }}`$ and similarly for $`z_i`$, the transformations (10) for the $`\tau `$ -functions, can be compactly expressed as follows:
factorization:
$$\left(\mathrm{log}e^{\gamma _ix^2}\tau _i^{(k)}\right)^{\prime \prime }=\left(z_{i+1}^{(k)}\frac{\lambda _k+\beta _{i+1}}{z_i^{(k)}}\right)\left(z_{i+2}^{(k)}\frac{\lambda _k+\beta _{i+2}}{z_{i+1}^{(k)}}\right),$$
transformation:
$$\left(\mathrm{log}e^{\gamma _ix^2}\tau _i^{(k+1)}\right)^{\prime \prime }=\left(z_i^{(k)}\frac{\lambda _k+\beta _{i+2}}{z_{i+1}^{(k)}}\right)\left(z_{i+1}^{(k)}\frac{\lambda _k+\beta _i}{z_{i+2}^{(k)}}\right).$$
Here $`i=0,1,2`$ modulo $`3`$, and $`k=1,2,3`$. The variables $`\mu `$ are given by (10) as before.
## 11 Hamiltonian flow for the case $`N=3`$
Here we discuss the time dependence of the canonical variables $`(X_i,x_i).`$ We regard the variable $`x`$ (i.e. the space variable) in the system of equations (2.4) as being a time $`t`$ for the Hamiltonian flow. The Hamiltonian that governs the motion in time is in variables $`f_i`$ (2.9) given by
$$H=\frac{1}{3}(f_1^3+f_2^3+f_3^3+\beta _1f_1+\beta _2f_2+\beta _3f_3).$$
(11.1)
It is useful to list all the variables which appeared so far
$`g_1`$ $`=`$ $`f_1+f_2,f_1={\displaystyle \frac{1}{2}}(g_1g_2+g_3),g_1=X_1+x_2,`$ (11.2)
$`g_2`$ $`=`$ $`f_2+f_3,f_2={\displaystyle \frac{1}{2}}(g_2g_3+g_1),g_2=X_2+x_3,`$ (11.3)
$`g_3`$ $`=`$ $`f_3+f_1,f_3={\displaystyle \frac{1}{2}}(g_3g_1+g_2),g_3=X_3+x_1.`$ (11.4)
The evolution of the variable $`x_1`$ in time is given by
$$\frac{dx_1}{dt}=\{x_1,H\}.$$
(11.5)
The Poisson bracket can be computed for two arbitrary functions $`f`$ and $`g`$ from
$$\{f,g\}=\underset{\alpha ,\beta }{}\frac{f}{y_\alpha }\frac{g}{y_\beta }\{y_\alpha ,y_\beta \},$$
(11.6)
where $`(y_1,\mathrm{},y_{2N})=(X_1,\mathrm{},X_N,x_1,\mathrm{},x_N)`$. In this way we arrive at
$$2\frac{dx_1}{dt}=(f_1^2+f_2^2f_3^2+\beta _1+\beta _2\beta _3)\{x_1,X_1\},$$
(11.7)
which gives the evolution for $`x_1`$ knowing that the variables $`(X_1,x_1)`$ are canonical, i.e.
$$\{x_1,X_1\}=1.$$
(11.8)
From the paper of Veselov and Shabat we even know the solutions for the dressing chain in terms of the elliptic Weierstrass $`๐ซ`$-functions:
$$f_i(t)=\frac{1}{2}\frac{๐ซ^{^{}}(t+a_i)๐ซ^{^{}}(b_i)}{๐ซ(t+a_i)๐ซ(b_i)}.$$
(11.9)
We can integrate (11.7) to
$`2x_1(t)`$ $`=`$ $`\xi (t+a_3+b_3)+\xi (t+a_3)+\xi (b_3)\xi (t+a_1+b_1)\xi (t+a_1)\xi (b_1)`$ (11.10)
$`\xi (t+a_2+b_2)\xi _(t+a_2)\xi (b_2)+\beta _1+\beta _2\beta _3.`$
Here $`\xi ^{}=๐ซ,b_i=๐ซ(\beta _i)`$ and $`a_{i+1}a_i=b_i`$.
In the quantum case the Hamiltonians are generated from the Lax matrix (7.1). The trace of the monodromy matrix is:
$$\tau _3(u)=H_1u+H_3$$
(11.11)
where
$`H_1`$ $`=`$ $`x_1+x_2+x_3+_{x_1}+_{x_2}+_{x_3},`$ (11.12)
$`H_3`$ $`=`$ $`_{x_1}_{x_2}_{x_3}+x_1_{x_1}_{x_3}+x_2_{x_2}_{x_1}+x_3_{x_3}_{x_2}`$
$`+`$ $`x_2x_1_{x_1}+x_3x_2_{x_2}+x_1x_3_{x_3}+x_1x_2x_3.`$ (11.13)
An interesting feature of the quantum case is the absence of evolution of the variables $`g_i=_{x_i}+x_{i+1}`$ due to
$$[g_i,H_3]=0.$$
(11.14)
This means that there is no quantum analog of the dressing chain in terms of the variables $`g_i`$. The only surviving variables are $`X_i=_{x_i}`$ and $`x_i`$ which each separately evolve in time under the Hamiltonian $`H_3`$.
## 12 Conclusions
For the finite-gap potentials we have shown that the Darboux transformations can be viewed as canonical transformations if we apply the method of separation of variables proposed by Sklyanin. Not only the finite-gap case (N=odd, $`\alpha =0`$ ) is interesting but also the other cases. For example the spectrum of the potentials which are solution of the chain in the case $`\alpha 0`$ and arbitrary $`N`$ is described as following. The ground state is at zero energy; the next $`(p1)`$ eigenvalues are $`E_l=_{k=0}^l\alpha _k,l=0,1,\mathrm{},(p2)`$, and all other eigenvalues are obtained by adding arbitrary multiples of the quantity $`\alpha \alpha _0+\alpha _1+\mathrm{}+\alpha _{p1}`$. The general formula for the excited energy levels is:
$$n\alpha +\underset{k=0}{\overset{l}{}}\alpha _k;\{n=0,1,2,\mathrm{},\mathrm{};l=0,1,\mathrm{},(p1)\}.$$
(12.1)
The above potentials (also called cyclic shape invariant potentials) are a direct generalization of the harmonic oscillator. For $`N=3`$ the potentials are Painlevรฉ transcendents .
In this work we have also shown that there exists a quantum version of the dressing chain, namely the time evolution of the variables $`(X,x)`$ under the Hamiltonian $`H_1`$. From here there are many ways to proceed. One way is along Bethe-Ansatz procedure. It will be interesting to find the spectrum of the quantum Hamiltonians. Also, each Hamiltonian $`H_i`$ has its own time $`t_i`$ for evolution, so there must be a $`\tau `$-function which depends on all time variables $`\tau (t_1,t_2,\mathrm{},t_N)`$. The $`\tau `$-function for the dressing chain was reported in for $`N=3`$ in connection with the Painlevรฉ equations. See also .
We have analyzed the role of $`\tau `$ -functions in connection with the factorization method and canonical transformation. The $`\tau `$ -functions are an important tool in understanding integrable systems and we believe that the connections between the $`\tau `$ -functions and the Darboux transformations is worth to be studied further.
Finally, a word about KdV. The finite-gap potential theory provides solutions of the periodic boundary problems for KdV equation. The KdV equation
$$u_{xt}=u_{xxx}6uu_{xx}$$
(12.2)
is a partial differential equation in two variables. One variable $`x`$ we interpreted as a time variable associated with the Hamiltonian $`H_1`$. To what Hamiltonian is the second variable, i.e. t, associated? For $`\beta _i=0`$ the Hamiltonian is $`H_5^2H_1H_3`$. This result is buried in the paper . What is the meaning of the Sklyanin separation of variables for KdV equation, both classical and quantum? From the conformal field point of view, the quantum KdV and the T-Q relation was already studied in the paper of .
In conclusion, the Darboux transformation together with the new approach of the separation of variables is a promising research direction.
## Acknowledgments
O.L. is grateful to P.B. Wiegmann for useful discussions.
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# Sampling functions for multimode homodyne tomography with a single local oscillator
## I Introduction
Recent development of quantum-state reconstruction methods has made it possible to completely reconstruct an unknown state of a quantum mechanical system provided that many identical copies of the state are available. The method was pioneered in quantum optics, where an optical homodyne tomography was devised to reconstruct a quantum state of traveling electromagnetic field . Other proposed techniques involved unbalanced homodyning and cavity-field measurements by atomic probes . Quantum-state reconstruction procedures were also successfully applied to molecular vibrational state and motional quantum state of trapped ion .
Single-mode optical homodyne tomography is now a well-established technique. Based on balanced homodyne detection, the method seeks to reconstruct the quantum state from the statistics of the quadrature components of the signal mode. The standard experimental setup involves balanced lossless beam splitter, where the signal is mixed with a strong coherent local oscillator (LO). Two photodetectors are placed at the beam splitter outputs and the two photocurrents are subtracted, thereby removing LO fluctuations from the resulting signal.
Wigner function can be obtained from the measured quadrature statistics by means of inverse Radon transform . Once the Wigner function is known, expectation value of any operator can be be evaluated by averaging corresponding phase-space function over the Wigner quasidistribution. This strategy, however, is not optimal, because the experimental errors are amplified during numerical data processing and the final error can be very large. Fortunately, the detour via Wigner function can be avoided and density matrix elements in Fock basis can be directly reconstructed by averaging appropriate sampling functions over the measured quadrature statistics . The functions for sampling $`s`$-ordered moments were found in , and those allowing direct reconstruction of the exponential moments of quantum phase distributions were obtained in (for a review, see ). The problems with inverse Radon transform can be avoided by reconstructing smoothed Wigner functions . The sampling is a simple and straightforward linear operation which can be in principle performed in real time during experiment. We note that, besides linear sampling procedures, reconstruction strategies based on maximum likelihood estimation and maximum entropy principle have been proposed.
Recently, increasing attention has been devoted to multimode homodyne tomography , because some of the most interesting quantum mechanical phenomena stem from correlations between several degrees of freedom. Let us mention just the EPR paradox and violation of Bellโs inequalities . Quantized electromagnetic field is one of the most suitable systems for thorough investigation and exploitation of these phenomena. For example, entangled signal and idler photons can be routinely prepared by means of spontaneous parametric down-conversion . The entangled photon pairs play crucial role in certain quantum state teleportation schemes and quantum cryptography setups .
Multimode extension of optical homodyne tomography is straightforward. One can introduce a separate LO and homodyne detector for each mode of interest and measure joint multimode quadrature distribution. In this case the sampling functions developed for single-mode tomography can be immediately employed. Very recently, this approach has been used to measure the joint photon number statistics of two-mode squeezed state prepared in a nondegenerate optical parametric amplifier .
However, the requirement of specific homodyne detector for each mode complicates the experiment. It would often be much more feasible to use only one homodyne detector and one LO. In such experiment, a distribution of one quadrature $`X`$, which is a linear superposition of $`N`$ single-mode quadratures, is measured. The knowledge of the probability distribution of all distinct quadratures $`X`$ provides a complete information on the multimode quantum state. In particular, two-mode tomography with single homodyne detector was discussed extensively. The functions for sampling density matrix elements in Fock basis were found in , and those allowing direct reconstruction of two-mode correlation functions were obtained in . Recently, a general multimode homodyne tomography with a single LO was considered and the sampling functions for density matrix elements were expressed in terms of integrals . In this paper we shall derive various important sampling functions for multimode homodyne tomography with a single LO. All functions are expressed in analytical form. Imperfect detection is considered and it is shown that the losses can be compensated by proper modification (rescaling) of the sampling functions.
The paper is organized as follows. In Sec. II we address the reconstruction of multimode smoothed Wigner functions. The results are then applied in Sec. III to find the sampling functions for density matrix elements in Fock basis. The reconstruction of $`s`$-ordered moments of the field operators is discussed in Sec. IV. The results of Monte Carlo simulations of multimode homodyne tomography are reported in Sec. V. Finally, Section VI contains conclusions.
## II Sampling functions for $`s`$-parametrized quasidistributions
In multimode homodyne tomography with a single local oscillator one measures a probability distribution of the quadrature
$$X=\frac{1}{\sqrt{2}}(A+A^{}),$$
(1)
where the operator $`A`$ is a linear superposition of annihilation operators $`a_j`$ of $`N`$ signal modes,
$$A=\underset{j=1}{\overset{N}{}}z_ja_j.$$
(2)
The complex coefficients $`z_l`$ fulfill normalization condition
$$\underset{j=1}{\overset{N}{}}|z_j|^2=1,$$
(3)
which ensures validity of standard commutation relation $`[A,A^{}]=1`$ for the operator $`A`$. Two examples of experimental setups, where the statistics of quadrature $`X`$ are measured, are given in Figs. 1 and 2. Multimode homodyne tomography can be employed to investigate ultrafast internal quantum correlations of optical pulses , see Fig. 1. A train of N strong LO pulses is used to select a set of $`N`$ nonmonochromatic modes from the signal pulse. The modes $`a_j`$ are determined by positions and shapes of the LO pulses and the correlations of the signal pulse are probed in terms of these modes. Figure 2 illustrates a scheme for homodyne tomography of single-frequency multimode field. The desired superposition $`A`$ is prepared in $`N`$-port interferometr and then it enters homodyne detector. This setup can be used e.g. for measurement of a polarization state of an optical field . The modes $`a_1`$ and $`a_2`$ then correspond to two orthogonal linear polarizations. The two-mode unitary transformations $`U(\theta ,\psi )`$ leading to superpositions (2) can be performed with the help of two phase shifters and a polarizing beam splitter . A common feature of the experimental setups shown in Figs. 1 and 2 is that only one balanced homodyne detector is needed.
If the statistics $`w(X;\{z_j\})`$ of the quadrature $`X`$ are known for all $`\{z_j\}`$ fulfilling (3), then we have a complete knowledge of the quantum state of the multimode light field and all quantities of interest, such as various quasidistributions, density matrix elements, and $`s`$-ordered moments, can be unambiguously determined from the distributions $`w(X;\{z_j\})`$.
### A Sampling of the smoothed Wigner functions
Let us begin with reconstruction of the multimode $`s`$-parametrized quasidistributions. It is convenient to work in the hyperspherical coordinates. The points $`\{z_j\}`$ lie on a surface of $`2N`$-dimensional unit sphere and we parametrize them as
$$z_j=u_j(๐ฝ)e^{i\psi _j},$$
(4)
where
$`u_j(๐ฝ)`$ $`=`$ $`\mathrm{cos}\theta _j{\displaystyle \underset{l=1}{\overset{j1}{}}}\mathrm{sin}\theta _l,j<N`$ (5)
$`u_N(๐ฝ)`$ $`=`$ $`{\displaystyle \underset{l=1}{\overset{N1}{}}}\mathrm{sin}\theta _l,`$ (6)
and
$`\psi _j[0,2\pi ],`$ $`j=1,\mathrm{},N,`$
$`\theta _j[0,\pi /2],`$ $`j=1,\mathrm{},N1.`$
To simplify the notation, we define $`๐ฝ=(\theta _1,\mathrm{},\theta _{N1})`$ and $`๐=(\psi _1,\mathrm{},\psi _N)`$.
Multimode characteristic function corresponding to $`s`$-ordering of the field operators is defined as ,
$$C_s(\{\beta _j\})=\underset{j=1}{\overset{N}{}}\mathrm{exp}\left(\frac{1}{2}s|\beta _j|^2+\beta _ja_j^{}\beta _j^{}a_j\right),$$
(7)
where $``$ denotes quantum mechanical average. Let us compare the exponent on the right-hand side of Eq. (7) with the quadrature $`X(\{z_j\})X(๐ฝ,๐)`$. We can see that $`C_s(\{\beta _j\})`$ is proportional to characteristic function of the quadrature distribution,
$`C_s\left(\left\{\beta _j\right\}\right)=e^{sr^2/2}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐Xe^{i\sqrt{2}rX}w(X;๐ฝ,๐),`$ (8)
where $`\beta _j=iru_j(๐ฝ)\mathrm{exp}(i\psi _j)`$ and $`r>0`$ is radial variable,
$`r^2={\displaystyle \underset{j=1}{\overset{N}{}}}|\beta _j|^2.`$
Multimode quasidistribution $`W_s(\{\alpha _j\})`$ is a Fourier transform of the characteristic function $`C_s(\{\beta _j\})`$,
$$W_s(\{\alpha _j\})=\frac{1}{\pi ^{2N}}C_s(\{\beta _j\})\underset{j=1}{\overset{N}{}}d^2\beta _je^{\beta _j^{}\alpha _j\beta _j\alpha _j^{}}.$$
(9)
We rewrite this integral in the hyperspherical coordinates. We shall integrate over the angles $`\theta _j`$, phases $`\psi _j`$, and radius $`r`$. It is convenient to introduce $`d\mathrm{\Omega }`$,
$$d\mathrm{\Omega }=g(๐ฝ)\underset{l=1}{\overset{N1}{}}d\theta _l\underset{j=1}{\overset{N}{}}d\psi _j,$$
(10)
where the prefactor
$$g(๐ฝ)=\underset{l=1}{\overset{N1}{}}\mathrm{cos}\theta _l(\mathrm{sin}\theta _l)^{2(Nl)1}$$
(11)
stems from the Jacobian of coordinate transformation. We substitute the characteristic function (8) into (9) and after some algebra we arrive at
$`W_s(\{\alpha _j\})`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^{2N}}}{\displaystyle _0^{\mathrm{}}}๐r{\displaystyle _\mathrm{\Omega }}๐\mathrm{\Omega }{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐Xr^{2N1}`$ (13)
$`\times e^{sr^2/2}e^{i\sqrt{2}r(X\stackrel{~}{X})}w(X;๐ฝ,๐),`$
where we have introduced a c-number quadrature
$$\stackrel{~}{X}(\{\alpha _j\},๐ฝ,๐)=\frac{1}{\sqrt{2}}\underset{j=1}{\overset{N}{}}(u_j(๐ฝ)e^{i\psi _j}\alpha _j+\mathrm{c}.\mathrm{c}.).$$
(14)
After changing the order of integration in (13), we find that
$`W_s(\{\alpha _j\})`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}๐\mathrm{\Omega }{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐Xw(X;๐ฝ,๐)`$ (16)
$`\times S_N(X\stackrel{~}{X}(\{\alpha _j\},๐ฝ,๐);s),`$
where the sampling function $`S_N`$ reads
$$S_N(\xi ;s)=\frac{1}{\pi ^{2N}}_0^{\mathrm{}}๐re^{sr^2/2}e^{i\sqrt{2}r\xi }r^{2N1},s<0.$$
(17)
This expression can be further simplified. The quasidistributions $`W_s(\{\alpha _j\})`$ as well as the quadrature distributions $`w(X;๐ฝ,๐)`$ are real functions. The sampling function $`S_N`$ has to be real and only real part of the above integral should be considered. The imaginary part of $`S_N`$ is a null function whose average over any physical quadrature distribution $`w(X;๐ฝ,๐)`$ is zero. Thus we can replace $`\mathrm{exp}(i\sqrt{2}r\xi )`$ by $`\mathrm{cos}(\sqrt{2}r\xi )`$ in Eq. (17). The integration over $`r`$ can be easily carried out and yields a confluent hypergeometric function,
$$S_N(\xi ;s)=\frac{2^{N1}(N1)!}{\pi ^{2N}|s|^N}\mathrm{\Phi }(N,\frac{1}{2};\frac{\xi ^2}{|s|}).$$
(18)
The function $`S_N`$ depends on $`\alpha _j`$, $`X`$, $`๐ฝ`$, and $`๐`$ only through a specific combination $`\xi =X\stackrel{~}{X}`$.
The parameter $`s`$ must be negative because the integral (17) would diverge otherwise. This implies that only smoothed Wigner functions corresponding to $`s<0`$ can be directly sampled from homodyne statistics. The confluent hypergeometric functions can be expressed in terms of the error function of the imaginary argument $`\mathrm{erfi}(x)`$. It holds that
$`\mathrm{\Phi }(1,{\displaystyle \frac{1}{2}};x^2)`$ $`=`$ $`1\sqrt{\pi }xe^{x^2}\mathrm{erfi}(x),`$
$`\mathrm{\Phi }(N+1,{\displaystyle \frac{1}{2}};x^2)`$ $`=`$ $`{\displaystyle \frac{(1)^N}{2^{2N}N!}}{\displaystyle \frac{d^{2N}}{dx^{2N}}}\mathrm{\Phi }(1,{\displaystyle \frac{1}{2}};x^2),`$
which allows for an easy determination of the required sampling function.
Our results form a multimode generalization of the single-mode relations obtained by Vogel and Risken and by Richter . Notice also, that DโAriano et al. gave explicit formula for sampling function of two-mode Husimi quasidistribution . Several functions $`S_N(\xi ;1)`$ are plotted in Fig. 3. The number of oscillations of $`S_N(\xi ;s)`$ increases with increasing $`N`$ and the sampling functions are bounded, $`S_N0`$ as $`|\xi |\mathrm{}`$.
### B Imperfect detection and loss-compensating sampling functions
The sampling functions (18) would yield correct results only in the ideal case of unit detection efficiency. In a realistic experiment, losses are inevitable and the overall detection efficiency $`\eta `$ is lower than $`1`$. The losses can be modeled as a mixing of the signal mode with a vacuum on a beam splitter. The detected quadrature $`X^{}`$ is thus a superposition of the original quadrature $`X`$ and a vacuum-state quadrature $`X_{\mathrm{vac}}`$ ,
$$X^{}=\sqrt{\eta }X+\sqrt{1\eta }X_{\mathrm{vac}}.$$
(19)
With the help of (19) one can find a simple relation between the characteristic functions of the quadratures $`X`$ and $`X^{}`$,
$$\mathrm{exp}\left(i\sqrt{2}rX\right)=\mathrm{exp}\left(\frac{1\eta }{2\eta }r^2\right)\mathrm{exp}\left(i\sqrt{\frac{2}{\eta }}rX^{}\right).$$
(20)
Inserting formula (20) into (8) and repeating the steps leading to Eq. (18) one finds that the replacements
$$ss+\frac{1\eta }{\eta },X\frac{X}{\sqrt{\eta }}$$
(21)
are necessary and sufficient in Eq. (16) to account for detection losses,
$$S_N(X,\stackrel{~}{X};s,\eta )=S_N(\frac{X}{\sqrt{\eta }}\stackrel{~}{X};s+\frac{1\eta }{\eta }).$$
(22)
The losses impose a new limit on the ordering parameter $`s`$ because the modified ordering parameter $`s+(1\eta )/\eta `$ must be negative,
$$s<\frac{1\eta }{\eta }s_\eta .$$
(23)
Only smoothed Wigner functions with $`s<s_\eta `$ can be reconstructed if losses are present in the experiment.
## III Density matrix elements
In this section we briefly address the sampling of multimode density matrix elements in the Fock state basis $`|\{n_l\}=|n_1|n_2\mathrm{}|n_N`$,
$$\rho _{\mathrm{๐ฆ๐ง}}=\{m_l\}|\rho |\{n_l\},$$
(24)
where $`๐ฆ=m_1,\mathrm{},m_N`$ and $`๐ง=n_1,\mathrm{},n_N`$ are vector indices used for notation simplicity. In tomography with single LO the matrix elements $`\rho _{\mathrm{๐ฆ๐ง}}`$ can be reconstructed from the measured data according to
$`\rho _{\mathrm{๐ฆ๐ง}}={\displaystyle _\mathrm{\Omega }}๐\mathrm{\Omega }{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐Xf_{\mathrm{๐ฆ๐ง}}(X,๐ฝ,๐)w(X;๐ฝ,๐).`$ (25)
The functions $`f_{\mathrm{๐ฆ๐ง}}`$ were expressed in terms of integrals in Ref. . Well-known analytical formulas for single-mode sampling functions $`f_{mn}`$ involve products of regular and irregular eigenfunctions of the harmonic oscillator Hamiltonian . The two-mode functions $`f_{m_1m_2,n_1n_2}`$ can be written as finite series of the confluent hypergeometric functions . Here we show how to derive analytical expressions for arbitrary sampling functions $`f_{\mathrm{๐ฆ๐ง}}`$ for generic $`N`$-mode optical field. Our starting point shall be multimode Husimi $`Q`$-function,
$$Q(\{\alpha _j\})=\frac{1}{\pi ^N}\{\alpha _j\}|\rho |\{\alpha _j\},$$
(26)
where $`|\{\alpha _j\}`$ is multimode coherent state. When the density operator $`\rho `$ is expanded in Fock basis the Eq. (26) takes the form
$`Q(\{\alpha _j\})={\displaystyle \frac{1}{\pi ^N}}{\displaystyle \underset{m_1,n_1=0}{\overset{\mathrm{}}{}}}\mathrm{}{\displaystyle \underset{m_N,n_N=0}{\overset{\mathrm{}}{}}}\rho _{\mathrm{๐ฆ๐ง}}{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{\alpha _j^{m_j}\alpha _j^{n_j}}{\sqrt{m_j!n_j!}}}e^{|\alpha _j|^2}.`$ (27)
From this expansion we can readily see that Husimi quasidistribution $`Q(\{\alpha _j\})W_1(\{\alpha _j\})`$ is a generating function of the density matrix elements in Fock basis,
$`\rho _{\mathrm{๐ฆ๐ง}}=\pi ^N{\displaystyle \underset{j=1}{\overset{N}{}}}{\displaystyle \frac{1}{\sqrt{m_j!n_j!}}}{\displaystyle \frac{^{m_j}}{\alpha _j^{m_j}}}{\displaystyle \frac{^{n_j}}{\alpha _j^{n_j}}}\left[Q(\{\alpha _j\}){\displaystyle \underset{l=1}{\overset{N}{}}}e^{|\alpha _l|^2}\right]|_{\alpha _j=\alpha _j^{}=0}.`$ (28)
It follows immediately that the sampling function for the Husimi quasidistribution is a generating function of the sampling functions $`f_{\mathrm{๐ฆ๐ง}}`$. This can be shown explicitly by inserting the expressions (16) and (25) into Eq. (28) and comparing left- and right-hand sides of the resulting formula. We have
$$f_{\mathrm{๐ฆ๐ง}}(X,๐ฝ,๐;\eta )=\pi ^N\underset{j=1}{\overset{N}{}}\frac{1}{\sqrt{m_j!n_j!}}\frac{^{m_j}}{\alpha _j^{m_j}}\frac{^{n_j}}{\alpha _j^{n_j}}\left[S_N(X,\stackrel{~}{X}(\{\alpha _j\},๐ฝ,๐);s=1,\eta )\underset{l=1}{\overset{N}{}}e^{|\alpha _l|^2}\right]|_{\alpha _j=\alpha _j^{}=0}.$$
(29)
This expression is general, i.e. valid for any number of modes. The $`Q`$-function can be sampled only if the detection efficiency $`\eta >0.5`$, c.f. Eq. (23). This also limits the possibility of sampling the density matrix elements; the functions $`f_{\mathrm{๐ฆ๐ง}}`$ exist only for $`\eta >0.5`$.
The dependence of $`f_{\mathrm{๐ฆ๐ง}}`$ on phases $`\psi _j`$ can be seen from Eq. (29) even without going into explicit calculations. With the help of the substitution $`\alpha _j=\gamma _j\mathrm{exp}(i\psi _j)`$ one obtains
$$f_{\mathrm{๐ฆ๐ง}}(X,๐ฝ,๐;\eta )=F_{\mathrm{๐ฆ๐ง}}(X,๐ฝ;\eta )\underset{j=1}{\overset{N}{}}e^{i(m_jn_j)\psi _j},$$
(30)
moreover, $`F_{\mathrm{๐ฆ๐ง}}(X,๐ฝ;\eta )`$ are real functions. Analytical formula for these so-called pattern functions $`F_{\mathrm{๐ฆ๐ง}}`$ can be derived if one inserts the sampling function $`S_N`$ (18) into (29) and performs the necessary differentiations. After a tedious but straightforward calculation one finds that $`F_{\mathrm{๐ฆ๐ง}}`$ can be written in terms of finite series of confluent hypergeometric functions,
$`F_{\mathrm{๐ฆ๐ง}}(X,๐ฝ;\eta )`$ $`=`$ $`{\displaystyle \frac{2^{N1}}{\pi ^N}}\left({\displaystyle \frac{\eta }{2\eta 1}}\right)^N`$ (34)
$`\times {\displaystyle \underset{j=1}{\overset{N}{}}}\sqrt{{\displaystyle \frac{\nu _j!}{\mu _j!}}}\left[\sqrt{{\displaystyle \frac{2\eta }{(2\eta 1)}}}u_j(๐ฝ)\right]^{\mu _j\nu _j}`$
$`\times {\displaystyle \underset{k_1=0}{\overset{\nu _1}{}}}\mathrm{}{\displaystyle \underset{k_N=1}{\overset{\nu _N}{}}}\mathrm{\Xi }_N({\displaystyle \frac{X}{\sqrt{2\eta 1}}},p_{๐,๐,๐ค})`$
$`\times {\displaystyle \underset{l=1}{\overset{N}{}}}{\displaystyle \frac{1}{k_l!}}\left({\displaystyle \genfrac{}{}{0pt}{}{\mu _l}{\nu _lk_l}}\right)\left[{\displaystyle \frac{2\eta }{(2\eta 1)}}u_l^2(๐ฝ)\right]^{k_l},`$
where $`\mu _j=\mathrm{max}(m_j,n_j)`$, $`\nu _j=\mathrm{min}(m_j,n_j)`$,
$$p_{๐,๐,๐ค}=\underset{j=1}{\overset{N}{}}\mu _j\nu _j+2k_j,$$
(36)
and
$`\mathrm{\Xi }_N(x,2k)`$ $`=`$ $`(1)^k(N+k1)!\mathrm{\Phi }(N+k,{\displaystyle \frac{1}{2}};x^2),`$
$`\mathrm{\Xi }_N(x,2k+1)`$ $`=`$ $`2x(1)^k(N+k)!\mathrm{\Phi }(N+k+1,{\displaystyle \frac{3}{2}};x^2).`$
Notice an interesting analogy. The quantum state is uniquely and completely determined by its Husimi quasidistribution, which contains complete information on all density matrix elements $`\rho _{\mathrm{๐ฆ๐ง}}`$. Similarly, all the sampling functions for density matrix elements can be obtained from the sampling function $`S_N`$, which contains all information on $`f_{\mathrm{๐ฆ๐ง}}`$.
A single-mode version of the formula (28) was used in to find the sampling functions for single-mode density matrix elements. However, the sampling function $`S_N`$ was not explicitly given in and the results were written in form of complicated series. Thus later different techniques have been adopted to calculate $`F_{mn}`$ . We emphasize that for $`N=1`$ the Eq. (LABEL:FEXPL) yields exactly the single-mode pattern functions $`F_{mn}`$ given in and for $`N=2`$ we get the two-mode pattern functions derived in . The formula (LABEL:FEXPL) is also suitable for investigation of the asymptotic behavior. One simply inserts the asymptotic expansions of relevant confluent hypergeometric functions into (LABEL:FEXPL) and extracts the asymptotic expansion of $`F_{\mathrm{๐ฆ๐ง}}`$. It turns out that all pattern functions are bounded and go to zero as $`|X|\mathrm{}`$.
Finally we note that the functions $`F_{\mathrm{๐ฆ๐ง}}`$ given by (LABEL:FEXPL) differ from those obtained in Ref. because we have removed a superfluous imaginary part of $`S_N`$. Had we retained this imaginary part, we would have obtained the pattern functions derived in . To see this, one can insert the integral representation (17) into Eq. (29) and differentiate prior to the integration. One recovers the formula (13) of Ref. ,
$`F_{\mathrm{๐ฆ๐ง}}(X,๐ฝ;\eta )`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^N}}{\displaystyle \underset{j=1}{\overset{N}{}}}\sqrt{{\displaystyle \frac{\nu _j!}{\mu _j!}}}[iu_j(๐ฝ)]^{\mu _j\nu _j}`$ (39)
$`\times {\displaystyle _0^{\mathrm{}}}dre^{\frac{12\eta }{2\eta }r^2}e^{i\sqrt{2/\eta }rX}r^{2N1}`$
$`\times {\displaystyle \underset{l=1}{\overset{N}{}}}r^{\mu _l\nu _l}L_{\nu _l}^{\mu _l\nu _l}[r^2u_l^2(๐ฝ)],`$
where $`L_n^\alpha (x)`$ denotes generalized Laguerre polynomial. A real part of the complex function (39) coincides with Eq. (LABEL:FEXPL).
## IV $`S`$-ordered moments
### A Multimode sampling functions
Here we consider direct sampling of the multimode $`s`$-ordered moments
$$C_{\mathrm{๐ฆ๐ง}}^{(s)}=a_1^{m_1}\mathrm{}a_N^{m_N}a_1^{n_1}\mathrm{}a_N^{n_N}_s.$$
(40)
We will follow an approach due to Opatrnรฝ et al. and generalize their results for two-mode homodyning to any number of modes. The quadrature distribution $`w(X;๐ฝ,๐)`$ can be obtained from the joint distribution $`w(x_1,\mathrm{},x_N;๐)`$ of the single mode quadratures
$$x_j=\frac{1}{\sqrt{2}}(a_je^{i\psi _j}+a_j^{}e^{i\psi _j})$$
(41)
according to
$`w(X;๐ฝ,๐)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐x_1\mathrm{}{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐x_Nw(x_1,\mathrm{},x_N;๐)`$ (43)
$`\times \delta \left(X{\displaystyle \underset{j=1}{\overset{N}{}}}u_j(๐ฝ)x_j\right).`$
The moments (40) can be reconstructed from the joint quadrature statistics as follows:
$`C_{\mathrm{๐ฆ๐ง}}^{(s)}`$ $`=`$ $`{\displaystyle w(x_1,\mathrm{},x_N;๐)\underset{j=1}{\overset{N}{}}dx_jd\psi _j\left(\frac{s}{2}\right)^{(m_j+n_j)/2}}`$ (45)
$`\times H_{m_j+n_j}\left({\displaystyle \frac{x_j}{\sqrt{s}}}\right)K(m_j,n_j)e^{i(n_jm_j)\psi _j},`$
where we integrate over $`N`$ quadratures $`x_j(\mathrm{},\mathrm{})`$ and $`N`$ phases $`\psi _j[0,\pi ]`$. $`H_n(x)`$ denotes customary Hermite polynomial of variable $`x`$ and
$$K(m,n)=\left[\pi \left(\genfrac{}{}{0pt}{}{m+n}{n}\right)\right]^1.$$
(46)
The multimode sampling function employed in Eq. (45) is just a product of the appropriate single-mode sampling functions derived in .
We would like to link $`C_{\mathrm{๐ฆ๐ง}}^{(s)}`$ to the quadrature distribution $`w(X;๐ฝ,๐)`$,
$$C_{\mathrm{๐ฆ๐ง}}^{(s)}=_{\stackrel{~}{\mathrm{\Omega }}}๐\stackrel{~}{\mathrm{\Omega }}_{\mathrm{}}^{\mathrm{}}๐XD_{\mathrm{๐ฆ๐ง}}(X;๐ฝ,๐;s)w(X;๐ฝ,๐),$$
(47)
where
$$_{\stackrel{~}{\mathrm{\Omega }}}๐\stackrel{~}{\mathrm{\Omega }}=\underset{l=1}{\overset{N1}{}}_0^{\theta _{\mathrm{max}}}๐\theta _l\underset{j=1}{\overset{N}{}}_0^\pi ๐\psi _j.$$
(48)
Notice the definition interval of the phase variables, $`\psi _j[0,\pi ]`$. The upper bound of integration over $`\theta _j`$ is denoted by $`\theta _{\mathrm{max}}`$. The most straightforward choice would be, of course, to keep $`\theta _{\mathrm{max}}=\pi /2`$ as in previous sections. As we shall see later, the choice $`\theta _{\mathrm{max}}=\pi `$ can be more suitable.
Following we shall look for the sampling function $`D_{\mathrm{๐ฆ๐ง}}`$ in the factorized form,
$`D_{\mathrm{๐ฆ๐ง}}(X,๐ฝ,๐;s)`$ $`=`$ $`\left({\displaystyle \frac{s}{2}}\right)^{M/2}H_M\left({\displaystyle \frac{X}{\sqrt{s}}}\right){\displaystyle \underset{l=1}{\overset{N1}{}}}F_{m_l+n_l}^{M_l}(\theta _l)`$ (50)
$`\times {\displaystyle \underset{j=1}{\overset{N}{}}}K(m_j,n_j)e^{i(n_jm_j)\psi _j},`$
where $`M=_{l=1}^N(m_l+n_l)`$ and $`F_{m_l+n_l}^{M_l}(\theta _l)`$ are some yet undetermined functions. Inserting Eqs. (50) and (43) into Eq. (47) and comparing the resulting expression with (45) we conclude that the following integral equation must be fulfilled:
$`{\displaystyle _0^{\theta _{\mathrm{max}}}}๐\theta _1\mathrm{}{\displaystyle _0^{\theta _{\mathrm{max}}}}๐\theta _{N1}H_M\left({\displaystyle \frac{1}{\sqrt{s}}}{\displaystyle \underset{j=1}{\overset{N}{}}}x_ju_j(๐ฝ)\right){\displaystyle \underset{l=1}{\overset{N1}{}}}F_{m_l+n_l}^{M_l}(\theta _l)={\displaystyle \underset{j=1}{\overset{N}{}}}H_{m_j+n_j}\left({\displaystyle \frac{x_j}{\sqrt{s}}}\right).`$ (51)
We shall need the summation rule for Hermite polynomials,
$$H_l(x_1\mathrm{cos}\theta +x_2\mathrm{sin}\theta )=\underset{k=0}{\overset{l}{}}G_k^l(\theta )H_k(x_1)H_{lk}(x_2),$$
(52)
where
$$G_k^l(\theta )=\left(\genfrac{}{}{0pt}{}{l}{k}\right)(\mathrm{cos}\theta )^k(\mathrm{sin}\theta )^{lk}.$$
(53)
If we use the summation rule (52) repeatedly we find that
$`H_M\left({\displaystyle \frac{1}{\sqrt{s}}}{\displaystyle \underset{j=1}{\overset{N}{}}}x_ju_j(๐ฝ)\right)=`$ (54)
$`{\displaystyle \underset{j_1,\mathrm{},j_N}{}^{}}H_{j_N}\left({\displaystyle \frac{x_N}{\sqrt{s}}}\right){\displaystyle \underset{l=1}{\overset{N1}{}}}G_{j_l}^{k_l}(\theta _l)H_{j_l}\left({\displaystyle \frac{x_l}{\sqrt{s}}}\right),`$ (55)
which is a multimode generalization of (52). The prime denotes sum over all $`j_1,\mathrm{},j_N`$ meeting the constraint $`_{l=1}^Nj_l=M`$, and
$$k_l=\underset{p=l}{\overset{N}{}}j_p.$$
(56)
The expansion (55) is inserted into Eq. (51) where the integration over $`\theta _l`$ should select the right sequence of the Hermite polynomials. Let us assume that the functions $`F_m^l(\theta )`$ are biorthogonal to $`G_k^l(\theta )`$ in the interval $`[0,\theta _{\mathrm{max}}]`$,
$$_0^{\theta _{\mathrm{max}}}๐\theta G_k^l(\theta )F_m^l(\theta )=\delta _{m,k},k=0,\mathrm{},l.$$
(57)
The biorthogonality property (57) ensures that the integral equation (51) is fulfilled if the indices $`M_l`$ are constructed in the same way as $`k_l`$, Eq. (56), where $`j_p`$ is replaced by $`m_p+n_p`$,
$$M_l=\underset{p=l}{\overset{N}{}}m_p+n_p.$$
(58)
Indeed, the integration over $`\theta _1`$ in (51) then selects correct value of the sum $`m_1+n_1`$, subsequent integration over $`\theta _2`$ fixes $`m_2+n_2`$ and so on. Notice also that the correct values of the differences $`n_jm_j`$ are fixed by the exponentials $`\mathrm{exp}[i(n_jm_j)\psi _j]`$ in (50). The sampling functions for multimode $`s`$-ordered moments are thus given by formula (50).
The functions $`F_m^l(\theta )`$ biorthogonal to $`G_k^l(\theta )`$ have been discussed in . One can construct them e.g. as linear combinations of $`G_k^l(\theta )`$,
$$F_m^l(\theta )=\underset{k=0}{\overset{l}{}}A_{mk}^lG_k^l(\theta ).$$
(59)
From the orthogonality conditions (57) one obtains a system of linear equations for the coefficients $`A_{mk}^l`$, which can be solved for each $`m`$ and $`l`$. If we choose $`\theta _{\mathrm{max}}=\pi `$, we can find simple analytical formulas for the functions $`F_m^l`$,
$$F_m^l(\theta )=\underset{k=0}{\overset{l}{}}e^{i(l2k)\theta }E_{mk}^l,$$
(60)
where (see Appendix for derivation),
$$E_{mk}^l=\frac{i^{lm}}{\pi }\left(\genfrac{}{}{0pt}{}{l}{k}\right)^1\underset{j=0}{\overset{m}{}}\left(\genfrac{}{}{0pt}{}{m}{j}\right)\left(\genfrac{}{}{0pt}{}{lm}{kj}\right)(1)^{kj}.$$
(61)
The functions $`F_m^2(\theta )`$ are plotted in Fig. 4.
The sampling functions compensating imperfect detection $`\eta <1`$, can be obtained from (50) by making use of the simple replacement (21),
$$D_{\mathrm{๐ฆ๐ง}}(X,๐ฝ,๐;s,\eta )=D_{\mathrm{๐ฆ๐ง}}(\frac{X}{\sqrt{\eta }},๐ฝ,๐;s+\frac{1\eta }{\eta }).$$
(62)
This relation is particularly simple when normally ordered moments are considered . Inserting $`s=1`$ into (62) we have
$$D_{\mathrm{๐ฆ๐ง}}(X,๐ฝ,๐;1,\eta )=\eta ^{M/2}D_{\mathrm{๐ฆ๐ง}}(X,๐ฝ,๐;1).$$
(63)
Normally ordered moments do not contain any contribution from vacuum fluctuations and they all vanish for a vacuum state. The experimental losses effectively reduce the value of normally ordered moment of $`M`$-th order by a factor $`\eta ^{M/2}`$. To compensate for imperfect detection, it suffices to use the ideal sampling function as if the detection was perfect and then divide the result by $`\eta ^{M/2}`$.
### B Effect of aliasing and reconstruction limits
In the experiment, the statistics $`w(X;๐ฝ,๐)`$ are measured only at a certain finite number of angles $`\theta _j^{(k)}`$ and phases $`\psi _j^{(k)}`$ and the integration over $`d\stackrel{~}{\mathrm{\Omega }}`$ is replaced by a summation over finite number of discrete points $`(๐ฝ,๐)`$. This discretization imposes limits on the order of the reconstructed moments .
Let us first consider the phases $`\psi _j`$. To simplify the discussion as much as possible, we restrict ourselves for a while to the single-mode case and sampling of symmetrically ordered moments ($`s=0`$, Weyl ordering). Let us further assume that the exact quadrature statistics are known for each of $`N_\psi `$ phases $`\psi ^{(k)}=k\pi /N_\psi `$. The sampling then reads,
$`a^ma^n_{\mathrm{sym}}={\displaystyle \frac{\pi }{N_\psi }}2^{(m+n)/2}K(m,n)`$ (64)
$`\times {\displaystyle \underset{k=1}{\overset{N_\psi }{}}}\mathrm{exp}\left(i(nm){\displaystyle \frac{k\pi }{N_\psi }}\right){\displaystyle _{\mathrm{}}^{\mathrm{}}}dxx^{m+n}w(x,{\displaystyle \frac{k\pi }{N_\psi }}).`$ (65)
(66)
The formula (66) is a discrete Fourier transform in $`\psi `$. The Fourier series of the quadrature moments,
$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}๐xx^{m+n}w(x,\psi )=2^{(m+n)/2}`$ (67)
$`\times {\displaystyle \underset{k=0}{\overset{m+n}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{m+n}{k}}\right)a^{m+nk}a^k_{\mathrm{sym}}e^{i(m+n2k)\psi },`$ (68)
contains either odd or even frequencies depending on the parity of $`m+n`$. The $`N_\psi `$-point discrete Fourier transform (66) gives correct results only for sufficiently low moments, because it cannot discriminate between $`\mathrm{exp}[ik\psi ]`$ and $`\mathrm{exp}[i(k+2N_\psi )\psi ]`$. This phenomenon is called aliasing and it imposes an upper bound on the order of the reconstructed moment. When we substitute Fourier expansion (68) into Eq. (66), we find that $`m<N_\psi `$ and $`n<N_\psi `$ must hold simultaneously. The same limitation obviously holds for any $`s`$-ordering and also for multimode moment reconstruction with sampling functions $`D_{\mathrm{๐ฆ๐ง}}`$. In particular,
$$m_j<N_{\psi _j},n_j<N_{\psi _j},$$
(69)
must be fulfilled, where $`N_{\psi _j}`$ is the number of sampling points of the phase $`\psi _j`$.
Let us proceed to the angles $`\theta _j`$. For a successful reconstruction, it is crucial to meet the biorthogonality conditions (57) where the integration is replaced by summation over $`N_\theta `$ angles $`\theta ^{(n)}`$,
$$\underset{n=1}{\overset{N_\theta }{}}F_m^l(\theta ^{(n)})G_k^l(\theta ^{(n)})=\delta _{mk},m,k=0,\mathrm{},l.$$
(70)
If the condition (70) is violated due to discretization, then the reconstruction could be spoiled with large systematic error and the sampling would not yield reliable results. We shall prove below that the functions (60) fulfill the conditions (70) provided that the sampling points are equidistant, $`\theta ^{(n)}=n\pi /N_\theta `$, and $`l<N_\theta `$ holds.
First of all we recall that the functions $`G_k^l(\theta )`$, Eq. (53), and $`F_m^l(\theta )`$, Eq. (60), can be expanded in finite Fourier series, with the highest component equal to $`l`$ in both cases. Moreover, both functions contain only odd or only even Fourier components, depending on the parity of $`l`$. If $`F_m^l(\theta )`$ is expanded in Fourier series, then Eq. (70) becomes a summation of several discrete Fourier transforms of $`G_k^l(\theta )`$ (we assume $`\theta ^{(k)}=k\pi /N_\theta `$). If $`l<N_\theta `$, then all discrete Fourier transforms yield the same results as the original integrations, and (70) holds exactly. The main advantage of the choice $`\theta _{\mathrm{max}}=\pi `$ is now clear. It has allowed us to find analytical expressions for the functions $`F_m^l`$ which meet the discretized biorthogonality conditions (70). We remark that the functions $`F_{m,n}^lF_m^l(\theta ^{(n)})`$ can also be constructed numerically by solving a system of Eqs. (70) for a given set of sampling points $`\theta ^{(n)}`$ . Looking at formula (50) we find the limit on the order of reconstructed multimode moments,
$$M_j<N_{\theta _j}.$$
(71)
We can conclude that if the quadrature statistics $`w(X;๐ฝ,๐)`$ are measured with high accuracy, then sampling at finite number of points $`(๐ฝ,๐)`$ provides sufficient information for the successful reconstruction of certain $`s`$-ordered moments $`C_{\mathrm{๐ฆ๐ง}}^{(s)}`$. If we use the sampling functions $`D_{\mathrm{๐ฆ๐ง}}`$ and we want to reconstruct all moments of $`M`$th order we have to measure $`w(X;๐ฝ,๐)`$ at
$$R(M,N)=(M+1)^{2N1}$$
(72)
points $`(๐ฝ,๐)`$ (we have the factor $`M+1`$ for each of $`N`$ phases $`\psi _j`$ and $`N1`$ angles $`\theta _l`$). This number of sampling points is sufficient, but not necessary. The $`M`$th order moments of $`N`$-mode field can be parametrized by $`P(M,N)`$ real numbers, where
$$P(M,N)=\left(\genfrac{}{}{0pt}{}{M+2N1}{M}\right).$$
(73)
It suffices to measure the statistics $`w(X;๐ฝ,๐)`$ at $`P(M,N)`$ distinct points $`(๐ฝ,๐)`$. The appropriate sampling functions must be constructed numerically for a given set of sampling points $`(๐ฝ,๐)`$ by inverting a system of linear equations which relates the moments $`C_{\mathrm{๐ฆ๐ง}}^{(s)}`$ to the moments of the quadrature statistics $`w(X;๐ฝ,๐)`$. This approach requires less sampling points because $`P(M,N)<R(M,N)`$. Though many interesting questions are related to this method, e.g. how to choose the points $`(๐ฝ,๐)`$, we do not deal with it in this paper in any more detail.
Finally, we should note that the sampling functions are not unique. This is a general feature of optical homodyne tomography. An infinite number of functions exist whose average over $`w(x;๐ฝ,๐)`$ is zero for all physical quadrature distributions. These so-called null functions can be freely added to the above derived sampling functions. This freedom of choice is exploited in adaptive homodyne tomography to find the sampling functions minimizing statistical error for a given set of experimental data .
## V Monte Carlo simulations
We have performed Monte Carlo simulations of multimode homodyne detection with a single LO and tested the performance of the sampling fnctions. Since the reconstruction of multimode density matrix elements was already considered to relatively large extent in Ref. , we focus here on the sampling of the multimode quasidistributions and s-ordered moments. The main purpose of this section is to illustrate the applicability of the above derived sampling functions and the feasibility of successful reconstruction of three-mode quantum state from an acceptably large amount of data.
To be more specific, we consider three-mode squeezed state prepared according to Fig. 5. This state represents a simple but nontrivial example exhibiting nonclassical properties (squeezing). As depicted in Fig. 5, single-mode squeezed vacuum in mode $`b_1`$ is mixed on two beam splitters BS<sub>1</sub> and BS<sub>2</sub> with two vacua $`b_2`$ and $`b_3`$. The output modes
$`a_1`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}b_1+{\displaystyle \frac{2}{\sqrt{6}}}b_2,`$ (74)
$`a_2`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}b_1{\displaystyle \frac{1}{\sqrt{6}}}b_2{\displaystyle \frac{1}{\sqrt{2}}}b_3,`$ (75)
$`a_3`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}b_1{\displaystyle \frac{1}{\sqrt{6}}}b_2+{\displaystyle \frac{1}{\sqrt{2}}}b_3,`$ (76)
can then enter the multimode homodyne detector shown in Fig. 2. The transformation (76) is unitary, thus preserving the canonical commutation relations. Moreover,
$$b_1=b_0\mathrm{cosh}r+b_0^{}\mathrm{sinh}r,$$
(77)
where $`b_0`$ is annihilation operator of vacuum state and $`r`$ is squeezing parameter. We assume $`r=1`$ in the following.
The reconstructed three-mode $`Q`$-function is shown in Fig. 6. In the computer simulation, we have sampled at $`10`$ angles $`\theta _l^{(k)}=k\pi /20`$, and phases $`\psi _j^{(k)}=2\pi k/10`$, $`k=1,\mathrm{},10`$. At each point $`(๐ฝ,๐)`$ the quadrature has been measured $`50`$ times so that the total amount of acquired data is $`5\times 10^6`$. We have assumed a detection efficiency $`\eta =0.8`$ and we have used the loss-compensating sampling function (22). $`Q(\alpha _1,\alpha _2,\alpha _3)`$ is a function in six-dimensional phase space, it is impossible to plot it as a whole and we must restrict ourselves to some lower-dimensional subspaces of the phase space. In Figure 6 we show a two-dimensional cut $`Q(\alpha ,\alpha ,\alpha )`$. The reconstructed $`Q`$-function exhibits Gaussian shape characteristic for squeezed states. The squeezing is clearly reflected in the elliptic shape of the $`Q`$-function, as can be seen in the contour plot in Fig. 6(b). The reconstruction error can be judged from Fig. 6(c), which depicts the difference $`\mathrm{\Delta }Q`$ between exact and reconstructed $`Q`$-functions. The error is acceptably small and the reconstruction can be considered successful.
Let us now proceed to sampling the multimode moments. Again, we have assumed $`\eta =0.8`$. We have employed the loss-compensating sampling kernels (63) and the analytical functions $`F_m^l(\theta )`$ given by Eq. (60). We have sampled at $`10`$ different values of each angle $`\theta _l^{(k)}=k\pi /10`$ and phase $`\psi _j^{(k)}=k\pi /10`$, $`k=1,\mathrm{},10`$. At each point $`(๐ฝ,๐)`$ $`200`$ values of the quadrature $`X`$ were recorded, which represents altogether $`2\times 10^7`$ data.
The reconstructed normally ordered moments $`:n_1^k:`$ and $`a_1^k`$ can be seen in Fig. 7. The gray bars display the exact values and allow for comparison with the sampled moments. The reconstructed moments are in very good agreement with the exact values. The sampling error increases with the moment order and it is higher for $`a_1^k`$ than for the factorial moments $`:n_1^k:a_1^ka_1^k`$. While $`:n_1^3:`$ is still reconstructed with high accuracy, $`a_1^6`$ is sampled with certain error. This can be explained by the necessity of sampling a high Fourier component $`\mathrm{exp}(6i\psi _1)`$ in order to reconstruct $`a_1^6`$. When we tried to sample moments of $`10`$th or higher orders, the results suffered from very large systematic errors because we violated the conditions (69) and (71).
The moments $`:n_1^k:`$ contain information on the photon-number statistics of the mode $`a_1`$. From the sampled moments we can determine the Mandel $`Q`$-parameter for $`j`$th mode,
$$Q_j=\frac{:(\mathrm{\Delta }n_j)^2:}{n_j}=\frac{:n_j^2:n_j^2}{n_j}.$$
(78)
This parameter allows one to quickly distinguish between super-Poissonian ($`Q_j>0`$) and sub-Poissonian ($`Q_j<0`$) photon-number statistics. From the data shown in Fig. 8 we have $`Q_11.25`$ and we find that the light in the mode $`a_1`$ exhibits super-Poissonian photon number statistics. The moments of the modes $`a_2`$ and $`a_3`$ are the same as those of mode $`a_1`$ because the squeezed vacuum $`b_1`$ is equally split among the three modes $`a_j`$, c.f. Eq. (76). The sampling works equally well for the modes $`a_2`$ and $`a_3`$ and the results are very similar to those displayed in Fig. 7.
Having verified the feasibility of reconstruction of the single-mode moments we have finally sampled the multimode moments. Several results are shown in Fig. 8. Again, the low-order moments are reproduced with high accuracy, and the error increases with the moment order. It is worth noting that the photon number correlations
$$n_1^{k_1}n_2^{k_2}\mathrm{}n_N^{k_N}_s$$
(79)
can be sampled from phase averaged data. This is important from the experimental point of view, because the sampling of moments (79) does not require stable relative phase between the local oscillator and signal modes. All phases $`\psi _j`$ can be fully randomized, e.g., by means of randomly driven piezoelectric modulators, and the homodyning then yields phase-averaged quadrature statistics .
In addition to the squeezed-vacuum state discussed here, we have also considered other quantum states, such as multimode coherent states and multimode squeezed coherent states. In all cases, the reconstruction procedure worked well. The numerical simulations clearly demonstrate the feasibility of three-mode homodyne tomography from $`10^7`$ recorded data. Of course, the number of necessary data inevitably increases with the number of modes.
## VI Conclusions
We have derived various important sampling functions for multimode homodyne tomography with a single local oscillator. Starting from the relation between multimode characteristic function and measured quadrature distribution we have found sampling functions for the $`s`$-parametrized quasidistributions with $`s<s_\eta 0`$. We have proved that the sampling function for Husimi quasidistribution is a generating function of the sampling functions $`f_{\mathrm{๐ฆ๐ง}}`$ for density matrix elements in Fock basis $`\rho _{\mathrm{๐ฆ๐ง}}`$. The functions $`f_{\mathrm{๐ฆ๐ง}}`$ were expressed as finite series of confluent hypergeometric functions. Finally, we have found the functions allowing for direct reconstruction of multimode $`s`$-ordered moments from the homodyne data. In all cases, loss-compensating sampling functions, applicable to a realistic experiment with detection efficiency $`\eta <1`$, have been provided. In order to test performance of the sampling functions we simulated homodyne detection of squeezed three-mode state and reconstructed the three-mode $`Q`$-function and several normally ordered moments. The reconstruction has shown very good results for a detection efficiency $`\eta =0.8`$ and $`10^7`$ sampled data, which is experimentally feasible. We emphasize that the multimode quantum state is reconstructed from the statistics of a class of single-mode quadratures. Only one homodyne detector is needed, which substantially simplifies the experiment. This method is particularly suitable for the measurement of ultrafast internal correlations of optical pulses or for the reconstruction of the quantum state of multimode single-frequency optical field.
###### Acknowledgements.
The author would like to thank T. Opatrnรฝ, J. Peลina, and D.-G. Welsch for stimulating and helpful discussion. Financial support of the U.S.-Israel Binational Science Foundation (Grant No. 96-00432) is gratefully acknowledged.
##
Here we derive the expression (60) for the functions $`F_m^l(\theta )`$. We insert the explicit form (53) of the function $`G(\theta )`$ into (57), multiply by $`\alpha ^k(i\beta )^{lk}`$ and sum over $`k`$,
$$\underset{k=0}{\overset{l}{}}_0^\pi \left(\genfrac{}{}{0pt}{}{l}{k}\right)(\alpha \mathrm{cos}\theta )^k(i\beta \mathrm{sin}\theta )^{lk}F_m^l(\theta )๐\theta =\alpha ^m(i\beta )^{lm}$$
(80)
The summation on the left-hand side is trivial and yields
$$_0^\pi (\alpha \mathrm{cos}\theta +i\beta \mathrm{sin}\theta )^lF_m^l(\theta )๐\theta =\alpha ^m(i\beta )^{lm}.$$
(81)
In the next step we change variables, $`\delta =(\alpha +\beta )/2`$, $`\gamma =(\alpha \beta )/2`$ and we have
$$_0^\pi (\delta e^{i\theta }+\gamma e^{i\theta })^lF_m^l(\theta )๐\theta =(\gamma +\delta )^m[i(\delta \gamma )]^{lm}.$$
(82)
Now we set $`\delta =1`$, differentiate (82) $`k`$-times with respect to $`\gamma `$ and then set $`\gamma =0`$. After little algebra we arrive at
$`{\displaystyle _0^\pi }e^{i(l2k)\theta }F_m^l(\theta )๐\theta =`$ (83)
$`i^{lm}{\displaystyle \frac{(lk)!}{l!}}{\displaystyle \frac{d^k}{d\gamma ^k}}\left[(1+\gamma )^m(1\gamma )^{lm}\right]|_{\gamma =0}.`$ (84)
Now we assume that the function $`F_m^l`$ can be written in terms of finite Fourier series,
$$F_m^l(\theta )=\underset{n=0}{\overset{l}{}}e^{i(l2n)\theta }E_{mn}^l,$$
(85)
and insert this expansion into (84). After integration on the left-hand side and differentiation on the right-hand side of (84) we find
$$E_{mn}^l=\frac{i^{lm}}{\pi }\left(\genfrac{}{}{0pt}{}{l}{n}\right)^1\underset{j=0}{\overset{m}{}}\left(\genfrac{}{}{0pt}{}{m}{j}\right)\left(\genfrac{}{}{0pt}{}{lm}{nj}\right)(1)^{nj},$$
(86)
and we have derived the formulas (60) and (61).
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# Untitled Document
Sรฉminaire BOURBAKI Juin 2000
52รจme annรฉe, 1999-00, n<sup>o</sup> 878
FAITHFUL LINEAR REPRESENTATIONS OF THE BRAID GROUPS
by Vladimir TURAEV
The braid group on $`n`$ strings $`B_n`$ can be defined as the group generated by $`n1`$ generators $`\sigma _1,\mathrm{},\sigma _{n1}`$ with defining relations
$$\sigma _i\sigma _j=\sigma _j\sigma _i$$
$`(0.1)`$
if $`|ij|2`$ and
$$\sigma _i\sigma _{i+1}\sigma _i=\sigma _{i+1}\sigma _i\sigma _{i+1}$$
$`(0.2)`$
for $`i=1,\mathrm{},n2`$. This group was introduced by Emil Artin in 1926. It has various interpretations, specifically, as the group of geometric braids in $`๐^3`$, as the mapping class group of an $`n`$-punctured disc, as the fundamental group of the configuration space of $`n`$ points on the plane, etc. The algebraic properties of $`B_n`$ have been studied by many authors. To mention a few, note the solution of the conjugacy problem in $`B_n`$ given by F. Garside, the papers of N. Ivanov and J. McCarthy who proved that the mapping class groups and in particular $`B_n`$ satisfy the โTits alternativeโ, and the work of P. Dehornoy establishing the existence of a left-invariant total order on $`B_n`$ (see \[Ga\], \[Iv2\], \[Ka\]).
One of the most intriguing problems in the theory of braids is the question of whether $`B_n`$ is linear, i.e., whether it admits a faithful representation into a group of matrices over a commutative ring. This question has its origins in a number of interrelated facts and first of all in the discovery by W. Burau \[Bu\] of an $`n`$-dimensional linear representation of $`B_n`$ which for a long time had been considered as a candidate for a faithful representation. However, as it was established by J. Moody in 1991 this representation is not faithful for $`n9`$. Later it was shown to be unfaithful for $`n5`$. Thus, the question of the linearity of $`B_n`$ remained open.
In 1999/2000 there appeared a series of papers of D. Krammer and S. Bigelow who proved that $`B_n`$ is linear for all $`n`$. First there appeared a paper of Krammer \[Kr1\] in which he constructed a homomorphism from $`B_n`$ to $`GL(n(n1)/2,R)`$ where $`R=๐[q^{\pm 1},t^{\pm 1}]`$ is the ring of Laurent polynomials on two variables. He proved that this homomorphism is injective for $`n=4`$ and conjectured that the same is true for all $`n`$. Soon after that, Bigelow \[Bi2\] gave a beautiful topological proof of this conjecture. Another proof based on different ideas was obtained by Krammer \[Kr2\] independently.
The ring $`๐[q^{\pm 1},t^{\pm 1}]`$ can be embedded in the field of real numbers by assigning to $`q,t`$ any algebraically independent non-zero real values. Therefore $`B_n`$ embeds in $`GL(n(n1)/2,๐)`$. As an application, note that the linearity of $`B_4`$ implies the linearity of the group $`\mathrm{Aut}(F_2)`$, where $`F_n`$ is a free group of rank $`n`$ (see \[DFG\]). It is known that $`\mathrm{Aut}(F_n)`$ is not linear for $`n3`$, see \[FP\].
The representation of $`B_n`$ considered by Krammer and Bigelow is one of a family of representations introduced earlier by R. Lawrence \[La\]. Her work was inspired by a study of the Jones polynomial of links and was concerned with representations of Hecke algebras arising from the actions of braids on homology of configuration spaces.
The same representation of $`B_n`$ arises from a study of the so-called Birman-Murakami-Wenzl algebra $`C_n`$. This algebra is a quotient of the group ring $`๐[B_n]`$ by certain relations inspired by the theory of link polynomials. The irreducible finite dimensional representations of $`C_n`$ were described by H. Wenzl in terms of Young diagrams. These representations yield irreducible finite dimensional representations of $`B_n`$. One of them was shown by M. Zinno \[Zi\] and independently by V. Jones to be equivalent to the Krammer representation which is henceforth irreducible.
The aim of this paper is to present these results. In Sect. 1 we consider the Burau representation and explain why it is not faithful. In Sect. 2 we outline Bigelowโs approach following \[Bi2\]. In Sect. 3 we discuss the work of Krammer \[Kr2\]. Finally in Sect. 4 we discuss the Birman-Murakami-Wenzl algebras and the work of Zinno.
The author is indebted to S. Bigelow for useful comments on his work and to Ch. Kassel for careful reading of a preliminary version of this paper.
1. THE BURAU REPRESENTATION OF THE BRAID GROUP
1.1. Mapping class groups. It will be convenient for us to view the braid group as the mapping class group of a punctured disc. We recall here the definition and a few simple properties of the mapping class groups.
Let $`\mathrm{\Sigma }`$ be a connected oriented surface. By a self-homeomorphism of $`\mathrm{\Sigma }`$ we mean an orientation preserving homeomorphism $`\mathrm{\Sigma }\mathrm{\Sigma }`$ which fixes $`\mathrm{\Sigma }`$ pointwise. Two such homeomorphisms are isotopic if they can be included in a continuous one-parameter family of self-homeomorphisms of $`\mathrm{\Sigma }`$. The mapping class group $`\mathrm{Homeo}(\mathrm{\Sigma })`$ of $`\mathrm{\Sigma }`$ is the group of isotopy classes of self-homeomorphisms of $`\mathrm{\Sigma }`$ with the group operation determined by composition.
Each self-homeomorphism of $`\mathrm{\Sigma }`$ induces an automorphism of the abelian group $`H=H_1(\mathrm{\Sigma };๐)`$. This is a โhomologicalโ representation $`\mathrm{Homeo}(\mathrm{\Sigma })\mathrm{Aut}(H)`$. The action of homeomorphisms preserves the skew-symmetric bilinear form $`H\times H๐`$ determined by the algebraic intersection number. The value $`[\alpha ][\beta ]๐`$ of this form on the homology classes $`[\alpha ],[\beta ]H`$ represented by oriented loops $`\alpha ,\beta `$ on $`\mathrm{\Sigma }`$ is computed as follows. Assume that $`\alpha `$ and $`\beta `$ lie in a generic position so that they meet each other transversely in a finite set of points which are not self-crossings of $`\alpha `$ or $`\beta `$. Then
$$[\alpha ][\beta ]=\underset{p\alpha \beta }{}\epsilon _p$$
where $`\epsilon _p=+1`$ if the tangent vectors of $`\alpha ,\beta `$ at $`p`$ form a positively oriented basis and $`\epsilon _p=1`$ otherwise.
An example of a self-homeomorphism of $`\mathrm{\Sigma }`$ is provided by the Dehn twist $`\tau _\alpha `$ about a simple closed curve $`\alpha \mathrm{\Sigma }`$. It is defined as follows. Identify a regular neighborhood of $`\alpha `$ in $`\mathrm{\Sigma }`$ with the cylinder $`S^1\times [0,1]`$ so that $`\alpha =S^1\times (1/2)`$. We choose this identification so that the product of the counterclockwise orientation on $`S^1=\{z๐||z|=1\}`$ and the right-handed orientation on $`[0,1]`$ corresponds to the given orientation on $`\mathrm{\Sigma }`$. The Dehn twist $`\tau _\alpha :\mathrm{\Sigma }\mathrm{\Sigma }`$ is the identity map outside $`S^1\times [0,1]`$ and sends any $`(x,s)S^1\times [0,1]`$ to $`(e^{2\pi is}x,s)S^1\times [0,1]`$. To compute the action of $`\tau _\alpha `$ in homology, we orient $`\alpha `$ in an arbitrary way. The effect of $`\tau _\alpha `$ on an oriented curve transversal to $`\alpha `$ is to insert $`\alpha ^{\pm 1}`$ at each crossing of $`\alpha `$ with this curve, where $`\pm 1`$ is the sign of the crossing. Therefore for any $`gH`$,
$$(\tau _\alpha )_{}(g)=g+([\alpha ]g)[\alpha ]$$
$`(1.1)`$
Note that $`\tau _\alpha `$ and its action on $`H`$ do not depend on the choice of orientation on $`\alpha `$.
A similar construction applies to arcs in $`\mathrm{\Sigma }`$ whose endpoints are punctures. Assume that $`\mathrm{\Sigma }`$ is obtained from another surface $`\mathrm{\Sigma }^{}`$ by puncturing, i.e., by removing a finite set of points lying in $`\mathrm{Int}(\mathrm{\Sigma }^{})`$. These points will be called punctures. Let $`\alpha `$ be an embedded arc in $`\mathrm{\Sigma }^{}`$ whose endpoints are punctures $`x_1,x_2`$ and whose interior lies in $`\mathrm{\Sigma }`$. One can define the Dehn โhalf-twistโ $`\tau _\alpha :\mathrm{\Sigma }\mathrm{\Sigma }`$ which is the identity map outside a regular neighborhood of $`\alpha `$ in $`\mathrm{\Sigma }^{}`$ and which exchanges $`x_1`$ and $`x_2`$. This homeomorphism is obtained by the isotopy of the identity map of $`\mathrm{\Sigma }^{}`$ rotating $`\alpha `$ about its midpoint to the angle of $`\pi `$ in the direction provided by the orientation of $`\mathrm{\Sigma }`$. Restricting the resulting homeomorphism of $`\mathrm{\Sigma }^{}\mathrm{\Sigma }^{}`$ to $`\mathrm{\Sigma }`$ we obtain $`\tau _\alpha `$. To compute the action of $`\tau _\alpha `$ on $`H=H_1(\mathrm{\Sigma })`$ we orient $`\alpha `$ from $`x_1`$ to $`x_2`$ and associate to $`\alpha `$ a loop $`\alpha ^{}`$ in $`\mathrm{\Sigma }`$ as follows. Choose a point $`z\alpha `$ and for $`i=1,2`$ denote by $`\mu _i`$ the loop in $`\mathrm{\Sigma }`$ beginning at $`z`$ and moving along $`\alpha `$ until coming very closely to $`x_i`$, then encircling $`x_i`$ in the direction determined by the orientation of $`\mathrm{\Sigma }`$ and finally moving back to $`z`$ along $`\alpha `$. Set $`\alpha ^{}=\mu _1^1\mu _2`$. The homotopy class of the loop $`\alpha ^{}`$ on $`\mathrm{\Sigma }`$ does not depend on the choice of $`z`$. The effect of $`\tau _\alpha `$ on an oriented curve transversal to $`\alpha `$ is to insert $`(\alpha ^{})^{\pm 1}`$ at each crossing of $`\alpha `$ with this curve. Thus for any $`gH`$, we have
$$(\tau _\alpha )_{}(g)=g+([\alpha ]g)[\alpha ^{}]$$
$`(1.2)`$
where $`[\alpha ]g=g[\alpha ]๐`$ is the algebraic intersection number of $`g`$ with the 1-dimensional homology class $`[\alpha ]`$ of $`\mathrm{\Sigma }`$ โmodulo infinityโ represented by $`\alpha `$.
In general, the action of $`\mathrm{Homeo}(\mathrm{\Sigma })`$ on $`H=H_1(\mathrm{\Sigma })`$ is not faithful. We point out one source of non-faithfulness. If $`\alpha ,\beta \mathrm{\Sigma }`$ are simple closed curves with $`[\alpha ][\beta ]=0`$ then formula (1.1) implies that $`(\tau _\alpha )_{}`$ and $`(\tau _\beta )_{}`$ commute in $`\mathrm{Aut}(H)`$. The Dehn twists $`\tau _\alpha ,\tau _\beta `$ themselves commute if and only if $`\alpha `$ is isotopic to a simple closed curve disjoint from $`\beta `$, see for instance \[Iv1\]. It is easy to give examples of simple closed curves $`\alpha ,\beta \mathrm{\Sigma }`$ which are not disjoint up to isotopy but have zero algebraic intersection number. Then the commutator $`[\tau _\alpha ,\tau _\beta ]`$ lies in the kernel of the homological representation. Using (1.2), one can similarly derive elements of the kernel from embedded arcs with endpoints in punctures.
1.2. Braid groups. Let $`D=\{z๐||z|1\}`$ be the unit disc with counterclockwise orientation. Fix a set of $`n1`$ distinct punctures $`X=\{x_1,\mathrm{},x_n\}\mathrm{Int}(D)`$. We shall assume that $`x_1,\mathrm{},x_n(1,+1)=๐\mathrm{Int}(D)`$ and $`x_1<x_2<\mathrm{}<x_n`$. Set $`D_n=D\backslash X`$. The group $`\mathrm{Homeo}(D_n)`$ is denoted $`B_n`$ and called the $`n`$-th braid group. An element of $`B_n`$ is an isotopy class of a homeomorphism $`D_nD_n`$ which fixes $`D_n=D=S^1`$ pointwise. Such a homeomorphism uniquely extends to a homeomorphism $`DD`$ permuting $`x_1,\mathrm{},x_n`$. This defines a group homomorphism from $`B_n`$ onto the symmetric group $`S_n`$. We can equivalently define $`B_n`$ at the group of isotopy classes of homeomorphisms $`DD`$ which fix $`D`$ pointwise and preserve $`X`$ as a set.
For $`i=1,\mathrm{},n1`$, the linear interval $`[x_i,x_{i+1}](1,+1)๐`$ is an embedded arc in $`D`$ with endpoints in the punctures $`x_i,x_{i+1}`$. The corresponding Dehn half-twist $`D_nD_n`$ is denoted by $`\sigma _i`$. It is a classical fact that $`B_n`$ is generated by $`\sigma _1,\mathrm{},\sigma _{n1}`$ with defining relations (0.1), (0.2). The image of $`\sigma _i`$ in $`S_n`$ is the permutation $`(i,i+1)`$.
Another definition of $`B_n`$ can be given in terms of braids. A (geometric) braid on $`n`$ strings is an $`n`$-component one-dimensional manifold $`ED\times [0,1]`$ such that $`E`$ meets $`D\times \{0,1\}`$ orthogonally along the set $`(X\times 0)(X\times 1)`$ and the projection on $`[0,1]`$ maps each component of $`E`$ homeomorphically onto $`[0,1]`$. The braids are considered up to isotopy in $`D\times [0,1]`$ constant on the endpoints. The group operation in the set of braids is defined by glueing one braid on the top of the other one and compressing the result into $`D\times [0,1]`$.
The equivalence between these two definitions of $`B_n`$ is established as follows. Any homeomorphism $`h:DD`$ which fixes $`D`$ pointwise is related to the identity map $`\mathrm{id}_D`$ by an isotopy $`\{h_s:DD\}_{s[0,1]}`$ such that $`h_0=\mathrm{id}_D`$ and $`h_1=h`$. If $`h(X)=X`$ then the set $`_{s[0,1]}(h_s(X)\times s)D\times [0,1]`$ is a braid. Its isotopy class depends only on the element of $`B_n`$ represented by $`h`$. This establishes an isomorphism between $`B_n`$ and the group of braids on $`n`$ strings. The generator $`\sigma _iB_n`$ corresponds to the $`i`$-th โelementaryโ braid represented by a plane diagram consisting of $`n`$ linear intervals which are disjoint except at one intersection point where the $`i`$-th interval goes over the $`(i+1)`$-th interval.
1.3. The Burau representation. Let $`\mathrm{\Lambda }`$ denote the ring $`๐[t,t^1]`$. The Burau representation $`B_nGL_n(\mathrm{\Lambda })`$ sends the $`i`$-th generator $`\sigma _iB_n`$ into the matrix
$$I_{i1}\left(\begin{array}{cc}1t& t\\ 1& 0\end{array}\right)I_{ni1}$$
where $`I_k`$ denotes the identity $`(k\times k)`$-matrix and the non-trivial $`(2\times 2)`$-block appears in the $`i`$-th and $`(i+1)`$-th rows and columns (see \[Bu\]). Substituting $`t=1`$, we obtain the standard representation of the symmetric group $`S_n`$ by permutation matrices or equivalently the homological action of $`B_n`$ on $`H_1(D_n)=๐^n`$. The Burau representation is reducible: it splits as a direct sum of an $`(n1)`$-dimensional representation and the trivial one-dimensional representation.
The Burau representation is known to be faithful for $`n3`$, see \[Bir\]. J. Moody \[Mo\] proved in 1991 that it is not faithful for $`n9`$. D. Long and M. Paton \[LP\] extended Moodyโs argument to $`n6`$. Recently, S. Bigelow \[Bi1\] proved that this representation is not faithful for $`n=5`$. The case $`n=4`$ remains open.
The geometric idea allowing to detect non-trivial elements in the kernel of the Burau representation is parallel to the one at the end of Sect. 1.1. We first give a homological description of the Burau representation. Observe that $`H_1(D\backslash x_i)=๐`$ is generated by the class of a small loop encircling $`x_i`$ in the counterclockwise direction. Each loop in $`D\backslash x_i`$ represents $`k`$ times the generator where $`k`$ is the winding number of the loop around $`x_i`$. Consider the homomorphism $`H_1(D_n)๐`$ sending the homology class of a loop to its total winding number defined as the sum of its winding numbers around $`x_1,\mathrm{},x_n`$. Let $`\stackrel{~}{D}_nD_n`$ be the corresponding regular covering. The group of covering transformations of $`\stackrel{~}{D}_n`$ is $`๐`$ which we write as a multiplicative group with generator $`t`$. The group $`H_1(\stackrel{~}{D}_n)`$ acquires thus the structure of a $`\mathrm{\Lambda }`$-module. It is easy to check that this is a free $`\mathrm{\Lambda }`$-module of rank $`n1`$.
Fix a basepoint $`dD`$. Any homeomorphism $`h:D_nD_n`$ representing an element of $`B_n`$ lifts uniquely to a homeomorphism $`\stackrel{~}{h}:\stackrel{~}{D}_n\stackrel{~}{D}_n`$ which fixes the fiber over $`d`$ pointwise. This induces a $`\mathrm{\Lambda }`$-linear automorphism $`\stackrel{~}{h}_{}`$ of $`H_1(\stackrel{~}{D}_n)`$. The map $`h\stackrel{~}{h}_{}`$ defines a representation $`B_n\mathrm{Aut}(H_1(\stackrel{~}{D}_n))`$ equivalent to the $`(n1)`$-dimensional Burau representation.
Now we extend the algebraic intersection to arcs and refine it so that it takes values in $`\mathrm{\Lambda }`$. Let $`\alpha ,\beta `$ be two embedded oriented arcs in $`D_n`$ with endpoints in the punctures. (We assume that all four endpoints of $`\alpha ,\beta `$ are distinct so that $`n4`$). Let $`\stackrel{~}{\alpha },\stackrel{~}{\beta }`$ be lifts of $`\alpha ,\beta `$ to $`\stackrel{~}{D}_n`$, respectively. Set
$$\alpha ,\beta =\underset{k๐}{}(t^k\stackrel{~}{\alpha }\stackrel{~}{\beta })t^k\mathrm{\Lambda }$$
where $`t^k\stackrel{~}{\alpha }\stackrel{~}{\beta }๐`$ is the algebraic intersection number of the arcs $`t^k\stackrel{~}{\alpha },\stackrel{~}{\beta }`$ in $`\stackrel{~}{D}_n`$. This finite sum is only defined up to multiplication by a power of $`t`$ depending on the choice of $`\stackrel{~}{\alpha },\stackrel{~}{\beta }`$. This will not be important for us since we are only interested in whether or not $`\alpha ,\beta =0`$. To compute $`\alpha ,\beta `$ explicitly one deforms $`\alpha `$ in general position with respect to $`\beta `$. Then $`\alpha ,\beta =_{p\alpha \beta }\epsilon _pt^{k_p}`$ where $`\epsilon _p=\pm `$ is the intersection sign at $`p`$ and $`k_p๐`$. The exponents $`\{k_p\}_p`$ are determined by the following condition: if $`p,q\alpha \beta `$, then $`k_pk_q`$ is the total winding number of the loop going from $`p`$ to $`q`$ along $`\alpha `$ and then from $`q`$ to $`p`$ along $`\beta `$. Note that
$$\beta ,\alpha =\underset{k๐}{}(t^k\stackrel{~}{\beta }\stackrel{~}{\alpha })t^k=\underset{k๐}{}(\stackrel{~}{\beta }t^k\stackrel{~}{\alpha })t^k=\underset{k๐}{}(t^k\stackrel{~}{\alpha }\stackrel{~}{\beta })t^k=\overline{\alpha ,\beta }$$
where the overline denotes the involution in $`\mathrm{\Lambda }`$ sending any $`t^k`$ to $`t^k`$. Hence $`\alpha ,\beta =0`$ if and only if $`\beta ,\alpha =0`$.
We claim that if $`\alpha ,\beta =0`$, then the automorphisms $`(\stackrel{~}{\tau }_\alpha )_{},(\stackrel{~}{\tau }_\beta )_{}`$ of $`H_1(\stackrel{~}{D}_n)`$ commute. Observe that the loops $`\alpha ^{},\beta ^{}`$ on $`D_n`$ associated to $`\alpha ,\beta `$ as in Sect. 1.1 have zero total winding numbers and therefore lift to certain loops $`\stackrel{~}{\alpha }^{},\stackrel{~}{\beta }^{}`$ in $`\stackrel{~}{D}_n`$. The effect of $`\stackrel{~}{\tau }_\alpha `$ on any oriented loop $`\gamma `$ in $`\stackrel{~}{D}_n`$ is to insert a lift of $`(\alpha ^{})^{\pm 1}`$ at each crossing of $`\gamma `$ with the preimage of $`\alpha `$ in $`\stackrel{~}{D}_n`$. Thus
$$(\stackrel{~}{\tau }_\alpha )_{}([\gamma ])=[\gamma ]+\lambda _\gamma [\stackrel{~}{\alpha }^{}]$$
for a certain Laurent polynomial $`\lambda _\gamma \mathrm{\Lambda }`$. The coefficients of $`\lambda _\gamma `$ are the algebraic intersection numbers of $`\gamma `$ with lifts of $`\alpha `$ to $`\stackrel{~}{D}_n`$. By $`\alpha ,\beta =0`$, any lift of $`\alpha `$ has algebraic intersection number zero with any lift of $`\beta `$ and hence with any lift of $`\beta ^{}`$. Therefore, $`\lambda _{\stackrel{~}{\beta }^{}}=0`$ and $`(\stackrel{~}{\tau }_\alpha )_{}([\stackrel{~}{\beta }^{}])=[\stackrel{~}{\beta }^{}]`$. Similarly, $`(\stackrel{~}{\tau }_\beta )_{}([\gamma ])=[\gamma ]+\mu _\gamma [\stackrel{~}{\beta }^{}]`$ with $`\mu _\gamma \mathrm{\Lambda }`$ and $`(\stackrel{~}{\tau }_\beta )_{}([\stackrel{~}{\alpha }^{}])=[\stackrel{~}{\alpha }^{}]`$. We conclude that
$$(\stackrel{~}{\tau }_\alpha \stackrel{~}{\tau }_\beta )_{}([\gamma ])=[\gamma ]+\lambda _\gamma [\stackrel{~}{\alpha }^{}]+\mu _\gamma [\stackrel{~}{\beta }^{}]=(\stackrel{~}{\tau }_\beta \stackrel{~}{\tau }_\alpha )_{}([\gamma ]).$$
To show that the Burau representation is not faithful it remains to provide an example of oriented embedded arcs $`\alpha ,\beta `$ in $`D_n`$ with endpoints in distinct punctures such that $`\alpha ,\beta =0`$ and $`\tau _\alpha \tau _\beta \tau _\beta \tau _\alpha `$ in $`B_n`$. For $`n6`$, the simplest known example (see \[Bi1\]) is provided by the pair $`\alpha =\phi _1([x_3,x_4]),\beta =\phi _2([x_3,x_4])`$ where
$$\phi _1=\sigma _1^2\sigma _2^1\sigma _5^2\sigma _4,\phi _2=\sigma _1^1\sigma _2\sigma _5\sigma _4^1.$$
To compute $`\alpha ,\beta `$ one can draw $`\alpha ,\beta `$ and use the recipe above. To prove that the braids $`\tau _\alpha =\phi _1\sigma _3\phi _1^1`$ and $`\tau _\beta =\phi _2\sigma _3\phi _2^1`$ do not commute, one can use the solution of the word problem in $`B_n`$ or the methods of the Thurston theory of surfaces (cf. Sect. 2.2). Thus the commutator $`[\tau _\alpha ,\tau _\beta ]`$ lies in the kernel of the Burau representation. This commutator can be represented by a word of length 44 in the generators $`\sigma _1,\mathrm{},\sigma _5`$.
Similar ideas apply in the case $`n=5`$, although one has to extend them to arcs relating the punctures to the base point $`dD`$. The shortest known word in the generators $`\sigma _1,\mathrm{},\sigma _4`$ representing an element of the kernel has length 120.
2. THE WORK OF BIGELOW
2.1. A representation of $`B_n`$. We use the notation $`D,D_n,X=\{x_1,\mathrm{},x_n\}`$ introduced in Sect. 1. Let $`C`$ be the space of all unordered pairs of distinct points in $`D_n`$. This space is obtained from $`(D_n\times D_n)\backslash \text{diagonal}`$ by the identification $`\{x,y\}=\{y,x\}`$ for any distinct $`x,yD_n`$. It is clear that $`C`$ is a connected non-compact 4-manifold with boundary. It has a natural orientation induced by the counterclockwise orientation of $`D_n`$. Set $`d=iD`$ where $`i=\sqrt{1}`$ and $`d^{}=ie^{\frac{\epsilon \pi i}{2}}D`$ with small positive $`\epsilon `$. We take $`c_0=\{d,d^{}\}`$ as the basepoint for $`C`$.
A closed curve $`\alpha :[0,1]C`$ can be written in the form $`\alpha (s)=\{\alpha _1(s),\alpha _2(s)\}`$ where $`s[0,1]`$ and $`\alpha _1,\alpha _2`$ are arcs in $`D_n`$ such that $`\{\alpha _1(0),\alpha _2(0)\}=\{\alpha _1(1),\alpha _2(1)\}`$. The arcs $`\alpha _1,\alpha _2`$ are either both loops or can be composed with each other. They form thus a closed oriented one-manifold mapped to $`D_n`$. Let $`a(\alpha )๐`$ be the total winding number of this one-manifold around the punctures $`\{x_1,\mathrm{},x_n\}`$. Composing the map $`s(\alpha _1(s)\alpha _2(s))/|\alpha _1(s)\alpha _2(s)|:[0,1]S^1`$ with the projection $`S^1\mathrm{๐๐}^1`$ we obtain a loop in $`RP^1`$. The corresponding element of $`H_1(RP^1)=๐`$ is denoted by $`b(\alpha )`$. The formula $`\alpha q^{a(\alpha )}t^{b(\alpha )}`$ defines a homomorphism, $`\varphi `$, from $`H_1(C)`$ to the (multiplicatively written) free abelian group with basis $`q,t`$. Let $`R=๐[q^{\pm 1},t^{\pm 1}]`$ be the group ring of this group.
Let $`\stackrel{~}{C}C`$ be a regular covering corresponding to the kernel of $`\varphi `$. The generators $`q,t`$ act on $`\stackrel{~}{C}`$ as commuting covering transformations. The homology group $`H_2(\stackrel{~}{C})=H_2(\stackrel{~}{C};๐)`$ becomes thus an $`R`$-module.
Any self-homeomorphism $`h`$ of $`D_n`$ induces by $`h(\{x,y\})=\{h(x),h(y)\}`$ a homeomorphism $`CC`$ also denoted $`h`$. It is easy to check that $`h(c_0)=c_0`$ and the action of $`h`$ on $`H_1(C)`$ commutes with $`\varphi `$. Therefore this homeomorphism $`CC`$ lifts uniquely to a map $`\stackrel{~}{h}:\stackrel{~}{C}\stackrel{~}{C}`$ which fixes the fiber over $`c_0`$ pointwise and commutes with the covering transformations. Consider the representation $`B_n\mathrm{Aut}(H_2(\stackrel{~}{C}))`$ sending the isotopy class of $`h`$ to the $`R`$-linear automorphism $`\stackrel{~}{h}_{}`$ of $`H_2(\stackrel{~}{C})`$.
2.2. Theorem. (S. Bigelow \[Bi2\]) โ The representation $`B_n\mathrm{Aut}(H_2(\stackrel{~}{C}))`$ is faithful for all $`n1`$.
We outline below the main ideas of Bigelowโs proof. The proof uses almost no information about the structure of the $`R`$-module $`H_2(\stackrel{~}{C})`$. The only thing needed is the absence of $`R`$-torsion or more precisely the fact that multiplication by a non-zero polynomial of type $`q^at^b1`$ has zero kernel in $`H_2(\stackrel{~}{C})`$. In fact, $`H_2(\stackrel{~}{C})`$ is a free $`R`$-module of rank $`n(n1)/2`$, as it was essentially shown in \[La\].
We shall use one well-known fact concerning isotopies of arcs on surfaces. Let $`N,T`$ be embedded arcs in $`D_n`$ with distinct endpoints lying either in the punctures or on $`D_n`$. Assume that the interiors of $`N,T`$ do not meet $`D_n`$, and that $`N`$ intersects $`T`$ transversely (in a finite number of points). A bigon for the pair $`(N,T)`$ is an embedded disc in $`\mathrm{Int}(D_n)`$ whose boundary is formed by one subarc of $`N`$ and one subarc of $`T`$ and whose interior is disjoint from $`N`$ and $`T`$. It is clear that in the presence of a bigon there is an isotopy of $`T`$ constant on the endpoints and decreasing $`\mathrm{\#}(NT)`$ by two. Thurstonโs theory of surfaces implies the converse: if there is an isotopy of $`T`$ (rel endpoints) decreasing $`\mathrm{\#}(NT)`$ then the pair $`(N,T)`$ has at least one bigon, cf. \[FLP, Prop. 3.10\].
2.3. Noodles and forks. We need the following notation. For arcs $`\alpha ,\beta :[0,1]D_n`$ such that $`\alpha (s)\beta (s)`$ for all $`s[0,1]`$, we denote by $`\{\alpha ,\beta \}`$ the arc in $`C`$ given by $`\{\alpha ,\beta \}(s)=\{\alpha (s),\beta (s)\}`$. We fix once and forever a point $`\stackrel{~}{c}_0\stackrel{~}{C}`$ lying over $`c_0C`$.
A noodle in $`D_n`$ is an embedded arc $`ND_n`$ with endpoints $`d`$ and $`d^{}`$. For a noodle $`N`$, the set $`\mathrm{\Sigma }_N=\{\{x,y\}C|x,yN,xy\}`$ is a surface in $`C`$ containing $`c_0`$. This surface is homeomorphic to a triangle with one edge removed. We orient $`N`$ from $`d`$ to $`d^{}`$ and orient $`\mathrm{\Sigma }_N`$ as follows: at a point $`\{x,y\}=\{y,x\}\mathrm{\Sigma }_N`$ such that $`x`$ is closer to $`d`$ along $`N`$ than $`y`$, the orientation of $`\mathrm{\Sigma }_N`$ is the product of the orientations of $`N`$ at $`x`$ and $`y`$ in this order. Let $`\stackrel{~}{\mathrm{\Sigma }}_N`$ be the lift of $`\mathrm{\Sigma }_N`$ to $`\stackrel{~}{C}`$ containing $`\stackrel{~}{c}_0`$. The orientation of $`\mathrm{\Sigma }_N`$ lifts to $`\stackrel{~}{\mathrm{\Sigma }}_N`$ in the obvious way. Clearly, $`\stackrel{~}{\mathrm{\Sigma }}_N`$ is a proper surface in $`\stackrel{~}{C}`$ in the sense that $`\stackrel{~}{\mathrm{\Sigma }}_N\stackrel{~}{C}=\stackrel{~}{\mathrm{\Sigma }}_N`$.
A fork in $`D_n`$ is an embedded tree $`FD`$ formed by three edges and four vertices $`d,x_i,x_j,z`$ such that $`FD=d,FX=\{x_i,x_j\}`$ and $`z`$ is a common vertex of all 3 edges. The edge, $`H`$, relating $`d`$ to $`z`$ is called the handle of $`F`$. The union, $`T`$, of the other two edges is an embedded arc with endpoints $`\{x_i,x_j\}`$. This arc is called the tines of $`F`$. Note that in a small neighborhood of $`z`$, the handle $`H`$ lies on one side of $`T`$ which distinguishes a side of $`T`$. We orient $`T`$ so that its distinguished side lies on its right. The handle $`H`$ also has a distinguished side determined by $`d^{}`$. Pushing slightly the graph $`F=TH`$ to the distinguished side (fixing the vertices $`x_i,x_j`$ and pushing $`d`$ to $`d^{}`$) we obtain a โparallel copyโ $`F^{}=T^{}H^{}`$. The graph $`F^{}`$ is a fork with handle $`H^{}`$, tines $`T^{}`$, and vertices $`d^{},x_i,x_j,z^{}`$ where $`z^{}=T^{}H^{}`$ lies on the distinguished side of both $`T`$ and $`H`$. We can assume that $`F^{}`$ meets $`F`$ only in common vertices $`\{x_i,x_j\}=TT^{}`$ and in one point lying on $`HT^{}`$ close to $`z,z^{}`$.
For a fork $`F`$, the set $`\mathrm{\Sigma }_F=\{\{y,y^{}\}C|yT\backslash \{x_i,x_j\},y^{}T^{}\backslash \{x_i,x_j\}\}`$ is a surface in $`C`$ homeomorphic to $`(0,1)^2`$. Let $`\alpha _0`$ be an arc from $`d`$ to $`z`$ along $`H`$ and let $`\alpha _0^{}`$ be an arc from $`d^{}`$ to $`z^{}`$ along $`H^{}`$. Consider the arc $`\{\alpha _0,\alpha _0^{}\}`$ in $`C`$ and denote by $`\stackrel{~}{\alpha }`$ its lift to $`\stackrel{~}{C}`$ which starts in $`\stackrel{~}{c}_0`$. Let $`\stackrel{~}{\mathrm{\Sigma }}_F`$ be the lift of $`\mathrm{\Sigma }_F`$ to $`\stackrel{~}{C}`$ which contains the lift $`\stackrel{~}{\alpha }(1)`$ of the point $`\{z,z^{}\}\mathrm{\Sigma }_F`$. The surfaces $`\mathrm{\Sigma }_F`$ and $`\stackrel{~}{\mathrm{\Sigma }}_F`$ have a natural orientation determined by the orientation of $`T`$ and the induced orientation of $`T^{}`$.
We shall use the surfaces $`\stackrel{~}{\mathrm{\Sigma }}_N,\stackrel{~}{\mathrm{\Sigma }}_F`$ to establish a duality between noodles and forks. More precisely, for any noodle $`N`$ and any fork $`F`$ we define an element $`N,F`$ of $`R`$ as follows. By applying a preliminary isotopy we can assume that $`N`$ intersects $`T`$ transversely in $`m0`$ points $`z_1,\mathrm{},z_m`$ (the numeration is arbitrary; the intersection of $`N`$ with $`H`$ may be not transversal). We choose the parallel fork $`F^{}=T^{}H^{}`$ as above so that $`T^{}`$ meets $`N`$ transversely in $`m`$ points $`z_1^{},\mathrm{},z_m^{}`$ where each pair $`z_i,z_i^{}`$ is joined by a short arc in $`N`$ which lies in the narrow strip bounded by $`TT^{}`$ and meets no other $`z_j,z_j^{}`$. Then the surfaces $`\mathrm{\Sigma }_F`$ and $`\mathrm{\Sigma }_N`$ intersect transversely in $`m^2`$ points $`\{z_i,z_j^{}\}`$ where $`i,j=1,\mathrm{},m`$. Therefore for any $`a,b๐`$, the image $`q^at^b\stackrel{~}{\mathrm{\Sigma }}_N`$ of $`\stackrel{~}{\mathrm{\Sigma }}_N`$ under the covering transformation $`q^at^b`$ meets $`\stackrel{~}{\mathrm{\Sigma }}_F`$ transversely. Consider the algebraic intersection number $`q^at^b\stackrel{~}{\mathrm{\Sigma }}_N\stackrel{~}{\mathrm{\Sigma }}_F๐`$ and set
$$N,F=\underset{a,b๐}{}(q^at^b\stackrel{~}{\mathrm{\Sigma }}_N\stackrel{~}{\mathrm{\Sigma }}_F)q^at^b.$$
The sum on the right-hand side is finite (it has $`m^2`$ terms) and thus defines an element of $`R`$.
2.4. Lemma.$`N,F`$ is invariant under isotopies of $`N`$ and $`F`$ in $`D_n`$ constant on the endpoints.
Proof. โ We first compute $`N,F`$ explicitly. Let $`NT=\{z_1,\mathrm{},z_m\}`$ and $`NT^{}=\{z_1^{},\mathrm{},z_m^{}\}`$ as above. For every pair $`i,j\{1,\mathrm{},m\}`$, there exist unique integers $`a_{i,j},b_{i,j}๐`$ such that $`q^{a_{i,j}}t^{b_{i,j}}\stackrel{~}{\mathrm{\Sigma }}_N`$ intersects $`\stackrel{~}{\mathrm{\Sigma }}_F`$ at a point lying over $`\{z_i,z_j^{}\}C`$. Let $`\epsilon _{i,j}=\pm 1`$ be the sign of that intersection. Then
$$N,F=\underset{i=1}{\overset{m}{}}\underset{j=1}{\overset{m}{}}\epsilon _{i,j}q^{a_{i,j}}t^{b_{i,j}}.$$
$`(2.1)`$
The numbers $`a_{i,j},b_{i,j}`$ can be computed as follows. Let $`\alpha _0`$ be an arc from $`d`$ to $`z`$ along $`H`$ and let $`\alpha _0^{}`$ be an arc from $`d^{}`$ to $`z^{}`$ along $`H^{}`$. Let $`\beta _i`$ be an arc from $`z`$ to $`z_i`$ along $`T`$ and let $`\beta _j^{}`$ be an arc from $`z^{}`$ to $`z_j^{}`$ along $`T^{}`$. Finally, let $`\gamma _{i,j}`$ and $`\gamma _{i,j}^{}`$ be disjoint arcs in $`N`$ connecting the points $`z_i,z_j^{}`$ to the endpoints of $`N`$. Note that $`\delta _{i,j}=\{\alpha _0,\alpha _0^{}\}\{\beta _i,\beta _j^{}\}\{\gamma _{i,j},\gamma _{i,j}^{}\}`$ is a loop in $`C`$. Then
$$q^{a_{i,j}}t^{b_{i,j}}=\varphi (\delta _{i,j}).$$
$`(2.2)`$
Indeed, we can lift $`\delta _{i,j}`$ to a path $`\stackrel{~}{\alpha }\stackrel{~}{\beta }\stackrel{~}{\gamma }`$ in $`\stackrel{~}{C}`$ beginning at $`\stackrel{~}{c}_0`$ where $`\stackrel{~}{\alpha },\stackrel{~}{\beta },\stackrel{~}{\gamma }`$ are lifts of $`\{\alpha _0,\alpha _0^{}\},\{\beta _i,\beta _j^{}\},\{\gamma _{i,j},\gamma _{i,j}^{}\}`$, respectively. By definition of $`\stackrel{~}{\mathrm{\Sigma }}_F`$, the point $`\stackrel{~}{\alpha }(1)=\stackrel{~}{\beta }(0)`$ lies on $`\stackrel{~}{\mathrm{\Sigma }}_F`$. Hence the lift $`\stackrel{~}{\beta }`$ of $`\{\beta _i,\beta _j^{}\}`$ lies on $`\stackrel{~}{\mathrm{\Sigma }}_F`$. The path $`\stackrel{~}{\alpha }\stackrel{~}{\beta }\stackrel{~}{\gamma }`$ ends at $`\varphi (\delta _{i,j})(\stackrel{~}{c}_0)=\stackrel{~}{\gamma }(1)`$. Hence the lift $`\stackrel{~}{\gamma }`$ of $`\{\gamma _{i,j},\gamma _{i,j}^{}\}`$ lies on $`\varphi (\delta _{i,j})\stackrel{~}{\mathrm{\Sigma }}_N`$. Therefore the point $`\stackrel{~}{\beta }(1)=\stackrel{~}{\gamma }(0)`$ lying over $`\{z_i,z_j^{}\}`$ belongs to both $`\stackrel{~}{\mathrm{\Sigma }}_F`$ and $`\varphi (\delta _{i,j})\stackrel{~}{\mathrm{\Sigma }}_N`$. This yields (2.2).
Note that the residue $`b_{i,j}(\mathrm{mod}\mathrm{\hspace{0.17em}2})`$ depends on whether the two points of $`D_n`$ forming a point in $`C`$ switch places moving along the loop $`\delta _{i,j}`$. This is determined by which of $`z_i,z_j^{}`$ lies closer to $`d`$ along $`N`$.
To compute $`\epsilon _{i,j}`$ we observe that $`\epsilon _{i,j}`$ is determined by the signs of the intersections of $`N`$ and $`T`$ at $`z_i,z_j`$ and by which of $`z_i,z_j^{}`$ lies closer to $`d`$ on $`N`$. The sign of the intersection of $`N`$ and $`T`$ at $`z_i`$ is $`+`$ if $`N`$ crosses $`T`$ from the left to the right and is $``$ otherwise. By our choice of orientations on $`N`$ and $`T`$, this sign is $`+`$ if $`z_i`$ lies closer to $`d`$ along $`N`$ than $`z_i^{}`$ and is $``$ otherwise. Hence, this sign is $`(1)^{b_{i,i}}`$.Therefore $`\epsilon _{i,j}`$ is determined by $`b_{i,i}+b_{j,j}+b_{i,j}(\mathrm{mod}\mathrm{\hspace{0.17em}2})`$. A precise computation shows that
$$\epsilon _{i,j}=(1)^{b_{i,i}+b_{j,j}+b_{i,j}}.$$
$`(2.3)`$
Now we can prove the lemma. It suffices to fix $`F`$ and to prove that $`N,F`$ is invariant under isotopies of $`N`$. A generic isotopy of $`N`$ in $`D_n`$ can be split into a finite sequence of local moves of two kinds: (i) isotopies keeping $`N`$ transversal to $`T`$, (ii) a move pushing a small subarc of $`N`$ across a subarc of $`T\backslash z`$. It is clear from the discussion above that the move (i) does not change $`N,F`$. The move (ii) adds two new intersection points $`z_{m+1},z_{m+2}`$ to the set $`NT=\{z_1,\mathrm{},z_m\}`$. It follows from definitions and the discussion above that for any $`i=1,\mathrm{},m+2`$,
$$a_{i,m+1}=a_{i,m+2},b_{i,m+1}=b_{i,m+2},\epsilon _{i,m+1}=\epsilon _{i,m+2}.$$
Hence for any $`i=1,\mathrm{},m+2`$, the terms $`\epsilon _{i,m+1}q^{a_{i,m+1}}t^{b_{i,m+1}}`$ and $`\epsilon _{i,m+2}q^{a_{i,m+2}}t^{b_{i,m+2}}`$ cancel each other. Similarly, for any $`j=1,\mathrm{},m`$, the terms $`\epsilon _{i,j}q^{a_{i,j}}t^{b_{i,j}}`$ with $`i=m+1,m+2`$ cancel each other. Therefore $`N,F`$ is the same before and after the move.
2.5. Lemma.$`N,F=0`$ if and only if there is an isotopy $`\{T(s)\}_{s[0,1]}`$ of the tines $`T=T(0)`$ of $`F`$ in $`D_n`$ (rel endpoints) such that $`T(1)`$ is disjoint from $`N`$.
Proof. โ Any isotopy $`\{T(s)\}_{s[0,1]}`$ of $`T=T(0)`$ extends to an ambient isotopy of $`D_n`$ constant on $`D_n`$ and therefore extends to an isotopy $`\{F(s)\}_{s[0,1]}`$ of the fork $`F=F(0)`$. If $`T(1)`$ is disjoint from $`N`$ then by Lemma 2.4, $`N,F=N,F(1)=0`$.
The hard part of the lemma is the opposite implication. By applying a preliminary isotopy, we can assume that $`T`$ intersects $`N`$ transversely at a minimal number of points $`z_1,\mathrm{},z_m`$ with $`m0`$. We assume that $`m1`$ and show that $`N,F0`$. To this end we use the lexicographic ordering on monomials $`q^at^b`$. Namely we write $`q^at^bq^a^{}t^b^{}`$ with $`a,b,a^{},b^{}๐`$ if either $`a>a^{}`$ or $`a=a^{}`$ and $`bb^{}`$. We say that the ordered pair $`(i,j)`$ with $`i,j\{1,\mathrm{},m\}`$ is maximal if $`q^{a_{i,j}}t^{b_{i,j}}q^{a_{k,l}}t^{b_{k,l}}`$ for any $`k,l\{1,\mathrm{},m\}`$. We claim that
$`()`$ if the pair $`(i,j)`$ is maximal, then $`b_{i,i}=b_{j,j}=b_{i,j}`$.
This claim and (2.3) imply that all entries of the maximal monomial, say $`q^at^b`$, in (2.1) occur with the same sign $`(1)^b`$. Hence $`N,F0`$.
To prove $`()`$ we first compute $`a_{i,j}`$ for any $`i,j`$ (not necessarily maximal). Let $`\xi _i`$ be the loop obtained by moving from $`d`$ to $`z_i`$ along $`F`$ then back to $`d`$ along $`N`$. Let $`a_i`$ be the total winding number of $`\xi _i`$ around all $`n`$ punctures. Let $`\xi `$ be the loop obtained by moving from $`d`$ to $`d^{}`$ along $`N`$, and then moving clockwise along $`D`$ back to $`d`$. Let $`a`$ be the total winding number of $`\xi `$. We claim that
$$a_{i,j}=a_i+a_j+a.$$
$`(2.4)`$
Indeed, if $`b_{i,j}`$ is even then the paths $`\alpha _0\beta _i\gamma _{i,j}`$ and $`\alpha _0^{}\beta _j^{}\gamma _{i,j}^{}`$ (in the notation of Lemma 2.4) are loops and $`a_{i,j}`$ is the sum of their total winding numbers. These loops are homotopic in $`D_n`$ to $`\xi _i`$ and $`\xi _j\xi `$, respectively. This implies (2.4). If $`b_{i,j}`$ is odd then $`a_{i,j}`$ is the total winding number of the loop $`\alpha _0\beta _i\gamma _{i,j}\alpha _0^{}\beta _j^{}\gamma _{i,j}^{}`$. This loop is homotopic in $`D_n`$ to $`\xi _i\xi \xi _j`$ which implies (2.4) in this case.
Suppose now that the pair $`(i,j)`$ is maximal. Then $`a_{i,j}`$ is maximal among all the integers $`a_{k,l}`$. By (2.4), it follows that $`a_i=a_j`$ is maximal among all the integers $`a_k`$. (Although we shall not need it, observe that then $`a_{i,i}=a_{j,j}=a_{i,j}`$).
We now show that $`b_{i,i}=b_{i,j}`$. By the maximality of $`(i,j)`$, we have that $`b_{i,i}b_{i,j}`$. Suppose, seeking a contradiction, that $`b_{i,i}<b_{i,j}`$. Let $`\alpha `$ be an embedded arc from $`z_i^{}`$ to $`z_j^{}`$ along $`T^{}`$. Let $`\beta `$ be an embedded arc from $`z_j^{}`$ to $`z_i^{}`$ along $`N`$.
If $`\beta `$ does not pass through the point $`z_i`$, then we denote by $`w`$ the winding number of the loop $`\alpha \beta `$ around $`z_i`$. Observe that $`b_{i,j}b_{i,i}=2w`$. To see this, consider the loop $`\delta _{i,j}=\{\alpha _0,\alpha _0^{}\}\{\beta _i,\beta _j^{}\}\{\gamma _{i,j},\gamma _{i,j}^{}\}`$ appearing in (2.2). Clearly, $`\beta _j^{}\beta _i^{}\alpha `$, where $``$ denotes homotopy of paths in $`D_n\backslash z_i`$ constant on the endpoints. The assumption that $`\beta `$ does not pass through $`z_i`$ implies that $`\gamma _{i,j}=\gamma _{i,i}`$ and $`\gamma _{i,j}^{}\beta \gamma _{i,i}^{}`$. Then
$$\delta _{i,j}=\{\alpha _0,\alpha _0^{}\}\{\beta _i,\beta _j^{}\}\{\gamma _{i,j},\gamma _{i,j}^{}\}\{\alpha _0,\alpha _0^{}\}\{\beta _i,\beta _i^{}\}\{z_i,\alpha \beta \}\{\gamma _{i,i},\gamma _{i,i}^{}\}$$
where $`z_i`$ denotes the constant path in $`z_i`$. This implies that $`b_{i,j}b_{i,i}=2w`$.
If $`\beta `$ passes through $`z_i`$, we first modify $`\beta `$ in a small neighborhood of $`z_i`$ so that $`z_i`$ lies to its left. Let $`w`$ be the winding number of the loop $`\alpha \beta `$ around $`z_i`$. A little more difficult but similar argument shows that $`b_{i,j}b_{i,i}=2w1`$. In either case $`w>0`$.
Let $`D_0=D\backslash z_i`$ and $`p:\widehat{D}_0D_0`$ be the universal (infinite cyclic) covering. Let $`\widehat{\alpha }`$ be a lift of $`\alpha `$ to $`\widehat{D}_0`$. Let $`\widehat{\beta }`$ be the lift of $`\beta `$ to $`\widehat{D}_0`$ which starts at $`\widehat{\beta }(1)`$. Consider a small neighborhood $`VD`$ of the short arc in $`N`$ connecting $`z_i`$ to $`z_i^{}`$ such that $`V`$ meets $`\alpha \beta `$ only at $`z_i^{}`$. Let $`\gamma `$ be a generic loop in $`V\backslash z_i`$ based at $`z_i^{}`$ which winds $`w`$ times around $`z_i`$ in the clockwise direction. Let $`\widehat{\gamma }`$ be the lift of $`\gamma `$ to $`\widehat{D}_0`$ beginning at $`\widehat{\beta }(1)`$ and ending at $`\widehat{\alpha }(0)`$. We can assume that $`\widehat{\gamma }`$ is an embedded arc meeting $`\widehat{\alpha }\widehat{\beta }`$ only at the endpoints. Let $`\widehat{z}_k^{}`$ be the first point of $`\widehat{\alpha }`$ which lies also on $`\widehat{\beta }`$ (possibly $`\widehat{z}_k^{}=\widehat{\alpha }(1)`$). Then $`p(\widehat{z}_k^{})=z_k^{}`$ for some $`k=1,\mathrm{},n`$. Let $`\widehat{\alpha }^{}`$ be the initial segment of $`\widehat{\alpha }`$ ending at $`\widehat{z}_k^{}`$. Let $`\widehat{\beta }^{}`$ be the final segment of $`\widehat{\beta }`$ starting at $`\widehat{z}_k^{}`$. Set $`\widehat{\delta }=\widehat{\alpha }^{}\widehat{\beta }^{}\widehat{\gamma }`$. It is clear that $`\widehat{\delta }`$ is a simple closed curve in $`\widehat{D}_0`$. By the Jordan curve theorem it bounds a disc, $`B\widehat{D}_0`$, which lies either on the left or on the right of $`\widehat{\gamma }`$. Since $`\gamma `$ passes clockwise around $`z_i`$, the component of $`D_0\backslash \mathrm{Im}(\gamma )`$ adjacent to $`z_i`$ lies on the right of $`\gamma `$. The set $`p(B)D_0`$ being compact can not pass non-trivially over this component. Hence $`B`$ lies on the left of $`\widehat{\gamma }`$. Therefore $`\widehat{\delta }`$ passes counterclockwise around $`B`$.
The number $`a_ka_i`$ is equal to the total winding number of the loop $`p(\widehat{\alpha }^{})p(\widehat{\beta }^{})`$ in $`D_n`$ around the punctures $`x_1,\mathrm{},x_n`$. Since $`\gamma `$ is contractible in $`D_n`$, the loop $`p(\widehat{\alpha }^{})p(\widehat{\beta }^{})`$ is homotopic in $`D_n`$ to $`p(\widehat{\alpha }^{})p(\widehat{\beta }^{})\gamma =p(\widehat{\delta })`$. Therefore $`a_ka_i`$ is equal to the number of points in $`Bp^1(X)`$. Since $`a_i`$ is maximal, we must have $`a_k=a_i`$ and $`Bp^1(X)=\mathrm{}`$, so that $`p(B)D_n\backslash z_i`$. Then we can isotop $`T`$ so as to have fewer points of intersection with $`N`$. To see this we shall construct a bigon for the pair $`(N,T)`$. If $`B`$ meets $`p^1(NT)`$ only along $`\widehat{\alpha }^{}\widehat{\beta }^{}`$ then the projection $`p|_{\mathrm{Int}(B)}:\mathrm{Int}(B)D_n\backslash z_i`$ must be injective. It follows that $`w=1`$ and the union of $`p(B)`$ with the small disc bounded by $`\gamma `$ in $`V`$ is a bigon for $`(N,T)`$. Assume that $`\mathrm{Int}(B)p^1(NT)\mathrm{}`$. Note that $`p^1(N)`$ (resp. $`p^1(T)`$) is an embedded one-manifold in $`\widehat{D}_0`$ whose components are non-trivially permuted by any covering transformation. If $`p^1(N)`$ intersects $`\mathrm{Int}(B)`$ then this intersection consists of a finite set of disjoint arcs with endpoints on $`\widehat{\alpha }^{}`$. At least one of this arcs bounds together with a subarc of $`\widehat{\alpha }^{}`$ a disc, $`B_0B`$, whose interior does not meet $`p^1(N)`$. If $`p^1(N)`$ does not meet $`\mathrm{Int}(B)`$ then we set $`B_0=B`$. Applying the same construction to the intersection of $`B_0`$ with $`p^1(T)`$ we obtain a bigon $`B_{00}B_0`$ for the pair $`(p^1(N),p^1(T))`$. The restriction of $`p`$ to $`B_{00}`$ is injective and yields a bigon for $`(N,T)`$. Hence the intersection $`NT`$ is not minimal. This contradicts our choice of $`N,T`$. Therefore, the assumption $`b_{i,i}<b_{i,j}`$ must have been false. So, $`b_{i,i}=b_{i,j}`$. Similarly, $`b_{j,j}=b_{i,j}`$. This completes the proof of $`()`$ and of Lemma 2.5.
2.6. Lemma.If a self-homeomorphism $`h`$ of $`D_n`$ represents an element of $`\mathrm{Ker}(B_n\mathrm{Aut}(H_2(\stackrel{~}{C})))`$ then for any noodle $`N`$ and any fork $`F`$, we have $`N,h(F)=N,F`$.
Proof. โ Let $`\{U_i\mathrm{Int}(D)\}_{i=1}^m`$ be disjoint closed disc neighborhoods of the points $`\{x_i\}_{i=1}^m`$, respectively. Let $`U`$ be the set of points $`\{x,y\}C`$ such that at least one of $`x,y`$ lies in $`_{i=1}^mU_i`$. Let $`\stackrel{~}{U}\stackrel{~}{C}`$ be the preimage of $`U`$ under the covering map $`\stackrel{~}{C}C`$. Observe that the surface $`\stackrel{~}{\mathrm{\Sigma }}_F`$ is an open square such that for a sufficiently big concentric closed subsquare $`S\stackrel{~}{\mathrm{\Sigma }}_F`$ we have $`\stackrel{~}{\mathrm{\Sigma }}_F\backslash S\stackrel{~}{U}`$. Hence $`\stackrel{~}{\mathrm{\Sigma }}_F`$ represents a relative homology class $`[\stackrel{~}{\mathrm{\Sigma }}_F]H_2(\stackrel{~}{C},\stackrel{~}{U})`$. The boundary homomorphism $`H_2(\stackrel{~}{C},\stackrel{~}{U})H_1(\stackrel{~}{U})`$ maps $`[\stackrel{~}{\mathrm{\Sigma }}_F]`$ into $`[S]H_1(\stackrel{~}{U})`$. A direct computation in $`\pi _1(U)`$ (see \[Bi2\]) shows that $`(q1)^2(qt+1)[S]=0`$. Therefore $`(q1)^2(qt+1)[\stackrel{~}{\mathrm{\Sigma }}_F]=j(v_F)`$ where $`j`$ is the inclusion homomorphism $`H_2(\stackrel{~}{C})H_2(\stackrel{~}{C},\stackrel{~}{U})`$ and $`v_FH_2(\stackrel{~}{C})`$. Deforming if necessary $`N`$, we can assume that $`N(_iU_i)=\mathrm{}`$. Then $`\stackrel{~}{\mathrm{\Sigma }}_N\stackrel{~}{U}=\mathrm{}`$ and therefore
$$(q1)^2(qt+1)N,F=\underset{a,b๐}{}(q^at^b\stackrel{~}{\mathrm{\Sigma }}_Nv_F)q^at^b$$
where $`q^at^b\stackrel{~}{\mathrm{\Sigma }}_Nv_F`$ is the (well-defined) algebraic intersection number between a properly embedded surface and a 2-dimensional homology class. (This number does not depend on the choice of $`v_F`$ as above).
Any self-homeomorphism $`h`$ of $`D_n`$ is isotopic to a self-homeomorphism of $`D_n`$ preserving the set $`U`$. Therefore $`v_{h(F)}=\stackrel{~}{h}_{}(v_F)`$. If $`\stackrel{~}{h}_{}=\mathrm{id}`$, then
$$q^at^b\stackrel{~}{\mathrm{\Sigma }}_Nv_F=q^at^b\stackrel{~}{\mathrm{\Sigma }}_N\stackrel{~}{h}_{}(v_F)=q^at^b\stackrel{~}{\mathrm{\Sigma }}_Nv_{h(F)}.$$
This implies that $`(q1)^2(qt+1)N,F=(q1)^2(qt+1)N,h(F)`$ and therefore $`N,F=N,h(F)`$.
2.7. Deduction of Theorem 2.2 from the lemmas. โ We shall prove that a self-homeomorphism $`h`$ of $`D_n`$ representing an element of $`\mathrm{Ker}(B_n\mathrm{Aut}(H_2(\stackrel{~}{C})))`$ is isotopic to the identity map rel $`D_n`$. We begin with the following assertion.
($``$) An embedded arc $`T`$ in $`D_n`$ with endpoints in (distinct) punctures can be isotopped off a noodle $`N`$ if and only if $`h(T)`$ can be isotopped off $`N`$.
Indeed, we can extend $`T`$ to a fork $`F`$ so that $`T`$ is the tines of $`F`$. By Lemma 2.6, $`N,h(F)=0`$ if and only if $`N,F=0`$. Now Lemma 2.5 implies ($``$).
We shall apply ($``$) to the following arcs and noodles. For $`i=1,\mathrm{},n1`$, denote by $`T_i`$ the embedded arc $`[x_i,x_{i+1}](1,+1)D`$ and denote by $`N_i`$ the $`i`$-th โelementaryโ noodle obtained by rushing from $`d`$ towards $`x_i`$, encircling $`x_i`$ in the clockwise direction and then moving straight to $`d^{}`$. It is clear that $`T_i`$ can be isotopped off $`N_j`$ if and only if $`ji,i+1`$. This and ($``$) imply that $`h`$ induces the identity permutation on the punctures of $`D_n`$.
Since $`T_1`$ is disjoint from $`N_3`$, we can isotop $`h`$ rel $`D_n`$ so that $`h(T_1)`$ is disjoint from $`N_3`$. Similarly, $`h(T_1)`$ can be made disjoint from $`N_4`$. As it was explained in Sect. 2.2, this can be done by a sequence of isotopies eliminating bigons for the pair $`(N_4,h(T_1))`$. Since $`N_4`$ and $`h(T_1)`$ do not meet $`N_3`$, neither do these bigons. Hence our isotopies do not create intersections of $`h(T_1)`$ with $`N_3`$. Repeating this argument, we can assume that $`h(T_1)`$ is disjoint from all $`N_i`$ with $`i=3,4,\mathrm{},n1`$. By applying one final isotopy we can make $`h(T_1)=T_1`$. Applying the same procedure to $`T_2`$ we can ensure that $`h(T_2)=T_2`$ while keeping $`h(T_1)=T_1`$. Continuing in this way, we can assume that $`h(T_i)=T_i`$ for all $`i=1,\mathrm{},n1`$. Such a homeomorphism $`h`$ is isotopic to a $`k`$-th power ($`k๐`$) of the Dehn twist about a circle in $`\mathrm{Int}(D_n)`$ going very closely to $`D_n`$. This Dehn twist acts on $`H_2(\stackrel{~}{C})`$ by multiplication by $`q^{2n}t^2`$. Since by assumption $`h`$ acts trivially on $`H_2(\stackrel{~}{C})`$, we must have $`k=0`$ so that $`h`$ is isotopic to the identity rel $`D_n`$.
2.8. Remarks. โ The proof of Lemma 2.6 shows that each fork $`F`$ determines (a priori non-uniquely) a certain homology class $`v_FH_2(\stackrel{~}{C})`$. It follows from the computations in \[Bi2\] that this class is in fact well-determined by $`F`$. Thus, the forks yield a nice geometric way of representing elements of $`H_2(\stackrel{~}{C})`$ (this was implicit in \[Kr1\]). For instance, for any $`1i<jn`$ we can consider the fork consisting of three linear segments connecting the point $`\sqrt{1}/2`$ to $`d,x_i,x_j`$. The corresponding classes $`\{v_{i,j}H_2(\stackrel{~}{C})\}_{i,j}`$ form a basis of the free $`R`$-module $`H_2(\stackrel{~}{C})`$. The action of the braid generators $`\sigma _1,\mathrm{},\sigma _{n1}`$ on this basis can be described by explicit formulas (see \[Bi2\], cf. Sect. 3.1).
3. THE WORK OF KRAMMER
3.1. A representation of $`B_n`$. Following \[Kr2\], we denote by $`\mathrm{Ref}=\mathrm{Ref}_n`$ the set of pairs of integers $`(i,j)`$ such that $`1i<jn`$. Clearly, $`\mathrm{card}(\mathrm{Ref})=n(n1)/2`$.
Let $`R`$ be a commutative ring with unit and $`q,tR`$ be two invertible elements. Let $`V=_{s\mathrm{Ref}}Rx_s`$ be the free $`R`$-module of rank $`n(n1)/2`$ with basis $`\{x_s\}_{s\mathrm{Ref}}`$. Krammer \[Kr2\] defines an $`R`$-linear action of $`B_n`$ on $`V`$ by
$$\sigma _k(x_{i,j})=\{\begin{array}{cc}x_{i,j}\hfill & \text{if }k<i1\text{ or }j<k\text{,}\hfill \\ x_{i1,j}+(1q)x_{i,j}\hfill & \text{if }k=i1\text{,}\hfill \\ tq(q1)x_{i,i+1}+qx_{i+1,j}\hfill & \text{if }k=i<j1\text{,}\hfill \\ tq^2x_{i,j}\hfill & \text{if }k=i=j1\text{,}\hfill \\ x_{i,j}+tq^{ki}(q1)^2x_{k,k+1}\hfill & \text{if }i<k<j1\text{,}\hfill \\ x_{i,j1}+tq^{ji}(q1)x_{j1,j}\hfill & \text{if }k=j1\text{,}\hfill \\ (1q)x_{i,j}+qx_{i,j+1}\hfill & \text{if }k=j\text{,}\hfill \end{array}$$
where $`1i<jn`$ and $`k=1,\mathrm{},n1`$. That the action of $`\sigma _k`$ is invertible and that relations (0.1), (0.2) are satisfied should be verified by a direct computation. For $`R=๐[q^{\pm 1},t^{\pm 1}]`$, this representation is equivalent to the one considered in Sect. 2. In terms of the basis $`\{v_{i,j}H_2(\stackrel{~}{C})\}_{i,j}`$ mentioned in Sect. 2.8, the equivalence is given by
$$v_{i,j}=x_{i,j}+(1q)\underset{i<k<j}{}x_{k,j},x_{i,j}=v_{i,j}+(q1)\underset{i<k<j}{}q^{k1i}v_{k,j}.$$
3.2. Theorem. (D. Krammer \[Kr2\]) โ Let $`R=๐[t^{\pm 1}]`$, $`q๐`$, and $`0<q<1`$. Then the representation $`B_n\mathrm{Aut}(V)`$ defined in Sect. 3.1 is faithful for all $`n1`$.
This Theorem implies Theorem 2.2: if a representation over $`๐[q^{\pm 1},t^{\pm 1}]`$ becomes faithful after assigning a real value to $`q`$, then it is faithful itself.
Below we outline the main ideas of Krammerโs proof.
3.3. Positive braids and the set $`\mathrm{\Omega }B_n`$. We recall a few facts about the braid group $`B_n`$, see \[Ch\], \[Ga\], \[Mi\]. For $`i=1,2,\mathrm{},n1`$ denote by $`s_i`$ the transposition $`(i,i+1)S_n`$. The set $`\{s_1,\mathrm{},s_{n1}\}`$ generates the symmetric group $`S_n`$. Let $`||:S_n๐`$ be the length function with respect to this generating set: for $`xS_n`$, $`|x|`$ is the smallest natural number $`k`$ such that $`x`$ is a product of $`k`$ elements of the set $`\{s_1,\mathrm{},s_{n1}\}`$. The canonical projection $`B_nS_n`$ has a unique set-theoretic section $`r:S_nB_n`$ such that $`r(s_i)=\sigma _i`$ for $`i=1,\mathrm{},n1`$ and $`r(xy)=r(x)r(y)`$ whenever $`|xy|=|x|+|y|`$. The group $`B_n`$ admits a presentation by generators $`\{r(x)|xS_n\}`$ and relations $`r(xy)=r(x)r(y)`$ for all $`x,yS_n`$ such that $`|xy|=|x|+|y|`$. Set $`\mathrm{\Omega }=r(S_n)B_n`$. Note that $`1=r(1)\mathrm{\Omega }`$ and $`\sigma _i=r(s_i)\mathrm{\Omega }`$ for all $`i`$.
The positive braid monoid $`B_n^+`$ is the submonoid of $`B_n`$ generated by $`\{\sigma _1,\mathrm{},\sigma _{n1}\}`$. The elements of $`B_n^+`$ are called positive braids. Clearly, $`\mathrm{\Omega }B_n^+`$.
For any $`xB_n^+`$ there is a unique longest $`x^{}S_n`$ such that $`xr(x^{})B_n^+`$. We denote $`r(x^{})\mathrm{\Omega }`$ by $`LF(x)`$ where $`LF`$ stands for the leftmost factor. Observe that
$$LF(xy)=LF(xLF(y))$$
$`(3.1)`$
for any $`x,yB_n^+`$. This implies that the map $`B_n^+\times \mathrm{\Omega }\mathrm{\Omega }`$ defined by $`(x,y)LF(xy)`$ is an action of the monoid $`B_n^+`$ on $`\mathrm{\Omega }`$.
3.4. Half-permutations. A set $`A\mathrm{Ref}`$ is called a half-permutation if whenever $`(i,j),(j,k)A`$, one has $`(i,k)A`$. Each half-permutation $`A`$ determines an ordering $`<_A`$ on the set $`\{1,2,\mathrm{},n\}`$ by $`i<_Aj(i,j)A`$ (and vice versa).
To state deeper properties of half-permutations we consider the set $`2^{\mathrm{Ref}}`$ of all subsets of $`\mathrm{Ref}`$ and define a map $`L:S_n2^{\mathrm{Ref}}`$ by
$$L(x)=\{(i,j)|\mathrm{\hspace{0.17em}\hspace{0.17em}1}i<jn,x^1(i)>x^1(j)\}\mathrm{Ref}.$$
Note that the set $`L(x)`$ is a half-permutation and $`\mathrm{card}(L(x))=|x|`$. It is obvious that the map $`L:S_n2^{\mathrm{Ref}}`$ is injective.
The key property of half-permutations is the following assertion (\[Kr2, Lemma 4.3\]): for every half-permutation $`A\mathrm{Ref}`$ there is a greatest set $`A^{}A`$ (with respect to inclusion) such that $`A^{}=L(x)`$ for a certain $`xS_n`$. The corresponding braid $`r(x)\mathrm{\Omega }`$ is denoted by $`GB(A)`$ where $`GB`$ stands for the greatest braid. This defines a map $`GB`$ from the set of half-permutations to $`\mathrm{\Omega }`$. In particular, for any $`xS_n`$ we have $`GB(L(x))=r(x)`$.
3.5. Actions of $`B_n`$ of $`2^{\mathrm{Ref}}`$ and on half-permutations. Let $`R=๐[t^{\pm 1}]`$, $`q๐`$, and $`0<q<1`$. The action of $`B_n`$ on $`V`$ defined in Sect. 3.1 has the following property: for any positive braid $`xB_n^+`$ the entries of the matrix of the map $`vxv:VV`$ belong to $`๐_0+t๐[t]`$. (This is obvious for the generators $`\sigma _1,\mathrm{},\sigma _{n1}`$ of $`B_n^+`$). Therefore the action of $`B_n^+`$ preserves the set
$$W=\underset{s\mathrm{Ref}}{}(๐_0+t๐[t])x_sV.$$
For a set $`A\mathrm{Ref}`$, define $`W_A`$ as the subset of $`W`$ consisting of vectors $`_{s\mathrm{Ref}}k_sx_s`$ with $`k_s๐_0+t๐[t]`$ such that $`k_st๐[t]sA`$. Clearly, $`W`$ is the disjoint union of the sets $`W_A`$ corresponding to various $`A\mathrm{Ref}`$. For any $`xB_n^+`$ and $`A\mathrm{Ref}`$ there is a unique $`B\mathrm{Ref}`$ such that $`xW_AW_B`$. We denote this set $`B`$ by $`xA`$. This defines an action of $`B_n^+`$ on $`2^{\mathrm{Ref}}`$. By \[Kr2, Lemma 4.2\], this action maps half-permutations to half-permutations. This defines an action of $`B_n^+`$ on the set of half-permutations. Finally, Krammer observes that the map $`GB`$ from this set to $`\mathrm{\Omega }`$ is $`B_n^+`$-equivariant. Thus, for any positive braid $`xB_n^+`$ and a half-permutation $`A\mathrm{Ref}`$, we have
$$GB(xA)=LF(xGB(A)).$$
$`(3.2)`$
The rest of the argument is contained in the following two lemmas.
3.6. Lemma.Let $`B_n`$ act on a set $`U`$. Suppose we are given non-empty disjoint sets $`\{C_xU\}_{x\mathrm{\Omega }}`$ such that $`xC_yC_{LF(xy)}`$ for all $`x,y\mathrm{\Omega }`$. Then the action of $`B_n`$ on $`U`$ is faithful.
Proof. โ Denote by $`\mathrm{}`$ the group homomorphism $`B_n๐`$ mapping $`\sigma _1,\mathrm{},\sigma _{n1}`$ to $`1`$. We check first that the inclusion $`xC_yC_{LF(xy)}`$ holds for all $`xB_n^+`$ and $`y\mathrm{\Omega }`$. Clearly, $`\mathrm{}(B_n^+)0`$ so that we can use induction on $`\mathrm{}(x)`$. If $`\mathrm{}(x)=0`$ then $`x=1`$ and the inclusion follows from the equality $`LF(y)=y`$. Let $`\mathrm{}(x)1`$. Then $`x=\sigma _iv`$ where $`i=1,\mathrm{},n1`$ and $`vB_n^+`$. Clearly, $`\mathrm{}(v)=\mathrm{}(x)1`$. We have
$$xC_y=\sigma _ivC_y\sigma _i(C_{LF(vy)})C_{LF(\sigma _iLF(vy))}=C_{LF(\sigma _ivy)}=C_{LF(xy)}.$$
Here the first inclusion follows from the induction hypothesis, the second inclusion follows from the assumptions of the lemma, the middle equality follows from (3.1).
It is known that for any $`bB_n`$ there are $`x,yB_n^+`$ such that $`b=xy^1`$. Therefore to prove the lemma it suffices to show that, if two elements $`x,yB_n^+`$ act in the same way on $`U`$, then $`x=y`$. We will show this by induction on $`\mathrm{}(x)+\mathrm{}(y)`$. If $`\mathrm{}(x)+\mathrm{}(y)=0`$, then $`x=y=1`$. Assume that $`\mathrm{}(x)+\mathrm{}(y)>0`$. By assumption, $`C_1`$ is non-empty; choose any $`uC_1`$. We have $`xuxC_1C_{LF(x)}`$ and similarly $`yuC_{LF(y)}`$. Hence $`xu=yuC_{LF(x)}C_{LF(y)}`$. By the disjointness assumption, this is possible only if $`LF(x)=LF(y)`$. Write $`z=LF(x)\mathrm{\Omega }`$ and consider $`x^{},y^{}B_n^+`$ such that $`x=zx^{}`$ and $`y=zy^{}`$. We have $`z1`$ since otherwise $`x=y=1`$. Then $`\mathrm{}(z)>0`$ and $`\mathrm{}(x^{})+\mathrm{}(y^{})<\mathrm{}(x)+\mathrm{}(y)`$. The induction assumption yields that $`x^{}=y^{}`$. Therefore $`x=y`$. This proves the inductive step and the lemma.
3.7. Lemma.For $`x\mathrm{\Omega }`$, set
$$C_x=\underset{AGB^1(x)}{}W_AV$$
where $`A`$ runs over all half-permutations such that $`GB(A)=x`$. Then the sets $`\{C_x\}_{x\mathrm{\Omega }}`$ satisfy all the conditions of Lemma 3.6. Therefore the action of $`B_n`$ on $`V`$ is faithful.
Proof. โ It is obvious that the sets $`\{C_x\}_{x\mathrm{\Omega }}`$ are disjoint. The set $`C_x`$ is non-empty because $`\mathrm{}W_{L(r^1(x))}C_x`$.
To prove the inclusion $`xC_yC_{LF(xy)}`$ for $`x,y\mathrm{\Omega }`$, it suffices to prove that $`xW_AC_{LF(xy)}`$ whenever $`A`$ is a half-permutation such that $`GB(A)=y`$. This follows from the inclusions
$$xW_AW_{xA}C_{GB(xA)}=C_{LF(xy)}.$$
Here the first inclusion follows from the definition of the $`B_n^+`$-action of $`\mathrm{Ref}`$. The second inclusion follows from the definition of $`C_{GB(xA)}`$. The equality follows from (3.2).
3.8. More about the representation. โ Let $`\mathrm{}_\mathrm{\Omega }:B_n๐`$ be the length function with respect to the generating set $`\mathrm{\Omega }`$: for $`xB_n`$, $`\mathrm{}_\mathrm{\Omega }(x)`$ is the minimal natural number $`k`$ such that $`x=x_1\mathrm{}x_k`$ where $`x_i\mathrm{\Omega }`$ or $`x_i^1\mathrm{\Omega }`$ for each $`i=1,\mathrm{},k`$. Among other related results, Krammer gives an explicit computation of $`\mathrm{}_\mathrm{\Omega }`$ in terms of his representation. Namely, take the Laurent polynomial ring $`R=๐[q^{\pm 1},t^{\pm 1}]`$ as the ground ring and denote by $`\rho `$ Krammerโs representation $`B_n\mathrm{Aut}(V)`$ defined in Sect. 3.1. For $`xB_n`$, consider the Laurent expansion $`\rho (x)=A_kt^k+A_{k+1}t^{k+1}+\mathrm{}+A_lt^l`$ where $`\{A_i\}_{i=k}^l`$ are $`(m\times m)`$-matrices over $`๐[q^{\pm 1}]`$ and $`A_k0,A_l0`$. Then
$$\mathrm{}_\mathrm{\Omega }(x)=\mathrm{max}(lk,l,k).$$
This formula yields another proof of the faithfulness of $`\rho `$: If $`x\mathrm{Ker}\rho `$, then $`k=l=0`$ so that $`\mathrm{}_\mathrm{\Omega }(x)=0`$ and $`x=1`$.
The length function $`\mathrm{}_\mathrm{\Omega }`$ was first considered by Charney \[Ch\] who proved that the formal power series $`_{xB_n}z^{\mathrm{}_\mathrm{\Omega }(x)}๐[[z]]`$ is a rational function. It is unknown whether the similar formal power series determined by the length function with respect to the generators $`\sigma _1,\mathrm{},\sigma _{n1}`$ is rational.
4. BMW-ALGEBRAS AND REPRESENTATIONS OF $`B_n`$
4.1. Hecke algebras and representations of $`B_n`$. A vast family of representations of $`B_n`$ including the Burau representation arise from a study of Hecke algebras. The Hecke algebra $`H_n(\alpha )`$ corresponding to $`\alpha ๐`$ can be defined as the quotient of the complex group ring $`๐[B_n]`$ by the relations $`\sigma _i^2=(1\alpha )\sigma _i+\alpha `$ for $`i=1,\mathrm{},n1`$. This family of finite dimensional $`๐`$-algebras is a one-parameter deformation of $`๐[S_n]=H_n(1)`$. For $`\alpha `$ sufficiently close to $`1`$, the algebra $`H_n(\alpha )`$ is isomorphic to $`๐[S_n]`$. For such $`\alpha `$, the algebra $`H_n(\alpha )`$ is semisimple and its irreducible representations are indexed by the Young diagrams with $`n`$ boxes. Their decomposition rules and dimensions are the same as for the irreducible representations of $`S_n`$.
Each representation of $`H_n(\alpha )`$ yields a representation of $`B_n`$ via the natural projection $`B_n๐[B_n]H_n(\alpha )`$. This gives a family of irreducible finite dimensional representations of $`B_n`$ indexed by the Young diagrams with $`n`$ boxes. These representations were extensively studied by V. Jones \[Jo\]. In particular, he observed that the $`(n1)`$-dimensional Burau representation of $`B_n`$ appears as the irreducible representation associated with the two-column Young diagram whose columns have $`n1`$ boxes and one box, respectively.
4.2. Birman-Murakami-Wenzl algebras and their representations. Jun Murakami \[Mu\] and independently J. Birman and H. Wenzl \[BW\] introduced a two-parameter family of finite dimensional $`๐`$-algebras $`C_n(\alpha ,l)`$ where $`\alpha `$ and $`l`$ are non-zero complex numbers such that $`\alpha ^41`$ and $`l^41`$. For $`i=1,\mathrm{},n1`$, set
$$e_i=(\alpha +\alpha ^1)^1(\sigma _i+\sigma _i^1)1๐[B_n].$$
The algebra $`C_n(\alpha ,l)`$ is the quotient of $`๐[B_n]`$ by the relations
$$e_i\sigma _i=l^1e_i,e_i\sigma _{i1}^{\pm 1}e_i=l^{\pm 1}e_i$$
for all $`i`$. (The original definition in \[BW\] involves more relations; for the shorter list given above, see \[We\]). The algebra $`C_n(\alpha ,l)`$ admits a geometric interpretation in terms of so-called Kauffman skein classes of tangles in Euclidean 3-space. This family of algebras is a deformation of an algebra introduced by R. Brauer \[Br\] in 1937.
The algebraic structure and representations of $`C_n(\alpha ,l)`$ were studied by Wenzl \[We\], who established (among other results) the following three facts.
(i) For generic $`\alpha ,l`$, the algebra $`C_n(\alpha ,l)`$ is semisimple.
Here โgenericโ means that $`\alpha `$ is not a root of unity and $`\sqrt{1}l`$ is not an integer power of $`\sqrt{1}\alpha `$. (The latter two numbers correspond to $`r`$ and $`q`$ in Wenzlโs notation). In the sequel we assume that $`\alpha ,l`$ are generic in this sense. We denote the number of boxes in a Young diagram $`\lambda `$ by $`|\lambda |`$.
(ii) The irreducible finite dimensional $`C_n(\alpha ,l)`$-modules are indexed by the Young diagrams $`\lambda `$ such that $`|\lambda |n`$ and $`|\lambda |n(\mathrm{mod}\mathrm{\hspace{0.17em}2})`$.
The irreducible $`C_n(\alpha ,l)`$-module corresponding to $`\lambda `$ will be denoted by $`V_{n,\lambda }`$. Composing the natural projection $`B_n๐[B_n]C_n(\alpha ,l)`$ with the action of $`C_n(\alpha ,l)`$ on $`V_{n,\lambda }`$ we obtain an irreducible representation of $`B_n`$.
Observe that the inclusion $`B_{n1}B_n`$ sending each $`\sigma _iB_{n1}`$ with $`i=1,\mathrm{}`$, $`n2`$ to $`\sigma _iB_n`$ induces an inclusion $`C_{n1}(\alpha ,l)C_n(\alpha ,l)`$ for all $`n2`$.
(iii) The $`C_n(\alpha ,l)`$-module $`V_{n,\lambda }`$ decomposes as a $`C_{n1}(\alpha ,l)`$-module into a direct sum $`_\mu V_{n1,\mu }`$ where $`\mu `$ ranges over all Young diagrams obtained by removing or (if $`|\lambda |<n`$) adding one box to $`\lambda `$. Each such $`\mu `$ appears in this decomposition with multiplicity 1.
4.3. The Bratelli diagram for the BMW-algebras. The assertions (ii) and (iii) in Sect. 4.2 allow us to draw the Bratelli diagram for the sequence $`C_1(\alpha ,l)C_2(\alpha ,l)\mathrm{}`$ On the level $`n=1,2,\mathrm{}`$ of the Bratelli diagram one puts all Young diagrams $`\lambda `$ such that $`|\lambda |n`$ and $`|\lambda |n(\mathrm{mod}\mathrm{\hspace{0.17em}2})`$. Then one connects by an edge each $`\lambda `$ on the $`n`$-th level to all Young diagrams on the $`(n1)`$-th level obtained by removing or (if $`|\lambda |<n`$) adding one box to $`\lambda `$. For instance, the $`n=1`$ level consists of a single Young diagram with one box corresponding to the tautological one-dimensional representation of $`C_1(\alpha ,l)=๐`$. The $`n=2`$ level contains the empty Young diagram and two Young diagrams with two boxes. All three are connected by an edge to the diagram on the level 1. Note that every Young diagram $`\lambda `$ appears on the levels $`|\lambda |,|\lambda |+2,|\lambda |+4,\mathrm{}`$
The Bratelli diagram yields a useful method of computing the dimension of $`V_{n,\lambda }`$ where $`\lambda `$ is a Young diagram on the $`n`$-th level. It is clear from (iii) that $`\mathrm{dim}(V_{n,\lambda })`$ is the number of paths on the Bratelli diagram leading from $`\lambda `$ to the only diagram on the level 1. Here by a path we mean a path with vertices lying on consecutively decreasing levels. We give three examples of computations based on (iii).
(a) Let $`\lambda _n`$ be the Young diagram represented by a column of $`n`$ boxes. There is only one path from $`\lambda _n`$, positioned on the level $`n`$, to the top of the Bratelli diagram. Hence, $`\mathrm{dim}(V_{n,\lambda _n})=1`$ for all $`n1`$.
For $`n2`$, the algebra $`C_n(\alpha ,l)`$ has two one-dimensional representations. In both of them all $`e_i`$ act as $`0`$ and all $`\sigma _i`$ act as multiplication by one and the same number equal either to $`\alpha `$ or to $`\alpha ^1`$. We choose the correspondence between the irreducible $`C_n(\alpha ,l)`$-modules and the Young diagrams so that all $`\sigma _i`$ act on $`V_{n,\lambda _n}`$ as multiplication by $`\alpha `$. If $`\lambda _n^T`$ is the Young diagram represented by a row of $`n`$ boxes, then similarly to (a) we have that $`\mathrm{dim}(V_{n,\lambda _n^T})=1`$ and all $`\sigma _i`$ act on $`V_{n,\lambda _n^T}`$ as multiplication by $`\alpha ^1`$.
(b) For $`n2`$, let $`\lambda _n^{}`$ be the two-column Young diagram whose columns have $`n1`$ boxes and one box, respectively. For $`n3`$, the diagram $`\lambda _n^{}`$, positioned on the level $`n`$, is connected to only two Young diagrams on the previous level, namely, to $`\lambda _{n1}^{}`$ and $`\lambda _{n1}`$. Hence
$$\mathrm{dim}(V_{n,\lambda _n^{}})=\mathrm{dim}(V_{n1,\lambda _{n1}^{}})+\mathrm{dim}(V_{n1,\lambda _{n1}})=\mathrm{dim}(V_{n1,\lambda _{n1}^{}})+1.$$
We have $`\lambda _2^{}=\lambda _2^T`$ so that $`\mathrm{dim}(V_{2,\lambda _2^{}})=1`$. Hence $`\mathrm{dim}(V_{n,\lambda _n^{}})=n1`$ for all $`n2`$.
(c) For $`n2`$, consider the module $`V_{n,\lambda _{n2}}`$ corresponding to the Young diagram $`\lambda _{n2}`$ positioned on the level $`n`$. If $`n3`$, then this diagram is connected to three Young diagrams on the previous level, namely, to $`\lambda _{n1},\lambda _{n3}`$, $`\lambda _{n1}^{}`$. Hence
$$\mathrm{dim}(V_{n,\lambda _{n2}})=\mathrm{dim}(V_{n1,\lambda _{n1}})+\mathrm{dim}(V_{n1,\lambda _{n3}})+\mathrm{dim}(V_{n1,\lambda _{n1}^{}})$$
$$=\mathrm{dim}(V_{n1,\lambda _{n3}})+n1.$$
We gave $`\lambda _0=\mathrm{}`$ and by (iii) above, $`\mathrm{dim}(V_{2,\lambda _0})=\mathrm{dim}(V_{1,\lambda _1})=1`$. Thus for all $`n2`$,
$$\mathrm{dim}(V_{n,\lambda _{n2}})=n(n1)/2,$$
i.e., $`V_{n,\lambda _{n2}}`$ has the same dimension as the Krammer representation of $`B_n`$. We now rescale the representation $`B_n\mathrm{Aut}(V_{n,\lambda _{n2}})`$ by dividing the action of each $`\sigma _i`$ by $`\alpha `$.
4.4. Theorem. (M. Zinno \[Zi\]) โ The Krammer representation corresponding to $`q=\alpha ^2`$ and $`t=\alpha ^3l^1`$ is isomorphic to the rescaled representation $`B_n\mathrm{Aut}(V_{n,\lambda _{n2}})`$.
The proof given in \[Zi\] goes by a direct comparison of both actions of $`B_n`$ on certain bases. Theorem 4.4 implies that the Krammer-Bigelow representation considered in Sect. 2 and 3 is irreducible.
BIBLIOGRAPHY
\[Bi1\] S. BIGELOW โ The Burau representation is not faithful for $`n5`$, Preprint math. GT/9904100.
\[Bi2\] S. BIGELOW โ Braid groups are linear, Preprint math. GR/0005038.
\[Bir\] J. S. BIRMAN โ Braids, links, and mapping class groups, Ann. of Math. Stud., vol. 82, Princeton Univ. Press, Princeton, N.J., 1974.
\[BW\] J. S. BIRMAN, H. WENZL โ Braids, link polynomials and a new algebra, Trans. Amer. Math. Soc. 313 (1989), 249โ273.
\[Br\] R. BRAUER โ On algebras which are connected with the semisimple continuous groups, Ann. of Math. 38 (1937), 857โ872.
\[Bu\] W. BURAU โ รber Zopfgruppen und gleichsinnig verdrillte Verkettungen, Abh. Math. Semin. Hamburg. Univ. 11 (1935), 179-186.
\[Ch\] R. CHARNEY โ Geodesic automation and growth functions for Artin groups of finite type, Math. Ann. 301 (1995), 307โ324.
\[DFG\] J. L. DYER, E. FORMANEK, E. K. GROSSMAN โ On the linearity of automorphism groups of free groups, Arch. Math. (Basel) 38 (1982), 404โ409.
\[FLP\] A. FATHI, F. LAUDENBACH, V. POENARU โ Travaux de Thurston sur les surfaces, Astรฉrisque 66โ67 (1991), Soc. Math. France, Paris.
\[FP\] E. FORMANEK, C. PROCESI โ The automorphism group of a free group is not linear, J. Algebra 149 (1992), 494โ499.
\[Ga\] F. A. GARSIDE โ The braid group and other groups, Quart. J. Math. Oxford 20 (1969), 235โ254.
\[Iv1\] N. V. IVANOV โ Automorphisms of Teichmรผller modular groups, Topology and geometry โ Rohlin Seminar, Lecture Notes in Math., vol. 1346, Springer, Berlin-New York (1988), 199โ270.
\[Iv2\] N. V. IVANOV โ Subgroups of Teichmรผller modular groups, Transl. of Math. Monographs, vol. 115. Amer. Math. Soc., Providence, RI, 1992.
\[Jo\] V. F. R. JONES โ Hecke algebra representations of braid groups and link polynomials, Ann. of Math. 126 (1987), 335โ388.
\[Ka\] C. KASSEL โ Lโordre de Dehornoy sur les tresses, Sรฉminaire Bourbaki, exposรฉ 865 (novembre 1999), to appear in Astรฉrisque, Soc. Math. France, Paris.
\[Kr1\] D. KRAMMER โ The braid group $`B_4`$ is linear, Preprint, Basel (1999).
\[Kr2\] D. KRAMMER โ Braid Groups are linear, Preprint, Basel (2000).
\[La\] R. J. LAWRENCE โ Homological representations of the Hecke algebra, Comm. Math. Phys. 135 (1990), 141โ191.
\[LP\] D. D. LONG, M. PATON โ The Burau representation is not faithful for $`n6`$, Topology 32 (1993), 439โ447.
\[Mi\] J. MICHEL โ A note on words in braid monoids, J. Algebra 215 (1999), 366โ377.
\[Mo\] J. A. MOODY โ The Burau representation of the braid group $`B_n`$ is unfaithful for large $`n`$, Bull. Amer. Math. Soc. (N.S.) 25 (1991), 379โ384.
\[Mi\] J. MURAKAMI โ The Kauffman polynomial of links and representation theory, Osaka J. Math. 24 (1987), 745โ758.
\[We\] H. WENZL โ Quantum groups and subfactors of type $`B`$, $`C`$, and $`D`$, Comm. Math. Phys. 133 (1990), 383โ432.
\[Zi\] M. G. ZINNO โ On Krammerโs Representation of the Braid Group, Preprint math. RT/0002136.
Vladimir TURAEV
Institut de Recherche Mathรฉmatique Avancรฉe
Universitรฉ Louis Pasteur et C.N.R.S.
7 rue Descartes
F-67084 STRASBOURG Cedex
Eโmail : turaev@math.u-strasbg.fr
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# Unoccupied electronic states of Au(113): theory and experiment.
## I Introduction
The electronic structure of low index faces of noble metals has been the subject of many experimental studies using techniques such as photoemission, two photon photoemission and inverse photoemission. In particular several of those studies have dealt with the electronic structure above the Fermi level $`(\epsilon _F)`$ of different noble metal surfaces. The main interest has been the description of image states and resonances together with the identification of crystal derived surface states .
For Au(100), for example, there is data confirming the existence of a surface state within the band gap at $`\overline{\mathrm{\Gamma }}`$ and also a surface resonance of a bulk derived features along the $`\overline{X}\overline{\mathrm{\Gamma }}\overline{M}`$ directions. Similarly Au(111) also shows a resonance which has been assigned to an image state in an energy region above the band gap at $`\overline{\mathrm{\Gamma }}`$ . On Au(110) there are two surface states at $`\overline{X}`$ and one at $`\overline{Y}`$ within a band gap, for energies above $`\epsilon _F`$. For Au surfaces then, in every band gap at least one surface state has been detected; image states have been observed, even if the states are within the bulk allowed energy momentum region. All these surfaces have in common that they show a room temperature reconstruction, but little effect from it has been detected in the empty electronic states. The results presented below are no exception to this general rule.
Au is a still a subject of interest as a fairly inert substrate to grow thin films of ferromagnetic materials that display oscillatory magnetization. An important aspect, in these very thin films, is the mismatch between the lattice parameters of the substrate and the film. Both the morphology of the growth and therefore the physical properties of the films are strongly dependent on this parameter. In the search for the proper growth orientation and mass density of the epitaxial layers, vicinal surfaces as fcc(113) could be considered, but there is a lack of both experimental and theoretical description of their electronic structure. In the case of thin films both the width and intensity of the unoccupied adsorbate induced resonances have been shown to depend on the details of the substrate electronic structure.
In the present study we describe the unoccupied electronic states of Au(113) along the two principal axis of this surface. We used Inverse photoemission spectroscopy (IPS) together with first principle calculations of the bulk band structure to provide a complete interpretation of the origin and nature of the different resonances present in our measurements. Using numerical calculations to describe the bulk band structure and its projection on a particular direction we have been able to label the different surface resonances and states, independent of the complexity of the measured surface electronic structure. This numerical-experimental combination should prove valuable in the description of the unoccupied states of thin metallic layers.
## II Experimental
Inverse photoemission spectroscopy (IPS) is a technique which renders information regarding the unocuppied band structure of a solid . The usual energy range considered goes from $`\epsilon _F`$ up to 10 or 15 eV above, including specially the energy region below the vacuum level. Our experiments were performed in a vacuum chamber equipped with an isochromat inverse photoemission spectrometer, based on a design by Dose . The photon detector is a Geiger Mรผller counter filled with Iodine as a discharge gas and He as a buffer gas. The window that accepts the photons into the detector is a polished $`SrF_2`$ disc. The combination of the bandgap of the window and the ionization potential of Iodine makes this detector highly sensitive to photons in a very narrow band around $`(9.5\pm 0.3)`$ eV . The electron beam is produced by an electron gun based on a design by Zipf . It consists of a BaO cathode indirectly heated by a tungsten filament, an electron extraction element and a focusing lens. The measured energy resolution at 10 eV is 0.4 eV (FWHM) as measured by detecting the current on a flat metallic sample, subject to a ramp of increasing repulsive potential. The sample is mounted on a goniometer with both an azimuthal rotation and a rotation through an angle theta $`(\theta )`$ around an axis on the plane of the sample. This is an improved manipulator which allows a much more precise and reproducible positioning than the one we used on a preliminary measurement on this same system . The azimuthal angle is adjusted such that the electron momentum parallel to the surface $`(\mathrm{}k_{//})`$ is oriented along some major crystallographic direction. By changing $`\theta `$ we can change the angle between the surface normal and the incident electronic momentum ($`k`$). Both the power supply which controls the electron gun and the counter attached to the the detector are connected to a personal computer via an interface using the GPIB protocol. A typical spectrum shows the photon intensity as a function of the energy of the incoming electrons in increments of 0.2 eV. The onset of the counts determines the location of $`(\epsilon _F)`$. A resonance in one of these spectrum can be represented as a point in a energy-momentum $`(\epsilon `$ vs. $`k_{//})`$ plane using the relation $`k_{//}=sin\theta \sqrt{\frac{2m}{\mathrm{}^2}(\epsilon +\mathrm{}\omega \varphi )}`$, with m being the electron rest mass, $`\epsilon `$ the energy of the resonance measured with respect to $`(\epsilon _F)`$, $`\mathrm{}\omega `$ the energy of the detected photons, $`\varphi `$ the work function of the sample and $`\theta `$ has been defined above.
The sample was prepared from 5N Au boule which was first mechanically polished and then electroplolished with the surface normal oriented within a 0.5 of the direction as verified by x-ray diffraction. It was successively sputtered with 1 keV $`Ar^+`$ion beam and annealed to 450C. The surface displays a Low Energy Diffraction (LEED) pattern consistent with a clean surface. It shows a reconstruction close to a (1$`\times `$5) symmetry. . A previous study of this surface using x-ray diffraction have shown this reconstruction to be incommensurate with the substrate, but no structural model for the surface has yet been proposed. From the LEED pattern itself we can not determine if the phase is incommensurate unless a detailed LEED I-V or other structural study is carried out.
## III Numerical calculation
In order to determine the origin of the electronic resonances that appear in our measurements. We performed a detailed calculation of the pure bulk states of Au in the fcc structure at the equilibrium lattice parameter.
The calculation of the electronic structure of bulk Au was performed using standard LMTO techniques , with a lattice parameter $`a=4.08`$ร
, in the fcc structure. A mesh of 18 points along each of the three primitive reciprocal translation vectors and the tetrahedron method was used to perform integrations in the Brillouin zone.
Figure 1 shows the result of our calculation for the standard band structure in different directions along the principal axis of the Brillouin zone. We can also determine the total density of states (DOS) as a function of energy (Figure 2) which could be compared to previous calculations. In order to help us in the interpretation of our experimental IPS measurements,we have performed a projection of the electronic states along the two main perpendicular directions of the (113) surface, namely $`[\overline{1}10]`$ and $`[33\overline{2}]`$ directions. This operation is simply to represent in a single graph all the energy states with a common $`k_{//}`$, regardless of the momentum in the direction normal to the surface. Figures 4 and 5 show the projected bands along the two perpendicular directions (in units of ร
<sup>-1</sup>) referred to the Fermi energy (in $`eV`$). The density of points in the graph reminds us of the underlying symmetry of the projected states which can be visualized because for both figures we have used a mesh of 100 points for the complete range of $`k_{}`$. It is easy to recognize the existence of energy gaps between 1 eV and 3 eV above the Fermi energy in both directions. These gaps can be labeled with a combination of X and L character, with $`k_X=(1,0,0)`$ and $`k_L=(\frac{1}{2},\frac{1}{2},\frac{1}{2})`$ in units of $`2\pi /a`$.
To further visualize the location these energy gaps we calculated all the electronic states on the unitary cube of side ($`4\pi /a`$) in the reciprocal space. Figure 5 shows a constant energy surface of the electronic states between 2.5 eV and 3 eV above $`\epsilon _F`$ in this unitary cube. This small energy range is chosen to provide enough points for a suitable representation of the surface, as required by the smoothing and fitting routines used to generate the graph. The cube has been rotated in such a way that the direction comes out normal to the plane of the figure.
This constant energy surface shows two sets of gaps. Each one of them located symmetrically, along the two main perpendicular axis, and also to the projection of the origin of the inverse space onto the $`(113)`$ plane ($`\overline{\mathrm{\Gamma }}`$).
In an extended representation of the inverse space only the gaps shown along the $`[33\overline{2}]`$ direction remains. The rest of the space is filled by the electronic states from other zones with their respective centers slightly displaced. In particular the gaps along the $`[\overline{1}10]`$ direction disappear and they can not be observed in the surface projected band structure (see Figure 4).
The two gaps, located symmetrically with respect to $`\overline{\mathrm{\Gamma }}`$, along the $`[33\overline{2}]`$,could also be seen along the perpendicular direction as shown Figures 3 and 4, simply because of the peculiar shape of surface Brillouin zone for the (113)surface (see Figure 6).
By inspection of Figure 5 we can clearly see that the gaps in this energy region occurs by the exact superposition in k-space of the projections of the necks joining the neighboring cubes along the six equivalent directions and the gaps in the zone boundary along the cube diagonals ( direction). In the next section we will see how this information is relevant in the labeling of the different surface resonances as seen by IPS.
## IV Experimental results and discussion
### A \[$`\overline{1}10`$\] direction
We will consider first a set of spectra along the the direction of the close packed rows ($`[\overline{1}10]`$). Since the reconstruction of the surface shows no change in the surface periodicity along this direction, as judged from the LEED diagrams, one should not expect a large influence of the atomic rearrangement on the surface electronic structure. Figure 7 shows a series of IPS spectra for different angles of the incoming electrons respect to the surface normal. The Fermi level is clearly distinguishable as the onset for the photon intensity and it has been used as the origin for the energy scale. The intensity is measured as photons/(electrons $`\times `$ energy) but they are presented in an arbitrary scale. Some of the spectra have been re-scaled to facilitate their display.
There are clearly two sets of resonances, one them located above 10 $`eV`$ from $`\epsilon _F`$ and the other one below 5 $`eV`$. The high energy resonances are fairly weak in intensity and show very little dispersion in energy. The low energy resonances instead are fairly well defined, which makes easier the identification of their evolution as the angle respect to the surface normal is changed. Also these states disperse over a wider energy range as can be seen directly from Figure 7.
In Figure 8 we show a plot of the $`\epsilon `$ vs. $`k_{//}`$ plane for this particular azimuth, with the parallel momentum along the $`[\overline{1}10]`$ direction. The filled squares are the result of the numerical calculation. They represent the energy and momentum of a final state for a transition from an energy state 9.5$`\pm `$ 0.3 $`eV`$ higher but for the same value of $`k`$. The calculated points are derived from the bulk energy bands calculated as described in the previous section. This way of finding the transitions is a more realistic than using the parabolic approximation to map the energy dispersion of a particular surface state or resonance. The choice of the energy difference is done to match the IPSโs detector response. In this way, the square points correspond to a theoretical prediction of bulk derived features of an IP experiment, based on a first principle calculation of the solid energy bands. It should be also noted that the energy difference between final and initial state is not exactly 9.5 $`eV`$, we have added a 0.3 $`eV`$ Gaussian noise to mimic the experimental response. This calculation does not include the spectral weight associated with the matrix element effects on the optical transitions, which can drive some of the predicted events below the detectability limit.
The circular data markers in Figure 8, come from the measured data (Figure 7) and they correspond to the different resonances in each spectrum. We have chosen to separate them in two groups, one of them, all data points that superpose with calculated values of bulk derived features$`()`$ and the other set are those clearly located in a gap$`()`$ for the allowed bulk transitions. It should be clear that there is no absolute gap along this azimuth, the voids in the $`\epsilon k`$ plane, shown in Figure 8 are related to the restrictions on energy and momentum imposed on the bulk transitions. We can then associate several resonances to bulk derived features, but at the same time we can recognize the existence of surface resonances, $`(R_1`$ and $`R_2)`$ since they show no superposition with the calculated transitions. $`R_1`$ behaves as a typical image state, since the energy is a minimum at low $`k_{//}`$ values and then it increases for larger $`k`$. Rigorously it can not be labeled as an image state since it does not happen in a gap of the bulk energy bands. The second resonance $`R_2`$ at about 4.4 $`eV`$ above $`\epsilon _F`$, just below the vacuum level, could then be interpreted as the higher energy states of the Rydberg series of image states. It is indeed surprising that these transitions are intense enough to be detected since there is no absolute gap in the bulk states for this energy region, hence the associated wave function should not be well localized at the surface. The argument in favor for this interpretation in the case of $`R_2`$, is the almost flat dispersion with $`k_{//}`$ the resonance, which keeps keeps it confined by the image potential below the vacuum level.
### B $`[33\overline{2}]`$ azimuth
As in the perpendicular direction (Fig. 7) in Figure 9 we show a complete set IPS spectra, where we can clearly identify several resonaces with large dispersions, spanning in some cases an energy range as large as 2 $`eV`$.
At low angle we have two prominent resonances in the spectra. One of them which at normal incidence starts dispersing towards the Fermi level from about 6 $`eV`$, down to 4$`eV`$ at about 15 off normal. Another prominent resonance starts from 1.3 $`eV`$ above the Fermi level at normal incidence increasing its energy up to 2.9 $`eV`$ at about $`17.5^{}`$. At $`30^{}`$ a new resonance emerges ($`SS`$) at about $`3`$ $`eV`$ and as the angle increases it moves towards the Fermi level arriving at a minimum energy at about $`40^{}`$.For larger angles it moves back to higher energies and can it be clearly detected as far as $`55^{}`$ off normal.
We have represented all these resonances in a $`\epsilon `$ vs. $`k`$ plane in Figure 10. The dark circular markers are the data points taken from the IPS spectra and the black squares are again the theoretical prediction for the bulk allowed transition. In addition we have encircled in a solid line the region of the absolute energy gap for this azimuth as determined from our calculation shown in Figure 4. Most of the experimental data points are on top of the bulk allowed transition and follow closely the dispersion of the calculated features. Exception to this statement is the state labeled $`S`$, which is clearly contained in the absolute energy gap, so we can label it legitimately as a surface state. The differences between the nature of $`S`$ and the resonances along the $`[\overline{1}10]`$ direction, $`R_1`$ and $`R_2`$, are subtle but clear. $`R_1`$ is contained in a โspectrometer energy gapโ, while $`S`$ is within an absolute band gap. In addition $`R_1`$ shows a typical upwards dispersion as $`k_{//}`$ increases. This behavior could be associated with a free particle wave function dispersion not necessarily derived from the crystalline energy bands.
In fact this is in contrast with the dispersion of $`S`$ which clearly follows the symmetry of the nearby energy bands, distinguishing it from an image charge type states which has its minimum energy at $`(\overline{\mathrm{\Gamma }})`$. The surface state $`S`$ has its minimum energy at the zone boundary ($`k_{//}=0.66`$ ร
<sup>-1</sup>).
## V Conclusions
We have studied using IPS the empty electronic states of Au(113) from the Fermi level up to 15 $`eV`$ along the two main crystallographic axis: $`[\overline{1}10]`$ and $`[33\overline{2}]`$. In addition we calculated from first principles the Au band structure. We used this information to perform a surface projection of the bulk electronic structure and determine the locations of the surface energy gaps. Comparing the experimental results with the transitions predicted by our calculation we were able to recognize several surface resonances. Some of them were derived from bulk states. From the calculations we gained insight on the nature and origin of two surface resonances (along $`[\overline{1}10]`$ direction with energies 4.3 $`eV`$ and 2.7 $`eV`$ near normal incidence) and a surface state (along $`[33\overline{2}]`$, with a minimum energy of 2.7 $`eV`$ at $`k_{//}0.6`$ร
<sup>-1</sup>). Undoubtedly our experimental results in conjunction with the theoretical analysis presented here shows that isochromat IPS is a fairly powerful technique to study the unoccupied energy bands of single crystalline structures.
## Acknowledgment
We give special thanks to Dr. Dave Zehner for his help in preparing the crystal. This research received financial support from FONDECYT grants # 1990812 and 1990304 ,Fundaciรณn Andes grant C-10810/2 and ICM P99-135-F.
## References
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# Clumps into Voids
## 1 Introduction
In the inflationary universe paradigm, it is believed that the observed universe is very nearly flat. The density of baryons โ which can be obtained from primordial nucleosynthesis theory โ is however very small and this requires that most matter is non-baryonic. Traditional theories of structure formation assert that baryonic matter fell into the high density peaks of dark matter and became luminous forming stars and galaxies. The stationary view, in which matter concentrations remain essentially fixed, may be thought of as being governed by a mapping which preserves extremal points of the density field. It may well be a good approximation if the initial density field is simply amplified by gravitational processing, but when the matter content of the pre- and post-decoupling epochs is viewed from a hydrodynamical point of view as a fluid in high-temperature plasma or quasi-plasma state, one would expect shock waves and other spatial gradients to exist (even if their amplitudes were small). Indeed, large scale inhomogeneities and flows have been shown to be a pervasive influence on the behaviour of the universe on scales of up to 100 Mpc. (Cf. for example ). The now undisputed existence of large-scale cosmic flows (on the scale of $`15000kms^1`$) as has been reported by various authors , lends more credence to the idea that perhaps the stationary approximation, used ubiquitously in structure formation, is not as good as assumed. The bulk flow reading of $`700\pm 170kms^1`$ found for all Abell clusters with redshifts less than $`15000kms^1`$ strongly excludes any of the popular models with Gaussian initial conditions.
In this context, the Lemaรฎtre-Tolman-Bondi (ltb) universe is interesting as one may analytically study the evolution of spherically symmetric inhomogeneities. The discovery of large scale voids and walls in the eighties sparked interest in the ltb model as a means of investigating these, and other similar, structures (for example ).
The nonlinear effects of large scale clumps (for example ) and voids () on the production of anisotropies in the cmb has been studied using ltb models numerically. The results have been that a large part of the temperature anisotropies in the background radiation (the dipole component) may be completely due to large scale structures, but leave open the origin of other sources (for example quadrupole) as truly cosmological. Also worthy of mention is the work done by Lake and Pim .
These studies concentrated on the description and feasibility of spherical inhomogeneities, and were not too concerned with determining under what conditions structures could change radically with evolution. Here we intend to initiate analytical studies on this topic.
At the centre of symmetry of an ltb universe, we must generically have a position of extreme density. Thus at the centre it is not feasible to study the question of density waves, per se, since a wave is defined by the fact that a maximum (or minimum) moves at some velocity away from the worldline. But at the centre we can ask the question: โunder what conditions will a density maximum evolve into a density minimum or vice versa?โ. This is a first step towards a study of cosmic flows in this model, since if this question can be answered in the affirmative, then it would naturally follow that in some region around the centre over the time elapsed a maximum (or minimum) has to be traveling away from the centre.
If physical, this would raise questions about the validity of the standard model of structure formation. It is particularly important to cobe analyses where the data (for example, hot spots and cold spots corresponding to under- and over-densities respectively) on the last scattering surface is โtransferredโ to the current epoch by use of a function which does not assume that the peaks in the matter distribution may change to troughs.
## 2 Preliminaries and Programme
We are interested in whether the profile of a density inhomogeneity can change significantly with evolution. Specifically, we want to know whether a central maximum in density can evolve into a central minimum, or vice versa. For our investigation we use the simplest inhomogeneous cosmological solution to the Einstein field equations, the ltb model.
This universe model is spherically symmetric, but in general radially inhomogeneous. Space-time is described by a four-dimensional continuum filled by an irrotational perfect fluid with a dust equation of state. We may choose the natural coordinate system labelled by $`\{x^a\}_{a=0}^3=\{t,r,\theta ,\varphi \}`$ suggested by the spherical symmetry. The coordinates are assumed to be comoving with the particles. This allows a definition of a fluid velocity $`u^a={\displaystyle \frac{dx^a}{dt}}`$ such that $`u^a=\delta _0^a`$ and $`u_au^a=1`$, which would mean that time coordinate $`t`$ is also cosmic time. For an ideal fluid with mass density $`\rho `$ and vanishing pressure (dust), the energy-momentum tensor has the form $`T^{ab}=\rho u^au^b`$. The conservation of energy-momentum $`T_{}^{ab}{}_{;b}{}^{}=0`$ confines the dust to geodesics and also implies that the mass of any portion of the fluid is conserved through the twice contracted Bianchi Identities .
The metric in synchronous comoving coordinates can be written as
$$ds^2=dt^2+\frac{(R^{})^2}{1+2E}dr^2+R^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2)$$
(1)
where $`R=R(t,r,)`$ acts as a transverse scale factor for individual comoving particles, and $`E=E(r)`$ is an arbitrary function of the integration which has a dynamic as well as a metric geometric role. $`R`$ is also the areal radius, that is $`4\pi R^2`$ describes the surface area of the sphere at comoving radius $`r`$ at any time $`t`$ and thus $`R(t,r)0`$.
The expression for the invariant energy density, $`\rho =\rho (t,r)`$, is obtained from the $`tt`$ field equation:
$$8\pi \rho =\frac{2M^{}}{R^2R^{}}$$
(2)
where $`M=M(r)`$ is another arbitrary function.
The $`rr`$, $`\theta \theta `$ and $`\varphi \varphi `$ components of the efe reduce to the single equation of motion
$$\frac{1}{2}\left(\frac{\dot{R}}{R}\right)^2=\frac{M}{R^3}+\frac{E}{R^2}.$$
(3)
We define a โscale radiusโ, $`p(r)`$, and โscale timeโ, $`q(r)`$, for non-parabolic models as follows:
$$p(r)=\frac{M}{\pm E}$$
(4)
and
$$q(r)=\frac{M}{\sqrt{\pm (2E)^3}}$$
(5)
which may be viewed as alternative variables to $`M`$ and $`E`$. We (for convenience) may sometimes mix these four variables in the equations below. The โ + โ is applicable in hyperbolic models and the โ $``$ โ is used for elliptic models. In a re-collapsing model, the areal radius at maximum expansion is given by $`p(r)`$ and the time from creation to destruction is $`\pi q(r)`$.
The Friedmann-like equation can be solved (see for example ) in terms of parameter $`\eta =\eta (t,r)`$. For a non-empty universe, $`M0`$, there are three solutions to (3):
$$R=\frac{p}{2}\varphi _0,\xi =\frac{2(tt_B)}{q}$$
(6)
where
$$\varphi _0=\{\begin{array}{c}\mathrm{cosh}(\eta )1,\hfill \\ (1/2)\eta ^2,\hfill \\ 1\mathrm{cos}(\eta ),\hfill \end{array}\xi =\{\begin{array}{cc}\mathrm{sinh}(\eta )\eta ,\hfill & E>0\hfill \\ (1/6)\eta ^3,\hfill & E=0\hfill \\ \eta \mathrm{sin}(\eta ),\hfill & E<0\hfill \end{array}$$
(7)
where $`t_B=t_B(r)`$ is a third arbitrary function. The solutions (6,7) have the same evolution as the corresponding flrw dust solutions , but with spatially variable $`M`$, $`E`$ and $`t_B`$. In contrast to the flrw models, however, it is quite possible to have all three types of evolution in the same model . In the homogeneous flrw case โ $`\rho =\rho (t)`$ only โ the requirement that $`\eta `$ be independent of $`r`$ at all times in (6, 7) implies that
$$t_B=\text{constant},M|E|^{3/2}.$$
(8)
The function $`t_B(r)`$ is the โbangtime functionโ. Individual shells of matter need not all emanate from one single bang event, but originate at different times as determined by $`t_B(r)`$. The gradient of $`t_B`$ generates the decaying modes of the perturbation to an flrw background .
$`M(r)`$ is the effective gravitational mass within $`r`$.
The local geometry is determined by $`E(r)`$, as is evident from its appearance in the metric, and in fact this function determines the โembedding angleโ . Also if we compare equation (3) with the Newtonian analogue of a dust cloud we see that $`E`$ also acts as an energy potential; that is, locally hyperbolic, parabolic and elliptic regions occur when $`E(r)>0`$, $`E(r)=0`$ and $`E(r)<0`$ respectively. Its gradient generates the growing modes of the perturbation to an flrw background .
Our method for this investigation is straightforward. We require that the density be smooth through the origin of our coordinate system. Thus the spatial gradient of the density has to vanish at $`R(t,r=0)`$ for all $`t`$. This would then impose certain restrictions on the three arbitrary functions $`M(r)`$, $`E(r)`$ and $`t_B(r)`$ and their derivatives for this density profile to hold. The change in concavity of the density profile at the origin is determined by the sign of the second radial derivative of the density at that point.
For the required density profile we need expressions for the spatial gradient $`R^{}`$ and second and third radial derivatives, $`R^{\prime \prime }`$ and $`R^{\prime \prime \prime }`$ respectively, explicitly as a sum of a product of functions of $`r`$ and functions of $`\eta `$. The full expressions are somewhat nasty-looking expressions and are not easily understood without detailed analysis, so we have merely recorded them in appendix A.
### 2.1 Restrictions on the Arbitrary Functions
#### 2.1.1 Shell Crossings
We will impose regularity conditions on the spacetime; excluding shell crossings in particular. Loosely stated, a shell crossing occurs when an inner spherical shell of matter moves faster than an outer shell and eventually bursts through. A locus of points is formed where $`R^{}=0`$ and $`R0`$<sup>1</sup><sup>1</sup>1 Regular maxima in the spatial sections also have $`R^{}=0`$, but are not shell crossings . . Since the Kretschmann scalar $`K=R_{abcd}R^{abcd}`$ diverges, one may consider this to be a โtrueโ singularity<sup>2</sup><sup>2</sup>2Other opinions are that these are non-physical in the sense that they merely indicate the impropriety of extending a simplified fluid description too far. . In contrast to other studies which utilised the high-density regions created by shell crossings as generators of large-scale structure, we require the spacetime to be regular and thus seek to exclude shell crossings. The necessary and sufficient conditions under which shell crossings do not occur were derived by Hellaby and Lake .
#### 2.1.2 Behaviour at the Origin
An origin occurs at $`r=0`$ when $`R(t,r=0)=0`$ for all $`t`$. On any constant $`t`$ surface away from the bang or crunch, we require that
(a) the density $`\rho `$ be finite, positive, and non-zero,
$$\frac{M^{}}{R^2R^{}}\kappa \rho _0(t)=\text{const}(0,\mathrm{})$$
(9)
(b) the Kretschmann scalar be finite
$$K=\frac{48M^2}{R^6}+\frac{32MM^{}}{R^5R^{}}+\frac{12(M^{})^2}{R^4(R^{})^2}K_0(t)=\text{const}(\mathrm{},\mathrm{})$$
(10)
and (c) the evolution at $`r=0`$ not be different from its neighbourhood, so that $`(tt_B)`$, $`\varphi _0(\eta )`$ and $`\xi (\eta )`$ go smoothly to a finite limit in $`(0,\mathrm{})`$ as $`r0`$. Equation (6) then gives us the following behaviour of the arbitrary functions near the origin
$$\frac{R}{p}=\frac{R(\pm E)}{M}S_0(t)=\text{const}(0,\mathrm{}),q=\frac{M}{(\pm 2E)^{3/2}}q_0=\text{const}(0,\mathrm{})$$
(11)
If we assume that $`E(r)`$ and $`M(r)`$ are analytic at $`r=0`$, so that they can be approximated by polynomials in $`r`$, then we can further deduce that, as $`R0`$,
$`ER^20,`$ $`MR^30`$ (12)
and similarly
$$\dot{R}R0$$
(13)
Although $`M^{}/M`$ & $`E^{}/E`$ both go as $`1/R`$, the foregoing gives
$$\frac{q^{}}{q}=\left(\frac{M^{}}{M}\frac{3E^{}}{2E}\right)\text{constant or }0,$$
(14)
Thus we have an flrw-like origin<sup>3</sup><sup>3</sup>3 If the density were allowed to approach zero at the origin, other limiting behaviours of $`E`$ & $`M`$ would be possible. .
#### 2.1.3 The Smooth Central Density Criteria
The fractional spatial gradient of the density is obtained by differentiating the density with respect to $`R`$ on a constant $`t`$-slice. Since $`R`$ is a physically invariant quantity โ the areal radius โ this will give us results which are not coordinate dependent. We can take a slice in time in a natural way since the coordinate time $`t`$ is also proper time for comoving dust in a synchronous metric and so also physically invariant. Furthermore, since the 3 arbitrary functions $`M`$, $`E`$ & $`t_B`$ all have physical interpretations, they are invariant too.
Now the transformation between $`(t,r)`$ and $`(t,R)`$ where $`R=R(t,r)`$ obeys
$$\frac{r}{R}|_tR^{}=1,\frac{r}{R}|_t\dot{R}+\frac{r}{t}|_R=0$$
(15)
so for any function of $`r`$, say $`F(r)=F(r(R,t))`$, we define
$$\frac{F}{R}|_t_RF=\frac{dF}{dr}\frac{r}{R}|_t=\frac{F^{}}{R^{}}.$$
So the energy density on a hypersurface of constant time, equation (2), can be written as
$$8\pi \rho =\frac{2_RM}{R^2}.$$
(16)
From the above equation we find the fractional spatial gradient of the density to be
$$\frac{_R\rho }{\rho }=\frac{_{RR}M}{_RM}\frac{2}{R}$$
(17)
where we have determined that
$$_{RR}M\frac{^2M}{R^2}|_t=(M^{\prime \prime }(_RM)R^{\prime \prime })/(R^{})^2.$$
(18)
We require the density to be finite and its gradient to vanish at the origin. Thus, for the required density profile we must have
$$\frac{_R\rho }{\rho }|_{r=0}=\frac{1}{(R^{})^2}\left[2\frac{\left(R^{}\right)^2}{R}+R^{\prime \prime }\frac{M^{\prime \prime }}{M^{}}R^{}\right]|_{r=0}=0.$$
(19)
We find that this gives us four conditions on the arbitrary functions and their derivatives. For the details in the hyperbolic case, see appendix B.
Requiring the density to be $`C^1`$ at the origin also implies that the bangtime function $`t_B(r)`$ must be at least $`C^1`$ at the origin. For the details see appendix B.
### 2.2 Evolution of the Second Radial Derivative of the Density
To answer the question raised in the introduction, we need to see what happens to the second radial derivative of the density. We can obtain an expression for this quantity by differentiating equation (16) twice with respect to R on a surface of constant time.
$$\frac{_{RR}\rho }{\rho }=\frac{2}{R}\left(\frac{3}{R}\frac{2_{RR}M}{_RM}\right)+\frac{_{RRR}M}{_RM}$$
where $`_{RR}M`$ is given by (18) and $`_{RRR}M`$ is defined as
$$_{RRR}M\frac{^3M}{R^3}|_t=\frac{1}{(R^{})^3}(M^{\prime \prime \prime }(_RM)R^{\prime \prime \prime })\frac{3(_{RR}M)R^{\prime \prime }}{(R^{})^2}.$$
A more explicit form of the above for the hyperbolic case can be obtained by substituting for $`R^{}`$, $`R^{\prime \prime }`$ and $`R^{\prime \prime \prime }`$ into equation (2.2). Again, this is a most unpleasant-looking expression and not easily assimilated. Appendix C contains the result we get after the assumption of a flat central density has been included.
## 3 Density Profile Inversion: Existence Proof
A change in the density contrast will depend on whether factors on the right hand side of equation (55) change sign with evolution, or terms of different sign become dominant. In order to simplify, we have assumed that all three arbitrary functions have polynomial behaviour at the origin. In addition, we imposed the smooth origin condition (14), which effectively says that in some neighbourhood of the origin, the spacetime is tangent to a homogeneous model. We now single out the dominant functions of $`\eta `$ for early and late times in hyperbolic models, which leads to the following digestible expressions.
For early times, $`\eta 0`$,
$`\underset{\eta 0}{lim}{\displaystyle \frac{_{RR}\rho }{\rho }}|_{r=0}`$ $``$ $`\left({\displaystyle \frac{12E}{M^{}}}{\displaystyle \frac{1}{\eta }}\right)^36\sqrt{2E}t_B^{}[{\displaystyle \frac{1}{3}}({\displaystyle \frac{t_B^{\prime \prime \prime }}{t_B^{}}}{\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}})`$ (20)
$`+`$ $`({\displaystyle \frac{M^{\prime \prime }}{M^{}}}{\displaystyle \frac{t_B^{\prime \prime }}{t_B^{}}})({\displaystyle \frac{M^{\prime \prime }}{M^{}}}{\displaystyle \frac{11}{9}}{\displaystyle \frac{M^{}}{M}})+{\displaystyle \frac{4}{9}}{\displaystyle \frac{M_{}^{}{}_{}{}^{2}}{M^2}}];`$
with $`R^{}`$ at early times given by
$$R^{}|_{\eta 0}\frac{1}{12}\frac{M^{}}{E}\eta .$$
For late times we note that $`\mathrm{sinh}\eta \mathrm{cosh}\eta `$, $`\mathrm{cosh}\eta 1\mathrm{cosh}\eta `$ where $`\mathrm{cosh}\eta e^\eta /\mathrm{\hspace{0.17em}2}`$ as $`\eta \mathrm{}`$. Therefore for large $`\eta `$, and at the origin,
$`\underset{\eta \mathrm{}}{lim}{\displaystyle \frac{_{RR}\rho }{\rho }}|_{r=0}`$ $``$ $`\left({\displaystyle \frac{8E^3}{ME^2}}{\displaystyle \frac{1}{\mathrm{cosh}\eta }}\right)^2[{\displaystyle \frac{1}{4}}({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime \prime }}{E^{}}}){\displaystyle \frac{E_{}^{}{}_{}{}^{2}}{E^2}}{\displaystyle \frac{1}{2}}({\displaystyle \frac{E^{}}{E}}{\displaystyle \frac{M^{\prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime }}{E}}){\displaystyle \frac{M^{\prime \prime }}{M}}`$ (21)
$``$ $`\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{E_{}^{}{}_{}{}^{2}}{E^2}}{\displaystyle \frac{7}{9}}{\displaystyle \frac{E^{}}{E}}{\displaystyle \frac{M^{}}{M}}+{\displaystyle \frac{1}{9}}{\displaystyle \frac{M_{}^{}{}_{}{}^{2}}{M^2}}\right){\displaystyle \frac{M^{\prime \prime }}{M}}{\displaystyle \frac{5}{18}}{\displaystyle \frac{M_{}^{}{}_{}{}^{2}}{M^2}}{\displaystyle \frac{E^{\prime \prime }}{E}}`$
$`+`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \frac{M_{}^{}{}_{}{}^{2}}{M^2}}({\displaystyle \frac{19}{12}}{\displaystyle \frac{E_{}^{}{}_{}{}^{2}}{E^2}}{\displaystyle \frac{16}{9}}{\displaystyle \frac{M^{}}{M}}{\displaystyle \frac{E^{}}{E}}+{\displaystyle \frac{4}{9}}{\displaystyle \frac{M_{}^{}{}_{}{}^{2}}{M^2}})],`$
where $`R^{}`$ at late times is given by
$$R^{}|_\eta \mathrm{}\frac{1}{4}\frac{ME^{}}{E^2}\mathrm{cosh}\eta .$$
To what extent can we tailor the evolution of $`\rho `$ by choosing the 3 arbitrary ltb functions? We recall that there are four restrictions on the nine quantities $`E`$, $`E^{}`$, $`E^{\prime \prime }`$, $`M`$, $`M^{}`$, $`M^{\prime \prime }`$, $`t_B`$, $`t_B^{}`$ and $`t_B^{\prime \prime }`$ given by equations (47)-(50) ensuring a flat central density. This leaves us with the freedom to fix five of the above at $`r=0`$. In addition there are also the conditions for a regular origin (section 2.1.2) and those for no shell crossings . However, the former conditions do not provide any additional choice restrictions once we have specified a flat density at the origin, and the latter are inequality constraints which only limit the range of choice, so are not as severe as the others.
We see in the early time expression (20) there appear terms involving the three derivatives of $`t_B`$ which do not occur in the late time expression (21). This allows us to fix the early time behaviour of the density. And, likewise, the three derivatives of $`E`$ occur at late times but not at early times for the relative change in concavity of the density. Thus, in principle, we should be able to independently fix the late time behaviour as well due to this freedom. In effect, we have sufficient freedom to model the density as being overdense initially, and subsequently evolving to an underdense state, or indeed, vice versa. Moreover, it is conceivable that the middle time behaviour could be separately specified, as there are still the derivatives of $`M`$ to play with.
## 4 Specific Models
We will consider an initial overdensity changing to an underdensity. So, at early times at the origin, we want the concavity to be negative and at late times, positive. We consider โexact perturbationsโ<sup>4</sup><sup>4</sup>4 This is just a mathematical device. No averaging or matching procedure to define a background flrw model has been employed โ there is no โgauge problemโ in the sense of cosmological perturbations relative to a background. of an flrw model in the following way:
$`M(r)`$ $`=`$ $`M_0r^3(1+\alpha (r)),\alpha (0)=0;`$ (22)
$`2E(r)`$ $`=`$ $`r^2(1+\beta (r)),\beta (0)=0;`$ (23)
$`t_B(r)`$ $`=`$ $`\gamma (r),\gamma (0)=0.`$ (24)
These ensure the origin conditions of section 2.1.2 are satisfied. However, they do not necessarily satisfy the restrictions imposed by (47)-(50).
We are also preventing shell-crossing singularities from interfering. These conditions are, for $`t>t_B`$, $`R^{}>0`$ and hyperbolic models $`ER/M>0`$,
$$t_B^{}0,E^{}>0\text{and}M^{}0.$$
For perturbation functions of the form
$`\alpha (r)`$ $`=`$ $`Ar^a,`$ (25)
$`\beta (r)`$ $`=`$ $`Br^b,`$ (26)
$`t_B(r)`$ $`=`$ $`Cr^c,`$ (27)
the requirement of no shell-crossings leads to the following restrictions on the constants $`A`$, $`B`$ and $`C`$:
$`t_B^{}0`$ $``$ $`C0`$ (28)
$`M^{}0`$ $``$ $`A{\displaystyle \frac{3}{(3+a)r^a}}`$ (29)
$`E^{}>0`$ $``$ $`B>{\displaystyle \frac{2}{(2+b)r^b}}.`$ (30)
The smooth central density criteria โ that is, in this case, (48) and (50) for $`t_B(r)`$ or (47) and (49) for $`M(r)`$ and $`E(r)`$ โ impose the following restrictions on $`A`$, $`B`$ and $`C`$ (Tables 2 and 1). For simplicity, we will only investigate models where $`a`$, $`b`$ and $`c`$ are (positive) natural numbers.
โโโโโโ
Table 1 goes here
โโโโโโ
โโโโโโ
Table 2 goes here
โโโโโโ
Choosing a bangtime function $`t_B=Cr^2`$, substitution into equation (20) shows that the relative concavity of the density at early times can be fixed as negative by choosing $`C`$ negative, making $`t_B`$ a decreasing function; in fact,
$$\underset{\eta 0}{lim}\frac{_{RR}\rho }{\rho }|_{r=0}=\frac{160C}{M_0^3}.$$
This automatically satisfies the first requirement for no shell crossings to occur as well. A choice of $`t_B`$ which is of higher power gives $`{\displaystyle \frac{_{RR}\rho }{\rho }}=0`$ at the origin at early times. Choosing $`t_B`$ as a linear function results in a vanishing bangtime perturbation as can be seen from Table 1.
We use equation (21) to determine the late time behaviour. The results after use of Table 2 are tabulated below (Table 3).
โโโโโโ
Table 3 goes here
โโโโโโ
Clearly there are a wide variety of models which can change concavity at the origin and which also have no shell-crossing singularities.
We will illustrate the phenomenon on a model which has quadratic perturbation functions โ that is; $`a`$, $`b`$ and $`c`$ are all equal to two. We choose $`A=1\times 10^2`$, $`B=1\times 10^6`$ and $`C=3\times 10^8`$. Since we are only interested in qualitative results, we may put $`M_0=1`$.
The density profile this specifies is plotted for a sequence of cosmic time ($`t`$) values in figures 1-4. The units (cosmological time, length, mass and density units) are converted as follows
1 ctu = 2.005 $`\times 10^9`$ yrs 1 clu = 6.146 $`\times 10^8`$ pc 1 cmu = 1.285 $`\times 10^{22}`$ $`M_{}`$ 1 cmu/clu<sup>3</sup> = 3.746 $`\times 10^{27}`$ g/cc .
โโโโโโโ
Figures 1 - 4 go here
โโโโโโโ
## 5 Implications and Discussion
We have shown that, for the simplest inhomogeneous cosmologies โ the LTB models for spherically symmetric dust โ a change from central density maximum to central density minimum (or vice-versa) during the evolution of the inhomogeneity is entirely possible, and a numerical example was presented. Indeed, given that the early and late time limits of the concavity of the central density profile depend on separate arbitrary functions that have no necessary connection, it would be surprising if profile inversions were not common. The models considered are completely physically reasonable for post-decoupling inhomogeneities.
Perhaps the most important implications of this work derive from the existence proof of the possibility of density profile inversion and density waves<sup>5</sup><sup>5</sup>5 as has been numerically discovered previously in many studies (in ltb and related models) on large scale structures, mentioned in the introduction. in the ltb model. In the real universe, which is much more complex than this model, we expect waves to be generic . The crucial element in our investigation is the importance of the bangtime function $`t_B`$ and its derivatives at early times. We may recall from section 2 that $`t_B^{}`$ generates the decaying mode and $`E^{}`$ the growing mode to rw perturbations. The overdensity occurs at early times because we choose $`t_B`$ in such a way that the result is an overdensity and, in a similar fashion, the underdensity occurs at a late time because we choose $`E`$ such that it gives that particular type of density profile. Perhaps the reason why the effect obtained here has not been discussed before is because most studies consider linearised perturbations which have the ultimate effect of neglecting the decaying mode.
The most common model of structure formation assumes Cold Dark Matter (cdm) with a Harrison-Zelโdovich spectrum of initial perturbations. Observations indicate that cdm predictions on large scales and small scales are incompatible. In particular, standard cdm has trouble reproducing the large velocity dispersion of luminous matter from the stationary standpoint. Realising the fairly universal failings of standard structure formation theories to explain bulk flow statistics, one might argue that there is some fundamental assumption that must be re-evaluated unless there is a radically different process responsible for structure in the universe. It seems natural to ask if our results might go at least some way in solving these problems.
In the linear theory of structure formation, the topology of density contour surfaces does not change. No links are formed and no chains are broken โ the genus of the surface is unchanged since the process is continuous. When nonlinearity is important, the genus of the surfaces evolves as clumps and bubbles form. Even though the statistics today may be non-Gaussian, their structure today will vary depending on the Gaussianity of the initial distribution. However, the way that this occurs will be different if the density profile inverts and if density waves are present, since no longer will overdense regions simply grow monotonically. There will be an interaction of spatial and temporal density gradients. This means that density waves must be included if a correct interpretation of topological studies of structure formation is to be obtained. The change to the topology of the constant density contours, comparing density waves and no-density waves scenarios, should be examined.
It should be clarified that the density waves discussed here are due to motion of the density maximum through the comoving frame, so that a galaxy that is in the density peak at one time may be outside it at a later or earlier time. This effect may be superimposed on the galaxy flow.
A direct effect of this work is its implications for the transfer function used ubiquitously in standard structure formation theories whereby luminous matter congregates in the peaks of the underlying mass distribution<sup>6</sup><sup>6</sup>6 Shear may alter this but this is not well established yet. . These peaks do not move; in the sense that they remain attached to the same world line as time evolves. The only change that happens is the infall of matter about these peaks so that the density contrast increases. There is spatial flow of matter, but the spatial distribution of extrema of the initial density field remains invariant. This invariance is broken when density profile inversions occur. The effect is to (amongst other things) change the form of the transfer function. We could reasonably speculate that the transfer function becoming more complicated may perhaps allow one to take a standard scale invariant spectrum and fit it to small, large and intermediate constraints.
Another way of viewing this is that we may not be able to rely on luminous matter being an accurate tracer of total cosmic density, since the density peaks that triggered galaxy formation may have moved on. Similarly, the velocity imparted to forming galaxies may no longer be that of the unseen matter component. The result of the gravitational interaction of the luminous and dark components may be observed flows towards regions which do not seem to be density concentrations. However, such two-component effects are beyond the present study.
Acknowledgements NM is pleased to thank Bruce A.C.C. Bassett for stimulating discussions on this and other related work.
The computer algebra package Maple was used to check many of the equations obtained at various stages of development.
CH thanks the NRF for a research grant.
## Appendix A Spatial Derivatives of Areal Radius
We find
$$\frac{R}{r}=\frac{p}{2}u\varphi _0+\frac{p}{2}\frac{d\varphi _0}{d\eta }\mathrm{\hspace{0.17em}1}/\left(\frac{d\xi }{d\eta }\right)\frac{\xi }{r}$$
where $`\varphi _0`$ and $`\xi `$ are given by (7), and $`u(r)`$ has been defined as
$$u(\mathrm{ln}p)^{}=\frac{M^{}}{M}\frac{E^{}}{E}.$$
(31)
After some manipulation we obtain
$$\frac{R}{r}=\frac{p}{2}v\varphi _2\frac{p}{q}t_{B}^{}{}_{}{}^{}\varphi _1+\frac{p}{2}u\varphi _0$$
(32)
where $`\varphi _1`$ to $`\varphi _9`$ are given in (37)-(45), and $`v(r)`$ is defined by
$$v\left(\mathrm{ln}\frac{1}{q}\right)^{}=\frac{3E^{}}{2E}\frac{M^{}}{M}.$$
(33)
We proceed in a similar fashion to obtain an expression for the second radial derivative:
$`{\displaystyle \frac{^2R}{r^2}}`$ $`=`$ $`{\displaystyle \frac{p}{2}}v^2\varphi _5{\displaystyle \frac{p}{q}}t_{B}^{}{}_{}{}^{}v\varphi _4+{\displaystyle \frac{2p(t_{B}^{}{}_{}{}^{})^2}{q^2}}\varphi _3+{\displaystyle \frac{p}{2}}(v^{}+2uv)\varphi _2`$ (34)
$``$ $`{\displaystyle \frac{p}{q}}t_{B}^{}{}_{}{}^{}\left(w+u\right)\varphi _1+{\displaystyle \frac{p}{2}}(u^{}+u^2)\varphi _0`$
where
$$w(r)\left(\mathrm{ln}\frac{p}{q}t_{B}^{}{}_{}{}^{}\right)^{}=\frac{E^{}}{2E}+\frac{t_{B}^{}{}_{}{}^{\prime \prime }}{t_{B}^{}{}_{}{}^{}}.$$
(35)
And for the third derivative
$`{\displaystyle \frac{^3R}{r^3}}`$ $`=`$ $`{\displaystyle \frac{p}{2}}v^3\varphi _9{\displaystyle \frac{p}{q}}t_{B}^{}{}_{}{}^{}v^2\varphi _8+{\displaystyle \frac{2p(t_{B}^{}{}_{}{}^{})^2}{q^2}}v\varphi _74p\left({\displaystyle \frac{t_{B}^{}{}_{}{}^{}}{q}}\right)^3\varphi _6`$ (36)
$`+`$ $`{\displaystyle \frac{3}{2}}pv(uv+v^{})\varphi _5{\displaystyle \frac{3p}{2q}}t_{B}^{}{}_{}{}^{}(v^{}+uv+wv)\varphi _4`$
$`+`$ $`{\displaystyle \frac{6p(t_{B}^{}{}_{}{}^{})^2}{q^2}}w\varphi _3+{\displaystyle \frac{p}{2}}(3u^2v+3uv^{}+3u^{}v+v^{\prime \prime })\varphi _2`$
$``$ $`{\displaystyle \frac{p}{2q}}t_{B}^{}{}_{}{}^{}(v^{}+2w^{}+4u^{}+2w^2+2uw+2u^2+uvwv)\varphi _1`$
$`+`$ $`{\displaystyle \frac{p}{2}}(u^3+3uu^{}+u^{\prime \prime })\varphi _0.`$
The above derivatives of $`R`$ have been expressed in terms of $`u`$, $`v`$ and $`w`$ because if written in terms of $`M`$, $`E`$ and $`t_B`$ the expressions become a bit messy and are not very useful in that form at this stage. Quantities determined later will be expressed in terms of the latter variables when appropriate.
The various functions of $`\eta `$ used above are
$`\varphi _1(\eta )`$ $`=`$ $`{\displaystyle \frac{\mathrm{sinh}\eta }{\varphi _0}}`$ (37)
$`\varphi _2(\eta )`$ $`=`$ $`\mathrm{sinh}\eta {\displaystyle \frac{\xi }{\varphi _0}}`$ (38)
$`\varphi _3(\eta )`$ $`=`$ $`\left({\displaystyle \frac{1}{\varphi _0}}\right)^2`$ (39)
$`\varphi _4(\eta )`$ $`=`$ $`\varphi _12{\displaystyle \frac{\xi }{\varphi _0^2}}`$ (40)
$`\varphi _5(\eta )`$ $`=`$ $`\varphi _2{\displaystyle \frac{\xi ^2}{\varphi _0^2}}`$ (41)
$`\varphi _6(\eta )`$ $`=`$ $`2{\displaystyle \frac{\mathrm{sinh}\eta }{\varphi _{0}^{}{}_{}{}^{4}}}`$ (42)
$`\varphi _7(\eta )`$ $`=`$ $`3\varphi _3+6\mathrm{sinh}\eta {\displaystyle \frac{\xi }{\varphi _{0}^{}{}_{}{}^{4}}}`$ (43)
$`\varphi _8(\eta )`$ $`=`$ $`\varphi _1{\displaystyle \frac{6\xi }{\varphi _{0}^{}{}_{}{}^{2}}}+6\mathrm{sinh}\eta {\displaystyle \frac{\xi ^2}{\varphi _{0}^{}{}_{}{}^{4}}}`$ (44)
$`\varphi _9(\eta )`$ $`=`$ $`\varphi _5+2\mathrm{sinh}\eta {\displaystyle \frac{\xi ^3}{\varphi _{0}^{}{}_{}{}^{4}}}{\displaystyle \frac{2\xi ^2}{\varphi _{0}^{}{}_{}{}^{2}}}=\varphi _2{\displaystyle \frac{3\xi ^2}{\varphi _{0}^{}{}_{}{}^{2}}}+2\mathrm{sinh}\eta {\displaystyle \frac{\xi ^3}{\varphi _{0}^{}{}_{}{}^{4}}}`$ (45)
## Appendix B The smooth central density criteria
We want the density at the origin to be flat at all times.
We substitute $`R^{}`$ and $`R^{\prime \prime }`$ into equation (19) to obtain restrictions on the arbitrary functions $`E(r)`$, $`M(r)`$ and $`t_B(r)`$ for (19) to hold.
We find that
$`{\displaystyle \frac{1}{(R^{})^2}}[{\displaystyle \frac{p}{2}}v^2(\varphi _5+2{\displaystyle \frac{\varphi _{2}^{}{}_{}{}^{2}}{\varphi _0}}){\displaystyle \frac{pt_B^{}}{q}}v(\varphi _4+4{\displaystyle \frac{\varphi _1\varphi _2}{\varphi _0}})+`$
$`{\displaystyle \frac{2p(t_B^{})^2}{q^2}}\left(\varphi _3+2{\displaystyle \frac{\varphi _{1}^{}{}_{}{}^{2}}{\varphi _0}}\right){\displaystyle \frac{p}{2}}\left({\displaystyle \frac{M^{\prime \prime }}{M^{}}}v6uvv^{}\right)\varphi _2`$
$`{\displaystyle \frac{pt_B^{}}{q}}(w+5u{\displaystyle \frac{M^{\prime \prime }}{M^{}}})\varphi _1{\displaystyle \frac{p}{2}}({\displaystyle \frac{M^{\prime \prime }}{M^{}}}u3u^2u^{})\varphi _0]`$ (46)
must vanish at the origin. Here the $`\varphi _i`$ are all functions of $`\eta `$ and are defined along with $`u(r)`$, $`v(r)`$ and $`w(r)`$ in appendix A. Since the functions of parameter time $`\eta `$ are linearly independent of each other, it follows that each of the terms in equation (46) must vanish separately.
From the first term we get
$$\frac{1}{(R^{})^2}pv^2|_{r=0}=0$$
(47)
whilst the third gives
$$\frac{1}{(R^{})^2}p\left(\frac{t_B^{}}{q}\right)^2|_{r=0}=0.$$
(48)
Note that the constraint arising from the second term is satisfied if the first (47) and third (48) constraints are. The fourth term combined with equation (47) expands to
$$\frac{1}{(R^{})^2}p๐|_{r=0}=0,๐\frac{E^{}M^{\prime \prime }}{EM^{}}\frac{1}{2}\left(\frac{E^{}}{E}\right)^2\frac{E^{\prime \prime }}{E}$$
(49)
The fifth term combined with the second in equation (46) yields
$$\frac{1}{(R^{})^2}p\frac{t_B^{}}{q}|_{r=0}=0,\frac{M^{\prime \prime }}{M^{}}2\frac{M^{}}{M}\frac{t_{B}^{}{}_{}{}^{\prime \prime }}{t_{B}^{}{}_{}{}^{}}.$$
(50)
The last term produces a condition equivalent to equation (47) combined with (49).
We show now that the requirement of having the density smooth through the origin, leading to the constraints in appendix B, implies that the bangtime function $`t_B(r)`$ must have vanishing first spatial derivative at the origin. We prove this using the coordinate choice $`R^{}1Rr`$. As before, we can take the origin to be at $`r=0`$ without loss of generality. In these coordinates, the assumption of analytic arbitrary functions near $`r=0`$ gives $`p=M/(\pm E)r^1`$, $`q=M/(\pm E)^(3/2)r^0`$, since $`Mr^3`$ and $`Er^2`$. The relation which is of importance to us here is equation (50). It says that
$$\frac{1}{(R^{})^2}p\frac{t_B^{}}{q}\left(\frac{M^{\prime \prime }}{M^{}}2\frac{M^{}}{M}\frac{t_{B}^{}{}_{}{}^{\prime \prime }}{t_{B}^{}{}_{}{}^{}}\right)|_{r=0}=0.$$
(51)
In this expression, we must have
$$\left(\frac{M^{\prime \prime }}{M^{}}2\frac{M^{}}{M}\right)\frac{4}{r}$$
(52)
Therefore, either $`t_B^{}r^4`$ to make $``$ zero, or $`=(M^{\prime \prime }/M^{}2M^{}/Mt_B^{\prime \prime }/t_B^{})`$ diverges as $`1/r`$ or faster. In the former case we get $`t_Br^3`$, which is not reasonable โ either the universe is infinitely old at the origin only, or it will not emerge from the bang for an infinite time. In the latter case $`p(M^{\prime \prime }/M^{}2M^{}/M)`$ is constant, so we require
$$t_B^{}p\left(\frac{M^{\prime \prime }}{M^{}}2\frac{M^{}}{M}\right)0\text{and}pt_{B}^{}{}_{}{}^{\prime \prime }0$$
(53)
which, near $`r=0`$, implies
$$t_Br^c,c>1.$$
(54)
## Appendix C The Relative Concavity of the Density
With repeated application of equations (47)-(50) ensuring a smooth central density (in particular, taking the bangtime derivative to be vanishing at the origin); and using the variables defined by equations (4), (5), (33), (49) and (50), we find a greatly expanded form of equation (2.2).
$`{\displaystyle \frac{_{RR}\rho }{\rho }}\times \left(R^{}\right)^4|_{r=0}`$ (55)
$`=`$ $`\left[{\displaystyle \frac{4p^2v^3}{3}}{\displaystyle \frac{M^{}}{M}}\right]\left(\varphi _9\varphi _0+\varphi _5\varphi _2{\displaystyle \frac{8\varphi _2^3}{\varphi _0}}\right)`$
$`+`$ $`{\displaystyle \frac{p^2}{4}}[v^2({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime \prime }}{E^{}}})+v{\displaystyle \frac{M^{}}{M}}({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime \prime }}{E^{}}})`$
$`+{\displaystyle \frac{13M^{}๐v}{2M}}{\displaystyle \frac{9M^{\prime \prime }๐v}{2M^{}}}{\displaystyle \frac{M^{\prime \prime }v^3}{M^{}}}{\displaystyle \frac{2M^{\prime \prime }v^2}{M}}`$
$`{\displaystyle \frac{M^{\prime \prime }M^{}v}{M^2}}{\displaystyle \frac{29M^{}v^3}{9M}}+{\displaystyle \frac{26M_{}^{}{}_{}{}^{2}v^2}{9M^2}}+{\displaystyle \frac{4M_{}^{}{}_{}{}^{3}v}{9M^3}}]\varphi _2^2`$
$`+`$ $`{\displaystyle \frac{2p^2t_B^{}}{q}}[v({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{t_B^{\prime \prime \prime }}{t_B^{}}})v({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime \prime }}{E^{}}}){\displaystyle \frac{M^{}}{M}}({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime \prime }}{E^{}}})`$
$`+{\displaystyle \frac{3M^{\prime \prime }v}{M^{}}}{\displaystyle \frac{19M^{}v}{3M}}+{\displaystyle \frac{8M^{\prime \prime }v}{M}}+{\displaystyle \frac{M^{\prime \prime }M^{}}{M^2}}{\displaystyle \frac{94M_{}^{}{}_{}{}^{2}v}{9M^2}}{\displaystyle \frac{4M_{}^{}{}_{}{}^{3}}{9M^3}}]\varphi _1\varphi _2`$
$`+`$ $`{\displaystyle \frac{p^2}{4}}\left[{\displaystyle \frac{3M^{}๐v}{2M}}+{\displaystyle \frac{17M^{}v^3}{9M}}+{\displaystyle \frac{7M_{}^{}{}_{}{}^{2}v^2}{9M^2}}\right]\varphi _5\varphi _02{\displaystyle \frac{p^2t_B^{}}{q}}\left[{\displaystyle \frac{7M_{}^{}{}_{}{}^{2}v}{9M^2}}\right]\varphi _4\varphi _0`$
$`+`$ $`{\displaystyle \frac{p^2}{4}}[{\displaystyle \frac{4}{3}}(v+{\displaystyle \frac{M^{}}{M}})({\displaystyle \frac{M^{}}{4M}}v)({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime \prime }}{E^{}}})`$
$`{\displaystyle \frac{3M^{\prime \prime }๐}{2M}}+{\displaystyle \frac{5M_{}^{}{}_{}{}^{2}๐}{6M^2}}+{\displaystyle \frac{6M^{\prime \prime }๐v}{M^{}}}{\displaystyle \frac{35M^{}๐v}{3M}}`$
$`+{\displaystyle \frac{4M^{\prime \prime }v^3}{3M^{}}}+{\displaystyle \frac{7M^{\prime \prime }v^2}{3M}}+{\displaystyle \frac{2M^{\prime \prime }M^{}v}{3M^2}}{\displaystyle \frac{M_{}^{}{}_{}{}^{2}M^{\prime \prime }}{3M^3}}`$
$`{\displaystyle \frac{38M^{}v^3}{27M}}{\displaystyle \frac{47M_{}^{}{}_{}{}^{2}v^2}{9M^2}}{\displaystyle \frac{4M_{}^{}{}_{}{}^{3}v}{27M^3}}+{\displaystyle \frac{4M_{}^{}{}_{}{}^{4}}{27M^4}}]\varphi _2\varphi _0`$
$`+`$ $`{\displaystyle \frac{2p^2t_B^{}}{3q}}[(2v{\displaystyle \frac{M^{}}{M}})({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{t_B^{\prime \prime \prime }}{t_B^{}}})+2(v+{\displaystyle \frac{M^{}}{M}})({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime \prime }}{E^{}}})`$
$`+{\displaystyle \frac{3M^{\prime \prime }}{M}}{\displaystyle \frac{11M_{}^{}{}_{}{}^{2}}{3M^2}}{\displaystyle \frac{6M^{\prime \prime }v}{M^{}}}+{\displaystyle \frac{79M^{}v}{6M}}{\displaystyle \frac{16M^{\prime \prime }v}{M}}`$
$`+{\displaystyle \frac{4M^{\prime \prime }M^{}}{M^2}}+{\displaystyle \frac{65M_{}^{}{}_{}{}^{2}v}{3M^2}}{\displaystyle \frac{46M_{}^{}{}_{}{}^{3}}{9M^3}}]\varphi _1\varphi _0`$
$`+`$ $`{\displaystyle \frac{p^2}{4}}[{\displaystyle \frac{2}{9}}(v+{\displaystyle \frac{M^{}}{M}})(2v{\displaystyle \frac{M^{}}{M}})({\displaystyle \frac{M^{\prime \prime \prime }}{M^{}}}{\displaystyle \frac{E^{\prime \prime \prime }}{E^{}}})`$
$`+{\displaystyle \frac{M^{\prime \prime }๐}{M}}{\displaystyle \frac{5M_{}^{}{}_{}{}^{2}๐}{9M^2}}{\displaystyle \frac{2M^{\prime \prime }๐v}{M^{}}}+{\displaystyle \frac{38M^{}๐v}{9M}}`$
$`{\displaystyle \frac{4M^{\prime \prime }v^3}{9M^{}}}{\displaystyle \frac{2M^{\prime \prime }v^2}{3M}}+{\displaystyle \frac{2M_{}^{}{}_{}{}^{2}M^{\prime \prime }}{9M^3}}+{\displaystyle \frac{76M^{}v^3}{81M}}`$
$`+{\displaystyle \frac{50M_{}^{}{}_{}{}^{2}v^2}{27M^2}}{\displaystyle \frac{8M_{}^{}{}_{}{}^{3}v}{81M^3}}{\displaystyle \frac{8M_{}^{}{}_{}{}^{4}}{81M^4}}]\varphi _0^2`$
## Appendix D Tables
## Appendix E Figures
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# Fusion Rules for the Charge Conjugation Orbifold
## 1 Introduction
The charge conjugation orbifold $`V_L^+`$ is the orbifold of the lattice vertex operator algebra $`V_L`$ associated to a rank one even lattice $`L`$ by the automorphism $`\theta `$ given by extending the $`1`$-isometry of $`L`$ (cf. \[KT, Section 6.1\]). The set of all equivalence class of irreducible $`V_L^+`$-modules consists of $`k+3`$ modules derived from irreducible (untwisted) $`V_L`$-modules (we call them untwisted type modules) and $`4`$ modules from irreducible $`\theta `$-twisted modules (we call them twisted type modules) (see \[DN2\]), where $`k`$ is the half square length of the generator of $`L`$. In this paper we completely determine the fusion rule for the irreducible $`V_L^+`$-modules. The intertwining operators for $`V_L`$-modules constructed in \[DL\] give rise to intertwining operators for untwisted type modules. We construct intertwining operators involving twisted type modules by means of the twisted intertwining operators constructed in \[FLM\]. The fusion rules and explicit forms of intertwining operators for the free bosonic orbifold vertex operator algebra $`M(1)^+`$ determined in \[A\] play important roles in analyzing intertwining operators for $`V_L^+`$.
The vertex operator algebra $`V_L^+`$ and its irreducible modules are constructed as follows: Let $`L=\alpha `$ be a rank one even lattice with a $``$-bilinear form $`,`$ defined by $`\alpha ,\alpha =2k`$ for a positive integer $`k`$. Set $`๐ฅ=_{}L`$ and extend the $``$-bilinear form to a $``$-bilinear form on $`๐ฅ`$ in the canonical way. Let $`\widehat{๐ฅ}=๐ฅ[t,t^1]K`$ be its affinization with the center $`K`$. Then the Fock space $`M(1)=S(๐ฅt^1[t^1])`$ is a simple vertex operator algebra with central charge $`1`$. Let $`[๐ฅ]=_{\lambda ๐ฅ}e_\lambda `$ be the group algebra of the abelian group $`๐ฅ`$, and set $`[M]=_{\lambda M}e_\lambda `$ for a subset $`M`$ of $`๐ฅ`$. It is known that $`V_L=M(1)[L]`$ is a simple vertex operator algebra with central charge $`1`$ (cf. \[FLM\]), and $`V_{\lambda +L}=M(1)[\lambda +L]`$ is an irreducible $`V_L`$-module for all $`\lambda L^{}`$, where $`L^{}`$ is the dual lattice of $`L`$. Moreover all irreducible $`V_L`$-modules are given by the set $`\{V_{\lambda +L}|\lambda +LL^{}/L\}`$ (cf. \[D1\]). Let $`\theta `$ be the involution of $`L`$ defined by $`\theta (\beta )=\beta `$ for $`\beta L`$. Then the involution $`\theta `$ can be lifted to an isomorphism of $`V_L^{}`$, and the $`\theta `$-invariant subspace of $`V_L`$ becomes a simple vertex operator algebra with central charge $`1`$, denoted by $`V_L^+`$. The automorphism $`\theta `$ induces an $`V_L^+`$-module isomorphism from $`V_{\beta +L}`$ to $`V_{\beta +L}`$ for $`\beta L^{}`$. For a $`\theta `$-invariant subspace $`W`$ of $`V_{L^{circ}}`$, we denote the $`\pm 1`$-eigenspaces by $`W^\pm `$ respectively. Then $`V_L^\pm `$, $`V_{\alpha /2+L}^\pm `$ and $`V_{r\alpha /2k+L}`$ for $`1rk1`$ are irreducible $`V_L^+`$-modules (see \[DN2\]).
Let $`\widehat{๐ฅ}[1]=๐ฅt^{1/2}[t,t^1]K`$ be the twisted affine Lie algebra and set $`M(1)(\theta )=S(๐ฅt^{1/2}[t^1])`$. Then $`M(1)(\theta )`$ is a unique irreducible $`\theta `$-twisted $`M(1)`$-module (cf. \[FLM\] and \[D2\]). The automorphism $`\theta `$ acts on $`M(1)(\theta )`$, and the $`\pm 1`$-eigenspaces $`M(1)(\theta )^\pm `$ become irreducible $`M(1)^+`$-modules (see \[DN1\]). Let $`T^1`$ and $`T^2`$ be irreducible $`[L]`$-modules on which $`e_\alpha `$ acts $`1`$ and $`1`$ respectively. Then the tensor products $`V_L^{T^i}=M(1)(\theta )T^i`$ ( $`i=1,2`$) are irreducible $`\theta `$-twisted $`V_L`$-modules, and their $`\pm 1`$-eigenspaces $`V_L^{T^i,\pm }`$ for $`\theta `$ become irreducible $`V_L^+`$-modules (\[DN2\]). In \[DN2\], it is proved that every irreducible $`V_L^+`$-module is isomorphic to one of the irreducible modules $`V_L^\pm ,V_{\alpha /2+L}^\pm ,V_{r\alpha /2k+L}`$ for $`1rk1`$ and $`V_L^{T_i,\pm }`$ for $`i=1,2`$.
For a vertex operator algebra $`V`$ and its modules $`W^1,W^2`$ and $`W^3`$, the dimension of the vector space $`I_V\left(\begin{array}{cc}W^3& \\ W^1W^2& \end{array}\right)`$ of all intertwining operators of type $`\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)`$ is called the fusion rule of corresponding type and denoted by $`N_{W^1W2}^{W^3}`$. It is known that fusion rules have the following symmetry;
$`I_V\left(\begin{array}{cc}W^3& \\ W^1W^2& \end{array}\right)\left(\begin{array}{cc}W^3& \\ W^2W^1& \end{array}\right)\left(\begin{array}{cc}\left(W^2\right)& \\ W^1\left(W^3\right)^{}& \end{array}\right),`$ (1.7)
where $`W^{}`$ means the contragredient module of $`W`$ (see \[FHL, HL\]).
We give the correspondence of irreducible $`V_L^+`$-modules and contragredient modules (see Proposition 2.8). The correspondence and the symmetry of fusion rules (1.7) are very useful in reducing the arguments to determine the fusion rules for $`V_L^+`$.
We explain the method of determining the fusion rules for $`V_L^+`$ in more detail. Let $`W^1,W^2`$ and $`W^3`$ be $`V_L^+`$-modules, and suppose that $`W^1`$ and $`W^2`$ contain $`M(1)^+`$-submodules $`M^1`$ and $`M^2`$ respectively. Then we have a canonical restriction map
$$I_{V_L^+}\left(\begin{array}{cc}W^3& \\ W^1W^2& \end{array}\right)I_{M(1)^+}\left(\begin{array}{cc}W^3& \\ M^1M^2& \end{array}\right),๐ด๐ด|_{N^1N^2}.$$
It is known that if $`W^1`$ and $`W^2`$ are irreducible, the restriction map is injective (cf. \[DL\], Proposition 11.9). Therefore we then have
$`dimI_{V_L^+}\left(\begin{array}{cc}W^3& \\ W^1W^2& \end{array}\right)dimI_{M(1)^+}\left(\begin{array}{cc}W^3& \\ M^1M^2& \end{array}\right).`$ (1.12)
We also prove that all irreducible $`V_L^+`$-modules are completely reducible as $`M(1)^+`$-modules and that the multiplicity of each irreducible $`M(1)^+`$-module is at most one. Using this fact, (1.12) and fusion rules for $`M(1)^+`$, we show that fusion rules for $`V_L^+`$ are zero or one. The formula (1.12) also shows that for irreducible $`V_L^+`$-modules $`W^1,W^2`$ and $`W^3`$, if there are $`M(1)^+`$-submodules $`M^1`$ of $`W^1`$ and $`M^2`$ of $`W^2`$ such that the fusion rule $`N_{M^1M^2}^{W^3}`$ for $`M(1)^+`$ is zero, then the fusion rule $`N_{W^1W^2}^{W^3}`$ for $`V_L^+`$ is zero. For almost of irreducible $`V_L^+`$-modules $`W^1,W^2`$ and $`W^3`$ for which the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero, we can find such $`M(1)^+`$-submodules $`M^1`$ of $`W^1`$ and $`M^2`$ of $`W^2`$. But there are irreducible modules $`W^1,W^2`$ and $`W^3`$ such that the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero although the fusion rule $`N_{M^1M^2}^{W^3}`$ is nonzero for any $`M(1)^+`$-submodules $`M^1`$ of $`W^1`$ and $`M^2`$ of $`W^2`$ (for example $`W^1=V_L^{}`$, $`W^2=W^3=V_{\alpha /2+L}^+`$). In such case, to show that intertwining operators $`๐ด`$ of corresponding type are zero, we choose irreducible $`M(1)^+`$-submodules $`M^1`$ and $`M^2`$ from $`W^1`$ and $`W^2`$ respectively. Since the fusion rule $`N_{M^1M^2}^{W^3}`$ is nonzero and $`W^3`$ is a direct sum of irreducible $`M(1)^+`$-modules as $`W^3=_{iI}M_i^3`$, we see that the restriction of $`๐ด`$ to $`M^1M^2`$ is a linear combination of intertwining operators of types $`\left(\begin{array}{cc}M_i^3& \\ M^1M^2& \end{array}\right)`$. Then the explicit forms of intertwining operators of types $`\left(\begin{array}{cc}M_i^3& \\ M^1M^2& \end{array}\right)`$ shows $`๐ด=0`$.
The nonzero fusion rules is provided by constructing nontrivial intertwining operators explicitly. The constructions is separated in two cases; one is the case all modules are of untwisted types, and other is the case some modules are of twisted types.
In the case all modules are of untwisted types, the nontrivial intertwining operators are essentially given in \[DL\]. \[DL\] construct a nontrivial intertwining operator $`๐ด_{\lambda \mu }`$ for $`V_L`$ of type $`\left(\begin{array}{cc}V_{\lambda +\mu +L}& \\ V_{\lambda +L}V_{\mu +L}& \end{array}\right)`$ for $`\lambda ,\mu L^{}`$. The intertwining operator $`๐ด_{\lambda \mu }`$ gives rise to a nonzero intertwining operator for $`V_L^+`$ of type $`\left(\begin{array}{cc}V_L^{\lambda +\mu }& \\ V_{\lambda +L}V_{\mu +L}& \end{array}\right)`$. Since $`\theta `$ induces a $`V_L^+`$-module isomorphism from $`V_{\lambda +L}`$ to $`V_{\lambda +L}`$ for $`\lambda L^{}`$, the operator $`๐ด_{\lambda ,\mu }\theta `$ defined by $`๐ด_{\lambda ,\mu }\theta (u,z)v=๐ด_{\lambda ,\mu }(u,z)\theta (v)`$ for $`uV_{\lambda +L}`$ and $`vV_{\mu +L}`$ gives a nonzero intertwining operator of type $`\left(\begin{array}{cc}V_L^{\lambda \mu }& \\ V_{\lambda +L}V_{\mu +L}& \end{array}\right)`$. Then all nonzero intertwining for untwisted type modules are given by restricting $`๐ด_{\lambda \mu }`$ or $`๐ด_{\lambda ,\mu }\theta `$ to irreducible $`V_L^+`$-modules.
In the case some modules are of twisted types, we construct nonzero intertwining operators as follows: In \[A\], an intertwining operator $`๐ด^\theta `$ for $`M(1)^+`$ of type $`\left(\begin{array}{cc}M(1)(\theta )& \\ M(1,\lambda )M(1)(\theta )& \end{array}\right)`$ for $`\lambda L^{}`$ is constructed following \[FLM\]. As in \[DL\], for $`\lambda L^{}`$, we give an linear isomorphism $`\psi _\lambda `$ of $`T^1T^2`$ which satisfies $`e_\alpha \psi _\lambda =(1)^{\alpha ,\lambda }\psi _\lambda e_\alpha =\psi _{\lambda +\alpha }`$, and define $`\stackrel{~}{๐ด}`$ by $`\stackrel{~}{๐ด}(u,z)=๐ด^\theta (u,z)\psi _\gamma `$ for $`\gamma \lambda +L`$ and $`uM(1,\gamma )`$. Then for $`\lambda L^{}`$ and $`i,j=1,2`$ which satisfy $`(1)^{\lambda ,\alpha +\delta _{i,j}+1}=1`$, $`\stackrel{~}{๐ด}`$ gives rise to an intertwining operator of type $`\left(\begin{array}{cc}V_L^{T_j}& \\ V_{\lambda +L}V_L^{T_i}& \end{array}\right)`$, and all nonzero intertwining operators in this case are given by restricting $`\stackrel{~}{๐ด}`$ to irreducible $`V_L^+`$-modules and by using symmetry of fusion rules (1.7).
The organization of this paper is as follows: We recall definitions of modules for a vertex operator algebra and fusion rules in Section 2.1, we review the vertex operator algebras $`M(1)^+`$ and $`V_L^+`$ and their irreducible modules in Section 2.2. In Section 2.3 we state the fusion rules for $`M(1)^+`$, and discuss the contragredient modules for $`V_L^+`$. In Section 3.1, we give the irreducible decompositions of irreducible $`V_L^+`$-modules as $`M(1)^+`$-modules and prove that the fusion rules for $`V_L^+`$ are zero or one. In Section 3.2, we state the main theorem (Theorem 3.4). In Section 3.3 and 3.4, the proof of the main theorem is given. In Section 3.3, we determine the fusion rule $`N_{W^1W^2}^{W^3}`$ for untwisted type modules $`W^i`$ $`(i=1,2,3)`$. In Section 3.4, fusion rule of type $`\left(\begin{array}{cc}W^3& \\ W^1W^2& \end{array}\right)`$ are determine in the case some of $`W^i`$ $`(i=1,2,3)`$ are twisted type module.
## 2 Preliminaries
In Section 2.1, we recall the definition of a $`g`$-twisted module for a vertex operator algebra and its automorphism $`g`$ of finite order and that of an intertwining operator following \[FLM, FHL, DMZ\] and \[DLM\]. In Section 2.2, we review constructions of vertex operator algebras $`M(1)^+`$, $`V_L^+`$ and their irreducible modules following \[FLM, DL, DN1, DN2\]. In Section 2.3, we state the fusion rules for $`M(1)^+`$ obtained in \[A\] (see Theorem 2.7) and discuss the contragredient modules for $`V_L^+`$.
Throughout this paper, $``$ is the set of nonnegative integers and $`_+`$ is the set of positive integers.
### 2.1 Modules, intertwining operators and fusion rules
Let $`(V,Y,\mathrm{๐},\omega )`$ be a vertex operator algebra and $`g`$ an automorphism of $`V`$ of order $`T`$. Then $`V`$ is decomposed into the direct sum of eigenspaces for $`g`$:
$`V={\displaystyle \underset{r=0}{\overset{T1}{}}}V^r,V^r=\{aV|g(a)=e^{\frac{2\pi ir}{T}}a\}.`$
A $`g`$-twisted $`V`$-module is a $``$-graded vector space $`M=_\lambda M(\lambda )`$ such that each $`M(\lambda )`$ is finite dimensional and for fixed $`\lambda `$, $`M(\lambda +n/T)=0`$ for sufficiently small integer $`n`$, and equipped with a linear map
$`Y_M:V`$ $``$ $`(\text{End }M)\{z\},`$
$`a`$ $``$ $`Y_M(a,z)={\displaystyle \underset{n}{}}a_n^Mz^{n1},(a_n^M\text{End }M)`$
such that the following conditions hold for $`0rT1,aV^r,bVanduM`$:
$`Y_M(a,z)={\displaystyle \underset{nr/T+}{}}a_n^Mz^{n1},Y_M(a,z)vz^{\frac{r}{T}}M((z)),`$
$`z_0^1\delta \left({\displaystyle \frac{z_1z_2}{z_0}}\right)Y_M(a,z_1)Y_M(b,z_2)z_0^1\delta \left({\displaystyle \frac{z_2z_1}{z_0}}\right)Y_M(b,z_2)Y_M(a,z_1)`$
$`=z_2^1\delta \left({\displaystyle \frac{z_1z_0}{z_2}}\right)\left({\displaystyle \frac{z_1z_0}{z_2}}\right)^{\frac{r}{T}}Y_M(Y(a,z_0)b,z_2),`$
$$Y_M(\mathrm{๐},z)=\text{id}_M,$$
$`L(0)v=\lambda v\text{ for }vM(\lambda )\text{,}`$
where we set $`Y_M(\omega ,z)=_nL(n)z^{n2}`$.
A $`g`$-twisted $`V`$-module is denoted by $`(M,Y_M)`$ or simply by $`M`$. In the case $`g`$ is the identity of $`V`$, a $`g`$-twisted $`V`$-module is called a $`V`$-module. An element $`uM(\lambda )`$ is called a homogeneous element of weight $`\lambda `$. We denote the weight by $`\lambda =\text{wt}(u)`$. We write the component operator $`a_n^M(aV,n)`$ by $`a_n`$ for simplicity.
For a $`V`$-module $`M`$, it is known that the restricted dual $`M^{}=_\lambda M(\lambda )^{}`$ with the vertex operator $`Y_M^{}(a,z)`$ for $`aV`$ defined by
$`Y_M^{}(a,z)u^{},v=u^{},Y_M(e^{zL(1)}(z^2)^{L(0)}a,z^1)v`$
for $`u^{}M^{},vM`$ is a $`V`$-module (cf. \[FHL\]). The $`V`$-module $`(M^{},Y_M^{})`$ is called the contragredient module of $`M`$. The double contragredient module $`(M^{})^{}`$ of $`M`$ is naturally isomorphic to $`M`$, and therefore if $`M`$ is irreducible, then $`M^{}`$ is also irreducible (see \[FHL\]).
###### Definition 2.1.
Let $`V`$ be a vertex operator algebra and $`(M^i,Y_{M^i})`$ $`(i=1,2,3)`$ be $`V`$-modules. An intertwining operator for $`V`$ of type $`\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)`$ is a linear map $`๐ด:M^1M^2M^3\{z\}`$, or equivalently,
$`๐ด:M^1`$ $``$ $`(\text{Hom }(M^2,M^3))\{z\},`$
$`v`$ $``$ $`๐ด(v,z)={\displaystyle \underset{n}{}}v_nz^n(v_n\text{Hom }(M^2,M^3))`$
such that for $`aV,vM^1anduM^2`$, following conditions are satisfied:
For fixed $`n`$, $`v_{n+k}u=0`$ for sufficiently large integer $`k`$,
$`z_0^1\delta \left({\displaystyle \frac{z_1z_2}{z_0}}\right)Y_{M^3}(a,z_1)๐ด(v,z_2)z_0^1\delta \left({\displaystyle \frac{z_2z_1}{z_0}}\right)๐ด(v,z_2)Y_{M^2}(a,z_1)`$
$`=z_2^1\delta \left({\displaystyle \frac{z_1z_0}{z_2}}\right)๐ด(Y_{M^1}(a,z_0)v,z_2),`$ (2.1)
$`{\displaystyle \frac{d}{dz}}๐ด(v,z)=๐ด(L(1)v,z).`$
The vector space of all intertwining operators of type $`\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)`$ is denoted by $`I_V`$$`\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)`$. The dimension of the vector space $`I_V\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)`$ is called the fusion rule of corresponding type and denoted by $`N_{M^1M^2}^{M^3}`$. Fusion rules have the following symmetry (see \[FHL\] and \[HL\]).
###### Proposition 2.2.
Let $`M^i`$ $`(i=1,2,3)`$ be $`V`$-modules. Then there exist natural isomorphisms
$`I_V\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)I_V\left(\begin{array}{cc}\mathrm{M}^3& \\ \mathrm{M}^2\mathrm{M}^1& \end{array}\right)\text{ and }I_V\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)I_V\left(\begin{array}{cc}\left(M^2\right)^{}& \\ M^1\left(M^3\right)^{}& \end{array}\right).`$
The following lemma is often used in later sections.
###### Lemma 2.3.
(\[DL\]) Let $`V`$ be a vertex operator algebra, and let $`M^1`$ and $`M^2`$ be irreducible $`V`$-modules and $`M^3`$ a $`V`$-module. If $`๐ด`$ is a nonzero intertwining operator of type $`\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)`$, then $`๐ด(u,z)v0`$ for any nonzero vectors $`uM^1`$ and $`vM^2`$.
As a direct consequence of Lemma 2.3, we have
###### Corollary 2.4.
Let $`V,M^i`$ $`(i=1,2,3)`$ be as in Lemma 2.3, and let $`U`$ be a vertex operator subalgebra of $`V`$ with same Virasoro element, $`N^i`$ a $`U`$-submodule of $`M^i`$ for $`i=1,2`$. Then the restriction map
$`I_V\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)I_U\left(\begin{array}{cc}M^3& \\ N^1N^2& \end{array}\right),๐ด๐ด|_{N^1N^2},`$
is injective. In particular, we have
$`dimI_V\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right)dimI_U\left(\begin{array}{cc}M^3& \\ N^1N^2& \end{array}\right).`$ (2.8)
Let $`V,M^i`$ $`(i=1,2,3)`$, $`U`$ and $`N^i`$ $`(i=1,2)`$ be as in Corollary 2.4. Suppose that $`M^3`$ is decomposed into a direct sum of irreducible $`U`$-modules as $`M^3=_iL^i`$. Then there is an isomorphism
$`I_U\left(\begin{array}{cc}_iL^i& \\ N^1N^2& \end{array}\right)_iI_U\left(\begin{array}{cc}L^i& \\ N^1N^2& \end{array}\right).`$
Therefore by Corollary 2.4, we have an in equality
$`dimI_V\left(\begin{array}{cc}M^3& \\ M^1M^2& \end{array}\right){\displaystyle \underset{i}{}}dimI_U\left(\begin{array}{cc}L^i& \\ N^1N^2& \end{array}\right).`$ (2.14)
Another consequence of Lemma 2.3 is
###### Lemma 2.5.
Let $`V`$ be a simple vertex operator algebra, and let $`M^1`$ and $`M^2`$ be irreducible $`V`$-modules. If the fusion rule of type $`\left(\begin{array}{cc}M^2& \\ VM^1& \end{array}\right)`$ is nonzero, then $`M^1`$ and $`M^2`$ are isomorphic to each other as $`V`$-modules.
Proof. Let $`๐ด`$ be an intertwining operator of type $`\left(\begin{array}{cc}M^2& \\ VM^1& \end{array}\right)`$. Consider the operator $`๐ด(\mathrm{๐},z)`$. By the $`L(1)`$-derivative property (2.1), we see that $`๐ด(\mathrm{๐},z)`$ is independent on $`z`$. Denote $`f=๐ด(\mathrm{๐},z)\text{Hom }(M^1,M^2)`$. Since $`V`$ is simple and $`M^1`$ is irreducible, Proposition 2.3 implies that $`f`$ is nonzero. By Jacobi identity (2.1), we have a commutation relation
$`[a_n,๐ด(\mathrm{๐},z)]={\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}\left(\begin{array}{c}n\\ i\end{array}\right)๐ด(a_i\mathrm{๐},z)z^{ni}=0`$
for $`aV`$ and $`n`$. Hence $`f`$ is a nonzero $`V`$-module homomorphism from $`M^1`$ to $`M^2`$. Since $`M^1`$ and $`M^2`$ are irreducible, $`f`$ is in fact isomorphism. Therefore $`M^1`$ is isomorphic to $`M^2`$.$`\mathrm{}`$
### 2.2 Vertex operator algebra $`V_L^+`$ and its irreducible modules
We discuss the constructions of vertex operator algebras $`M(1)`$, $`V_L`$ and their irreducible (twisted) modules following \[FLM, DL, D1\] and \[D2\]. We also refer to the vertex operator algebras $`M(1)^+`$, $`V_L^+`$ and irreducible modules for them classified in \[DN1, DN2\].
Let $`L`$ be an even lattice of rank $`1`$ with a nondegenerate positive definite $``$-bilinear form $`,`$, and $`๐ฅ=_{}L`$. Then $`๐ฅ`$ has the nondegenerate symmetric $``$-bilinear form given by extending the form $`,`$ of $`L`$. Let $`[๐ฅ]`$ be the group algebra of $`๐ฅ`$ with a basis $`\{e_\lambda |\lambda ๐ฅ\}`$. For a subset $`M`$ of $`๐ฅ`$, set $`[M]=_{\lambda M}e_\lambda `$.
Let $`\widehat{๐ฅ}=๐ฅ[t,t^1]K`$ be a Lie algebra with the commutation relation given by $`[Xt^m,X^{}t^n]=m\delta _{m+n,0}X,X^{}K,[K,\widehat{๐ฅ}]=0`$ for $`X,X^{}๐ฅ`$ and $`m,n`$. Then $`\widehat{๐ฅ}^+=๐ฅ[t]K`$ is a subalgebra of $`\widehat{๐ฅ}`$, and the group algebra $`[๐ฅ]`$ becomes a $`\widehat{๐ฅ}^+`$-module by the action $`\rho (Xt^n)e_\lambda =\delta _{n,0}X,\lambda e_\lambda `$ and $`\rho (K)e_\lambda =e_\lambda `$ for $`\lambda ๐ฅ`$, $`X๐ฅ`$ and $`n`$. It is clear that for a subset $`M`$ of $`๐ฅ`$ the subspace $`[M]`$ is a $`\widehat{๐ฅ}^+`$-submodule of $`[๐ฅ]`$. Set $`V_M`$ the induced module of $`\widehat{๐ฅ}`$ by $`[M]`$:
$`V_M=U(\widehat{๐ฅ})_{U(\widehat{๐ฅ}^+)}[M]S(๐ฅt^1[t^1])[M]\text{ (linearly),}`$
where $`U()`$ means a universal enveloping algebra. Denote the action of $`Xt^n`$ ($`X๐ฅ,n`$) on $`V_๐ฅ`$ by $`X(n)`$ and set $`X(z)=_nX(n)z^{n1}`$ for $`X๐ฅ`$. For $`\lambda ๐ฅ`$, the vertex operator associated with $`e_\lambda `$ is defined by
$`๐ด^{}(e_\lambda ,z)=\mathrm{exp}\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\lambda (n)}{n}}z^n\right)\mathrm{exp}\left({\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\lambda (n)}{n}}z^n\right)e_\lambda z^{\lambda (0)},`$ (2.16)
where $`e_\lambda `$ in the right-hand side means the left multiplication of $`e_\lambda [๐ฅ]`$ on the group algebra $`[๐ฅ]`$, and $`z^{\lambda (0)}`$ is an operator on $`V_๐ฅ`$ defined by $`z^{\lambda (0)}u=z^{\lambda ,\mu }u`$ for $`\mu ๐ฅ`$ and $`uM(1,\mu )`$. For $`v=X_1(n_1)\mathrm{}X_m(n_m)e_\lambda V_๐ฅ`$ ($`X_i๐ฅ`$ and $`n_i_+`$), the corresponding vertex operator is defined by
$`๐ด^{}(v,z)=^{_{}}_{^{}}^{(n_11)}X_1(z)\mathrm{}^{(n_m1)}X_m(z)๐ด^{}(e_\lambda ,z)^{_{}}_{^{}},`$ (2.17)
where $`^{(n)}=(\frac{1}{n!})(d/dz)^n`$, and the normal ordering $`^{_{}}_{^{}}^{_{}}_{^{}}`$ is an operation which reorders so that $`X(n)`$ ($`X๐ฅ,n<0`$) and $`e_\lambda `$ to be placed to the left of $`X(n)`$ ($`X๐ฅ,n0`$) and $`z^{\lambda (0)}`$. We extend $`๐ด^{}`$ to $`V_๐ฅ`$ by linearity. We denote $`Y(a,z)=๐ด^{}(a,z)`$ when $`a`$ is in $`V_L`$.
Set $`L=\alpha `$ and $`\alpha ,\alpha =2k`$ for $`k_+`$, and $`L^{}=\{\lambda ๐ฅ|\lambda ,\alpha \}`$, the dual lattice of $`L`$. Let $`h=\alpha /\sqrt{2k}`$ be the orthonormal basis of $`๐ฅ`$ and set $`\mathrm{๐}=1e_0`$ and $`\omega =(1/2)h(1)^2e_0`$. Then $`(V_L,Y,\mathrm{๐},\omega )`$ is a simple vertex operator algebra with central charge $`1`$ and for $`\lambda +LL^{}/L`$, $`(V_{\lambda +L},Y)`$ is an irreducible module for $`V_L`$. Furthermore $`V_{\lambda +L}`$ for $`\lambda +LL^{}/L`$ give all inequivalent irreducible $`V_L`$-modules. Set $`M(1)=S(๐ฅt^1[t^1])e_0V_L`$, then ($`M(1),Y,\mathrm{๐},\omega )`$ is a simple vertex operator algebra. If we set $`M(1,\lambda )=U(\widehat{๐ฅ})_{U(\widehat{๐ฅ}^+)}e_\lambda `$ for each $`\lambda ๐ฅ`$, then $`(M(1,\lambda ),๐ด^{})`$ becomes an irreducible $`M(1)`$-module (see \[D1, DL\]).
Let $`\theta `$ be a linear isomorphism of $`V_๐ฅ`$ defined by
$`\theta (X_1(n_1)X_2(n_2)\mathrm{}X_{\mathrm{}}(n_{\mathrm{}})e_\lambda )=(1)^{\mathrm{}}X_1(n_1)X_2(n_2)\mathrm{}X_{\mathrm{}}(n_{\mathrm{}})e_\lambda ,`$
for $`X_i๐ฅ,n_+`$ and $`\lambda ๐ฅ`$. Then $`\theta `$ induces automorphisms of $`V_L`$ and $`M(1)`$. For a $`\theta `$-invariant subspace $`W`$ of $`V_๐ฅ`$, we denote the $`\pm 1`$-eigenspaces of $`W`$ for $`\theta `$ by $`W^\pm `$. Then $`(V_L^+,Y,\mathrm{๐},\omega )`$ and $`(M(1)^+,Y,\mathrm{๐},\omega )`$ are vertex operator algebras. Furthermore $`M(1)^\pm `$ and $`M(1,\lambda )`$ for $`\lambda 0`$ are irreducible $`M(1)^+`$-modules, and $`\theta `$ induces an $`M(1)^+`$-module isomorphism between $`M(1,\lambda )`$and $`M(1,\lambda )`$ (see\[DN1\]). As to $`V_L^+`$-modules, $`V_L^\pm `$, $`V_{\alpha /2+L}^\pm `$ and $`V_{r\alpha /2k+L}`$ for $`1rk1`$ are irreducible modules (see \[DN2\]) and $`\theta `$ induces a $`V_L^+`$-module isomorphism between $`V_{\lambda +L}`$ and $`V_{\lambda +L}`$ for $`\lambda L^{}`$.
Now we review the construction of $`\theta `$-twisted $`V_L`$-modules following \[FLM, D2\]. Let $`\widehat{๐ฅ}[1]=๐ฅt^{1/2}[t,t^1]K`$ be a Lie algebra with commutation relation $`[Xt^m,X^{}t^n]=m\delta _{m+n,0}X,X^{}K,`$ $`[K,\widehat{๐ฅ}[1]]=0`$ for $`X,X^{}๐ฅ`$ and $`m,n1/2+`$. Then $``$ becomes a one-dimensional module for $`\widehat{๐ฅ}[1]^+=๐ฅt^{1/2}[t]K`$ by defining the actions by $`\rho (Xt^n)1=0`$ and $`\rho (K)\mathrm{\hspace{0.17em}1}=1`$ for $`X๐ฅ`$ and $`n1/2+`$. Set $`M(1)(\theta )`$ the induced $`\widehat{๐ฅ}[1]`$-module :
$`M(1)(\theta )=U(\widehat{๐ฅ}[1])_{U(\widehat{๐ฅ}[1]^+)}S\left(๐ฅt^{\frac{1}{2}}[t^1]\right)(\mathrm{linearly}).`$
Denote the action of $`Xt^n`$ ($`X๐ฅ,n1/2+`$) on $`M(1)(\theta )`$ by $`X(n)`$, and set $`X(z)=_{n1/2+}X(n)z^{n1}`$. For $`\lambda L^{}`$ a twisted vertex operator associated with $`e_\lambda V_๐ฅ`$ is defined by
$`๐ด^\theta (e_\lambda ,z)=2^{\lambda ,\lambda }z^{\frac{\lambda ,\lambda }{2}}\mathrm{exp}\left({\displaystyle \underset{n1/2+}{}}{\displaystyle \frac{\lambda (n)}{n}}z^n\right)\mathrm{exp}\left({\displaystyle \underset{n1/2+}{}}{\displaystyle \frac{\lambda (n)}{n}}z^n\right).`$ (2.18)
For $`v=X_1(n_1)\mathrm{}X_m(n_m)e_\lambda V_L^{}`$ ($`X_i๐ฅ`$ and $`n_i_+`$), set
$`W^\theta (v,z)=^{_{}}_{^{}}^{(n_11)}X_1(z)\mathrm{}^{(n_m1)}X_m(z)๐ด^\theta (v_\lambda ,z)^{_{}}_{^{}},`$ (2.19)
and extend it to $`V_L^{}`$ by linearity, where the normal ordering $`^{_{}}_{^{}}^{_{}}_{^{}}`$ is an operation which reorders so that $`X(n)`$ ($`X๐ฅ,n<0`$) to be placed to the left of $`X(n)`$ ($`X๐ฅ,n>0`$). Let $`c_{mn}`$ be coefficients defined by the formal power series expansion
$`{\displaystyle \underset{m,n0}{}}c_{mn}x^my^n=\mathrm{log}\left({\displaystyle \frac{(1+x)^{\frac{1}{2}}+(1+y)^{\frac{1}{2}}}{2}}\right),`$
and set $`\mathrm{\Delta }_z=_{m,n0}c_{mn}h(m)h(n)z^{mn}`$. Then the twisted vertex operator associated to $`uV_L^{}`$ is defined by
$`๐ด^\theta (u,z)=W^\theta (\mathrm{exp}(\mathrm{\Delta }_z)u,z).`$ (2.20)
If we write $`Y^\theta (a,z)=๐ด^\theta (a,z)`$ for $`aM(1)`$, the pair $`(M(1)(\theta ),Y^\theta )`$ is the unique irreducible $`\theta `$-twisted $`M(1)`$-module.
Let $`T_1`$ and $`T_2`$ be irreducible $`[L]`$-modules which $`e_\alpha `$ acts as $`1`$ and $`1`$ respectively, and set $`V_L^{T_i}=M(1)(\theta )_{}T_i`$ for $`i=1,2`$. For $`uM(1,\beta )`$ ($`\beta L`$), the corresponding twisted vertex operator is defined by $`Y^\theta (u,z)=๐ด^\theta (u,z)e_\beta `$. We extend $`Y^\theta `$ to $`V_L`$ by linearity. Then $`(V_L^{T_i},Y^\theta )`$ ($`i=1,2`$) are irreducible $`\theta `$-twisted $`V_L`$-modules. Note that $`V_L^{T_i}`$ has a $`\theta `$-twisted $`M(1)`$-module structure. Let $`t_i`$ be a basis of $`T_i`$ for $`i=1,2`$. Then we have a canonical $`\theta `$-twisted $`M(1)`$-module isomorphism
$`\varphi _i:M(1)(\theta )V_L^{T_i}:uut_i.`$ (2.21)
The action of the automorphism $`\theta `$ on $`M(1)(\theta )`$ is defined by
$`\theta (X_1(n_1)\mathrm{}X_m(n_m)1)=(1)^mX_1(n_1)\mathrm{}X_m(n_m)1,`$
for $`X_i๐ฅ,n_i1/2+`$. Set $`M(1)(\theta )^\pm `$ the $`\pm 1`$-eigenspaces of $`M(1)(\theta )`$ for $`\theta `$ and $`V_L^{T_i,\pm }`$ the $`\pm 1`$-eigenspaces of $`V_L^{T_i}`$ for $`\theta 1`$. Then $`M(1)(\theta )^\pm `$ and $`V_L^{T_i,\pm }`$ ($`i=1,2`$) become irreducible $`M(1)^+`$-modules and irreducible $`V_L^+`$-modules respectively (see \[DN1\] and \[DN2\] resp.). All irreducible $`M(1)^+`$-modules and all irreducible $`V_L^+`$-modules are classified in \[DN1\] and \[DN2\] respectively.
###### Theorem 2.6.
(1) (\[DN1\]) The set
$`\{M(1)^\pm ,M(1)(\theta )^\pm ,M(1,\lambda )(M(1,\lambda ))|\lambda ๐ฅ\{0\}\}`$ (2.22)
gives all inequivalent irreducible $`M(1)^+`$-modules.
(2) (\[DN2\]) The set
$`\{V_L^\pm ,V_{\alpha /2+L}^\pm ,V_L^{T_i,\pm },V_{r\alpha /2k+L}|i=1,2,1rk1\}`$ (2.23)
gives all inequivalent irreducible $`V_L^+`$-modules.
We call irreducible modules $`V_L^\pm `$, $`V_{\alpha /2+L}^\pm `$ and $`V_{r\alpha /2k+L}`$ untwisted type modules, and call $`V_L^{T_i,\pm }`$ $`(i=1,2)`$ twisted type modules. Here and further we write $`\lambda _r=r\alpha /2k`$ for $`r`$.
### 2.3 Fusion rules for $`M(1)^+`$ and contragredient modules for $`V_L^+`$
First we list up the fusion rules for $`M(1)^+`$ determined in \[A\]. The fusion rules play central roles in determining fusion rules for $`V_L^+`$.
###### Theorem 2.7.
(\[A\]) Let $`M`$, $`N`$ and $`L`$ be irreducible $`M(1)^+`$-modules.
(i) If $`M=M(1)^+`$, then $`N_{M(1)^+N}^L=\delta _{N,L}`$.
(ii) If $`M=M(1)^{}`$, then $`N_{M(1)^{}N}^L`$ is $`0`$ or $`1`$, and $`N_{M(1)^{}N}^L=1`$ if and only if the pair $`(N,L)`$ is one of the following pairs:
$`(M(1)^\pm ,M(1)^{}),(M(1)(\theta )^\pm ,M(1)(\theta )^{}),`$
$`(M(1,\lambda ),M(1,\mu ))\text{ for }\lambda ,\mu ๐ฅ\{0\}\text{ such that }\lambda ,\lambda =\mu ,\mu \text{.}`$
(iii) If $`M=M(1,\lambda )`$ for $`\lambda ๐ฅ\{0\}`$, then $`N_{M(1,\lambda )N}^L`$ is $`0`$ or $`1`$, an $`N_{M(1,\lambda )N}^L=1`$ if and only if the pair $`(N,L)`$ is one of the following pairs:
$`(M(1)^\pm ,M(1,\mu ))(M(1,\mu ),M(1)^\pm )\text{ for }\mu ๐ฅ\{0\}\text{ such that }\lambda ,\lambda =\mu ,\mu \text{,}`$
$`(M(1,\mu ),M(1,\nu ))\text{ for }\mu ,\nu ๐ฅ\{0\}\text{ such that }\nu ,\nu =\lambda \pm \mu ,\lambda \pm \mu \text{,}`$
$`(M(1)(\theta )^\pm ,M(1)(\theta )^\pm ),(M(1)(\theta )^\pm ,M(1)(\theta )^{}).`$
(iv) If $`M=M(1)(\theta )^+`$, then $`N_{M(1)(\theta )^+N}^L`$ is $`0`$ or $`1`$, and $`N_{M(1)(\theta )^+N}^L=1`$ if and only if the pair $`(N,L)`$ is one of the following pairs:
$`(M(1)^\pm ,M(1)(\theta )^\pm ),(M(1)(\theta )^\pm ,M(1)^\pm ),`$
$`(M(1,\lambda ),M(1)(\theta )^\pm ),(M(1)(\theta )^\pm ,M(1,\lambda ))\text{ for }\lambda ๐ฅ\{0\}\text{.}`$
(v) If $`M=M(1)(\theta )^{}`$, then $`N_{M(1)(\theta )^{}N}^L`$ is $`0`$ or $`1`$, and $`N_{M(1)(\theta )^{}N}^L=1`$ if and only if the pair $`(N,L)`$ is one of the following pairs:
$`(M(1)^\pm ,M(1)(\theta )^{}),(M(1)(\theta )^\pm ,M(1)^{}),`$
$`(M(1,\lambda ),M(1)(\theta )^\pm ),(M(1)(\theta )^\pm ,M(1,\lambda ))\text{ for }\lambda ๐ฅ\{0\}\text{.}`$
Next we discuss the contragredient modules of irreducible $`V_L^+`$-modules. We shall prove the following proposition.
###### Proposition 2.8.
(i) If $`k`$ is even, then all irreducible $`V_L^+`$-modules are self-dual, that is , $`WW^{}`$ as $`V_L^+`$-modules.
(ii) If $`k`$ is odd, then
$`(V_{\alpha /2+L}^\pm )^{}V_{\alpha /2+L}^{},(V_L^{T_1,\pm })^{}V_L^{T_2,\pm },(V_L^{T_2,\pm })^{}V_L^{T_1,\pm }`$
and others are self-dual.
To prove the proposition, we use Zhuโs theory (see \[Z\]). Let $`V`$ be a vertex operator algebra. The Zhuโs algebra $`A(V)`$ associated with $`V`$ is a quotient space of $`V`$ by the subspace $`O(V)`$ which is spanned by vectors of the form
$`ab=\text{Res }_z{\displaystyle \frac{(1+z)^{\text{wt}(a)}}{z^2}}Y(a,z)b`$
for homogeneous element $`aV`$ and $`bV`$. The product of $`A(V)`$ is induced from the bilinear map $`:V\times VV`$ which is defined by
$`ab=\text{Res }_z{\displaystyle \frac{(1+z)^{\text{wt}(a)}}{z}}Y(a,z)b`$
for homogeneous element $`aV`$ and $`bV`$. Let $`M`$ be an irreducible $`V`$-module. Then there is a constant $`h`$ such that $`M`$ has a direct sum decomposition $`M=_nM_n`$, $`M_n=\{vM|L(0)v=(h+n)v\}`$ for $`n`$. Then the action $`o(a)u=a_{\text{wt}(a)1}u`$ for $`aV`$ and $`uM`$ induces an $`A(V)`$-module structure on $`M_0`$ which is called the top level of $`M`$, and $`M_0`$ is irreducible as $`A(V)`$-module. Furthermore if two irreducible $`V`$-modules $`M`$ and $`N`$ have top levels $`M_0`$ and $`N_0`$ which are isomorphic to each other as $`A(V)`$-modules, then $`M`$ and $`N`$ are isomorphic as $`V`$-module.
Suppose that $`k1`$. Then in \[DN2\], it is proved that the Zhuโs algebra $`A(V_L^+)`$ is generated by three elements $`[\omega ]`$, $`[J]`$ and $`[E]`$, where $`[a]`$ means the image $`a+O(V_L^+)`$ in $`A(V_L^+)`$ of $`aV_L^+`$, and $`J=h(1)^4\mathrm{๐}2h(3)h(1)\mathrm{๐}+(3/2)h(2)^2\mathrm{๐}`$ and $`E=e_\alpha +e_\alpha `$. Hence for an irreducible $`V_L^+`$-module $`M`$, to find the irreducible module which is isomorphic to $`M^{}`$, it is enough to see the actions of $`[\omega ]`$, $`[J]`$ and $`[E]`$ on the top level of $`M^{}`$. Since the top level of an irreducible $`V_L^+`$-module is one dimensional, they act on the top level as scalar multiple. By the construction of irreducible $`V_L^+`$-modules, we have the following table.
| | $`V_L^+`$ | $`V_L^{}`$ | $`V_{\lambda _r+L}`$ $`(1rk1)`$ | $`V_{\alpha /2+L}^+`$ | $`V_{\alpha /2+L}^{}`$ |
| --- | --- | --- | --- | --- | --- |
| $`\omega `$ | $`0`$ | $`1`$ | $`r^2/4k`$ | $`k/4`$ | $`k/4`$ |
| $`J`$ | $`0`$ | $`6`$ | $`(r^2/2k)^2r^2/4k`$ | $`k^4/4k^2/4`$ | $`k^4/4k^2/4`$ |
| $`E`$ | $`0`$ | $`0`$ | $`0`$ | 1 | $`1`$ |
| | $`V_L^{T_1,+}`$ | $`V_L^{T_1,}`$ | $`V_L^{T_2,+}`$ | $`V_L^{T_2,}`$ |
| --- | --- | --- | --- | --- |
| $`\omega `$ | $`1/16`$ | $`9/16`$ | $`1/16`$ | $`9/16`$ |
| $`J`$ | $`3/128`$ | $`45/128`$ | $`3/128`$ | $`45/128`$ |
| $`E`$ | $`2^{2k+1}`$ | $`2^{2k+1}(4k1)`$ | $`2^{2k+1}`$ | $`2^{2k+1}(4k1)`$ |
Table 1. Actions of $`\omega `$, $`J`$ and $`E`$ on the top level
Now we prove Proposition 2.8.
Proof of Proposition 2.8. Firs we consider the case $`k1`$. Let $`W`$ be an irreducible $`V_L^+`$-module. Set the top level $`W_0=v`$, and the top level of the contragredient module $`W_0^{}=v^{}`$. By the definition of a contragredient module, if $`aV_L^+`$ satisfies that $`L(0)a=\text{wt}(a)a`$ and $`L(1)a=0`$, we have $`o(a)v^{},v=(1)^{\text{wt}(a)}v^{},o(a)v,`$ and hence
$`o(\omega )v^{},v=v^{},o(\omega )v,o(J)v^{},v=v^{},o(J)v,o(E)v^{},v=(1)^kv^{},o(E)v.`$ (2.24)
Therefore by Table $`1`$, we have Proposition 2.8 for $`k1`$.
If $`k=1`$, then the dimension of the top level $`(V_L^{})_0`$ is two and others are one. Hence we see that $`(V_L^{})^{}V_L^{}`$ because the dimension of $`(V_L^{})_0^{}`$ is two. Since for irreducible $`V_L^+`$-modules except $`V_L^{}`$ Table $`1`$ is valid, we may apply same arguments of the case $`k1`$ to such irreducible modules. Therefore Table 1 and (2.24) shows that
$$(V_L^+)^{}V_L^+,(V_{\alpha /2+L}^\pm )^{}V_{\alpha /2+L}^{},(V_L^{T_1,\pm })^{}V_L^{T_2,\pm },(V_L^{T_2,\pm })^{}V_L^{T_1,\pm }.$$
This proves Proposition 2.8 for $`k=1`$.$`\mathrm{}`$
## 3 Fusion rules for $`V_L^+`$
In Section 3.1, we give irreducible decompositions of irreducible $`V_L^+`$-modules as $`M(1)^+`$-modules, and prove that every fusion rules for $`V_L^+`$ are zero or one with the help of fusion rules for $`M(1)^+`$. The main theorem is stated in Section 3.2. The rest of sections is devoted to the proof of the theorem and it is divided into two cases; one is the case that all modules are untwisted types (Section 3.3) and the other is the case that some irreducible module is twisted type (Section 3.4).
### 3.1 Irreducible decompositions of irreducible $`V_L^+`$-modules <br>as $`M(1)^+`$-modules
Since $`V_{\lambda +L}=_mM(1,\lambda +m\alpha )`$ for $`\lambda L^{}`$ and $`M(1,\mu )`$ is irreducible for $`M(1)^+`$ if $`\mu 0`$, $`V_{\lambda _r+L}`$ ($`1rk1`$) has an irreducible decompositions for $`M(1)^+`$:
$`V_{\lambda _r+L}{\displaystyle \underset{m}{}}M(1,\lambda _r+m\alpha ),`$ (3.1)
For a nonzero $`\lambda ๐ฅ`$, we consider the subspace $`(M(1)^+(e_\lambda \pm e_\lambda ))(M(1)^{}(e_\lambda e_\lambda ))`$ on $`M(1,\lambda )M(1,\lambda )`$. Since the action of $`M(1)^+`$ of $`M(1,\lambda )M(1,\lambda )`$ commutes the action of $`\theta `$, the subspaces $`(M(1)^+(e_\lambda \pm e_\lambda ))(M(1)^{}(e_\lambda e_\lambda ))`$ are $`M(1)^+`$-submodules. In fact we have the following proposition.
###### Lemma 3.1.
For a nonzero $`\lambda ๐ฅ`$, $`M(1)^+`$-submodules $`(M(1)^+(e_\lambda \pm e_\lambda ))(M(1)^{}(e_\lambda e_\lambda ))`$ of $`M(1,\lambda )M(1,\lambda )`$ are isomorphic to $`M(1,\lambda )`$.
Proof. Define a linear map $`\varphi _\lambda `$ by
$`\varphi _\lambda :(M(1)^+(e_\lambda +e_\lambda ))(M(1)^{}(e_\lambda e_\lambda ))`$ $``$ $`M(1,\lambda )`$ (3.2)
$`u(e_\lambda +e_\lambda )+v(e_\lambda e_\lambda )`$ $``$ $`(u+v)e_\lambda ,`$
for $`uM(1)^+`$ and $`vM(1)^{}`$. Then the linear map $`\varphi _\lambda `$ is an injective $`M(1)^+`$-module homomorphism. Since $`M(1,\lambda )`$ is irreducible for $`M(1)^+`$, the homomorphism is in fact an isomorphism. Hence $`M(1)^+(e_\lambda +e_\lambda )M(1)^{}(e_\lambda e_\lambda )`$ is isomorphic to $`M(1,\lambda )`$ as $`M(1)^+`$-module. We can also prove that $`M(1)^+(e_\lambda e_\lambda )M(1)^{}(e_\lambda +e_\lambda )`$ is isomorphic to $`M(1,\lambda )`$ as $`M(1)^+`$-module in the same way.$`\mathrm{}`$
We give irreducible decompositions of irreducible $`V_L^+`$-modules for $`M(1)^+`$;
###### Proposition 3.2.
Each irreducible $`V_L^+`$-modules decompose into direct sums of irreducible $`M(1)^+`$-modules as follows;
$`V_L^\pm `$ $``$ $`M(1)^\pm {\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}M(1,m\alpha ),`$ (3.3)
$`V_{\lambda _r+L}`$ $``$ $`{\displaystyle \underset{m}{}}M(1,\lambda _r+m\alpha )\text{ for }1rk1,`$ (3.4)
$`V_{\frac{\alpha }{2}+L}^\pm `$ $``$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}M(1,{\displaystyle \frac{\alpha }{2}}+m\alpha ),`$ (3.5)
$`V_L^{T_i,\pm }`$ $``$ $`M(1)(\theta )^\pm \text{ for }i=1,2\text{.}`$ (3.6)
Proof. Irreducible decompositions of $`V_{\lambda _r+L}`$ ($`1rk1`$) and $`V_L^{T_i,\pm }`$ ($`i=1,2)`$ have already given by (3.1) and (2.21) respectively. We see that $`V_L^\pm `$ and $`V_{\alpha /2+L}^\pm `$ have direct sum decompositions
$`V_L^\pm `$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}((M(1)^+(e_{m\alpha }\pm e_{m\alpha }))(M(1)^{}(e_{m\alpha }e_{m\alpha }))),`$
$`V_{\frac{\alpha }{2}+L}^\pm `$ $`=`$ $`{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}((M(1)^+(e_{\frac{\alpha }{2}+m\alpha }\pm e_{\frac{\alpha }{2}m\alpha }))(M(1)^{}(e_{\frac{\alpha }{2}+m\alpha }e_{\frac{\alpha }{2}m\alpha }))).`$
Hence Lemma 3.1 shows that these direct sum decompositions give irreducible decompositions of $`V_L^\pm `$ and $`V_{\alpha /2+L}^\pm `$.$`\mathrm{}`$
By Proposition 3.2, one see that for any irreducible $`V_L^+`$-module $`W`$, the multiplicity of an irreducible $`M(1)^+`$-module in $`W`$ is at most one.
Using these irreducible decompositions (3.3)-(3.6), Theorem 2.7 and Corollary 2.4, we can show that all fusion rules for $`V_L^+`$ are at most one:
###### Proposition 3.3.
Let $`W^1,W^2`$ and $`W^3`$ be irreducible $`V_L^+`$-module.
(1) The fusion rule $`N_{W^1W^2}^{W^3}`$ is zero or one.
(2) If all $`W^i`$ $`(i=1,2,3)`$ are twisted type modules, then the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero.
(3) If one of $`W^i`$ $`(i=1,2,3)`$ is twisted type module and others are of untwisted types, then the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero.
Proof. Suppose that $`W^1`$ and $`W^2`$ have irreducible $`M(1)^+`$-submodules $`M`$ and $`N`$ respectively and that $`W^3`$ has an irreducible decomposition $`W^3=_iM^i`$ as $`M(1)^+`$-module. By (2.14), we have an inequality
$`dimI_{V_L^+}\left(\begin{array}{cc}W^3& \\ W^1W^2& \end{array}\right){\displaystyle \underset{i}{}}dimI_{M(1)^+}\left(\begin{array}{cc}M^i& \\ MN& \end{array}\right).`$ (3.11)
If $`W^1,W^2`$ and $`W^3`$ are of twisted type or if $`W^1`$ is of twisted type and $`W^2`$ and $`W^3`$ are of untwisted type, then by Theorem 2.7 (iv), (v) and (3.3)-(3.6), we see that the fusion rule for $`M(1)^+`$ of type $`\left(\begin{array}{cc}M^i& \\ MN& \end{array}\right)`$ is zero for any $`i`$. Hence (3.11) implies that the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero. Since the contragredient module of an (un)twisted type module is of (un)twisted type, (2) and (3) follows from Proposition 2.2.
By (2),(3) and Proposition 2.2, to show (1), it suffices to prove that if $`W^1`$ is untwisted type module and both $`W^2`$ and $`W^3`$ are of twisted types or of untwisted types, then the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero or one.
If $`W^1`$ is untwisted type module and $`W^2`$ and $`W^3`$ are of twisted types, then by Theorem 2.7 (i)-(iii) and irreducible decompositions (3.3)-(3.6), we see that the fusion rule for $`M(1)^+`$ of type $`\left(\begin{array}{cc}W^3& \\ MW^2& \end{array}\right)`$ is zero or one for any irreducible $`M(1)^+`$-submodules $`M`$ of $`W^1`$. Hence Corollary 2.4 shows that the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero or one.
Now we turn to the case all $`W^i`$ $`(i=1,2,3)`$ are of untwisted types. We consider the following three cases separately; (i) $`W^1=V_L^\pm `$, (ii) $`W^1=V_{\alpha /2+L}^\pm `$ and (iii) $`W^1=V_{\lambda _r+L}`$ for $`1rk1`$. Let $`W^3=_iM^i`$ be the irreducible decomposition of $`W^3`$ for $`M(1)^+`$. Then it suffices to prove that the right-hand side of (3.11) is at most one for some $`M(1)^+`$-submodules $`M`$ of $`W^1`$ and $`N`$ of $`W^2`$.
(i) $`W^1=V_L^\pm `$ cases: Take $`M=M(1)^\pm `$. By (3.3)-(3.5), we can take $`N`$ to be isomorphic to $`M(1,\lambda )`$ for some $`\lambda L^{}`$. Then by Theorem 2.7 (i) and (ii), the fusion rule for $`M(1)^+`$ of type $`\left(\begin{array}{cc}M^i& \\ MN& \end{array}\right)`$ is one if and only if $`M^i`$ is isomorphic to $`M(1,\lambda )`$. Since the multiplicity of $`M(1,\lambda )`$ in the irreducible decomposition of $`W^3`$ is at most one, we see that the right-hand side of (3.11) is zero or one.
(ii) $`W^1=V_{\alpha /2+L}^\pm `$ case: Take $`MM(1,\alpha /2)`$. If $`N`$ is isomorphic to $`M(1,\lambda )`$ for some $`\lambda L^{}`$, then by Theorem 2.7 (iii), we see that the fusion rule for $`M(1)^+`$ of type $`\left(\begin{array}{cc}M^i& \\ MN& \end{array}\right)`$ is one if and only if $`M^i`$ is isomorphic to $`M(1,\lambda +\alpha /2)`$ or $`M(1,\lambda \alpha /2)`$. If $`W^2=V_{\alpha /2+L}^\pm `$, then by taking $`\lambda =\alpha /2`$, we see that the right-hand side of (3.11) is zero unless $`W^3`$ is $`V_L^+`$ or $`V_L^{}`$. So these cases and the cases $`W^2=V_L^\pm `$ reduce to the case (i) by means of Proposition 2.2. Therefore to prove (1) in the case $`W^1=V_{\alpha /2+L}^\pm `$, it is enough to consider the case $`W^2=V_{\lambda _r+L}`$ for some $`1rk1`$. Then by taking $`\lambda =\lambda _r`$, we see that the right-hand side of (3.11) is zero unless $`W^3`$ is $`V_{\lambda _{kr}+L}`$. By Corollary 2.4 and Proposition 2.8, the fusion rules of types $`\left(\begin{array}{cc}V_{\lambda _{kr}+L}& \\ V_{\alpha /2+L}^\pm V_{\lambda _r+L}& \end{array}\right)`$ is equal those of types $`\left(\begin{array}{cc}(V_{\alpha /2+L}^\pm )^{}& \\ V_{\lambda _r+L}V_{\lambda _{kr}+L}& \end{array}\right)`$ respectively. Hence we have to show that the right-hand side of (3.11) is at most one when $`W^1=V_{\lambda _r+L},W^2=V_{\lambda _{kr}+L}`$ and $`W^3=(V_{\alpha /2+L}^\pm )^{}`$. We take $`M=M(1,\lambda _r)`$ and $`N=M(1,\lambda _{kr})`$. Since by Theorem 2.7 the fusion rule for $`M(1)^+`$ of type $`\left(\begin{array}{cc}M(1,\alpha /2+m\alpha )& \\ MN& \end{array}\right)`$ is $`\delta _{m,0}`$ for $`m`$, (3.5) shows that the the right-hand side of (3.11) is at most one.
(iii) $`W^1=V_{\lambda _r+L}`$ case for $`1rk1`$: By Proposition 2.2 and results of (i) and (ii), to prove (1) in the case, it is sufficient to consider the case $`W^2=V_{\lambda _s+L}`$ for $`1sk1`$. Then we can take $`M=M(1,\lambda _r)`$ and $`N=M(1,\lambda _s)`$. Hence by Theorem 2.7 (iii), we see that the fusion rule for $`M(1)^+`$ of type $`\left(\begin{array}{cc}M^i& \\ MN& \end{array}\right)`$ is one if and only if $`M^i`$ is isomorphic to $`M(1,\lambda _r+\lambda _s)`$ or $`M(1,\lambda _r\lambda _s)`$. By (3.3)-(3.5), one see that for $`\mu ,\nu L^{}`$ $`M(1,\mu )`$ and $`M(1,\nu )`$ have multiplicity one in $`W^3`$, then $`\mu +\nu L`$ or $`\mu \nu L`$. But $`(\lambda _r+\lambda _s)+(\lambda _r\lambda _s)`$ and $`(\lambda _r+\lambda _s)(\lambda _r\lambda _s)`$ are not in $`L`$. Hence by (3.3)-(3.5), we see that the right-hand side of (3.11) is zero or one.$`\mathrm{}`$
### 3.2 Main Theorem
Here we give the main theorem. The proof is given in Section 3.3 and 3.4:
###### Theorem 3.4.
Let $`W^1,W^2`$ and $`W^3`$ be irreducible $`V_L^+`$-modules. Then (1) the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero or one and (2) the fusion rule $`N_{W^1W^2}^{W^3}`$ is one if and only if $`W^i`$ $`(i=1,2,3)`$ satisfy following cases:
(i) $`W^1=V_L^+`$ and $`W^2W^3`$.
(ii) $`W^1=V_L^{}`$ and the pair $`(W^2,W^3)`$ is one of the pairs
$`(V_L^\pm ,V_L^{}),(V_{\alpha /2+L}^\pm ,V_{\alpha /2+L}^{}),(V_L^{T_1,\pm },V_L^{T_1,}),(V_L^{T_2,\pm },V_L^{T_2,}),`$
$`(V_{\lambda _r+L},V_{\lambda _r+L})for1rk1.`$
(iii) $`W^1=V_{\alpha /2+L}^+`$ and the pair $`(W^2,W^3)`$ is one of the pairs
$`(V_L^\pm ,V_{\alpha /2+L}^\pm ),((V_{\alpha /2+L}^\pm )^{},V_L^\pm ),((V_L^{T_1,\pm })^{},V_L^{T_1,\pm }),((V_L^{T_2,\pm })^{},V_L^{T_2,}),`$
$`(V_{\lambda _r+L},V_{\alpha /2\lambda _r+L})for1rk1.`$
(iv) $`W^1=V_{\alpha /2+L}^{}`$ and the pair $`(W^2,W^3)`$ is one of the pairs
$`(V_L^\pm ,V_{\alpha /2+L}^{}),((V_{\alpha /2+L}^\pm )^{},V_L^{}),((V_L^{T_1,\pm })^{},V_L^{T_1,}),((V_L^{T_2,\pm })^{},V_L^{T_2,\pm }),`$
$`(V_{\lambda _r+L},V_{\alpha /2\lambda _r+L})for1rk1.`$
(v) $`W^1=V_{\lambda _r+L}`$ for $`1rk1`$ and the pair $`(W^2,W^3)`$ is one of the pairs
$`(V_L^\pm ,V_{\lambda _r+L}),(V_L^\pm ,V_{\lambda _r+L}),(V_{\alpha /2+L}^\pm ,V_{\alpha /2\lambda _r+L}),(V_{\alpha /2\lambda _r+L},V_{\alpha /2+L}^\pm ),`$
$`(V_{\lambda _s+L},V_{\lambda _r\pm \lambda _s+L})\text{ for }1sk1\text{,}`$
$`(V_L^{T_1,\pm },V_L^{T_1,\pm }),(V_L^{T_1,\pm },V_L^{T_1,}),(V_L^{T_2,\pm },V_L^{T_2,\pm }),(V_L^{T_2,\pm },V_L^{T_2,})\text{ if }r\text{ is even},`$
$`(V_L^{T_1,\pm },V_L^{T_2,\pm }),(V_L^{T_1,\pm },V_L^{T_2,}),(V_L^{T_2,\pm },V_L^{T_1,\pm }),(V_L^{T_2,\pm },V_L^{T_1,})\text{ if }r\text{ is odd}.`$
(vi) $`W^1=(V_L^{T_1,+})^{}`$ and the pair $`(W^2,W^3)`$ is one of the pairs
$`(V_L^\pm ,(V_L^{T_1,\pm })^{}),(V_L^{T_1,\pm },V_L^\pm ),(V_{\alpha /2+L}^\pm ,V_L^{T_1,\pm }),((V_L^{T_1,\pm })^{},(V_{\alpha /2+L}^\pm )^{}),`$
$`(V_{\lambda _r+L},(V_L^{T_1,\pm })^{})\text{ and }(V_L^{T_1,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is even},`$
$`(V_{\lambda _r+L},(V_L^{T_2,\pm })^{})\text{ and }(V_L^{T_2,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is odd}.`$
(vii) $`W^1=(V_L^{T_1,})^{}`$ and the pair $`(W^2,W^3)`$ is one of the pairs
$`(V_L^\pm ,(V_L^{T_1,})^{}),(V_L^{T_1,\pm },V_L^{}),(V_{\alpha /2+L}^\pm ,V_L^{T_1,}),((V_L^{T_1,\pm })^{},(V_{\alpha /2+L}^{})^{}),`$
$`(V_{\lambda _r+L},(V_L^{T_1,\pm })^{})\text{ and }(V_L^{T_1,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is even},`$
$`(V_{\lambda _r+L},(V_L^{T_2,\pm })^{})\text{ and }(V_L^{T_2,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is odd}.`$
(viii) $`W^1=(V_L^{T_2,+})^{}`$ and the pair $`(W^2,W^3)`$ is one of the pairs
$`(V_L^\pm ,(V_L^{T_2,\pm })^{}),(V_L^{T_2,\pm },V_L^\pm ),(V_{\alpha /2+L}^\pm ,V_L^{T_2,}),((V_L^{T_2,\pm })^{},(V_{\alpha /2+L}^{})^{}),`$
$`(V_{\lambda _r+L},(V_L^{T_2,\pm })^{})\text{ and }(V_L^{T_2,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is even},`$
$`(V_{\lambda _r+L},(V_L^{T_1,\pm })^{})\text{ and }(V_L^{T_1,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is odd}.`$
(ix) $`W^1=(V_L^{T_2,})^{}`$ and the pair $`(W^2,W^3)`$ is one of the pairs
$`(V_L^\pm ,(V_L^{T_2,})^{}),(V_L^{T_2,\pm },V_L^{}),(V_{\alpha /2+L}^\pm ,V_L^{T_2,\pm }),((V_L^{T_2,\pm })^{},(V_{\alpha /2+L}^\pm )^{}),`$
$`(V_{\lambda _r+L},(V_L^{T_2,\pm })^{})\text{ and }(V_L^{T_2,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is even},`$
$`(V_{\lambda _r+L},(V_L^{T_1,\pm })^{})\text{ and }(V_L^{T_1,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is odd}.`$
Since (1) of the main theorem has already proved in Proposition 3.3, to prove the theorem, it is enough to show that for irreducible $`V_L^+`$-modules $`W^1,W^2`$ and $`W^3`$, the fusion rule $`N_{W^1W^2}^{W^3}`$ is nonzero if and only if the triple $`(W^1,W^2,W^3)`$ satisfy indicated cases in the theorem. In Section 3.3, we prove this in the case all $`W^i`$ $`(i=1,2,3)`$ are untwisted type modules, and in Section 3.4 we do in the case one of $`W^i`$ $`(i=1,2,3)`$ is twisted type modules. To show โifโ part, we shall construct nonzero intertwining operators explicitly.
### 3.3 Fusion rules for untwisted type modules
We construct nonzero intertwining operators for untwisted type modules. For this purpose, we review intertwining operators for $`V_L`$ following \[DL\].
Let $`\lambda ,\mu L^{}`$. An intertwining operator of type $`\left(\begin{array}{cc}V_{\lambda +\mu +L}& \\ V_{\lambda +L}V_{\mu +L}& \end{array}\right)`$ is constructed as follows: As shown in Chapter 8 of \[FLM\], the operator $`๐ด^{}`$ satisfies Jacobi identity and $`L(1)`$-derivative property on $`V_L^{}`$ for $`\beta L`$, $`\lambda L^{},aM(1,\beta )`$ and $`uM(1,\lambda )`$:
$`z_0^1\delta \left({\displaystyle \frac{z_1z_2}{z_0}}\right)Y(a,z_1)๐ด^{}(u,z_2)(1)^{\beta ,\lambda }z_0^1\delta \left({\displaystyle \frac{z_2z_1}{z_0}}\right)๐ด^{}(u,z_2)Y(a,z_1)`$
$`=z_2^1\delta \left({\displaystyle \frac{z_1z_0}{z_2}}\right)๐ด^{}(Y(a,z_0)u,z_2),`$
$`{\displaystyle \frac{d}{dz}}๐ด^{}(u,z)=๐ด^{}(L(1)u,z).`$
Let $`\pi _\lambda `$ $`(\lambda L^{})`$ be the linear endomorphism of $`V_L^{}`$ defined by $`\pi _\lambda (v)=e^{\lambda ,\mu \pi i}v`$ for $`\mu L^{}`$ and $`vM(1,\mu )`$. Set $`๐ด_{r,s}(u,z)=๐ด^{}(u,z)\pi _{\lambda _r}|_{V_{\lambda _s+L}}`$ for $`r,s`$ and $`uV_{\lambda _r+L}`$. Then the operator $`๐ด_{r,s}`$ gives a nonzero intertwining operator for $`V_L`$ of type $`\left(\begin{array}{cc}V_{\lambda _r+\lambda _s+L}& \\ V_{\lambda _r+L}V_{\lambda _s+L}& \end{array}\right)`$ (see \[DL\]).
###### Proposition 3.5.
Fusion rules of the following types are nonzero;
1. $`\left(\begin{array}{cc}\mathrm{V}_{(\mathrm{\lambda }_\mathrm{r}\pm \mathrm{\lambda }_\mathrm{s})+\mathrm{L}}& \\ \mathrm{V}_{\mathrm{\lambda }_\mathrm{r}+\mathrm{L}}\mathrm{V}_{\mathrm{\lambda }_\mathrm{s}+\mathrm{L}}& \end{array}\right)\text{ for }1r,sk1,`$
2. $`\left(\begin{array}{cc}V_L^\pm & \\ V_L^+V_L^\pm & \end{array}\right),\left(\begin{array}{cc}V_L^{}& \\ V_L^{}V_L^\pm & \end{array}\right)`$ and $`\left(\begin{array}{cc}\mathrm{V}_{\mathrm{\lambda }_\mathrm{r}+\mathrm{L}}& \\ \mathrm{V}_\mathrm{L}^\pm \mathrm{V}_{\mathrm{\lambda }_\mathrm{r}+\mathrm{L}}& \end{array}\right)\text{ for }0rk1,`$
3. $`\left(\begin{array}{cc}V_{\alpha /2+L}^\pm & \\ V_L^+V_{\alpha /2+L}^\pm & \end{array}\right),\left(\begin{array}{cc}V_{\alpha /2+L}^{}& \\ V_L^{}V_{\alpha /2+L}^\pm & \end{array}\right)`$ and $`\left(\begin{array}{cc}\mathrm{V}_{(\mathrm{\alpha }/2\mathrm{\lambda }_\mathrm{r})+\mathrm{L}}& \\ \mathrm{V}_{\mathrm{\alpha }/2+\mathrm{L}}^\pm \mathrm{V}_{\mathrm{\lambda }_\mathrm{r}+\mathrm{L}}& \end{array}\right)\text{ for }0rk1.`$
Proof. Since $`(V_L,Y),(V_{\alpha /2+L},Y)`$ and $`(V_{\lambda _r+L},Y)`$ $`(1rk1`$) are irreducible $`V_L`$-modules, the vertex operator $`Y`$ gives nonzero intertwining operators for $`V_L`$ of types
$$\left(\begin{array}{cc}V_L& \\ V_LV_L& \end{array}\right),\left(\begin{array}{cc}V_{\alpha /2+L}& \\ V_LV_{\alpha /2+L}& \end{array}\right)\text{ and }\left(\begin{array}{cc}V_{\lambda _r+L}& \\ V_LV_{\lambda _r+L}& \end{array}\right)$$
for $`1rk1`$. Hence $`Y(a,z)u`$ is nonzero for any nonzero $`aV_L`$ and nonzero $`uV_{\lambda _s+L}`$ ($`s`$) by Corollary 2.4. Therefore since $`\theta Y(a,z)\theta =Y(\theta (a),z)`$ for $`aV_L`$, $`Y`$ gives nonzero intertwining operators for $`V_L^+`$ of types
$$\left(\begin{array}{cc}V_L^\pm & \\ V_L^+V_L^\pm & \end{array}\right),\left(\begin{array}{cc}V_L^{}& \\ V_L^{}V_L^\pm & \end{array}\right),\left(\begin{array}{cc}V_{\alpha /2+L}^\pm & \\ V_L^+V_{\alpha /2+L}^\pm & \end{array}\right),\left(\begin{array}{cc}V_{\alpha /2+L}^{}& \\ V_L^{}V_{\alpha /2+L}^\pm & \end{array}\right)\text{ and }\left(\begin{array}{cc}V_{\lambda _r+L}& \\ V_L^\pm V_{\lambda _r+L}& \end{array}\right)$$
for $`1rk1.`$
Next we show that fusion rules of types $`\left(\begin{array}{cc}V_{(\lambda _r\pm \lambda _s)+L}& \\ V_{\lambda _r+L}V_{\lambda _s+L}& \end{array}\right)`$ for $`r,s`$ are nonzero. Define $`๐ด_{r,s}\theta `$ by $`(๐ด_{r,s}\theta )(u,z)v=๐ด_{r,s}(u,z)\theta (v)`$ for $`uV_{\lambda _r+L}`$ and $`vV_{\lambda _s+L}`$. Then $`๐ด_{r,s}`$ is a nonzero intertwining operator for $`V_L^+`$ of type $`\left(\begin{array}{cc}V_{(\lambda _r\lambda _s)+L}& \\ V_{\lambda _r+L}V_{\lambda _s+L}& \end{array}\right)`$ since $`\theta `$ commutes the action of $`V_L^+`$. This proves that fusion rules of types $`\left(\begin{array}{cc}V_{(\lambda _r\pm \lambda _s)+L}& \\ V_{\lambda _r+L}V_{\lambda _s+L}& \end{array}\right)`$ are nonzero for any $`r,s`$.
Finally we show that fusion rule of type $`\left(\begin{array}{cc}V_{(\alpha /2\lambda _r)+L}& \\ V_{\alpha /2+L}^\pm V_{\lambda _r+L}& \end{array}\right)`$ for $`r`$ are nonzero. Since $`V_{\alpha /2+L}`$ is an irreducible $`V_L`$-module for any $`r`$, Corollary 2.4 shows that $`๐ด_{k,r}(u,z)v`$ is nonzero for any nonzero $`uV_{\alpha /2+L}`$ and nonzero $`vV_{\lambda _r+L}`$. Hence $`(๐ด_{k,r}\theta )(u,z)v`$ is also nonzero for any nonzero $`uV_{\alpha /2+L}`$ and nonzero $`vV_{\lambda _r+L}`$. Therefore $`๐ด_{k,r}\theta `$ gives nonzero intertwining operators of types $`\left(\begin{array}{cc}V_{(\alpha /2\lambda _r)+L}& \\ V_{\alpha /2+L}^\pm V_{\lambda _r+L}& \end{array}\right)`$.$`\mathrm{}`$
Next we show that for untwisted type modules $`W^i`$ ($`i=1,2,3`$), if the fusion rule $`N_{W^1W^2}^{W^3}`$ is nonzero, then the type $`\left(\begin{array}{cc}W^3& \\ W^1W^2& \end{array}\right)`$ is given from types in Proposition 3.5 by using Proposition 2.3. For this it suffices to prove the following proposition.
###### Proposition 3.6.
Let $`W^1,W^2`$ and $`W^3`$ be untwisted type modules. Then the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero if $`W^i`$ $`(i=1,2,3)`$ satisfy following cases:
1. $`W^1=V_L^+`$, and $`W^2,W^3`$ are inequivalent.
2. $`W^1=V_L^{}`$ and the pair $`(W^1,W^2)`$ is one of following pairs
$`(W^2,W^3)`$ $`=`$ $`(V_L^{},V_L^{}),(V_{\alpha /2+L}^\pm ,V_{\alpha /2+L}^\pm ),`$
$`(V_{\lambda _r+L},V_{\lambda _s+L})\text{ for }1r,sk1\text{ and }\lambda _r\lambda _s,`$
$`(V_L^{},V_{\lambda _r+L}),(V_{\alpha /2+L}^\pm ,V_{\lambda _r+L})\text{ for }1rk1.`$
3. $`W^3=V_{\alpha /2+L}^\pm `$ and the pair $`(W^1,W^2)`$ is one of following pairs
$`(W^1,W^2)`$ $`=`$ $`(V_{\lambda _r+L},V_{\lambda _s+L})\text{ for }1r,sk1\text{ and }\lambda _r+\lambda _s\alpha /2,`$
$`(V_{\alpha /2+L}^\pm ,V_{\lambda _r+L})\text{ and }1rk1.`$
4. $`W^1=V_{\lambda _r+L}`$ for $`1rk1`$ and the pair $`(W^1,W^2)`$ is one of following pairs
$`(W^1,W^2)=(V_{\lambda _s+L},V_{\lambda _t+L})\text{ for }1s,tk1\text{ and }\lambda _t\lambda _r\pm \lambda _s\text{ and }\lambda _s\lambda _r.`$
Proof. Lemma 2.5 proves the proposition in the case (i).
Next we consider the cases (ii) except the pair $`(V_{\alpha /2+L}^\pm ,V_{\alpha /2+L}^\pm )`$, (iii) and (iv). Let $`W^3=_iM^i`$ be the irreducible decomposition of $`W^3`$ for $`M(1)^+`$. Then we can find irreducible $`M(1)^+`$-submodules $`M`$ of $`W^1`$ and $`N`$ of $`W^3`$ such that the fusion rule for $`M(1)^+`$ of type $`\left(\begin{array}{cc}M^i& \\ MN& \end{array}\right)`$ is zero. Hence (3.11) implies that the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero; for example, in the case $`W^1=W^2=W^3=V_L^{}`$, we take $`M=N=M(1)^{}`$, etc..
It remains to prove the proposition in the cases $`(W^1,W^2)=(V_{\alpha /2+L}^\pm ,V_{\alpha /2+L}^\pm )`$ of (ii). We prove that the fusion rule of type $`\left(\begin{array}{cc}V_{\alpha /2+L}^+& \\ V_L^{}V_{\alpha /2+L}^+& \end{array}\right)`$ is zero. The case of type $`\left(\begin{array}{cc}V_{\alpha /2+L}^{}& \\ V_L^{}V_{\alpha /2+L}^{}& \end{array}\right)`$ can be also proved in the similar way.
Set
$`V_{\alpha /2+L}^+[m]`$ $`=`$ $`M(1)^+(e_{\frac{\alpha }{2}+m\alpha }+e_{(\frac{\alpha }{2}+m\alpha )})M(1)^{}(e_{\frac{\alpha }{2}+m\alpha }e_{(\frac{\alpha }{2}+m\alpha )}),`$ (3.12)
for $`m`$. Note that $`V_{\alpha /2+L}^+[m]`$ is isomorphic to $`M(1,\alpha /2+m\alpha )`$ as $`M(1)^+`$-module by Proposition 3.1. Let $`๐ด`$ be an intertwining operator of type $`\left(\begin{array}{cc}V_{\alpha /2+L}^+& \\ V_L^{}V_{\alpha /2+L}^+& \end{array}\right)`$. By Theorem 2.7 (ii), we have $`๐ด(u,z)vV_{\alpha /2+L}^+[0]((z))`$ for $`uM(1)^{}`$ and $`vV_{\alpha /2+L}^+[0]`$. Let $`\varphi _{\alpha /2}:V_{\alpha /2+L}^+[0]M(1,\alpha /2)`$ be the $`M(1)^+`$-module isomorphism defined in (3.2). For simplicity, we denote $`\varphi =\varphi _{\alpha /2}`$. Then the operator $`\varphi ๐ด\varphi ^1`$ defined by $`(\varphi ๐ด\varphi ^1)(u,z)v=\varphi ๐ด(u,z)\varphi ^1(v)`$ for $`uM(1)^{}`$ and $`vM(1,\alpha /2)`$ gives an intertwining operator of type $`\left(\begin{array}{cc}M(1,\alpha /2)& \\ M(1)^{}M(1,\alpha /2)& \end{array}\right)`$. Since the dimension of $`I_{M(1)^+}\left(\begin{array}{cc}M(1,\alpha /2)& \\ M\left(1\right)^{}M(1,\alpha /2)& \end{array}\right)`$ is one and the corresponding intertwining operator is given by a scalar multiple of the vertex operator $`Y`$ of the $`M(1)`$-module $`(M(1,\alpha /2),Y)`$, there exists a constant $`d`$ such that
$$๐ด(u,z)v=d\varphi ^1Y(u,z)\varphi (v)$$
for every $`uM(1)^{}`$ and $`vV_{\alpha /2+L}^+[0]`$. We write $`๐ด(u,z)=_n\stackrel{~}{u}(n)z^{n1}`$ $`\stackrel{~}{u}\text{End }V_{\alpha /2+L}^+`$ for $`uV_L^{}`$. Take $`u=h(1)\mathrm{๐}`$ and $`v=e_{\alpha /2}+e_{\alpha /2}`$, then we have
$`\stackrel{~}{h}(0)(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}})`$ $`=`$ $`dh,{\displaystyle \frac{\alpha }{2}}(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}),`$ (3.13)
$`\stackrel{~}{h}(1)(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}})`$ $`=`$ $`d(h(1)e_{\frac{\alpha }{2}}h(1)e_{\frac{\alpha }{2}}),`$ (3.14)
where we denote $`(\stackrel{~}{h(1)\mathrm{๐}})(n)`$ by $`\stackrel{~}{h}(n)`$ for $`n`$. By direct culculations, we see that
$`E_{k1}(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}})=(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}),`$ (3.15)
$`E_k(h(1)e_{\frac{\alpha }{2}}h(1)e_{\frac{\alpha }{2}})=h,\alpha (e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}),`$ (3.16)
where $`E=e_\alpha +e_\alpha V_L^+`$. Let $`F=e_\alpha e_\alpha V_L^{}`$. Then by Jacobi identity, we have a commutation relation
$`[E_m,\stackrel{~}{h}(n)]=h,\alpha \stackrel{~}{F}(m+n)`$ (3.17)
for $`m,n`$. Hence (3.13) and (3.15) imply that $`\stackrel{~}{F}(k1)(e_{\alpha /2}+e_{\alpha /2})=0`$ (take $`m=k1,n=0`$ in (3.17)). On the other hand, by (3.14) and (3.16) we have
$`h,\alpha \stackrel{~}{F}(k1)(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}})`$ $`=`$ $`[E_k,\stackrel{~}{h}(1)](e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}})`$
$`=`$ $`dh,\alpha (e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}),`$
(take $`m=k,n=1`$ in (3.17)). Therefore $`d=0`$. This implies that $`๐ด(h(1)\mathrm{๐},z)(e_{\alpha /2}+e_{\alpha /2})=0`$, and then Lemma 2.3 shows $`๐ด=0`$. Thus the fusion rule of type $`\left(\begin{array}{cc}V_{\alpha /2+L}^+& \\ V_L^{}V_{\alpha /2+L}^+& \end{array}\right)`$ is zero.$`\mathrm{}`$
Consequently, by Proposition 2.2, Proposition 3.6, Proposition 2.8, Proposition 3.5 and Proposition 3.3, we can determine fusion rules for untwisted type modules.
###### Proposition 3.7.
Let $`W^1,W^2`$ and $`W^3`$ be untwisted type $`V_L^+`$-modules. Then the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero or one. The fusion rule $`N_{W^1W^2}^{W^3}`$ is one if and only if $`W^i`$ $`(i=1,2,3)`$ satisfy the following cases:
(i) $`W^1=V_L^+`$ and $`W^2W^3`$.
(ii) $`W^1=V_L^{}`$ and the pair $`(W^2,W^3)`$ is one of pairs
$`(V_L^\pm ,V_L^{}),(V_{\alpha /2+L}^\pm ,V_{\alpha /2+L}^{}),(V_{\lambda _r+L},V_{\lambda _r+L})for1rk1.`$
(iii) $`W^1=V_{\alpha /2+L}^+`$ and the pair $`(W^2,W^3)`$ is one of pairs
$`(V_L^\pm ,V_{\alpha /2+L}^\pm ),((V_{\alpha /2+L}^\pm )^{},V_L^\pm ),(V_{\lambda _r+L},V_{\alpha /2\lambda _r+L})for1rk1.`$
(iv) $`W^1=V_{\alpha /2+L}^{}`$ and the pair $`(W^2,W^3)`$ is one of pairs
$`(V_L^\pm ,V_{\alpha /2+L}^{}),((V_{\alpha /2+L}^\pm )^{},V_L^{}),(V_{\lambda _r+L},V_{\alpha /2\lambda _r+L})for1rk1.`$
(v) $`W^1=V_{\lambda _r+L}`$ for $`1rk1`$ and the pair $`(W^2,W^3)`$ is one of pairs
$`(V_L^\pm ,V_L^\pm ),(V_{\alpha /2+L}^\pm ,V_{\alpha /2\lambda _r+L}),(V_{\alpha /2\lambda _r+L},V_{\alpha /2+L}^\pm ),`$
$`(V_{\lambda _s+L},V_{\lambda _r\pm \lambda _s+L})\text{ for }1sk1\text{.}`$
### 3.4 Fusion rules involving twisted type modules
Set $`๐ซ_L=L^{}\times \{1,2\}\times \{1,2\}`$. We call $`(\lambda ,i,j)๐ซ_L`$ a quasi-admissible triple if $`\lambda ,i`$ and $`j`$ satisfies
$$(1)^{\lambda ,\alpha +\delta _{i,j}+1}=1.$$
We denote the set of all quasi-admissible triples by $`๐ฌ_L`$. For a quasi-admissible triple $`(\lambda ,i,j)๐ฌ_L`$, we first construct an intertwining operator for $`V_L^+`$ of type $`\left(\begin{array}{cc}V_L^{T_j}& \\ V_{\lambda +L}V_L^{T_i}& \end{array}\right).`$
As shown in Chapter 9 of \[FLM\] the operator $`๐ด^\theta `$ satisfies twisted Jacobi identity and $`L(1)`$-derivative property
$`z_0^1\delta \left({\displaystyle \frac{z_1z_2}{z_0}}\right)๐ด^\theta (a,z_1)๐ด^\theta (u,z_2)(1)^{\beta ,\lambda }z_0^1\delta \left({\displaystyle \frac{z_2z_1}{z_0}}\right)๐ด^\theta (u,z_2)๐ด^\theta (a,z_1)`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{p=0,1}{}}z_2^1\delta \left((1)^p{\displaystyle \frac{(z_1z_0)^{1/2}}{z_2^{1/2}}}\right)๐ด^\theta (Y(\theta ^p(a),z_0)u,z_2),`$ (3.18)
and
$`{\displaystyle \frac{d}{dz}}๐ด^\theta (u,z)=๐ด^\theta (L(1)u,z)`$ (3.19)
for $`\beta L,\lambda L^{},aM(1,\beta )`$ and $`uM(1,\lambda )`$. Then we have following lemma.
###### Lemma 3.8.
(1) The intertwining operator $`๐ด^\theta `$ give nonzero intertwining operators of types
$$\left(\begin{array}{cc}M\left(1\right)\left(\theta \right)^\pm & \\ M(1,\lambda )M\left(1\right)\left(\theta \right)^\pm & \end{array}\right),\left(\begin{array}{cc}\mathrm{M}(1)(\mathrm{\theta })^{}& \\ \mathrm{M}(1,\mathrm{\lambda })\mathrm{M}(1)(\mathrm{\theta })^\pm & \end{array}\right)\text{ for }\mathrm{\lambda }\mathrm{L}^{}.$$
(2) Define $`๐ด^\theta \theta `$ by $`(๐ด^\theta \theta )(u,z)=๐ด^\theta (\theta (u),z)`$ for $`uV_L^{}`$. Then $`๐ด^\theta \theta `$ gives nonzero intertwining operators for $`M(1)^+`$ of types $`\left(\begin{array}{cc}M(1)(\theta )& \\ M(1,\lambda )M(1)(\theta )^\pm & \end{array}\right)`$. Moreover restrictions of $`๐ด^\theta `$ and $`๐ด^\theta \theta `$ to $`M(1,\lambda )M(1)(\theta )^\pm `$ form a basis of the vector space $`I\left(\begin{array}{cc}M\left(1\right)\left(\theta \right)& \\ M(1,\lambda )M\left(1\right)\left(\theta \right)^\pm & \end{array}\right)`$ respectively.
Proof. (1) is proved in \[A, Proposition 4.4\]. Clearly $`๐ด^\theta \theta `$ gives nonzero intertwining operators of types $`\left(\begin{array}{cc}M(1)(\theta )& \\ M(1,\lambda )M(1)(\theta )^\pm & \end{array}\right)`$. Now we show the second assertion of (2). Since $`\theta ๐ด^\theta (u,z)\theta (v)=๐ด^\theta (\theta (u),z)v`$ for $`uM(1,\lambda )`$ and $`vM(1)(\theta )^\pm `$, we have
$$p_\pm ((๐ด^\theta \theta )(u,z)v)=\pm p_\pm (๐ด^\theta (u,z)\theta (v)),$$
where $`p_\pm `$ is the canonical projection from $`M(1)(\theta )`$ to $`M(1)(\theta )^\pm `$ respectively. Hence by Lemma 2.3 and (1), we see that $`๐ด^\theta `$ and $`๐ด^\theta \theta `$ are linearly independent in the vector spaces $`I\left(\begin{array}{cc}M\left(1\right)\left(\theta \right)& \\ M(1,\lambda )M\left(1\right)\left(\theta \right)^\pm & \end{array}\right)`$. Since the fusion rules of types $`\left(\begin{array}{cc}M(1)(\theta )& \\ M(1,\lambda )M(1)(\theta )^\pm & \end{array}\right)`$ are two by Theorem 3.4, $`๐ด^\theta `$ and $`๐ด^\theta \theta `$ in fact form a basis of $`I\left(\begin{array}{cc}M\left(1\right)\left(\theta \right)& \\ M(1,\lambda )M\left(1\right)\left(\theta \right)^\pm & \end{array}\right)`$. This proves (2).$`\mathrm{}`$
Set $`T=T^1T^2`$ the direct sum of the irreducible $`[L]`$-modules $`T^1`$ and $`T^2`$, and define a linear endomorphism $`\psi \text{End }T`$ by $`\psi (t_1)=t_2,\psi (t_2)=t_1`$, where $`t_i`$ is a basis of $`T^i`$ for $`i=1,2`$. For $`\lambda L^{}`$, we write $`\lambda =r\alpha /2k+m\alpha `$ for $`k+1rk`$ and $`m`$, and define $`\psi _\lambda \text{End }T`$ by
$$\psi _\lambda =e_{m\alpha }\underset{r}{\underset{}{\psi \mathrm{}\psi }}.$$
Set $`\stackrel{~}{๐ด}(u,z)=๐ด^\theta (u,z)\psi _\lambda `$ for $`\lambda L^{}`$ and $`uM(1,\lambda )`$, and extend it to $`V_L^{}`$ by linearity. Then we have following proposition.
###### Proposition 3.9.
(1) For $`\lambda L^{}`$, the linear map $`\psi _\lambda `$ has following properties:
$`e_\beta \psi _\lambda =(1)^{\beta ,\lambda }\psi _\lambda e_\beta =\psi _{\lambda +\beta }\text{ for all }\beta L.`$
(2) For $`aV_L`$ and $`uV_{\lambda +L}`$, we have
$`z_0^1\delta \left({\displaystyle \frac{z_1z_2}{z_0}}\right)Y^\theta (a,z_1)\stackrel{~}{๐ด}(u,z_2)\delta \left({\displaystyle \frac{z_2z_1}{z_0}}\right)\stackrel{~}{๐ด}(u,z_2)Y^\theta (a,z_1)`$
$`={\displaystyle \frac{1}{2}}{\displaystyle \underset{p=0,1}{}}z_2^1\delta \left((1)^p{\displaystyle \frac{(z_1z_0)^{1/2}}{z_2^{1/2}}}\right)\stackrel{~}{๐ด}(Y(\theta ^p(a),z_0)u,z_2)`$
and
$$\frac{d}{dz}\stackrel{~}{๐ด}(u,z)=\stackrel{~}{๐ด}(L(1)u,z).$$
Proof. Since $`e_\alpha \psi =\psi e_\alpha `$, we have $`e_{m\alpha }\psi ^r=(1)^{mr}\psi ^re_{m\alpha }`$ for $`m,r`$. Therefore $`\psi _\lambda `$ $`(\lambda L^{})`$ satisfies $`e_\beta \psi _\lambda =(1)^{\beta ,\lambda }\psi _\lambda e_\beta `$ and $`e_\beta \psi _\lambda =\psi _{\lambda +\beta }`$ for $`\beta L`$. This proves (1). Then (2) follows from (3.18), (3.19) and (1).$`\mathrm{}`$
We note that for every quasi-admissible triple $`(\lambda ,i,j)๐ฌ_L`$, $`\psi _\lambda (T^i)=T^j`$. Thus we have
###### Proposition 3.10.
Let $`(\lambda ,i,j)๐ฌ_L`$ be an admissible triple. The restriction of $`\stackrel{~}{๐ด}`$ to $`V_{\lambda +L}V_L^{T_i}`$ gives an intertwining operator for $`V_L^+`$ of type $`\left(\begin{array}{cc}V_L^{T_j}& \\ V_{\lambda +L}V_L^{T_i}& \end{array}\right)`$.
Now we have some nonzero intertwining operators by restricting $`\stackrel{~}{๐ด}`$ to irreducible $`V_L^+`$-modules.
###### Proposition 3.11.
Fusion rules of following types are nonzero;
1. $`\left(\begin{array}{cc}V_L^{T_j,\pm }& \\ V_{\lambda _r+L}V_L^{T_i,\pm }& \end{array}\right),\left(\begin{array}{cc}V_L^{T_j,}& \\ V_{\lambda _r+L}V_L^{T_i,\pm }& \end{array}\right)`$ for $`r`$ and $`(\lambda _r,i,j)๐ฌ_L`$,
2. $`\left(\begin{array}{cc}V_L^{T_i,\pm }& \\ V_L^+V_L^{T_i,\pm }& \end{array}\right),\left(\begin{array}{cc}V_L^{T_i,}& \\ V_L^{}V_L^{T_i,\pm }& \end{array}\right)`$ for $`i\{1,2\}`$,
3. $`\left(\begin{array}{cc}V_L^{T_1,\pm }& \\ V_{\alpha /2+L}^+\left(V_L^{T_1,\pm }\right)^{}& \end{array}\right),\left(\begin{array}{cc}V_L^{T_2,}& \\ V_{\alpha /2+L}^+\left(V_L^{T_2,\pm }\right)^{}& \end{array}\right),\left(\begin{array}{cc}V_L^{T_1,}& \\ V_{\alpha /2+L}^{}\left(V_L^{T_1,\pm }\right)^{}& \end{array}\right),\left(\begin{array}{cc}V_L^{T_2,\pm }& \\ V_{\alpha /2+L}^{}\left(V_L^{T_2,\pm }\right)^{}& \end{array}\right)`$.
Proof. By Lemma 3.8 and Proposition 3.10, we see that $`\stackrel{~}{๐ด}`$ gives nonzero intertwining operator of types $`\left(\begin{array}{cc}V_L^{T_j,\pm }& \\ V_{\lambda _r+L}V_L^{T_i,\pm }& \end{array}\right)`$ and $`\left(\begin{array}{cc}V_L^{T_j,}& \\ V_{\lambda _r+L}V_L^{T_i,\pm }& \end{array}\right)`$ for $`r`$ and $`(\lambda _r,i,j)๐ฌ_L`$.
Next we shows that fusion rules of types in (ii) and (iii) are nonzero. By Lemma 3.8 and Corollary 2.4, $`๐ด^\theta (u\pm \theta (u),z)v=(๐ด^\theta \pm ๐ด^\theta \theta )(u,z)v`$ are nonzero for any nonzero $`uM(1,\lambda )`$ ($`\lambda L^{}`$) and nonzero $`vM(1)(\theta )^\pm `$. Thus by Proposition 3.10, we see that $`\stackrel{~}{๐ด}`$ give nonzero intertwining operators of types
$$\left(\begin{array}{cc}V_L^{T_i}& \\ V_L^+V_L^{T_i,\pm }& \end{array}\right),\left(\begin{array}{cc}V_L^{T_i}& \\ V_L^{}V_L^{T_i,\pm }& \end{array}\right),\left(\begin{array}{cc}V_L^{T_i}& \\ V_{\alpha /2+L}^+\left(V_L^{T_i,\pm }\right)^{}& \end{array}\right),\left(\begin{array}{cc}V_L^{T_i}& \\ V_{\alpha /2+L}^{}(V_L^{T_i,\pm })^{}& \end{array}\right)\text{ for }i\{1,2\}.$$
By the definition of $`\psi _\lambda `$ $`(\lambda L^{}`$), we have
$`\psi _{m\alpha }=\psi _{m\alpha },\psi _{(\alpha /2+m\alpha )}=e_\alpha \psi _{\alpha /2+m\alpha }\text{ for }m.`$ (3.20)
Since $`\theta \stackrel{~}{๐ด}(u,z)\theta =๐ด^\theta (\theta (u),z)\psi _\lambda `$ for $`\lambda L^{}`$ and $`uM(1,\lambda )`$, by (3.20) we have
$`\theta \stackrel{~}{๐ด}(u,z)\theta =\stackrel{~}{๐ด}(\theta (u),z)\text{ for }uV_L\text{,}`$
$`\theta \stackrel{~}{๐ด}(u,z)\theta =e_\alpha \stackrel{~}{๐ด}(\theta (u),z)\text{ for }uV_{\alpha /2+L}\text{.}`$
This proves that $`\stackrel{~}{๐ด}`$ gives nonzero intertwining operators of types indicated in (ii) and (iii) of the proposition; for instance, for $`uV_{\alpha /2+L}^+`$ and $`v(V_L^{T_2,})^{}`$, we have
$`\theta \stackrel{~}{๐ด}(u,z)v`$ $`=`$ $`e_\alpha \stackrel{~}{๐ด}(\theta (u),z)\theta (v)`$
$`=`$ $`\stackrel{~}{๐ด}(u,z)v.`$
Hence $`\stackrel{~}{๐ด}(u,z)vV_L^{T_2,+}\{z\}`$. Thus $`\stackrel{~}{๐ด}`$ gives a nonzero intertwining operator of type $`\left(\begin{array}{cc}V_L^{T_2,+}& \\ V_{\alpha /2+L}^+(V_L^{T_2,})^{}& \end{array}\right)`$.$`\mathrm{}`$
We shall show the following proposition. The proof is given after Proposition 3.13.
###### Proposition 3.12.
$`(1)`$ For $`i,j\{1,2\}`$, the fusion rules of types
$`\left(\begin{array}{cc}V_L^{T_j}& \\ V_L^\pm V_L^{T_i,\pm }& \end{array}\right)`$ and $`\left(\begin{array}{cc}V_L^{T_j}& \\ V_L^\pm V_L^{T_i,}& \end{array}\right)`$
are zero if $`ij`$.
$`(2)`$ For $`1rk1`$ and $`i,j\{1,2\}`$, the fusion rules of types
$`\left(\begin{array}{cc}V_L^{T_j}& \\ V_{\lambda _r+L}V_L^{T_i,\pm }& \end{array}\right)`$
are zero if $`(1)^{r+\delta _{i,j}+1}1`$.
$`(3)`$ For $`i,j\{1,2\}`$, the fusion rules of types
$`\left(\begin{array}{cc}V_L^{T_j}& \\ V_{\alpha /2+L}^\pm V_L^{T_i,\pm }& \end{array}\right)`$ and $`\left(\begin{array}{cc}V_L^{T_j}& \\ V_{\alpha /2+L}^\pm V_L^{T_i,}& \end{array}\right)`$
is zero if $`(1)^{k+\delta _{i,j}+1}1`$.
To prove Proposition 3.12, we first show the following proposition.
###### Proposition 3.13.
Let $`W`$ be an irreducible $`V_L^+`$-module and suppose that $`W`$ contains an $`M(1)^+`$-submodule isomorphic to $`M(1,\lambda )`$ for some $`\lambda L^{}`$. If $`(\lambda ,i,j)๐ซ_L`$ is not a quasi-admissible triple, then fusion rules of types $`\left(\begin{array}{cc}V_L^{T_j}& \\ WV_L^{T_i,\pm }& \end{array}\right)`$ are zero.
Proof. Let $`W`$ be an irreducible $`V_L^+`$-module, and suppose that $`W`$ contains an $`M(1)^+`$-submodule $`N`$ isomorphic to $`M(1,\lambda )`$. Let $`f`$ be an $`M(1)^+`$-isomorphism from $`M(1,\lambda )`$ to $`N`$. Consider an intertwining operator $`๐ดI_{V_L^+}\left(\begin{array}{cc}V_L^{T_j}& \\ WV_L^{T_i,ฯต}& \end{array}\right)`$ for $`i,j\{1,2\}`$ and $`ฯต\{\pm \}`$. We shall prove that $`๐ด=0`$ if $`(1)^{\alpha ,\lambda +\delta _{i,j}+1}1.`$
The restrictions of $`๐ด`$ to $`NV_L^{T_i,ฯต}`$ gives an intertwining operator for $`M(1)^+`$ of type $`\left(\begin{array}{cc}V_L^{T_j}& \\ NV_L^{T_i,ฯต}& \end{array}\right).`$ Set
$`\overline{๐ด}(u,z)=\varphi _j^1๐ด(f(u),z)\varphi _i\text{ for }uM(1,\lambda )\text{.}`$
Then $`\overline{๐ด}`$ is an intertwining operator for $`M(1)^+`$ of type $`\left(\begin{array}{cc}M\left(1\right)\left(\theta \right)& \\ M(1,\lambda )M\left(1\right)\left(\theta \right)^ฯต& \end{array}\right).`$ By Lemma 3.8 (2), for any $`uM(1,\lambda )`$, $`\overline{๐ด}(u,z)`$ is a linear combination of $`๐ด^\theta (u,z)`$ and $`๐ด^\theta (\theta (u),z)`$. By (3.18), we have
$`z_0^1\delta \left({\displaystyle \frac{z_1z_2}{z_0}}\right)๐ด^\theta (E,z_1)๐ด^\theta (e_{\pm \lambda },z_2)(1)^{\alpha ,\lambda }z_0^1\delta \left({\displaystyle \frac{z_2z_1}{z_0}}\right)๐ด^\theta (e_{\pm \lambda },z_2)๐ด^\theta (E,z_1)`$
$`=z_2^1\delta \left({\displaystyle \frac{z_1z_0}{z_2}}\right)๐ด^\theta (Y(E,z_0)e_{\pm \lambda },z_2),`$ (3.21)
where $`E=e_\alpha +e_\alpha V_L^+`$. Hence one have
$`(z_1z_2)^M๐ด^\theta (E,z_1)๐ด^\theta (e_{\pm \lambda },z_2)=(1)^{\alpha ,\lambda }(z_1z_2)^M๐ด^\theta (e_{\pm \lambda },z_2)๐ด^\theta (E,z_1)`$
for a sufficiently large integer $`M`$, and then
$`(z_1z_2)^M๐ด^\theta (E,z_1)\overline{๐ด}(e_\lambda ,z_2)=(1)^{\alpha ,\lambda }(z_1z_2)^M\overline{๐ด}(e_\lambda ,z_2)๐ด^\theta (E,z_1).`$ (3.22)
(3.22) is an identity on $`M(1)(\theta )^ฯต`$. We next derive an identity on $`V_L^{T_i,ฯต}`$ from (3.22). Since $`e_{\pm \alpha }[L]`$ act on $`V_L^{T_i}`$ $`(i=1,2)`$ as the scalar $`(1)^{\delta _{i,2}}`$, we have
$$e_{\pm \alpha }\varphi _j\overline{๐ด}(u,z)\varphi _i^1=(1)^{\delta _{i,j}+1}\varphi _j\overline{๐ด}(u,z)\varphi _i^1e_{\pm \alpha }$$
for $`uM(1,\lambda )`$. And $`Y^\theta (E,z)`$ acts on $`V_L^{T_i}`$ ($`i=1,2`$) as $`๐ด^\theta (E,z)e_\alpha `$. Hence by (3.22), we have
$`(z_1z_2)^MY^\theta (E,z_1)๐ด(f(e_\lambda ),z_2)`$
$`=(1)^{\alpha ,\lambda +\delta _{i,j}+1}(z_1z_2)^M๐ด(f(e_\lambda ),z_2)Y^\theta (E,z_1)`$ (3.23)
for a sufficiently large integer $`M`$. On the other hand, since $`๐ด`$ is an intertwining operator for $`V_L^+`$ of type $`\left(\begin{array}{cc}V_L^{T_j}& \\ WV_L^{T_i,ฯต}& \end{array}\right),`$ Jacobi identity (2.1) shows that
$`(z_1z_2)^MY^\theta (E,z_1)๐ด(f(e_\lambda ),z_2)=(z_1z_2)^M๐ด(f(e_\lambda ),z_2)Y^\theta (E,z_1)`$
for a sufficiently large integer $`M`$. Therefore by (3.23) and (3.4), if $`(1)^{\alpha ,\lambda +\delta _{i,j}+1}1`$, then
$`(z_1z_2)^M๐ด(f(e_\lambda ),z_2)Y^\theta (E,z_1)u=0`$ (3.24)
for a nonzero $`uV_L^{T_i,ฯต}`$ and a sufficiently large integer $`M`$. Since there is an integer $`n_0`$ such that $`E_{n_0}u0`$ and $`E_nu=0`$ for all $`n>n_0`$, by multiplying $`z_1^{n_0}`$ and taking $`\text{Res }_{z_1}`$ on both side of (3.24), we have $`z_2^M๐ด(f(e_\lambda ),z_2)E_{n_0}u=0`$. Hence Lemma 2.3 implies that $`๐ด=0`$.$`\mathrm{}`$
Now we prove Proposition 3.12.
Proof of Proposition 3.12. By the irreducible decompositions (3.3)-(3.5), we see that $`V_{\lambda _r+L}`$ contains $`M(1,\lambda _r)`$ for $`1rk1`$, that $`V_{\alpha /2+L}^\pm `$ contain an $`M(1)^+`$-submodule isomorphic to $`M(1,\alpha /2)`$, and that $`V_L^\pm `$ contain an $`M(1)^+`$-submodule isomorphic to $`M(1,\alpha )`$. Hence Proposition 3.12 follows from Proposition 3.13.$`\mathrm{}`$
###### Proposition 3.14.
(1) For $`i\{1,2\}`$, fusion rules of types
$`\left(\begin{array}{cc}V_L^{T_i,}& \\ V_L^+V_L^{T_i,\pm }& \end{array}\right)`$ and $`\left(\begin{array}{cc}V_L^{T_i,\pm }& \\ V_L^{}V_L^{T_i,\pm }& \end{array}\right)`$
are zero.
(2) Fusion rules of types
$$\left(\begin{array}{cc}V_L^{T_1,}& \\ V_{\alpha /2+L}^+\left(V_L^{T_1,\pm }\right)^{}& \end{array}\right),\left(\begin{array}{cc}V_L^{T_2,\pm }& \\ V_{\alpha /2+L}^+\left(V_L^{T_2,\pm }\right)^{}& \end{array}\right),\left(\begin{array}{cc}V_L^{T_1,\pm }& \\ V_{\alpha /2+L}^{}\left(V_L^{T_1,\pm }\right)^{}& \end{array}\right),\left(\begin{array}{cc}V_L^{T_2,}& \\ V_{\alpha /2+L}^{}\left(V_L^{T_2,\pm }\right)^{}& \end{array}\right)$$
are zero.
Proof. Since $`V_L^\pm `$ contains the irreducible $`M(1)^+`$-module $`M(1)^\pm `$ respectively and the fusion rules of types $`\left(\begin{array}{cc}M(1)(\theta )^{}& \\ M(1)^+M(1)(\theta )^\pm & \end{array}\right)`$ and $`\left(\begin{array}{cc}M(1)(\theta )^\pm & \\ M(1)^{}M(1)(\theta )^\pm & \end{array}\right)`$ are zero by Theorem 2.7 (i) and (ii), (1) follows from Corollary 2.4.
Next we prove that the fusion rules of types $`\left(\begin{array}{cc}V_L^{T_1,}& \\ V_{\alpha /2+L}^+(V_L^{T_1,\pm })^{}& \end{array}\right)`$ and $`\left(\begin{array}{cc}V_L^{T_2,\pm }& \\ V_{\alpha /2+L}^+(V_L^{T_2,\pm })^{}& \end{array}\right)`$ are zero. (2) for types $`\left(\begin{array}{cc}V_L^{T_1,\pm }& \\ V_{\alpha /2+L}^{}(V_L^{T_1,\pm })^{}& \end{array}\right)`$ and $`\left(\begin{array}{cc}V_L^{T_2,}& \\ V_{\alpha /2+L}^{}(V_L^{T_2,\pm })^{}& \end{array}\right)`$ can be also proved in the similar way.
By Proposition 3.11 (iii), for $`i\{1,2\}`$ and $`ฯต\{\pm \}`$, there exists $`ฯต^{}\{\pm \}`$ such that the fusion rule of type $`\left(\begin{array}{cc}V_L^{T_i,ฯต^{}}& \\ V_{\alpha /2+L}^+(V_L^{T_i,ฯต})^{}& \end{array}\right)`$ is nonzero. Let $`\{\tau ,ฯต^{}\}=\{\pm \}`$. Then we have to prove that the fusion rule of type $`\left(\begin{array}{cc}V_L^{T_i,\tau }& \\ V_{\alpha /2+L}^+(V_L^{T_i,ฯต})^{}& \end{array}\right)`$ is zero. To show this, we prove that the canonical projection
$$\left(\begin{array}{cc}V_L^{T_i}& \\ V_{\alpha /2+L}^+\left(V_L^{T_i,ฯต}\right)^{}& \end{array}\right)\left(\begin{array}{cc}V_L^{T_i,ฯต^{}}& \\ V_{\alpha /2+L}^+\left(V_L^{T_i,ฯต}\right)^{}& \end{array}\right),๐ดp_ฯต^{}๐ด$$
is injective, where $`p_\pm `$ are the canonical projection from $`V_L^{T_i}`$ to $`V_L^{T_i,\pm }`$ respectively and $`p_\pm ๐ด`$ are intertwining operators defined by $`(p_\pm ๐ด)(u,z)v=p_\pm (๐ด(u,z)v)`$ for $`uV_{\alpha /2+L}^+`$ and $`v(V_L^{T_i,ฯต})^{}`$. To prove this, it is enough to prove that arbitrary nonzero intertwining operator $`๐ด`$ of type $`\left(\begin{array}{cc}V_L^{T_i}& \\ V_{\alpha /2+L}^+(V_L^{T_i,ฯต})^{}& \end{array}\right)`$ satisfies
$`\theta ๐ด(e_{\alpha /2}+e_{\alpha /2},z)\theta =(1)^{\delta _{i,2}}๐ด(e_{\alpha /2}+e_{\alpha /2},z).`$ (3.25)
Actually if $`๐ด`$ is a nonzero intertwining operator of the indicated type which satisfies (3.25), then $`p_ฯต^{}(๐ด(e_{\alpha /2}+e_{\alpha /2},z)v)=๐ด(e_{\alpha /2}+e_{\alpha /2},z)v`$ for $`v(V_L^{T_i,ฯต})^{}`$ and then $`p_ฯต^{}๐ด`$ is nonzero by Corollary 2.4.
Let $`V_L^{T_j}=(V_L^{T_i})^{}`$, and let $`V_{\alpha /2+L}^+[0]`$ be as of (3.12). Then $`๐ด`$ gives an intertwining operator for $`M(1)^+`$ of type $`\left(\begin{array}{cc}V_L^{T_i}& \\ V_{\alpha /2+L}^+\left[0\right]V_L^{T_j,ฯต}& \end{array}\right).`$ Thus by Lemma 3.8 (2), we see that $`I_{M(1)^+}\left(\begin{array}{cc}V_L^{T_j}& \\ V_{\alpha /2+L}^+\left[0\right]V_L^{T_i,ฯต}& \end{array}\right)`$ is spanned by intertwining operators $`๐ด^\pm `$ defined by
$`๐ด^\pm (u,z)=\varphi _i๐ด^\theta (\varphi _{\pm \alpha /2}(u),z)\varphi _j^1\text{ for }uV_{\alpha /2+L}^+[0].`$ (3.26)
Hence there exist constants $`c_1,c_2`$ such that
$`๐ด(u,z)=c_1๐ด^+(u,z)+c_2๐ด^{}(u,z)`$ (3.27)
for all $`uV_{\alpha /2+L}^+[0]`$. Now for $`\beta ๐ฅ`$, set
$`\mathrm{exp}\left({\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\beta (n)}{n}}z^n\right)={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}p_n(\beta )z^n(\text{End }V_L^{})[[z]].`$
Then we have $`E_0(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}})=p_{k1}(\alpha )e_{\frac{\alpha }{2}}+p_{k1}(\alpha )e_{\frac{\alpha }{2}}V_{\alpha /2+L}^+[0]`$, and hence
$`\varphi _{\frac{\alpha }{2}}(E_0(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}))=p_{k1}(\alpha )e_{\frac{\alpha }{2}},\varphi _{\frac{\alpha }{2}}(E_0(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}))=p_{k1}(\alpha )e_{\frac{\alpha }{2}}.`$
Thus by (3.26) and (3.27), we have
$`[E_0,๐ด(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}},z)]`$
$`=๐ด(E_0(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}),z)`$
$`=\varphi _i(c_1๐ด^\theta (p_{k1}(\alpha )e_{\frac{\alpha }{2}},z)+c_2๐ด^\theta (p_{k1}(\alpha )e_{\frac{\alpha }{2}},z))\varphi _j^1.`$ (3.28)
On the other hand, (3.21) shows that
$`[E_0,\varphi _i๐ด^\theta (e_{\pm \frac{\alpha }{2}},z)\varphi _j^1]`$ $`=`$ $`e_\alpha \varphi _i๐ด^\theta (E_0(e_{\pm \frac{\alpha }{2}}),z)\varphi _j^1`$
$`=`$ $`(1)^{\delta _{i,2}}\varphi _i๐ด^\theta (p_{k1}(\alpha )e_{\frac{\alpha }{2}},z)\varphi _j^1.`$
Hence by (3.26) and (3.27) again, we have
$`[E_0,๐ด(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}},z)]`$
$`=(1)^{\delta _{i,2}}c_1([E_0,๐ด^+(E_0(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}),z)]+c_2[E_0,๐ด^{}(E_0(e_{\frac{\alpha }{2}}+e_{\frac{\alpha }{2}}),z)])`$
$`=(1)^{\delta _{i,2}}\varphi _i(c_1๐ด^\theta (p_{k1}(\alpha )e_{\frac{\alpha }{2}},z)+c_2๐ด^\theta (p_{k1}(\alpha )e_{\frac{\alpha }{2}},z))\varphi _j^1.`$ (3.29)
Subtracting (3.28) from (3.29) gives the identity
$`(c_1(1)^{\delta _{i,2}}c_2)\varphi _i(๐ด^\theta (p_{k1}(\alpha )e_{\frac{\alpha }{2}},z)(1)^{\delta _{i,2}}๐ด^\theta (p_{k1}(\alpha )e_{\frac{\alpha }{2}},z))\varphi _j^1=0.`$
Then Lemma 3.8 shows that $`c_1=(1)^{\delta _{i,2}}c_2`$. Since $`\theta ๐ด^\pm (u,z)\theta =๐ด^{}(u,z)`$ for $`uV_{\alpha /2+L}^+[0]`$, we have (3.25).$`\mathrm{}`$
Now the following proposition follows from Proposition 2.2, Proposition 3.3, Proposition 3.11, Proposition 3.12 and Proposition 3.14.
###### Proposition 3.15.
Let $`W^1,W^2`$ and $`W^3`$ be irreducible $`V_L^+`$-modules and suppose that one of them is of twisted type. Then the fusion rule $`N_{W^1W^2}^{W^3}`$ is zero or one. Assume that $`W^1`$ is twisted type module, then the fusion rule $`N_{W^1W^2}^{W^3}`$ is one if and only if $`W^i`$ $`(i=1,2,3)`$ satisfy the following cases:
(i) $`W^1=(V_L^{T_1,+})^{}`$ and the pair $`(W^2,W^3)`$ is one of pairs
$`(V_L^\pm ,(V_L^{T_1,\pm })^{}),(V_L^{T_1,\pm },V_L^\pm ),(V_{\alpha /2+L}^\pm ,V_L^{T_1,\pm }),((V_L^{T_1,\pm })^{},(V_{\alpha /2+L}^\pm )^{}),`$
$`(V_{\lambda _r+L},(V_L^{T_1,\pm })^{})\text{ and }(V_L^{T_1,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is even},`$
$`(V_{\lambda _r+L},(V_L^{T_2,\pm })^{})\text{ and }(V_L^{T_2,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is odd}.`$
(ii) $`W^1=(V_L^{T_1,})^{}`$ and the pair $`(W^2,W^3)`$ is one of pairs
$`(V_L^\pm ,(V_L^{T_1,})^{}),(V_L^{T_1,\pm },V_L^{}),(V_{\alpha /2+L}^\pm ,V_L^{T_1,}),((V_L^{T_1,\pm })^{},(V_{\alpha /2+L}^{})^{}),`$
$`(V_{\lambda _r+L},(V_L^{T_1,\pm })^{})\text{ and }(V_L^{T_1,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is even},`$
$`(V_{\lambda _r+L},(V_L^{T_2,\pm })^{})\text{ and }(V_L^{T_2,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is odd}.`$
(iii) $`W^1=(V_L^{T_2,+})^{}`$ and the pair $`(W^2,W^3)`$ is one of pairs
$`(V_L^\pm ,(V_L^{T_2,\pm })^{}),(V_L^{T_2,\pm },V_L^\pm ),(V_{\alpha /2+L}^\pm ,V_L^{T_2,}),((V_L^{T_2,\pm })^{},(V_{\alpha /2+L}^{})^{}),`$
$`(V_{\lambda _r+L},(V_L^{T_2,\pm })^{})\text{ and }(V_L^{T_2,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is even},`$
$`(V_{\lambda _r+L},(V_L^{T_1,\pm })^{})\text{ and }(V_L^{T_1,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is odd}.`$
(iv) $`W^1=(V_L^{T_2,})^{}`$ and the pair $`(W^2,W^3)`$ is one of pairs
$`(V_L^\pm ,(V_L^{T_2,})^{}),(V_L^{T_2,\pm },V_L^{}),(V_{\alpha /2+L}^\pm ,V_L^{T_2,\pm }),((V_L^{T_2,\pm })^{},(V_{\alpha /2+L}^\pm )^{}),`$
$`(V_{\lambda _r+L},(V_L^{T_2,\pm })^{})\text{ and }(V_L^{T_2,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is even},`$
$`(V_{\lambda _r+L},(V_L^{T_1,\pm })^{})\text{ and }(V_L^{T_1,\pm },V_{\lambda _r+L})\text{ for }1rk1\text{ and }r\text{ is odd}.`$
Consequently Theorem 3.4 follows from Proposition 2.2, Proposition 3.7 and Proposition 3.15.
ACKNOWLEDGMENT
I would like to thank Professor Kiyokazu Nagatomo for helpful advice.
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# Multielectron ionization of atoms in strong fields: Classical analysis in symmetric subspace
## Abstract
We consider the final stage of multiple ionization of atoms in a strong linearly polarized laser field within a classical model. We propose that non-sequential multiple ionization is dominated by symmetric escape from a highly excited intermediate complex. For a configuration of $`N`$ electrons with $`C_{Nv}`$ symmetry in a plane perpendicular to the electric field we analyze the classical motion in phase space and discuss the final momentum distribution parallel and perpendicular to the polarization axis. The results are in good agreement with recent experiment of multiple ionization in Ne.
Double (or multiple) ionization of atoms is a fundamental process to our understanding of many electron dynamics in external fields. The surprisingly large yields of multiply charged ions reported in the first experiments with intense laser fields clearly show that sequential ionization is not the leading process and that the electron-electron correlated dynamics has to be taken into account. One possibility is that the electron is shaken-off due to a non-adiabatic change in potential during the ionization of the first electron , a process that accounts for double ionization at high photon energies (above 1 keV) . For multiphoton ionization a two step process is more likely: one electron is ionized first, accelerated by the field and driven back to the atom where it ionizes the second electron in a rescattering collision . The applicability of tunneling expressions as in then is due to the first ionization taking place through a tunneling process in a quasi-static electric field. Such a sequence of events is supported also by the numerical calculations of Becker and Faisal .
The correlation between the electrons was convincingly demonstrated in a series of recent experiments. Measurements of the distributions of ion and electron momenta in double and triple ionization clearly show a preference for electrons escaping towards the same side of the atomic core along the field polarization axis. On first sight this seems to be very different from the symmetric escape of electrons in double ionization in the absence of a field, where according to Wanniers analysis the electrons escape in opposite directions . A closer analysis of Wanniers arguments shows, however, that they can be applied to this situation as well . It is our aim here to generalize this model to the correlated escape of three or more electrons.
The essential elements of Wanniers analysis are a division of the process into two steps, the formation of a highly excited complex of two electrons close to the core and the two electron escape from this complex. At the threshold for ionization, energy is scarce. Therefore, in the dominant channel, mutual repulsion should be minimal and the energy should be equally shared by the outgoing electrons. Any deviation from the symmetric arrangement in phase space or in energy would be amplified and lead to single rather than multiple ionization. These requirements become less stringent the higher the energy above threshold.
One can argue that a similar division of the ionization process is possible in electric fields. In particular, ionization also proceeds through the formation of an intermediate highly excited complex, created during the rescattering event. But the next step is different, the configuration that dominates the ionization channel is no longer the Wannier state and the threshold energy is modified as well. For instance, double ionization is observed even though the estimated energy transferred by returning electron is too small for immediate double ionization . As discussed in this is possible if during the collision the external field is not zero, for then a Stark saddle opens through which the electrons can escape. This saddle breaks the symmetry and focuses the electrons in the direction of the electric field. It also forces the electrons to be close to a symmetry subspace, since by mutual repulsion the electron that reaches the saddle first can push the other back to the nucleus. This would then result in either single ionization or in another rescattering event, but not in double ionization. Classical trajectory calculations within this symmetry subspace are able to reproduce the main features of the experimentally observed ion momentum distributions.
In the present letter we present a generalization of our model to multielectron ionization. The key assumption is that the process is dominated by a symmetric configuration of the electrons with respect to the field polarization axis as suggested by the experiments . Specifically, we assume that all electrons move in a plane perpendicular to the field and that they obey a $`C_{Nv}`$ symmetry, which generalizes the $`C_{2v}`$ symmetry of the previously analyzed case. The reflection symmetry limits the momenta to be parallel to the symmetry planes and thus confines the motion to a dynamically allowed subspace in the high-dimensional $`N`$-body phase space. I.e. if in the full phase space of the $`N`$-body problem initial conditions are prepared in this subspace they will never leave it.
We take the electric field directed along the $`z`$-axis, and the positions of the $`N`$-electrons as $`z_i=z`$, $`\rho _i=\rho `$ and $`\phi _i=2\pi i/N`$, where $`(\rho _i,\phi _i,z_i)`$ are cylindrical coordinates. The momenta of the electrons are all identical, $`p_{\rho ,i}=p_\rho `$, $`p_{z,i}=p_z`$ and $`p_{\phi ,i}=0`$. For this geometry the classical Hamiltonian for $`N`$ electrons, for zero total angular momentum along the field axis, in atomic units, with infinitely heavy nucleus and in dipole approximation, reads
$$H(p_\rho ,p_z,\rho ,z,t)=N\frac{p_\rho ^2+p_z^2}{2}+V(\rho ,z,t),$$
(1)
with potential energy
$$V=\frac{N^2}{\sqrt{\rho ^2+z^2}}+\frac{N(N1)}{4\rho \mathrm{sin}(\pi /N)}+NzFf(t)\mathrm{cos}(\omega t+\varphi )$$
(2)
and the pulse shape
$$f(t)=\mathrm{sin}^2(\pi t/T_d).$$
(3)
$`F`$, $`\omega `$ and $`\varphi `$ stand for peak amplitude, frequency and phase of the external field respectively, while $`T_d`$ is the pulse duration.
Experiments show that the multiple ionization is possible even when the energy transferred by the rescattered electron is less than that needed to lift the system to the many electron continuum. We therefore assume that the complex from which multiple ionization starts is described by Hamiltonian (1) with initially negative energy $`E`$. Moreover, since the electronic motion close to the nucleus is much faster than the changes in the electric field the process of electron escape can be discussed adiabatically for fixed external field. This allows us to analyze the potential energy for a fixed time.
Before we proceed with the analysis we take advantage of the scaling symmetry of the classical Hamiltonian (1) and eliminate one parameter. If the variables are rescaled according to
$`H`$ $``$ $`\sqrt{F}H,`$ (4)
$`\rho ,z`$ $``$ $`\rho /\sqrt{F},z/\sqrt{F},`$ (5)
$`p_\rho ,p_z`$ $``$ $`F^{1/4}p_\rho ,F^{1/4}p_z,`$ (6)
$`\omega ,t`$ $``$ $`F^{3/4}\omega ,F^{3/4}t`$ (7)
the dynamics becomes independent of the peak value of the field amplitude, i.e. we obtain the system described by the Hamiltonian (1) with $`F=1`$.
Equipotential curves of Eq. (2) in the scaled variables (7), for $`N=3`$ and $`N=6`$ are shown in Fig. 1. The saddles are located along the lines $`z=r_s\mathrm{cos}\theta _s`$ and $`\rho =r_s\mathrm{sin}\theta _s`$ with $`\theta _s=\theta `$ or $`\theta _s=\pi \theta `$ where
$$\theta =\mathrm{arctan}[\left(\frac{4N\mathrm{sin}(\pi /N)}{N1}\right)^{2/3}1]^{1/2}$$
(8)
and
$$r_s^2=\frac{N}{f_t}\sqrt{1\left(\frac{N1}{4N\mathrm{sin}(\pi /N)}\right)^{2/3}}$$
(9)
with $`f_t=|f(t)\mathrm{cos}(\omega t+\varphi )|`$. The energy of the saddle is
$$V_s=\sqrt{4N^3f_t}\left[1\left(\frac{N1}{4N\mathrm{sin}(\pi /N)}\right)^{2/3}\right]^{3/4}.$$
(10)
During a field cycle the saddle moves in from infinity along the line $`\theta _s=\theta `$, back out to infinity and then in and out again along the line $`\theta _s=\pi \theta `$. The angle $`\theta `$ increases with the number of electrons $`N`$, while the energy of the saddle changes non-monotonically as shown in Fig. 2. For $`N14`$ the saddle disappears. For this many electrons the repulsion between the electrons is stronger than the attraction to the nucleus, see Eq. (2) for $`z=0`$. The situation with $`N14`$ is rather an extreme case from the experimental point of view but it reflects the fact that a bound state for a neutral atom with $`N`$ electrons symmetrically distributed in a plane can not be formed if $`N14`$.
The saddle which is opened by the external field allows electrons to escape even if the total energy $`E`$ of the highly excited complex is negative. It is enough, classically, that $`E`$ is greater than the energy of the saddle. The saddle thus provides a kind of transition state for the ionization process: once the electrons cross it, they are accelerated by the field and pulled further away, making a return rather unlikely. Moreover, they can acquire the missing energy so that the electrons can escape even when the field vanishes. The field thus plays a double role in determining a threshold for this process: during the first stages of the rescattering process it provides the energy for the collision complex and during the final stages it opens the path for multiple escape.
In the experiment of triple (also single and double) ionization of Ne by ultrashort (30 fs) laser pulses at 795 nm and at intensities 1.5 PW/cm<sup>2</sup> the distributions of momenta of ions parallel and perpendicular to the polarization axis have been measured. In the limit of negligibly small momentum transfer by the absorbed photons, the ion momentum $`\stackrel{}{p}_{ion}`$ reflects the sum of the momenta of the emitted electrons, $`\stackrel{}{p}_{ion}=_i\stackrel{}{p}_i`$ . To calculate the experimental distributions corresponding to the triple ionization of Ne we have performed classical trajectory simulations for $`N=3`$. Note that the correct equations of motion for a single electron follow from the Hamiltonian (1) after division by $`N`$.
The Hamiltonian (1) with $`N=3`$ is the full Hamiltonian for a Li with its three electrons. In order to relate it to triple ionization from atoms with more electrons the zero point in energy has to be shifted to the threshold for the three electron continuum, and all energies have to be taken relative to this level. Moreover, interactions with the electrons in the core are neglected. Specifically, for the modeling of the experiments on triple ionization in Ne we thus assume that in a rescattering process the energy transfer is less than the threshold for triple ionization (about $`4.6`$ a.u.). The precise value of the initial energy $`E`$ depends on the details of the rescattering process and can thus not be determined within our model: it is a free parameter. The rescattering event is most likely to take place when the field amplitude is high, so we have started the simulation close to the top of the pulse, i.e. for $`t_0=0.33T_d`$, where $`T_d=2412`$ a.u. corresponds to the experimental pulse duration . The corresponding amplitude and frequency of the field are $`F=0.207`$ a.u. and $`\omega =0.057`$ a.u. For such field parameters the saddle energy equals $`3.5`$ a.u. We have performed numerical simulations for several initial energies. The distributions of the electron momenta for $`E=1`$ a.u. are shown in Fig. 3. The distribution for parallel momenta can be compared with the corresponding experimental distribution of ions momenta . The main features of the distribution, its width and characteristic double hump structure, are well reproduced in our calculation. The minimum in the distribution is, however, less pronounced than that observed in the experiment. Overall, we take this good agreement as strong indication that triple ionization can only occur in the neighborhood of the symmetric process discussed here.
For initial energies below about $`3`$ a.u. the double hump structure disappears and only a single maximum remains. This corresponds to experiments with weaker fields which transfers less energy to the rescattered electron. Then the electrons crossing the saddle have smaller kinetic energy and the interaction with the remainder of the pulse blurs the distribution. Such a change in the character of the distribution with decrease of field intensity has also been observed in the experiment of double ionization of He atoms .
The distribution for perpendicular ion momenta can not be calculated in our model since this component vanishes exactly by symmetry. But we can calculate the transverse momentum of an individual escaping electron, as shown in Fig. 3. The absence of events around zero reflects simply the effect of the repulsion between electrons. Measurements of this quantity should provide further test of this model.
In conclusion we have shown that the double humped structure in ion momenta distribution observed in the experiment of triple ionization of Ne can be calculated within a classical simulation assuming symmetrically escaping electrons. This multi-ionization path can be extended to include up to 13 electrons. The successful comparison with the experimental data supports the idea that the dominant contribution to ionization comes from initial conditions in the highly excited collision complex that are asymptotic to this symmetry plane, very much as in Wanniers analysis .
We would like to thank Harald Giessen for stimulating our interest in this problem and for discussions of the experiments. Financial support by the Alexander von Humboldt Foundation and by KBN under project 2P302B00915 are gratefully acknowledged.
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# STRUCTURE FUNCTIONS AND LARGE ๐ธ^๐ CROSS SECTIONS AT HERA
## 1 Foreword
With the advent of the HERA $`e^\pm p`$ collider at DESY, enormous progress in the measurement of the proton structure has been made. The large HERA $`ep`$ centre-of-mass energy $`\sqrt{s}=300318`$ GeV, obtained with a lepton-beam energy $`E_e=27.5`$ GeV and proton-beam energies $`E_p=820`$ GeV until 1997 and $`E_p=920`$ GeV since 1998, allowed the two collider experiments H1 and ZEUS to measure $`F_2`$ up to virtualities of the exchanged boson $`Q^210^5`$ GeV<sup>2</sup> and down to Bjorken $`x10^6`$. These measurements constitute an extention by more than two orders of magnitude of the $`(x,Q^2)`$ range in which we have knowledge of the proton structure (see Fig. 1).
The study of $`e^\pm p`$ interactions is important throughout the above kinematic range, not only because of the structure functions, which allow a calculation of the expected rates at the LHC and an estimation of the $`\nu N`$ cross sections for ultra-high-energy neutrinos ($`E_\nu 10^{12}`$ GeV) from active galactic nuclei and $`\gamma `$-ray bursts, but also because of several theoretical issues still open in this field:
* it is of primary importance to study the transition from the photoproduction ($`Q^20`$) to the deep inelastic scattering (DIS, $`Q^2\stackrel{>}{}`$ few GeV<sup>2</sup>) regime to see at which value of $`Q^2`$ perturbative QCD (pQCD) begins to dominate;
* the strong rise of $`F_2`$ measured in DIS at HERA for $`x0`$ is a well established and important fact. However, it is imperative to measure $`F_2`$ with higher and higher precision over a wide kinematic range, in order to address the issues of parton saturation at very small $`x`$ and QCD evolution (the BFKL evolution, which ought to be important when terms in $`\mathrm{ln}\frac{1}{x}`$ become large, has yet to be observed experimentally);
* as will be shown in the following, the study of electroweak (EW) physics at HERA is just beginning. Large luminosities both with electrons and positrons, as well as polarised beams, are needed to perform these studies, which have always been one of the main aims of HERA;
* the exploration of new kinematic regimes may reveal new physics. The breakdown of the Standard Model may manifest itself as deviations of the measured cross sections from the predictions at very large $`(x,Q^2)`$.
In this document, an experimental review will be given of the knowledge of proton structure functions and $`ep`$ cross sections at large $`Q^2`$ using the H1 and ZEUS results, obtained with the $`70pb^1`$ of $`e^+p`$ and $`15pb^1`$ of $`e^{}p`$ collisions that each experiment has collected until the end of 1999.
## 2 Kinematics
In inclusive deep inelastic scattering, $`e(k)+p(P)e(k^{})+X`$, the proton structure functions are expressed in terms of the negative of the four-momentum transfer squared:
$$Q^2=q^2=(kk^{})^2$$
and of the Bjorken $`x`$:
$$x=\frac{Q^2}{2Pq}$$
where $`k`$ and $`P`$ are the four-momenta of the incoming particles and $`k^{}`$ is the four-momentum of the scattered lepton. The fraction of the lepton energy transferred to the proton in its rest frame is $`y=Q^2/(sx)`$. The ZEUS and H1 detectors measure the energies and angles of the scattered lepton and hadronic system. These four independent quantities over-constrain the kinematic variables $`x`$ and $`Q^2`$ (or, equivalently, $`y`$ and $`Q^2`$). In order to optimise the reconstruction of the kinematic variables, the two collaborations use different methods, dictated by the characteristics of their detectors.
## 3 The proton structure functions
In inclusive deep inelastic scattering the double differential cross section for the exchange of a neutral current (NC) is given by:
$$\frac{d^2\sigma _{NC}^{e^\pm p}}{dxdQ^2}=\frac{2\pi \alpha ^2}{xQ^4}\left[Y_+F_2(x,Q^2)y^2F__L(x,Q^2)Y_{}xF_3(x,Q^2)\right](1+\delta _r(x,Q^2))$$
(1)
where $`Y_\pm =1\pm (1y)^2`$, $`\alpha `$ is the EW coupling constant and $`\delta _r`$ is the EW radiative correction. In leading order QCD and for longitudinally unpolarized beams, the longitudinal structure function $`F_L=0`$, while the structure functions $`F_2`$ and $`xF_3`$ are expressed as sums over the quark flavor $`f`$ of the product of the EW quark couplings, $`A_f`$ and $`B_f`$, and the quark momentum distributions in the proton $`q_f(x,Q^2)`$:
$$F_2=x\underset{f}{}A_f^2(q_f(x,Q^2)+\overline{q}_f(x,Q^2)$$
$$xF_3=x\underset{f}{}B_f^2(q_f(x,Q^2)\overline{q}_f(x,Q^2)$$
where, at low $`Q^2`$, $`A_f`$ reduces to the quark electric charge. The parity violating term $`xF_3`$, due to $`Z^0`$ exchange, becomes relevant only for $`Q^2M_{Z^0}^2`$, where $`M_{Z^0}`$ is the mass of the $`Z^0`$ boson. Beyond the leading order in QCD, the emission of gluons allows longitudinally polarised photons to be absorbed by spin $`\frac{1}{2}`$ quarks. Therefore $`F_L`$ becomes non-zero and can be written as a function of $`F_2`$ and the gluon momentum distribution $`xg(x,Q^2`$):
$$F_L=\frac{\alpha _s}{4\pi }x^2\frac{dz}{z^3}\left[\frac{16}{3}F_2+8e_i^2\left(1\frac{x}{z}\right)zg\right].$$
(2)
The effect of $`F_L`$ on the cross section is negligible at small values of $`y`$ and becomes substantial at large $`y`$.
### 3.1 High precision $`F_2`$ measurements at very small $`(x,Q^2)`$
During 1997, the beam pipe tracker (BPT), a tracking device based on silicon microstrip technology, was installed in the ZEUS detector in front of the existing beam pipe calorimeter (BPC), a small electromagnetic sampling calorimeter positioned at small scattered-lepton angles to measure the energy of the scattered lepton in low-$`Q^2`$ events. The installation of the BPT improved the measurement of the scattered-lepton angle and allowed the fiducial range of the BPC to be increased, thus extending the kinematic range of the $`F_2`$ measurement at very small $`(x,Q^2)`$ to $`0.045<Q^2<0.65`$ GeV<sup>2</sup> and $`610^7<x<110^3`$. The measured $`F_2`$ as a function of $`x`$ for several $`Q^2`$ values, obtained with $`3.9pb^1`$ of $`e^+p`$ collisions collected with the BPT, are shown in Fig. 2.
The typical uncertainties are $`\pm 2.6\%(stat.)`$ and $`\pm 3.3\%(syst.)`$. The rise of $`F_2`$ for $`x0`$ is measured to become slower as $`Q^2`$ decreases, and can be described by Regge theory with a constant logarithmic slope. The dependence of $`F_2`$ on $`Q^2`$ is stronger than at higher $`Q^2`$ values, approaching, at the lowest $`Q^2`$ of this measurement, a region where $`F_2`$ becomes nearly proportional to $`Q^2`$.
### 3.2 $`F_2`$, its derivatives and the QCD NLO fit at medium $`Q^2`$
#### 3.2.1 $`F_2`$ measurements at medium $`Q^2`$ at HERA: precision data
The data samples collected during 1996-97 with the H1 and ZEUS detectors, each corresponding to approximately $`40pb^1`$, made possible a precise measurement of $`F_2`$ at medium $`Q^2`$.
This improvement was possible both because of the higher statistics and a better knowledge of the systematic uncertainties. The latter was partly due to the installation of new detector components, such as the H1 backward silicon detector. Typical uncertainties of approximately $`1\%`$ statistical and $`23\%`$ systematic were achieved, thus approaching the precision of the fixed-target experiments. An overview of the $`F_2`$ measurements is given in Fig. 3. The HERA and the fixed-target data agree in the region of overlap. A pQCD next-to-leading-order (NLO) fit (see Section 3.2.3) using the DGLAP evolution equations describes the data over the full range of the measurement. Scaling violations are well described by the fit. There is no indication that the HERA data require any $`(\mathrm{ln}\frac{1}{x})^n`$ BFKL-type correction terms to the standard DGLAP evolution.
#### 3.2.2 Derivatives of $`F_2`$
As pointed out in the literature, the slopes $`d\mathrm{ln}F_2/d\mathrm{ln}\frac{1}{x}`$ and $`dF_2/d\mathrm{ln}Q^2`$ contain a lot of information. At fixed $`Q^2`$ and at small $`x`$ the behaviour of $`F_2`$ can be characterised by $`F_2x^{\lambda _{eff}}`$, so that $`\lambda _{eff}=d\mathrm{ln}F_2/d\mathrm{ln}\frac{1}{x}`$. The value of $`\lambda _{eff}`$ as an observable at small $`x`$ has been discussed by Navelet et al.. The E665 and ZEUS $`F_2`$ data at fixed $`Q^2`$ and $`x<0.01`$ have been fitted to the form $`Ax^{\lambda _{eff}}`$.
Fig. 4 shows the measured values of $`\lambda _{eff}`$ as a function of $`Q^2`$. Regge phenomenology predicts $`\lambda _{eff}=\alpha _P(0)10.1`$ independent of $`Q^2`$, where $`\alpha _P(0)`$ is the intercept of the pomeron trajectory. Data for $`Q^2<1`$ GeV<sup>2</sup> are consistent with this prediction. For $`Q^2>1`$ GeV<sup>2</sup>, $`\lambda _{eff}`$ is observed to rise, reaching approximately $`0.3`$ at $`Q^2=50`$ GeV<sup>2</sup>. The rise of $`\lambda _{eff}`$ with $`Q^2`$ is described by pQCD, in particular by the ZEUS pQCD NLO fit, based on DGLAP evolution equations, shown in Fig. 4. As was the case for the $`F_2`$ measurements, there is no need in the evolution equations for $`(\mathrm{ln}\frac{1}{x})^n`$ terms in order to to describe the logarithmic slope in $`x`$ of $`F_2`$.
Even more interesting is the study of $`dF_2/d\mathrm{ln}Q^2`$. At small $`x`$, this derivative is dominated by the convolution of the splitting function $`P_{qg}`$ and the gluon density, $`dF_2/d\mathrm{ln}Q^2\alpha _SP_{qg}xg`$. As a consequence, $`xg`$ can be directly related to the measured values of $`dF_2/d\mathrm{ln}Q^2`$. The logarithmic slope $`dF_2/d\mathrm{ln}Q^2`$ has been calculated using the ZEUS data by fitting $`F_2=a+b\mathrm{ln}Q^2`$ in bins of fixed $`x`$. The results are shown in Fig. 5.
For values of $`x`$ down to $`3\times 10^4`$, the slopes increase as $`x`$ decreases, while at smaller values of $`x`$ and $`Q^2`$ the slopes decrease. It should be noted that each point in Fig. 5 corresponds to a different average value of $`Q^2`$, as indicated at the top of Fig. 5. As predicted by pQCD, the โturn overโ is not seen if $`dF_2/d\mathrm{ln}Q^2`$ is plotted at a fixed value of $`Q^2`$, neither in the fixed target data at $`Q^2>0.5`$ GeV<sup>2</sup> nor in the HERA data at $`Q^2>3`$ GeV<sup>2</sup>. Although the โturn overโ is partly a kinematic effect due to averaging over a $`Q^2`$ range which is different for different $`x`$ values, it reflects a smaller rise of the derivatives (i.e. of the gluon density) for $`x0`$ when $`Q^2`$ decreases below few GeV<sup>2</sup>. We will return to this discussion in the next Section.
#### 3.2.3 The pQCD NLO fits: the gluon and quark singlet momentum densities
In order to extract the parton momentum distributions in the proton, both the H1 and ZEUS collaborations performed a pQCD fit to the $`F_2`$ data, solving the DGLAP evolution equations at NLO in the $`\overline{MS}`$ renormalisation scheme.
In both fits, $`\alpha _s(M_{Z^0})=0.118`$, the momentum sum rule was applied and three light flavours were considered, the $`c`$ and $`b`$ quarks being generated dynamically through boson-gluon fusion (BGF). The H1 fit used H1 and NMC data at $`3.5<Q^2<3000`$ GeV<sup>2</sup>, while the ZEUS fit used ZEUS, NMC and BCDMS data at $`1<Q^2<5000`$ GeV<sup>2</sup>. The results for the gluon momentum distribution $`xg(x,Q^2)`$ vs. $`x`$ are shown in Fig. 6 at fixed values of $`Q^2`$. Both collaborations measure a strong rise of $`xg`$ for $`x0`$ for $`Q^2\stackrel{>}{}5`$ GeV<sup>2</sup>, with the rise increasing with increasing $`Q^2`$. In Fig. 6 right, the $`xg`$ obtained by ZEUS is compared to the quark singlet momentum distribution $`x\mathrm{\Sigma }(x,Q^2)=_{f=u,d,s}[xq_f(x,Q^2)+x\overline{q}_f(x,Q^2)]`$ obtained with the same fit. At $`Q^2=1`$ GeV<sup>2</sup>, the sea is still rising at the lowest $`x`$, while the gluon, within large uncertainties, is rising much less and is compatible with zero. These results are not compatible with the assumption that the rise of $`F_2`$ at $`Q^21`$ GeV<sup>2</sup> is entirely driven by the increase of the gluon density at small $`x`$ due to parton splitting.
### 3.3 Determination of the longitudinal structure function $`F_L`$ at small $`x`$
The longitudinal structure function $`F_L`$ is predicted by pQCD to be a function of $`F_2`$ and $`xg`$ (see Eq. 2) and it is expected to give a sizable contribution to the cross section at large values of $`y`$. Therefore a measurement of $`F_L`$ constitutes an important constraint to the theory. In the measurements of $`F_2`$ described above, $`F_L`$ was assumed to be equal to the QCD prediction. A direct measurement of $`F_L`$ requires either running the HERA collider at different centre-of-mass energies or using events with initial state QED radiation. The H1 collaboration extracted $`F_L`$ from the NC cross section measurements using the โsubtractionโ method. For $`Q^2M_{Z^0}^2`$ and neglecting radiative corrections, the NC cross section (1) can be written:
$$\frac{d^2\sigma _{NC}^{ep}}{dxdQ^2}=\frac{2\pi \alpha ^2}{xQ^4}Y_+\sigma _r$$
where the reduced cross section $`\sigma _r=F_2(y^2/Y_+)F_L`$. Therefore, at large $`y`$, $`\sigma _rF_2F_L`$ and $`F_L`$ may be approximated by $`F_2\sigma _r`$. The method used by H1 consists in the subtraction of $`\sigma _r`$ from $`F_2^{QCD}`$, i.e. the result of the NLO pQCD fit to the 1996-97 $`F_2`$ data at $`y<0.35`$, for which $`F_L0`$. The results obtained with this method
for $`Q^2>10`$ GeV<sup>2</sup> are shown in Fig. 7. They rely on the extrapolation of $`F_2^{QCD}`$ beyond $`y=0.35`$. In the same Figure the results obtained with another method, which relies on assumptions on the behaviour of the derivative $`dF_2/d\mathrm{ln}y`$ for $`Q^2<10`$ GeV<sup>2</sup>, are also shown. The extracted $`F_L`$ is consistent with the QCD prediction.
### 3.4 Measurement of the charm structure function $`F_2^{c\overline{c}}`$
Charm production at HERA is expected to be dominated by BGF, i.e. by the gluon density. Therefore, given the large $`xg`$ measured at HERA for $`x0`$ in most of the $`Q^2`$ range, we expect the charm contribution to $`F_2`$ to be large. In analogy with Eq. (1), for not too large $`Q^2`$ and $`y`$ and neglecting radiative corrections, the charm structure function $`F_2^{c\overline{c}}`$ is defined as:
$$\frac{d^2\sigma ^{c\overline{c}}}{dxdQ^2}=\frac{2\pi \alpha ^2}{xQ^4}Y_+F_2^{c\overline{c}}(x,Q^2).$$
Experimentally, the cross section for the production of a $`c\overline{c}`$ pair, $`\sigma ^{c\overline{c}}`$, is extracted from the visible cross section for the production of $`D^{}`$ mesons, $`\sigma ^D^{}`$, after correction for the $`cD^{}`$ fragmentation and extrapolation to the full $`(\eta ,p_T)`$ range. This measurement is a very effective test of QCD, since $`F_2^{c\overline{c}}`$ is also calculable from pQCD knowing $`xg`$ from the $`F_2`$ scaling violations and applying the BGF NLO calculations. The result of such a calculation can be compared to the direct measurement of $`F_2^{c\overline{c}}`$.
Fig. 8 left, shows the ZEUS measurement of $`F_2^{c\overline{c}}`$ vs. $`x`$ in bins of $`Q^2`$. A steep rise of $`F_2^{c\overline{c}}`$ is measured for $`x0`$, the rise being more pronounced at large $`Q^2`$. The NLO QCD fit is in agreement with the data, which proves that the BGF diagram is the dominant mechanism for charm production at HERA. The ratio $`F_2^{c\overline{c}}/F_2`$ is shown in Fig. 8 right. For $`x0`$, $`F_2^{c\overline{c}}`$ rises more rapidly than $`F_2`$, is $`25`$ % of $`F_2`$ at low $`x`$ and high $`Q^2`$ and decreases to 10 % at $`Q^2=1.8`$ GeV<sup>2</sup>. Since $`F_2^{c\overline{c}}`$ is dominated by the gluon contribution while $`F_2`$ contains also the sea quarks, the $`F_2^{c\overline{c}}/F_2`$ behaviour<sup>1</sup><sup>1</sup>1The effect of the charm-mass threshold is negligible at the small $`x`$ values discussed here is consistent with the hypothesis that the ratio gluons/(gluons + sea) decreases for $`Q^20`$, as has been shown in Sections 3.2.2 and 3.2.3.
## 4 $`๐^\mathbf{\pm }๐`$ cross sections at large $`๐ธ^\mathrm{๐}`$
### 4.1 Neutral currents
For $`Q^2`$ beyond a few thousand GeV<sup>2</sup>, the parity violating structure function $`xF_3`$ becomes sizable and can no longer be neglected.
In this case we will write the NC cross section:
$$\frac{d^2\sigma _{NC}^{e^\pm p}}{dxdQ^2}=\frac{2\pi \alpha ^2}{xQ^4}\left[Y_+\stackrel{~}{F}_2(x,Q^2)Y_{}x\stackrel{~}{F}_3(x,Q^2)\right]$$
(3)
having neglected radiative corrections and $`F_L`$. The structure functions themselves contain contributions from virtual photon and $`Z^0`$ exchange:
$$\stackrel{~}{F}_2=F_2^{em}+\frac{Q^2}{(Q^2+M_{Z^0}^2)}F_2^{int}+\frac{Q^4}{(Q^2+M_{Z^0}^2)^2}F_2^{wk}$$
$$\stackrel{~}{F}_3=\frac{Q^2}{(Q^2+M_{Z^0}^2)}F_3^{int}+\frac{Q^4}{(Q^2+M_{Z^0}^2)^2}F_3^{wk}$$
where the superscripts $`em`$, $`wk`$ and $`int`$ indicate the contributions due to photon exchange, $`Z^0`$ exchange and $`\gamma Z^0`$ interference. The measured $`e^+p`$ NC cross section vs. $`Q^2`$ is shown in Fig. 9. The fall of $`d\sigma _{NC}^{e^+p}/dQ^2`$ over seven orders of magnitude constitutes a great success for the Standard Model. The extrapolation to large $`Q^2`$ values of the NLO pQCD fit, including the EW propagator terms, obtained with the data at $`Q^2<120`$ GeV<sup>2</sup> describes the data well, proving the validity of the theory in such a wide $`Q^2`$ range. Larger luminosities are needed to constrain the PDFs at the largest $`(x,Q^2)`$ values.
The structure function $`xF_3`$ enters in Eq. (3) with a $``$ or $`+`$ sign depending if the lepton beam consists of positrons or electrons, respectively. Therefore the collection of both $`e^{}p`$ and $`e^+p`$ data samples permit a measurement of $`xF_3`$.
The reduced cross section:
$$\stackrel{~}{\sigma }_{NC}=Y_+\stackrel{~}{F}_2(x,Q^2)Y_{}x\stackrel{~}{F}_3(x,Q^2)$$
is shown in Fig. 10 for both $`e^+p`$ and $`e^{}p`$ data. For $`Q^2>3000`$ GeV<sup>2</sup>, the $`e^{}p`$ cross sections are larger than the $`e^+p`$ ones, as expected from the Standard Model $`\gamma Z^0`$ interference.
### 4.2 Charged currents
The charged current (CC) double-differential cross section can be written:
$$\frac{d^2\sigma _{CC}^{e^\pm p}}{dxdQ^2}=\frac{G_F^2}{2\pi x}\left[\frac{M_W^2}{Q^2+M_W^2}\right]^2\mathrm{\Phi }_{CC}^\pm (x,Q^2)$$
(4)
where $`G_F`$ is the Fermi constant and $`M_W`$ is the $`W^\pm `$ boson mass. In the naive quark-parton model:
$$\mathrm{\Phi }_{CC}^+(x,Q^2)=\overline{u}+(1y)^2(d+s)$$
$$\mathrm{\Phi }_{CC}^{}(x,Q^2)=u+(1y)^2(\overline{d}+\overline{s}).$$
It should be noticed that in the case of $`e^{}p`$ scattering the CC cross section is directly sensitive to quarks (whereas $`\sigma _{CC}^{e^+p}`$ is sensitive to antiquarks) and that in the case of $`e^+p`$ scattering the helicity factor $`(1y)^2`$ multiplies the quark densities.
For both these reasons we expect $`\sigma _{CC}^{e^{}p}>\sigma _{CC}^{e^+p}`$ at large $`(x,Q^2)`$, where valence quarks must dominate. Fig. 10 shows the HERA CC differential cross sections as a function of $`Q^2`$, both for $`e^+p`$ and $`e^{}p`$ scattering. The difference between $`\sigma _{CC}^{e^{}p}`$ and $`\sigma _{CC}^{e^+p}`$ increases with $`Q^2`$, reaching approximately one order of magnitude at $`Q^210^4`$ GeV<sup>2</sup>. The Standard Model describes the data well.
#### 4.2.1 Measurements of the W-propagator mass
Charged current reactions are mediated by the exchange of a virtual $`W^\pm `$. It is important to measure the $`W`$-propagator mass, i.e. the mass of a spacelike $`W`$, since a deviation from the timelike-$`W`$ mass measured in $`e^+e^{}`$ and $`pp`$ collisions may reveal an anomalous spacelike EW sector. In Eq. (4) the absolute magnitude of the cross section is given by $`G_F`$ and the functions $`\mathrm{\Phi }^\pm `$, while the cross-section shape is entirely contained in the propagator term.
The H1 and ZEUS collaborations fitted the CC cross section with two free parameters, the coupling $`G_F`$ and the propagator mass $`M_W`$. The results are shown in Fig. 11, where the H1 and ZEUS one sigma contour distributions, and the combined one, are given. Both collaborations find the $`W`$-propagator mass in agreement with the timelike-$`W`$ mass within a statistical uncertainty of approximately $`5`$ GeV. This result proves the universality of the CC interactions over a wide range of $`Q^2`$. The fit has been repeated constraining the cross-section normalisation using the precise value $`G_F=(1.16639\pm 0.00001)10^5`$ GeV<sup>2</sup>, measured in muon decay. In this case, the results are in agreement with the timelike-$`W`$ mass within $`3`$ GeV $`(stat.)`$ and $`5`$ GeV $`(stat.syst.)`$. Finally, to exploit the strong dependence of the cross-section normalisation ($`G_F`$) on the shape ($`M_W`$) in a model-dependent fit, ZEUS used the Standard Model relation:
$$G_F=\frac{\pi \alpha }{\sqrt{2}}\frac{M_{Z^0}^2}{M_W^2(M_{Z^0}^2M_W^2)}\frac{1}{1\mathrm{\Delta }r(M_W)}$$
where $`\mathrm{\Delta }r(M_W)`$ contains the radiative corrections to the lowest-order expression for $`G_F`$ and is a function of $`\alpha `$ and the masses of the fundamental bosons and fermions. Using this relation, the $`3\%`$ cross-section uncertainty is cast in the uncertainty of a single EW parameter, and the uncertainty on the $`W`$-propagator mass is expected to reduce by a large factor. The result of this model-dependent fit is:
$$M_W=80.50_{0.25}^{+0.24}(stat.)_{0.16}^{+0.13}(syst.)\pm 0.31(PDF)_{0.06}^{+0.03}(\mathrm{\Delta }M_t,\mathrm{\Delta }M_H,\mathrm{\Delta }M_Z)\text{GeV}.$$
where the last uncertainty is obtained by varying the masses of the top quark, the Higgs and the $`Z^0`$ bosons.
### 4.3 Comparison of NC and CC cross sections
The Standard Model predicts that, with increasing $`Q^2`$, NC and CC should become of equal magnitude. This prediction can be verified at HERA, given the large range in $`Q^2`$. Fig. 13 shows the ZEUS and H1 measurements of the differential $`e^{}p`$ NC and CC cross sections as a function of $`Q^2`$. At $`Q^210^4`$ GeV<sup>2</sup> the $`e^{}p`$ NC and CC cross sections reach similar values. The Standard Model predictions are in good agreement with the measurements. We conclude that the unification of charged currents and neutral currents has been verified at HERA.
## 5 Summary and outlook
The study of structure functions at HERA has reached a mature stage. The structure function $`F_2`$ has been measured in a very wide kinematic range, $`10^1<Q^2<10^5`$ GeV<sup>2</sup> and $`x`$ down to $`10^6`$. Precisions of a few percent have been reached in a large fraction of the above range. At the lowest $`Q^2`$ measured, $`F_2`$ can be described by Regge phenomenology. For $`Q^2`$ above few GeV<sup>2</sup>, the region where pQCD is expected to be applicable, the DGLAP evolution works well and no need is found for the BFKL $`(\mathrm{ln}\frac{1}{x})^n`$ correction terms. In this region $`F_2`$ rises strongly towards small $`x`$; hints have been found that at small $`Q^2`$ this rise may be driven by sea quarks, and not by gluons. The charm structure function $`F_2^{c\overline{c}}`$ is measured to be a substantial contribution to $`F_2`$, reaching 25% at small $`x`$ and large $`Q^2`$. Indirect determinations of the longitudinal structure function $`F_L`$ agree with the QCD expectation.
The first measurements of the NC and CC cross sections at very large $`Q^2`$ have been made in $`e^\pm p`$ scattering. The Standard Model predictions agree with the data. In NC interactions, $`\gamma Z^0`$ interference has been observed, while in CC interactions the $`W`$-propagator mass has been measured to be consistent with the timelike-$`W`$ mass within a few GeV. The unification of NC and CC interactions at very large $`Q^2`$ has been measured in $`e^{}p`$ scattering.
Overall, the Standard Model is found to be in good agreement with the measurements based on approximately $`100pb^1`$ of data collected at HERA by each collider experiment. The plans for the future are to increase the integrated luminosity by an order of magnitude. In Summer 2000 HERA will be shut down for nine months. During this period, superconducting magnets will be installed inside the H1 and ZEUS detectors to achieve stronger beam focusing at the interaction points and obtain an increase of a factor of five in specific luminosity. The plans are to run for at least five more years to integrate $`1fb^1`$ of data, which will give full access to the electroweak physics programme and to the search for physics beyond the Standard Model at HERA.
## 6 Aknowledgements
I wish to thank the organisers of the workshop for providing once again the optimal conditions to enjoy life and physics at the same time. I am indebted to the many ZEUS and H1 colleagues from which I have learned much. I particularly thank Brian Foster for carefully reading and commenting on the manuscript and Jack Smith for elucidating theoretical aspects of charm production at HERA.
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# Approximate factorization and concentration for characters of symmetric groups
## Introduction
In \[B\] we determined the asymptotic behaviour of normalized irreducible characters of the symmetric groups $`S_q`$, as $`q\mathrm{}`$, under the hypothesis that the corresponding Young diagrams, rescaled by a factor $`q^{1/2}`$, have a limit shape. It turns out that for such characters $`\chi `$, the order of magnitude of $`\chi (\rho )`$ is $`q^{|\rho |/2}`$ where the length $`|\rho |`$ of a permutation $`\rho `$ is the minimal number $`n`$ required to write $`\rho `$ as a product of $`n`$ transpositions. Alternatively, $`|\rho |=qc(\rho )`$ where $`c(\rho )`$ is the number of cycles of $`\rho `$. Furthermore these characters satisfy an approximate factorization property
$$\chi (\rho \sigma )=\chi (\rho )\chi (\sigma )+o(q^{(|\rho |+|\sigma |)/2})$$
$`0.1`$
for permutations $`\rho ,\sigma `$ with disjoint supports. In this paper we consider normalized positive definite functions on symmetric groups. Such a function defines a probability measure on the set of Young diagrams. We shall consider functions $`\psi `$ satisfying bounds
$$|\psi (\rho )|c_nq^{n/2}$$
$`0.2`$
for $`|\rho |=n`$. We prove that for large $`q`$, the probability measure associated with a $`\psi `$ satisfying the approximate factorization (0.1) is concentrated on the set of Young diagrams whose normalized character takes values close to that of $`\psi `$. As an application of this result we shall investigate the asymptotic behaviour of the decomposition of the tensor representation $`(^N)^q`$ of the symmetric group $`S_q`$. We shall prove that in the asymptotic regime $`q\mathrm{}`$, $`\frac{\sqrt{q}}{N}c[0,+\mathrm{}[`$ the typical Young diagram occuring in the decomposition of this representation has a certain limit shape depending on $`c`$. For $`c=0`$ we recover the limit shape occuring in the asymptotics of the Plancherel measure on $`S_q`$, as in the results of Kerov-Vershik \[KV\] and Logan-Shepp \[LS\]. For $`c>0`$ this limit shape is strongly related to the so-called Pastur-Marcenko distribution occuring in the theory of random matrices, and in the theory of free probability, where it appears under the name of โfree Poisson distributionโ. We shall also consider more general measures on Young diagrams coming from tensor states on $`(H)^q`$. By tuning the state with $`q`$ we will get limit diagrams which are related to freely infinitely divisible measures.
This paper is organized as follows. In Section 1 we settle notations, recall results from \[B\], and state the main result of the paper. In Section 2 we prove the result, and in Section 3 we discuss the decomposition of the tensor representation.
## 1. Notations and statement of the main result
We recall notations from \[B\], to which we refer for more details.
### 1.1 Symmetric groups and Young diagrams
We denote by $`S_q`$ the symmetric group on $`\{1,\mathrm{},q\}`$, by $`(ij)`$ the transposition exchanging $`i`$ and $`j`$, and more generally by $`(i_1i_2\mathrm{}i_n)`$ cyclic permutations of order $`n`$. For $`\sigma S_q`$, let $`c(\sigma )`$ be its number of cycles, and $`s(\sigma )`$ be the number of elements not fixed by $`\sigma `$. Then $`|\sigma |:=qc(\sigma )`$ is the smallest number $`n`$ such that $`\sigma `$ can be written as a product of $`n`$ transpositions. We denote by $`๐ด_q`$ the set of Young diagrams with $`q`$ boxes, and $`๐ด=_{q=1}^{\mathrm{}}๐ด_q`$. If $`\lambda ๐ด_q`$ let $`[\lambda ]`$ be the associated irreducible representation of $`S_q`$, and $`\chi _\lambda `$ be its normalized character, i.e. $`\chi _\lambda (e)=1`$. Recall from \[B\], \[K\] that a Young diagram can be identified with a piecewise linear function with slopes $`\pm 1`$, and local minima and maxima occuring at two interlacing sequences of integer points
$$x_1<y_1<x_2<\mathrm{}<y_{n1}<x_n$$
as in the following example
$`x_1y_1x_2y_2x_3y_3x_4`$
and that we can embed the set of Young diagrams in the space $`๐๐ด`$ of continuous Young diagrams, i.e. functions $`\omega :`$ satisfying
To each continuous diagram $`\omega ๐๐ด`$ one can associate a probability measure $`๐ช_\omega `$ with compact support on $``$, determined by the equation
$$\frac{1}{z}\mathrm{exp}_{}\frac{1}{xz}\sigma ^{}(x)๐x=_{}\frac{1}{zx}๐ช_\omega (dx)z$$
$`1.1`$
where $`\sigma (u)=(\omega (u)|u|)/2;u`$. This measure is called the transition measure of the diagram and its moments are called the moments of the corresponding continuous diagram. We shall denote them by
$$m_n(\omega )=_{}x^n๐ช_\omega (dx)$$
The measure corresponding to a diagram in $`๐๐ด`$ has bounded support, it is centered (i.e. $`m_1=0`$), and its second moment is equal to half the area of the set
$$\{(u,v)^2||u|v\omega (u)\}$$
Besides moments of measures we shall also consider their free cumulants. Recall (\[B\], \[VDN\]), that the free cumulants are defined as the coefficients $`R_n`$ in the expansion
$$K(z)=\frac{1}{z}+\underset{n=1}{\overset{\mathrm{}}{}}R_nz^{n1}$$
where $`K(z)`$ is the functional inverse of the Cauchy transform
$$G(z)=_{}\frac{1}{zx}๐ช_\omega (dx)$$
### 1.2 Positive definite functions
Let $`\psi `$ be a normalized (i.e. $`\psi (e)=1`$), central positive definite function on $`S_q`$. By Fourier analysis on $`S_q`$, one can expand $`\psi `$ as a convex linear combination of normalized characters
$$\psi =\underset{\lambda ๐ด_q}{}p_\lambda \chi _\lambda $$
The weights $`p_\lambda `$ are non negative and sum to one, therefore they define a probability measure $`\mathrm{\Pi }_\psi `$ on $`๐ด_q`$, which puts a mass $`p_\lambda `$ on $`\lambda `$. Let $`๐ฑ๐ด_q`$ and $`\gamma >0`$, we say that $`\psi `$ is $`\gamma `$-supported on $`๐ฑ`$ if $`\mathrm{\Pi }_\psi (๐ฑ)>1\gamma `$.
Let us define a probability measure on $``$ associated with $`\psi `$ by
$$๐ช_\psi =\underset{\lambda ๐ด_q}{}p_\lambda ๐ช_\lambda $$
and denote its moments by
$$m_n(\psi )=\underset{\lambda ๐ด_q}{}p_\lambda m_n(\lambda )$$
To this probability measure we can associate a diagram, by the correspondence (1.1), which we call $`\omega _\psi `$. By the GNS construction, there exists a finite dimensional complex Hilbert space $`V`$, a unitary representation $`r_\psi :S_q(V)`$ (where $`(V)`$ is the space of bounded operators on $`V`$), and a state $`\tau _\psi `$ on $`(V)`$, tracial on $`r_\psi (S_q)^{\prime \prime }`$ such that
$$\psi (\rho )=\tau _\psi (r_\psi (\rho ))$$
for all $`\rho S_q`$. As in \[B\] for a unitary representation $`r`$ of $`S_q`$ in some $`(H)`$, we define the selfadjoint element
$$\mathrm{\Gamma }(r)=\left(\begin{array}{ccccccc}0& 1& 1& 1& \mathrm{}& 1& 1\\ 1& 0& r(\mathrm{1\hspace{0.17em}2})& r(\mathrm{1\hspace{0.17em}3})& \mathrm{}& r(1q1)& r(1q)\\ 1& r(\mathrm{1\hspace{0.17em}2})& 0& r(\mathrm{2\hspace{0.17em}3})& \mathrm{}& r(2q1)& r(2q)\\ \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ 1& r(1q)& r(2q)& r(3q)& \mathrm{}& r(q1q)& 0\end{array}\right)$$
of $`(H)M_{q+1}()`$. By \[B\], Proposition 3.3, the measure $`๐ช_\psi `$ is the distribution of the self adjoint element $`\mathrm{\Gamma }(\psi ):=\mathrm{\Gamma }(r_\psi )`$ in the non-commutative probability space
$$((V_\psi )M_{q+1}(),\tau _\psi .)$$
where $`.`$ denotes the normalized trace on $`M_{q+1}()`$. In particular, one has
$$m_n(\psi )=\tau _\psi (\mathrm{\Gamma }(\psi )^n)\text{for all }n1$$
### 1.3 Approximate factorization
We now give a precise definition of the approximate factorization property (0.1).
###### Definition 1.3
Let $`n`$ be a positive integer, let $`c=(c_l)_{l1}`$ be a sequence of positive real numbers, and let $`\delta >0`$, define $`_{c,\delta }^n`$ as the set of all positive definite normalized functions $`\psi :S_q`$, for some positive integer $`q`$, such that
Note that $`|\rho \sigma |=|\rho |+|\sigma |`$ if $`\rho `$ and $`\sigma `$ have disjoint supports, so that (2) means that, according to (1), $`\psi (\rho \sigma )`$ has the same order of magnitude as $`\psi (\rho )\psi (\sigma )`$. The main result of this paper is the following
###### Theorem 1
Let the sequence $`(c_l)_{l1}`$ and the integer $`n`$ be given, then there exists a constant $`K`$, such that for all $`\delta 0`$, every $`\psi _{c,\delta }^n`$ is $`(\delta +q^1)^{1/2}`$-supported by the set of Young diagrams $`\lambda ๐ด_q`$ satisfying
$$|m_l(\lambda )m_l(\psi )|K(\delta +q^1)^{1/4}q^{l/2}$$
for all $`ln/2`$.
Let us denote by $`R_n(\psi )`$ the free cumulants of the measure $`m_\psi `$, then using the moment-cumulant formula of \[S\] (see also Section 2 of \[B\]), we get the following corollary of the previous result
###### Corollary 1
Let the sequence $`(c_l)_{l1}`$ and the integer $`n`$ be given, then there exists a constant $`K`$, such that for all $`\delta 0`$, every $`\psi _{c,\delta }^n`$ is $`(\delta +q^1)^{1/2}`$-supported by the set of Young diagrams $`\lambda ๐ด_q`$ satisfying
$$|R_l(\lambda )R_l(\psi )|K(\delta +q^1)^{1/4}q^{l/2}$$
for all $`ln/2`$.
Using the results of \[B\] and the above Corollary, a reformulation of Theorem 1 can be given which involves character values instead of moments.
###### Theorem 2
Let the sequence $`(c_l)_{l1}`$ and the integer $`n`$ be given, then there exists a constant $`K`$, such that for all $`\delta 0`$, every $`\psi _{c,\delta }^n`$ is $`(\delta +q^1)^{1/2}`$-supported by the set of Young diagrams $`\lambda ๐ด_q`$ satisfying
$$|\chi _\lambda (\rho )\psi (\rho )|K(\delta +q^1)^{1/4}q^{l/2}$$
for all $`\rho S_q`$ with $`|\rho |=ln/2`$.
## 2. Proof of Theorems 1 and 2
We shall rely heavily on results of \[B\], especially Section 4. Let $`\psi `$ be a normalized positive definite function, then $`m_n(\psi )=_{\lambda ๐ด_q}p_\lambda m_n(\lambda )`$ is the mean value for $`\mathrm{\Pi }_\psi `$ of the random variable $`\lambda m_n(\lambda )`$ on $`๐ด_q`$. The proof of Theorem 1 consists in giving an estimate for the variance of this random variable and using Markovโs inequality. The key result is the following whose proof is analogous to the proof of Lemma 5.1.1 or 6.1 in \[B\].
###### Lemma 2.1
Let $`n_1,n_2,\mathrm{}n_k`$ be positive integers, then for every sequence $`(c_l)_{l1}`$ and $`\delta >0`$ there exists a constant $`K`$ such that for all $`\psi _{c,\delta }^n`$ with $`n=n_1+\mathrm{}+n_k`$, one has
$$\begin{array}{c}\left|\tau _\psi (\mathrm{\Gamma }(\psi )^{n_1}\mathrm{\Gamma }(\psi )^{n_2}\mathrm{}\mathrm{\Gamma }(\psi )^{n_k})\tau _\psi (\mathrm{\Gamma }(\psi )^{n_1})\tau _\psi (\mathrm{\Gamma }(\psi )^{n_2})\mathrm{}\tau _\psi (\mathrm{\Gamma }(\psi )^{n_k})\right|\\ K(\delta +q^1)q^{n/2}\end{array}$$
###### Demonstration Proof
We shall only need the case $`k=2`$ of this Lemma which is what we prove here. The argument can be easily extended to yield the general case, which can be used to give estimates on higher moments of $`\mathrm{\Gamma }(\psi )^n\tau _\psi (\mathrm{\Gamma }(\psi )^n)`$.
One has
$$\mathrm{\Gamma }(\psi )^n=\frac{1}{q+1}\underset{0i_1,i_2,\mathrm{},i_nq}{}r_\psi ((i_1i_2)\mathrm{}(i_{n1}i_n)(i_ni_1))$$
and analogously
$`\mathrm{\Gamma }(\psi )^{n_1}\mathrm{\Gamma }(\psi )^{n_2}=`$ $`\mathrm{2.1.1}`$
$`{\displaystyle \frac{1}{(q+1)^2}}`$ $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{0i_1,i_2,\mathrm{},i_{n_1}q}{0j_1,j_2,\mathrm{},j_{n_2}q}}{}}r_\psi \left((i_1i_2)\mathrm{}(i_{n_1}i_1)(j_1j_2)\mathrm{}(j_{n_2}j_1)\right)`$
where by convention $`(ii)`$ is zero and $`(ij)=1`$ if either $`i`$ or $`j`$ (but not both) is 0. Applying the state $`\tau _\psi `$ one gets
$`\tau _\psi (\mathrm{\Gamma }(\psi )^{n_1}\mathrm{\Gamma }(\psi )^{n_2})=`$ $`\mathrm{2.1.2}`$
$`{\displaystyle \frac{1}{(q+1)^2}}`$ $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{0i_1,i_2,\mathrm{},i_{n_1}q}{0j_1,j_2,\mathrm{},j_{n_2}q}}{}}\psi \left((i_1i_2)\mathrm{}(i_{n_1}i_1)(j_1j_2)\mathrm{}(j_{n_2}j_1)\right)`$
We shall compare (2.1.2) to
$`\tau _\psi (\mathrm{\Gamma }(\psi )^{n_1})\tau _\psi (\mathrm{\Gamma }(\psi )^{n_2})=`$ $`\mathrm{2.1.3}`$
$`{\displaystyle \frac{1}{(q+1)^2}}`$ $`{\displaystyle \underset{\genfrac{}{}{0pt}{}{0i_1,i_2,\mathrm{},i_{n_1}q}{0j_1,j_2,\mathrm{},j_{n_2}q}}{}}\psi \left((i_1i_2)\mathrm{}(i_{n_1}i_1)\right)\psi \left((j_1j_2)\mathrm{}(j_{n_2}j_1)\right)`$
In (2.1.2), since $`\psi `$ is a central function, the value of
$$\psi \left((i_1i_2)\mathrm{}(i_{n_1}i_1)(j_1j_2)\mathrm{}(j_{n_2}j_1)\right)$$
depends only on the set $`J`$ of places where $`i_k`$ or $`j_k`$ is 0, and the partition of the set $`(\{1,2,\mathrm{},n_1\}\{1^{},2^{},\mathrm{},n_2^{}\})J`$ given by the equivalence relation $`uv`$ if $`i_u=i_v`$, $`uv^{}`$ if $`i_u=j_v^{}`$, or $`u^{}v^{}`$ if $`j_u^{}=j_v^{}`$. Given such a set $`J\{1,2,\mathrm{},n_1\}\{1^{},2^{},\mathrm{},n_2^{}\}`$ and the partition $`\pi `$, the number of corresponding terms in the sum is equal to $`(q)_{comp(\pi )}`$ where $`(q)_r=q(q1)\mathrm{}(qr+1)`$ and $`comp(\pi )`$ is the number of components of $`\pi `$. Denoting by $`\psi (\pi ,J)`$ the common value of $`\psi `$ on sequences corresponding to the set $`J`$ and the partition $`\pi `$, the right hand side of (2.1.2) can be rewritten as a sum of the form
$$\underset{\pi ,J}{}\frac{1}{(q+1)^2}(q)_{comp(\pi )}\psi (\pi ,J)$$
$`\mathrm{2.1.4}`$
Analogously we can write the right hand side of (2.1.3) as
$$\underset{\genfrac{}{}{0pt}{}{\pi _1,J_1}{\pi _2,J_2}}{}\frac{1}{(q+1)^2}(q)_{comp(\pi _1)}\psi (\pi _1,J_1)(q)_{comp(\pi _2)}\psi (\pi _2,J_2)$$
$`\mathrm{2.1.5}`$
Let $`h(\pi )`$ denote the conjugacy class of the permutation corresponding to $`\pi `$, and let $`|h(\pi )|`$ denote the length of any of its elements. Hypothesis (1) of Definition 1.3 implies a bound $`|\psi (\pi ,J)|Cq^{|h(\pi )|/2}`$. Furthermore, by an argument similar to Lemma 4.3.2 of \[B\] one can see that if $`J\mathrm{}`$, then
$$n+|h(\pi )|2comp(\pi )1$$
therefore the total contribution of terms such that $`J\mathrm{}`$ can be bounded by $`Cq^{n/21}`$ for some constant $`C`$ depending only on $`n`$ and on the sequence $`(c_l)_{1ln}`$. A similar argument using Lemma 4.3.2 of \[B\] would apply to (2.1.3), we shall therefore restrict the sums in (2.1.2) and (2.1.3) to $`i^{}s`$ and $`j^{}s`$ in the range $`1,\mathrm{},q`$, and replace (2.1.4) by a sum
$$\underset{\pi }{}\frac{1}{(q+1)^2}(q)_{comp(\pi )}\psi (\pi )$$
$`\mathrm{2.1.6}`$
over partitions $`\pi `$ of $`\{1,2,\mathrm{},n_1\}\{1^{},2^{},\mathrm{},n_2^{}\}`$. Consider now the contribution to (2.1.6) of partitions $`\pi `$ such that some $`u\{1,2,\mathrm{},n_1\}`$ and some $`v^{}\{1^{},2^{},\mathrm{},n_2^{}\}`$ are in the same component, then using Lemma 5.1.2 from \[B\] and the estimate $`(1)`$ of Definition 1.3 we can again bound this contribution by $`Cq^{n/21}`$. It remains to consider the contribution of partitions $`\pi `$ which split as the union of a partition $`\pi _1`$ of $`\{1,\mathrm{},n_1\}`$ and a partition $`\pi _2`$ of $`\{1^{},2^{},\mathrm{},n_2^{}\}`$. For such a partition, any associated permutation $`(i_1i_2)\mathrm{}(i_{n_1}i_1)(j_1j_2)\mathrm{}(j_{n_2}j_1)`$ is the product of two permutations with disjoint supports $`(i_1i_2)\mathrm{}(i_{n_1}i_1)`$ and $`(j_1j_2)\mathrm{}(j_{n_2}j_1)`$, so that by the asymptotic factorization property, one has
$$\begin{array}{c}|\psi \left((i_1i_2)\mathrm{}(i_{n_1}i_1)(j_1j_2)\mathrm{}(j_{n_2}j_1)\right)\psi \left((i_1i_2)\mathrm{}(i_{n_1}i_1)\right)\psi \left((j_1j_2)\mathrm{}(j_{n_2}j_1)\right)|\\ \delta q^{|h(\pi )|/2}\end{array}$$
Since by \[B\], Section 4.3, one has $`n_i+|h(\pi _i)|2comp(\pi _i)2`$ we can replace (2.1.6) by
$$\underset{\pi =\pi _1\pi _2}{}\frac{1}{(q+1)^2}(q)_{comp(\pi )}\psi (\pi _1)\psi (\pi _2)$$
$`\mathrm{2.1.7}`$
making an error bounded by $`C\delta q^{l/2}`$. On the other hand the right hand side of (2.1.5) can be replaced by
$$\underset{(\pi _1,\pi _2)}{}\frac{1}{(q+1)^2}(q)_{comp(\pi _1)}(q)_{comp(\pi _2)}\psi (\pi _1)\psi (\pi _2)$$
$`\mathrm{2.1.8}`$
The difference between (2.1.7) and (2.1.8) is
$$\underset{(\pi _1,\pi _2)}{}\frac{1}{(q+1)^2}((q)_{comp(\pi )}(q)_{comp(\pi _1)}(q)_{comp(\pi _2)})\psi (\pi _1)\psi (\pi _2)$$
One has
$$comp(\pi _1\pi _2)=comp(\pi _1)+comp(\pi _2)$$
thus
$$|(q)_{comp(\pi _1\pi _2)}(q)_{comp(\pi _1)}(q)_{comp(\pi _2)}|Cq^{comp(\pi _1)+comp(\pi _2)1}$$
By Lemma 4.3.2 and 4.3.3 of \[B\], one has
$$n_1+n_2+|h(\pi _1)|+|h(\pi _2)|2(comp(\pi _1)+comp(\pi _2))4$$
therefore each term in this difference is bounded by $`Cq^{l/21}`$ and one gets the stated result. โ
Using the Lemma, we can now estimate the variance of $`m_n(\lambda )`$ under the measure $`\mathrm{\Pi }_\psi `$, indeed it follows from Section 3.3 in \[B\] that one has
$$\mathrm{\Pi }_\psi ((m_l(\lambda )m_l(\psi ))^2)=\tau _\psi (\mathrm{\Gamma }(\psi )^l^2)\tau _\psi (\mathrm{\Gamma }(\psi )^l)^2$$
therefore, using Lemma 2.1, for $`\psi _{c,\delta }^n`$ one has
$$\mathrm{\Pi }_\psi ((m_l(\lambda )m_l(\psi ))^2)K(\delta +q^1)q^l\text{by Lemma 2.1}$$
Theorem 1 now follows by an application of Markovโs inequality.โ
Corollary 1 is a simple consequence of Theorem 1 and of the moment-cumulant formula.
Finally for the proof of Theorem 2, we can use the same arguments as in Section 4 of \[B\], and the hypotheses (1) and (2) of Definition 3.1. This shows that there exists a constant $`K`$ such that, for all $`\psi _{c,\delta }^n`$, all $`ln`$ and all cycle $`\rho `$ on $`l1`$ elements, one has
$$|c_l(\psi )q^{1l}\psi (\rho )|K(\delta +q^1)q^{l/2}\text{for all }ln$$
This, combined with Corollary 1 gives Theorem 2.โ
## 3. Asymptotics of the tensor representation
### 3.1 The case of the canonical trace
In this section we consider the action of $`S_q`$ on $`(^N)^q`$ by permutation of the factors in the tensor product. This representation plays a key role in the treatment by Schur and Weyl of the representation theory of both symmetric and general linear groups \[W\]. We consider the decomposition of this representation into isotypic components
$$(^N)^q=\underset{\lambda ๐ด_q}{}E_\lambda $$
then the relative dimensions $`\frac{dimE_\lambda }{N^q}`$ define a probability measure on $`๐ด_q`$. Let $`\mathrm{\Pi }_q`$ be the image of this probability measure on $`๐ด_q๐๐ด`$ by the scaling map $`\omega q^{1/2}\omega (q^{1/2}.)`$. Thus $`\mathrm{\Pi }_q`$ is a probability measure on the set $`๐๐ด`$ of continuous Young diagrams.
Let $`\mathrm{arcsin}`$ take values in $`[\pi /2,+\pi /2]`$ and $`\mathrm{arccos}`$ in $`[0,\pi ]`$, and define
$$h(c,u)=\frac{2}{\pi }\left(u\mathrm{arcsin}\left[\frac{u+c}{2\sqrt{1+uc}}\right]+\frac{1}{c}\mathrm{arccos}\left[\frac{2+ucc^2}{2\sqrt{1+uc}}\right]+\frac{1}{2}\sqrt{4(uc)^2}\right)$$
for $`0<c<\mathrm{}`$, and $`u[c2,c+2]`$. Let us denote by $`P_c`$, the continuous diagram given by the formula
$$\begin{array}{cc}P_0(u)=& \{\begin{array}{cc}\frac{2}{\pi }(u\mathrm{arcsin}(\frac{u}{2})+\sqrt{4u^2})& \text{if }u[2,+2]\\ |u|& \text{if }u[2,+2]\end{array}\\ \\ \\ P_c(u)=& \{\begin{array}{cc}h(c,u)& \text{if }u[c2,c+2]\\ |u|& \text{if }u[c2,c+2]\end{array}\\ \\ \\ & \text{for }0<c<1\\ \\ \\ P_1(u)=& \{\begin{array}{cc}\frac{u+1}{2}+\frac{1}{\pi }\left((u1)\mathrm{arcsin}(\frac{u1}{2})+\sqrt{4(u1)^2}\right)& \text{if }u[1,3]\\ |u|& \text{if }u[1,3]\end{array}\\ \\ \\ P_c(u)=& \{\begin{array}{cc}u+\frac{2}{c}& \text{if }u[\frac{1}{c},c2]\\ h(c,u)& \text{if }u[c2,c+2]\\ |u|& \text{if }u[\frac{1}{c},c+2]\end{array}\\ \\ \\ & \text{for }c>1\end{array}$$
$`\mathrm{3.1.1}`$
The diagrams are depicted below for various values of $`c`$.
The limit result for the $`\mathrm{\Pi }_q`$ is the following.
###### Theorem 3
As $`q\mathrm{}`$ and $`\sqrt{q}/Nc[0,+\mathrm{}[`$, the measure $`\mathrm{\Pi }_q`$ converges uniformly, in probability, towards the Dirac measure at the continuous diagram $`P_c`$.
###### Demonstration Proof
The character of the tensor representation can be computed in the basis $`e_{i_1}\mathrm{}e_{i_q}`$, where $`e_i`$ is a basis of $`^N`$, one gets, for $`\rho S_q`$,
$$tr(\rho )=N^{c(\rho )q}=N^{|\rho |}$$
This is a positive definite function on $`S_q`$. Taking $`N=N(q)`$ such that $`\sqrt{q}/Nc[0,+\mathrm{}[`$, we see that the corresponding functions belong to $`_{c,0}^n`$ for all $`n`$, where the sequence $`(c_l=C^l)_{l1}`$, with $`C=sup_q\{\sqrt{q}/N(q)\}`$, therefore we can apply Theorem 1 and 2, and Corollary 1 to see that under $`\mathrm{\Pi }_q`$, the sequence of cumulants of a random diagram converges in probability towards the sequence $`(0,1,c,c^2,\mathrm{},c^n,\mathrm{})`$, and the sequence of moments converges towards the corresponding moments. The correspondence between measures and diagrams given by (1.1) has the following continuity property (see \[K\]):
if $`\omega ๐๐ด`$, then for all $`\epsilon >0`$ there exists $`n`$ and $`\delta `$ such that, if $`\omega ^{}๐๐ด`$ and $`|m_l(\omega )m_l(\omega ^{})|<\delta `$ for all $`ln`$, then $`|\omega (u)\omega ^{}(u)|<\epsilon `$ for all $`u`$.
Therefore it is enough to check that the sequence $`(0,1,c,c^2,\mathrm{},c^n,\mathrm{})`$ is the sequence of cumulants of the diagram $`P_c`$. For $`c=0`$, $`P_c`$ is the diagram corresponding to the semi-circle distribution (see \[K\]), while for $`c>0`$ the constant sequence $`(c^2,\mathrm{},c^2,\mathrm{})`$ is the sequence of cumulants of the so-called Pastur-Marcenko or free Poisson distribution (see \[PM\], or \[VDN\]), with parameter $`c^2`$. Taking the image of this measure by the mapping $`xcx\frac{1}{c}`$ yields the measure with free cumulant sequence $`(0,1,c,c^2,c^3\mathrm{})`$. We shall now compute the corresponding diagram, according to \[K\]. The $`R`$-transform with cumulant sequence $`(0,1,c,c^2,c^3,\mathrm{})`$ is
$$R(z)=\underset{n=1}{\overset{\mathrm{}}{}}z^nc^{n1}=\frac{z}{1cz}$$
thus
$$K(z)=\frac{1}{z}+R(z)=\frac{1}{z}+\frac{z}{1cz}$$
Inverting the function $`K`$ gives the Cauchy transform
$$G(z)=\frac{z+c\sqrt{(zc)^24}}{2(1+cz)}=\frac{2}{z+c+\sqrt{(zc)^24}}$$
where the branch of the square root on $`[0,+\mathrm{}[`$ is chosen to have positive imaginary part. We now compute the Rayleigh measure $`\tau `$ according to the formula
$$\frac{}{z}\mathrm{log}G(z)=_{}\frac{\tau (du)}{zu}$$
One has
$`{\displaystyle \frac{}{z}}\mathrm{log}G(z)`$ $`={\displaystyle \frac{1+\frac{zc}{\sqrt{(zc)^24}}}{z+c+\sqrt{(zc)^24}}}`$
$`={\displaystyle \frac{1}{2\sqrt{(zc)^24}}}\left({\displaystyle \frac{2+czc^2+c\sqrt{(zc)^24}}{1+cz}}\right)`$
Let
$$k(c,u)=\frac{2+cuc^2}{2\pi (1+cu)\sqrt{4(uc)^2}}\text{ for }2+c<u<2+c\text{.}$$
Using Stieltjes inversion formula we get
$$\tau _c(du)=\{\begin{array}{cc}k(c,u)1_{[c2,c+2]}(u)du& \text{ if }0c<1\\ \frac{1}{2}\delta _1(du)+\frac{du}{2\pi \sqrt{(x+1)(3x)}}1_{]1,3[}(u)& \text{ if }c=1\\ \delta _{\frac{1}{c}}(du)+k(c,u)1_{[c2,c+2]}du& \text{ if }c>1\end{array}$$
$`\mathrm{3.1.2}`$
From the Rayleigh measure $`\tau _c`$ we can recover the diagram by the formula
$$P_c(u)=_{\mathrm{}}^+\mathrm{}|ux|\tau _c(dx)$$
A lenghty but straightforward computation using (3.1.2) gives formula (3.1.1). โ
### 3.2 Generalization to other tensor states
Let $`H=H_0H_1`$, be a $`/2`$-graded Hilbert space with grading operator $`\mathrm{\Delta }`$. Endow $`(H^q)=(H)^q`$ with a tensor state $`\tau ^q`$ where $`\tau `$ is a state on $`(H)`$, of the form $`\tau (X)=Tr(TX)`$, with $`T`$ a positive trace class operator, with trace 1, commuting with the grading. Denote by $`t_{1,0}t_{2,0}\mathrm{}t_{k,0}\mathrm{}0`$ and $`t_{1,1}t_{2,1}\mathrm{}t_{k,1}\mathrm{}0`$ the eigenvalues of $`T`$ on $`H_0`$ and $`H_1`$ respectively, and let $`p_n=Tr(\mathrm{\Delta }(\mathrm{\Delta }T)^n)=_{j=1}^{\mathrm{}}t_{j,0}^n(t_{j,1})^n`$ for $`n1`$.
In this last section we shall consider the representation of $`S_q`$ on $`H^q`$, given by
$$(ii+1)(v_1\mathrm{}v_iv_{i+1}\mathrm{}v_q)=(1)^{\epsilon (v_i)\epsilon (v_{i+1})}v_1\mathrm{}v_{i+1}v_i\mathrm{}v_q$$
where $`v_k`$ are graded vectors, with graduation $`\epsilon (v_k)\{0,1\}`$. The positive definite function on $`S_q`$ determined by this representation and the state $`\tau ^q`$ is given by
$$\tau ^q(\rho )=\underset{c|\rho }{}p_{|c|+1}$$
$`\mathrm{3.2.1}`$
where the product is over the non trivial cycles $`c`$ of $`\rho `$. Recall that for a cycle $`c`$ one has $`|c|+1=s(c)`$. This is of course a direct generalization of Section 3.1 where we had $`t_{1,0}=t_{2,0}=\mathrm{}=t_{N,0}=\frac{1}{N}`$, the other eigenvalues being 0. We shall now investigate the asymptotic decomposition of the associated probability measure on Young diagrams, under the hypothesis that $`\tau :=\tau _q`$ depends on $`q`$ as $`q\mathrm{}`$, and that the moments $`Tr(T_q^n)`$ satisfy
$$q^{(n1)/2}Tr(T_q^n)_q\mathrm{}w_{n+1}n1$$
for some sequence of real numbers $`w_n`$, with $`|w_n|C^n`$ for some constant $`C>0`$. This last condition insures that the positive definite functions (3.2.1) belong to the sets $`_{c,0}^n`$ as in Section 3.1. Using the same arguments as in the preceding section, we see that the measure on rescaled diagrams converges towards the Dirac mass at the diagram with cumulants $`(w_n)_{n1}`$, with $`w_1=0,w_2=1`$. These cumulants have the form $`w_n=_{}|t|t^{n2}\mu (dt);n2`$ for some positive measure $`\mu `$ on $`[C,C]`$, satisfying $`_{}|t|\mu (dt)=1`$. The $`R`$-transform of the measure with cumulants $`w_n`$ is thus
$$R(z)=\underset{n=1}{\overset{\mathrm{}}{}}w_nz^{n1}=_{}\frac{z}{1zt}|t|\mu (dt)$$
Comparing with the free Lรฉvy-Khintchine formula of \[BV\], we see that the measure corresponding to the limit diagram is freely indefinitely divisible, with corresponding Lรฉvy measure $`\nu (dt)=\frac{1}{|t|}\mu (dt)`$
###### Remark
One can give an explicit expression for the weight of a given diagram $`\lambda ๐ด_q`$, under the measure associated with the function (3.2.1), in terms of the Schur functions (see also \[M\] formula (7.8)). It would be interesting to rederive the results of Sections 3.1 and 3.2 directly from this explicit expression.
References
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# Yang-Lee and Fisher Zeros of Multisite Interaction Ising Models on the Cayley-type Lattices
## 1 Introduction
In 1952, Lee and Yang in their famous papers first proposed a new and effective method for investigation of phase transitions. They studied the distribution of zeros of the partition function considered as a function of a complex magnetic field (fugacity), and proved the circle theorem, which states that the zeros of the partition function of Ising ferromagnet lie on the unit circle in the complex fugacity plane (Yang-Lee zeros). After these pioneer works of Lee and Yang, Fisher , in 1964, initiated the study of partition function zeros in the complex temperature plane (Fisher zeros). These methods are then extended to other type of interactions and were widely applied . Recently, Binek showed that the density of Yang-Lee zeros can be determined experimentally from the field dependence of the isothermal magnetization data. The fractal structure of Fisher zeros in q-state Potts model on the diamond lattice was obtained by Derrida, Seze and Itzykson . They showed that the Fisher zeros in hierarchical lattice models are just the Julia set corresponding to the renormalization transformation. Bosco and Goulard Rosa investigated Yang-Lee zeros of the ferromagnetic Ising Model on the Cayley tree and associated these with the Julia set of the Cayley tree recursion map. They studied the case when the complex magnetic field was applied only to spins on lattice surface and found that Yang-Lee zeros are distributed along the unit circle.
The lattice models with multisite interaction Ising and Heisenberg models have been used for modelling the physical systems such as the binary alloys , classical fluids , liquid bilayers , solid $`{}_{}{}^{3}He`$ , rare gases and anisotropic magnets ($`CeBi`$, $`EuSe`$, etc.). These systems have rather complicated phase diagrams and unusual properties. Indeed, the Monte Carlo results give evidence of the presence of phase transitions at nonzero values of the magnetic field for a number of ferromagnetic multisite interaction models . There are few analytical results for these systems due to their greater complexity. Here we proposed a numerical algorithm for investigation of complex zeros of partition functions of models on the Cayley-type lattices.
This Letter is organized as follows. In Section 2 we give the model and derive the generalized recurrence equation. In Section 3 it is shown that the zeros of partition function can be associated with the set of external parameters (kT, magnetic field) at which the recurrence function has neutral periodic cycles. In Section 4 we present some definitions and theorems from complex analytic dynamics and give the numerical algorithm for obtaining Yang-Lee and Fisher zeros of the models. In the last section we give the explanation of the results and make conclusions.
## 2 The Model
We consider a multisite interaction Ising model on the Cayley-type lattice. The Cayley tree and Husimi lattice are the well known representatives of this class of recurrence lattices. In general, the Cayley-type lattice is constructed of $`p`$-polygons. It is characterized by $`p`$, the number of edges (the number of sites) of the polygon ($`p=2`$ \- usual Cayley tree, $`p=3`$ \- Husimi lattice) and by $`q`$, the number of $`p`$-polygons that go out from each site (Fig.1).
> Fig. 1. The recursive structure of $`4`$-polygon Cayley-type lattice with $`q=3`$. The numbers $`0,1,2`$ stand for shells.
One of the pecular properties of the Cayley-type lattice is that in the thermodynamical limit (the number of shells are tended to $`\mathrm{}`$) the number of surface sites becomes proportional to the number of inner sites of the lattice (for more detailes see ). Therefore, the models defined on the Cayley-type lattice exhibit quite unusual behavior -. In the infinite dimensional Euclidean space the Cayley-type lattices are usually viewed as ramified trees with constant vertex connectivity. However, these can be embedded in the two-dimensional space of constant negative curvature (the hyperbolic plane) with fixed bond angles and length .
The Hamiltonian of the multisite interaction Ising model on a $`p`$-polygon Cayley-type lattice has the form
$$=J_p^{}\underset{polygons}{}S_ph^{}\underset{i}{}S_i,$$
(1)
where $`S_i`$ takes on values $`\pm 1`$, the first sum goes over all the $`p`$-polygons of the lattice and $``$ is the product of all spins on a $`p`$-polygon; the second sum goes over all the sites on the lattice.
The Cayley-type lattice has the advantage that for models defined on it one can derive the exact recurrence relation and use the theory of dynamical systems for investigation thermodynamical properties of the models . Let us denote the statistical weight of the $`n`$-th generation branch with the basic spin at the state $`S`$ as $`g_n(S)`$. By cutting of the $`n`$-th generation branch at the basic $`p`$-polygon one obtains $`(q1)(p1)`$ interacting $`\left(n1\right)`$-th generation branches
$$g_n(S_0)=\underset{S_1,\mathrm{},S_{p1}}{}w(S_0,S_1,\mathrm{},S_{p1})g_n^\gamma (S_1)\mathrm{}g_n^\gamma (S_{p1}),$$
(2)
where $`S_0,S_1,\mathrm{},S_{p1}`$ are the spins on the basic $`p`$-polygon, $`\gamma =q1`$ and $`w(S_0,S_1,\mathrm{},S_{p1})`$ is the statistical weight of the basic $`p`$-polygon
$$w(S_0,\mathrm{},S_{p1})=exp\left[J_p\underset{k=0}{\overset{p1}{}}S_k+\frac{h}{q}\underset{k=0}{\overset{p1}{}}S_k\right]$$
(3)
where $`J_p=J_p^{}/kT`$, $`h=h^{}/kT`$. Cutting apart the lattice at the central site one can obtain for the partition function $`Z=e^{\beta H}`$ the following expression
$$Z_n=\underset{S_0}{}g_n^q\left(S_0\right).$$
(4)
Using Eq.(2) and introducing an auxiliary quantity $`x_n=g_n(+)/g_n()`$, we can get the recurrence relation for $`x_n`$, and express the thermodynamic quantities such as the magnetization, the specific heat, the free energy etc., in terms of $`x_n`$ .
$$x_{n+1}=\frac{_{k=0}^{p1}a_{k+1}C_{p1}^kx_n^{k\gamma }}{_{k=0}^{p1}a_kC_{p1}^kx_n^{k\gamma }}$$
(5)
where
$$a_k=w(\underset{k}{\underset{}{+,\mathrm{},+}},\underset{pk}{\underset{}{,\mathrm{},}})=\mathrm{exp}\left[(1)^{pk}J_p+\frac{2kp}{q}h\right],$$
(6)
and $`C_p^k=p!/(k!(pk)!)`$ is the simple combinations of $`p`$ elements taken $`k`$ at a time. Using the binomial theorem, one can obtain after some calculations the following general formula for the recurrence relation of the multisite interaction Ising model on $`p`$-polygon Cayley-type lattice in an external magnetic field $`x_{n+1}=f(x_n)`$, where
$$f(x)=\frac{(e^{2h}x^{q1}+1)^{p1}+\mathrm{tanh}J_p(e^{2h}x^{q1}1)^{p1}}{(e^{2h}x^{q1}+1)^{p1}\mathrm{tanh}J_p(e^{2h}x^{q1}1)^{p1}}.$$
(7)
Here we used the substitution $`x_ke^{\frac{2h}{q}}x_k`$.
In the following we shall use some definitions from the theory of dynamical systems. For every $`x_0`$ on the Riemann sphere ($`x_0\overline{C}`$) $`x_{n+1}=f(x_n)`$, $`n=0,1,2,\mathrm{},`$ generates the forward orbit of $`x_0`$, which is denoted by $`Or^+(x_0)`$. If $`x_n=x^{}`$ for some $`n`$ in $`Or^+(x^{})`$ we say that $`x^{}`$ is a periodic point, and $`Or^+(x^{})`$ is called a periodic orbit or periodic cycle. If $`n`$ is the smallest integer with that property, then $`n`$ is the period of the cycle. Usually, if $`n=1`$, $`x^{}`$ is called a fixed point. Obviously, $`x^{}`$ is a fixed point of $`f^n`$, if $`x^{}`$ is a periodic point of period $`n`$. (One should not confuse the iterations of $`f`$ with the powers of $`f`$, i.e. $`f^n=f\mathrm{}f`$ is different from $`[f(x)]^n`$). To characterize the stability of a periodic point $`x^{}`$ of period $`n`$ we have to compute the derivatives. The complex number $`\lambda =(f^n)^{}(x^{})`$ $`\left({}_{}{}^{}=\frac{d}{dx}\right)`$ is called the eigenvalue of $`x^{}`$. Using the chain rule of differentiation we see that this number is the same for each point in a cycle. A periodic point $`x^{}`$ is called (1) attracting (stable) if $`|\lambda |<1`$, (superattracting if $`\lambda =0`$), (2) repelling if $`|\lambda |>1`$, (3) rationally neutral (indifferent) if $`|\lambda |=1`$ and $`\lambda ^n=1`$ for some integer $`n`$, (4) irrationally neutral if $`|\lambda |=1`$, but $`\lambda ^n`$ is never $`1`$.
## 3 Zeros of the Partition Function and Neutral Periodic Cycles
Let us now consider the partition function of the model
$$Z_ng_n^q()(e^{2h}x_n^q+1)g_n^q()(e^{2h}\left[f^n(x_0)\right]^q+1),$$
(8)
where $`g_n()`$ is an analytic function and $`g_n()0,\mathrm{}`$ for any $`kT`$, $`h`$ and $`n`$; $`x_0`$ is an initial point of iterations ($`x_0=1`$ corresponds to the free boundary condition). From Eq.(8) one can see that $`Z_n`$ is a rational function and the free energy of the system has the form
$$=kT\underset{n\mathrm{}}{lim}\mathrm{ln}Z_n=kT\underset{n\mathrm{}}{lim}\mathrm{ln}\left[g_n^q()\frac{P_n(z,\mu )}{Q_n^q(z,\mu )}\right],$$
(9)
where $`P_n(z,\mu )`$ and $`Q_n(z,\mu )`$ are polynomials in $`z=e^{2J_p}`$ and $`\mu =e^{2h}`$, where all coefficients are positive (see Eq.(5)). Since $`g_n()`$ is an analytic function, the free energy $``$ has a singularity if and only if $`P_n(z,\mu )=0`$ or $`Q_n(z,\mu )=0`$. It is obvious from Eq.(8) and Eq.(9) that $`Q_n(z,\mu )`$ is the denominator of $`f^n(x_0)`$ function. Since $`\mathrm{}`$ cannot be a periodical point for $`f(x)`$ function, the condition $`Q_n(z,\mu )=0`$ will not produce singularity of the free energy $``$ in the thermodynamical limit. Hence, the singularities of $``$ (phase transition points) correspond to zeros of the partition function $`Z_n`$ ($`P_n(z,\mu )=0`$), i.e. Yang-Lee or Fisher zeros .
Let us now consider the problem of phase transitions on the Cayley-type lattices in terms of recurrence relations and dynamical systems theory. At high temperatures $`T>T^{}`$ ($`T^{}`$ is the paramagnetic phase transition point) the recurrence relation has only one stable fixed point $`x^{}`$, corresponding to the paramagnetic phase. When the temperature is lowered, two different scenarios occur depending on the type of interactions. For ferromagnetic interactions ($`J_p>0`$) at $`T<T^{}`$ the โparamagneticโ fixed point either becomes unstable and there arise two different attracting fixed points, each corresponding to one of the two ferromagnetic phases with opposite directions of magnetization , or the โparamagneticโ fixed point remains stable and there arise an additional attracting fixed point (See Fig. 2 (d)). For antiferromagnetic interactions ($`J_p<0`$) the โparamagneticโ fixed point at $`T<T^{}`$ becomes unstable and there occur a period doubling bifurcation cascade and even chaos . One says that for given external parameters ($`kT`$, $`h`$) the system is in the stable equilibrium state when the iterations of $`f(x)`$ approach a stable (attracting) $`k`$-cycle, and the system undergoes phase transition when, by changing the external parameters, the iterations of $`f(x)`$ pass from one (nonstable) $`k`$-cycle to the other (stable) $`k^{}`$-cycle (phase transitions between the modulated phases ). The values of external parameters at which the phase transition occurs may be obtained from the following conditions
$$f^k(x)=x,|(f^k)^{}(x)|=1.$$
We see that the phase transition points could be associated with neutral periodic cycles of the mapping. We call the set of parameter values, at which the rational function $`f`$ from Eq.(7) has neutral periodic cycles, the Mandelbrot-like set of $`f`$. Thus, to investigate the Yang-Lee and Fisher zeros one can study the Mandelbrot-like sets of $`f`$.
## 4 Mathematical Background and the Numerical Algorithm
In this section we give the required definitions and theorems from complex analytic dynamics on the Riemann sphere and develop a numerical algorithm for obtaining the Yang-Lee and Fisher zeros of the model.
One can consider any rational function $`f(x)=P(x)/Q(x)`$, where $`P(x)`$ and $`Q(x)`$ are polynomials in $`x`$ as an holomorphic map on a Riemann sphere. The poles of the rational function are simply the points of Riemann sphere $`\overline{C}=C\left\{\mathrm{}\right\}`$, that are mapped to $`\mathrm{}`$ (the upper pole of the Riemann sphere). The degree of $`f(x)`$ $`d=\mathrm{deg}(f)`$ is defined as
$$d=\mathrm{max}\{\mathrm{deg}(P),\mathrm{deg}(Q)\}.$$
Also, the degree of $`f`$ is the number (counted with multiplicity) of inverse images of any point of $`\overline{C}`$. $`v`$ is a critical value of $`f`$ if the equation $`f(c)=v`$ has a solution the multiplicity of which is greater than one. Such a solution $`c`$ is called a critical point. In local coordinates this is equivalent to the condition $`f^{}(c)=0`$ (at least when $`c\mathrm{}`$). To discuss the behavior of $`f(x)`$ near $`\mathrm{}`$ one usually invokes another transformation, the reflection $`r(x)=1/x`$ at the unit circle, which exchanges $`0`$ with $`\mathrm{}`$; i.e. to treat the behavior of $`f(x)`$ near $`\mathrm{}`$, one is to consider $`\phi (x)=r(f(r(x)))=rRr(x)`$ in the vicinity of $`0`$. Below we give some theorems from complex analytic dynamics without proofs. The reader should consult Carleson and Gamelin for proofs.
Theorem 1. The number of critical points of $`f`$ is at most $`2d2`$.
If $`x^{}`$ is an attracting fixed point for $`f`$, we define the basin of attraction of $`x^{}`$, denoted by $`A(x^{})`$, to consist of all $`x`$ such that $`f^n(x^{})`$ is defined for all $`n1`$ and $`f^n(x)x^{}`$. The connected component of $`A(x^{})`$ containing $`x^{}`$ is called the immediate basin of attraction of $`x^{}`$ and is denoted by $`A^{}(x^{})`$. If $`\gamma `$ is an attracting cycle of period $`n`$, then each of the fixed points of $`f^n(x^{})`$ has its basin and $`A(\gamma )`$ is simply the union of these basins.
Theorem 2. If $`x^{}`$ is an attracting periodic point, then the immediate basin of attraction $`A^{}(x^{})`$ contains at least one critical point.
Theorem 3. If $`x^{}`$ is a rationally neutral periodic point, then each immediate basin of attraction associated with the cycle of $`x^{}`$ contains a critical point.
Theorem 4. The total number of attracting and neutral cycles is at most $`2d2`$.
The numerical algorithm is based on Theorems 1-4 and the well known fact that the convergence of iterations to neutral periodic cycle is very weak; i.e. one has to make a number of iterations (infinite number of iterations) in order to approach the neutral periodic cycle. Of course, the initial point does not belong to the periodic cycle or the Julia set of mapping (for the definition of the Julia set see Ref. ). The algorithm is as follows: One finds all the critical points of the mapping and investigates the convergence of all the orbits of critical points (critical orbits) to any attracting periodic cycle. If all critical orbits converge, for example, after $`n`$ iterations, one says that the system is in stable equilibrium state, otherwise the system undergoes phase transition. Of course, the last statement is not rigorous since a weak convergence to an attracting periodic cycle is possible. Depending on the choice of $`n`$ and $`\epsilon `$ \- the accuracy of approaching the attracting cycle, the phase transition pictures may change. Our complutergraphical experiments showed that $`n=700`$ and $`\epsilon =10^4`$ are optimal values for $`n`$ and $`\epsilon `$, and the pictures generated by this algorithm will not qualitatively change when $`n`$ is increased and/or $`\epsilon `$ decreased from their optimal values. In our algorithm we supposed that the cases where neutral periodic cycles are irrational are very rare and negligible.
## 5 Results and Pictures
One can easily find all the critical points of mapping $`f`$ from Eq.(7) as is described in the previous section. The critical points are as follows: $`x=0`$ with multiplicity $`q2`$, $`x=\mathrm{}`$ with multiplicity $`q2`$ and $`2(q1)(p1)`$ solutions of equations $`(e^{2h}x^{q1}+1)^{p1}=0`$ and $`(e^{2h}x^{q1}1)^{p1}=0`$. The degree of our mapping $`f`$ is $`d=(p1)(q1)`$ and, according to Theorem 1 of Section 4, these all are critical points of $`f`$. One can easily find that the most of the critical orbits after the first iteration are intersected and can consider only the orbits starting at points $`0`$, $`z(\mathrm{}z)`$, $`1`$, $`1`$ for $`p>2`$ and $`1/z`$, $`z`$ for $`p=2`$. Also, the orbits of $`0`$ and $`\mathrm{}`$ intersect when $`p`$ is odd and the orbits of 1 and -1 intersect when $`q`$ is odd. Bellow we give some pictures generated by our algorithm. Fig. 2 shows computergraphical study for Fisher zeros of the Ising model on the Cayley tree ($`p=2`$, $`q=3`$) for $`J^{}=1`$ and different values of magnetic field $`h^{}`$. We have experimental evidence that all critical orbits converge in white regions. Physical phase transitions take place at the points where black regions intersect the real axis. We see that for $`h^{}=0`$ (Fig. 2 (a)) the second order phase transition occurs for $`z=3`$ in accordance with Baxterโs result and for $`h^{}=1`$ (Fig. 2 (c)) there is no phase transition for $`kT>0`$. For $`h^{}=0.5`$ (Fig. 2 (b)) the first order phase transition occurs in โcat faceโ-like region. Figure 2 (d) shows the neutral fixed point of $`f(x)`$ function corresponding to phase transition in the โcat faceโ-like region of Fig. 2 (b). A care should be taken in calculations for small $`kT<0.07`$ because one of the attracting fixed points tends to infinity when the temperature is lowered. Since the free energy of the Ising model on the Cayley tree is an even function of $`h^{}`$, Figs. 2 (a)-(c) are invariant under the transformation $`h^{}h^{}`$ and show phase transitions for both ferromagnetic and antiferromagnetic interactions ($`kTkT`$ is equivalent to $`J^{}J^{}`$ and $`h^{}h^{}`$). In Fig. 3 we present Yang-Lee zeros of the ferromagnetic Ising model on the Cayley tree. Figs. 3 (a)-(b) show that the phase transition exists at positive temperatures for $`h^{}=0.\dot{5}`$ and $`h^{}=0.5`$ in accordance with Fig. 2(b). The set of Yang-Lee zeros at the critical point $`z=3`$ is shown on Fig. 3(c). One can see that in this case a real phase transition occurs at zero magnetic field only as in usual ferromagnetic systems. It is interesting to note that the set of Yang-Lee zeros of ferromagnetic Ising model on the Cayley tree resembles the boundary of the Mandelbrot set of the quadratic mapping $`zz^2+c`$. In this case the Yang-Lee zeros are not located on the unit circle because in the thermodynamical limit the contribution of surface and inner spins to the partition function of the model on Cayley tree are of the same order. In Fig. 3 (d) we give the improved set of Fisher zeros of Ising model on the Husimi lattice ($`p=3`$, $`q=4`$) previously obtained in Ref. .
In conclusion, we should like to note that the numerical algorithm presented in this Letter may be applied for obtaining Yang-Lee and Fisher zeros of any model on the Cayley-type lattice, for which one-dimensional recurrence relation can be derived. It is remarkable that there appear the well-known Mandelbrot set figures. This phenomenon is known as the universality of the Mandelbrot set .
## 6 Acknowledgments
The authors would like to thank S. Dallakyan, N. Izmailian and S. Karabegov for fruitful discussions. This work was partly supported by the Grants INTAS-97-347 and ISTC A-102.
## Figure Caption
Figure 1. The recursive structure of $`4`$-polygon Cayley-type lattice with $`q=3`$. The numbers $`0,1,2`$ stand for shells.
Figure 2. The Fisher zeros of Ising model on the Cayley tree. (a) $`J^{}=1`$, $`h^{}=0`$; (b) $`J^{}=1`$, $`h^{}=0.5`$; (c) $`J^{}=1`$, $`h^{}=1`$; (d) The plot of $`f(x)`$ function from Eq. (7) corresponds to the phase transition point $`kT=0.7256`$, $`J^{}=1`$, $`h^{}=0.5`$ of (b).
Figure 3. (a)-(c) The Yang-Lee zeros of Ising models on the Cayley tree; (a) $`p=2`$, $`q=3`$, $`z=15,742`$; (b) a close up from left; it is noteworthy that the set in question may be obtained by mapping $`r(\mu )=1/\mu `$ from the Mandelbrot set boundary of (a); (c) $`p=2`$, $`q=3`$, $`z=3`$; (d) The Fisher zeros of multisite interaction Ising model on Husimi lattice $`J^{}=1`$, $`h^{}=3`$, $`p=3`$, $`q=4`$.
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# On representations of integers by indefinite ternary quadratic forms
## 0. Introduction
Let $`f`$ be a nondegenerate indefinite integral-matrix quadratic form of $`n`$ variables:
$$f(x_1,\mathrm{},x_n)=\underset{i=1,j=1}{\overset{n}{}}a_{ij}x_ix_j,a_{ij},a_{ij}=a_{ji}.$$
Let $`q`$, $`q0`$. Let $`W=^n`$. Consider the affine quadric $`X`$ in $`W`$ defined by the equation
$$f(x_1,\mathrm{},x_n)=q.$$
We wish to count the representations of $`q`$ by the quadratic form $`f`$, that is the integer points of $`X`$.
Since $`f`$ is indefinite, the set $`X()`$ can be infinite. We fix a Euclidean norm $`||`$ on $`^n`$. Consider the counting function
$$N(T,X)=\mathrm{\#}\{xX():|x|T\}$$
where $`T,T>0`$. We are interested in the asymptotic behavior of $`N(T,X)`$ as $`T\mathrm{}`$.
When $`n4`$, the counting function $`N(T,X)`$ can be approximated by the product of local densities. For a prime $`p`$ set
$$\mu _p(X)=\underset{k\mathrm{}}{lim}\frac{\mathrm{\#}X(/p^k)}{(p^k)^{n1}}.$$
For almost all $`p`$ it suffices to take $`k=1`$:
$$\mu _p=\frac{\mathrm{\#}X(๐ฝ_p)}{p^{n1}}.$$
Set $`๐(X)=_p\mu _p(X)`$, this product converges absolutely (for $`n4`$), it is called the singular series. Set
$$\mu _{\mathrm{}}(T,X)=\underset{\epsilon 0}{lim}\frac{\text{Vol}\{x^n:|x|T,|f(x)q|<\epsilon /2,\}}{\epsilon },$$
it is called the singular integral.
###### Theorem
For $`n4`$
$$N(T,X)๐(X)\mu _{\mathrm{}}(T,X)\text{ as }T\mathrm{}.$$
This theorem follows from results of \[BR\], 6.4 (based on analytical results of \[DRS\], \[EM\], \[EMS\]). For certain non-Euclidean norms it was earlier proved by the Hardy-Littlewood circle method, cf. \[Da\], \[Est\].
We are interested here in the case $`n=3`$, a ternary quadratic form. This case is beyond the range of the Hardy-Littlewood circle method. Set $`D=det(a_{ij})`$. We assume that $`qD`$ is not a square. Then the product $`๐(X)=\mu _p(X)`$ conditionally converges (see Sect. 1 below), but in general $`N(T,X)`$ is not asymptotically $`๐(X)\mu _{\mathrm{}}(T,X)`$. From results of \[BR\] it follows that
$$N(T,X)c_X๐(X)\mu _{\mathrm{}}(T,X)\text{ as }T\mathrm{}$$
with $`0c_X2`$, see details in Subsection 1.5 below. We wish to know what values can take $`c_X`$.
A case when $`c_X=0`$ was already known to Siegel, see also \[BR\], 6.4.1. Consider the quadratic form
$$f_1(x_1,x_2,x_3)=9x_1^2+2x_1x_2+7x_2^2+2x_3^2,$$
and take $`q=1`$. Let $`X`$ be defined by $`f_1(x)=q`$. Then $`f_1`$ does not represent $`1`$ over $``$, so $`N(T,X)=0`$ for all $`T`$. On the other hand, $`f_1`$ represents $`1`$ over $``$ and over $`_p`$ for all $`p`$, and $`๐(X)\mu _{\mathrm{}}(T,X)\mathrm{}`$ as $`T\mathrm{}`$. Thus $`c_X=0`$ (see details in Sect. 2).
We show that $`c_X`$ can take value 2. Recall that two integral quadratic forms $`f,f^{}`$ are in the same genus, if they are equivalent over $``$ and over $`_p`$ for every prime $`p`$, cf. e.g. \[Ca\].
###### Theorem 0.1
Let $`f`$ be an indefinite integral-matrix ternary quadratic form, $`q`$, $`q0`$, and let $`X`$ be the affine quadric defined by the equation $`f(x)=q`$. Assume that $`f`$ represents $`q`$ over $``$ and there exists a quadratic form $`f^{}`$ in the genus of $`f`$, such that $`f^{}`$ does not represent $`q`$ over $``$. Then $`c_X=2`$:
$$N(T,X)2๐(X)\mu _{\mathrm{}}(T,X)\text{ as }T\mathrm{}.$$
Theorem 0.1 will be proved in Sect. 3.
###### \itExample 0.1.1
Let $`f_2(x_1,x_2,x_3)=x_1^2+64x_2^2+2x_3^2,q=1`$. Then $`f_2`$ represents 1 ($`f_2(1,0,1)=1`$) and the quadratic form $`f_1`$ considered above is in the genus of $`f_2`$ (cf. \[CS\], 15.6). The form $`f_1`$ does not represent 1. Take $`|x|=(x_1^2+64x_2^2+2x_3^2)^{1/2}`$. By Theorem 0.1 $`c_X=2`$ for the variety $`X:f_2(x)=1`$. Analytic and numeric calculations give $`2๐(X)\mu _{\mathrm{}}(T,X)0.794T`$. On the other hand, numeric calculations give for $`T=10,000`$ $`N(T,X)/T=0.8024`$.
We also show that $`c_X`$ can take the value 1.
###### Theorem 0.2
Let $`f`$ be an indefinite integral-matrix ternary quadratic form, $`q`$, $`q0`$, and let $`X`$ be the affine quadric defined by the equation $`f(x)=q`$. Assume that $`X()`$ is two-sheeted (has two connected components). Then $`c_X=1`$:
$$N(T,X)๐(X)\mu _{\mathrm{}}(T,X)\text{ as }T\mathrm{}.$$
Theorem 0.2 will be proved in Sect. 4.
###### \itExample 0.2.1
Let $`f_2`$ and $`|x|`$ be as in Example 0.1.1, $`q=1`$, $`X:f_2(x)=q`$. Then $`X()`$ has two connected components, and by Theorem 0.2 $`c_X=1`$. Analytic and numeric calculations give $`๐(X)\mu _{\mathrm{}}(T,X)0.7065T`$. On the other hand, numeric calculations give for $`T=10,000N(T,X)/T=0.7048`$.
###### Question 0.3
Can $`c_X`$ take values other than 0, 1, 2?
###### Remark 0.4
It seems that Theorems 0.1 and 0.2 also can be proved using a result of Kneser (\[Kn\], Satz 2) together with Siegelโs weight formula \[Si\] and the results of \[DRS\], \[EM\], \[EMS\].
The plan of the paper is the following. In Section 1 we expose results of \[BR\] in the case of 2-dimensional affine quadrics. In Section 2 we treat in detail the example of $`c_X=0`$. In Section 3 we prove Theorem 0.1. In Section 4 we prove Theorem 0.2.
Acknowledgements. This paper was partly written when the author was visiting Sonderforschungsbereich 343 โDiskrete Strukturen in der Mathematikโ at Bielefeld University, and I am grateful to SFB 343 for hospitality and support. I thank Rainer Schulze-Pillot and John S. Hsia for useful e-mail correspondence. I am grateful to Zeรฉv Rudnick for useful discussions and help in analytic calculations.
## 1. Results of \[BR\] in the case of ternary quadratic forms
### 1.0
Let $`f`$ be an indefinite ternary integral-matrix quadratic form
$$f(x_1,x_2,x_3)=\underset{i,j=1}{\overset{3}{}}a_{ij}x_ix_j,a_{ij},a_{ij}=a_{ji}.$$
Let $`q`$, $`q0`$. Let $`D=det(a_{ij})`$. We assume that $`qD`$ is not a square.
Let $`W=^3`$ and let $`X`$ denote the affine variety in $`W`$ defined by the equation $`f(x)=q`$, where $`x=(x_1,x_2,x_3)`$. We assume that $`X`$ has a $``$-point $`x^0`$. Set $`G=\text{Spin}(W,f)`$, the spinor group of $`f`$. Then $`G`$ acts on $`W`$ on the left, and $`X`$ is an orbit (a homogeneous space) of $`G`$.
### 1.1. Rational points in adelic orbits
Let $`๐ธ`$ denote the adรจle ring of $``$. The group $`G(๐ธ)`$ acts on $`X(๐ธ)`$; let $`๐ช_๐ธ`$ be an orbit. We are interested whether $`๐ช_๐ธ`$ has a $``$-rational point.
Let $`W^{}`$ denote the orthogonal complement of $`x^0`$ in $`W`$, and let $`f^{}`$ denote the restriction of $`f`$ to $`W^{}`$. Let $`H`$ be the stabilizer of $`x^0`$ in $`G`$, then $`H=\text{Spin}(W^{},f^{})`$. Since $`dimW^{}=2`$, the group $`H`$ is a one-dimensional torus.
We have $`detf^{}=D/q`$, so up to multiplication by a square $`detf^{}=qD`$. It follows that up to multiplication by a scalar, $`f^{}`$ is equivalent to the quadratic form $`u^2+qDv^2`$. Set $`K=(\sqrt{qD})`$, then $`K`$ is a quadratic extension of $``$, because $`qD`$ is not a square. The torus $`H`$ is anisotropic over $``$ (because $`qD`$ is not a square), and $`H`$ splits over $`K`$. Let $`X_{}(H_K)`$ denote the cocharacter group of $`H_K`$, $`X_{}(H_K)=\text{Hom}(๐พ_{m,K},H_K)`$; then $`X_{}(H_K)`$. The non-neutral element of $`\text{Gal}(K/)`$ acts on $`X_{}(H_K)`$ by multiplication by $`1`$.
Let $`๐ช_๐ธ`$ be an orbit of $`G(๐ธ)`$ in $`X(๐ธ)`$, $`๐ช_๐ธ=๐ช_v`$ where $`๐ช_v`$ is an orbit of $`G(_v)`$ in $`X(_v)`$, $`v`$ runs over the places of $``$, and $`_v`$ denotes the completion of $``$ at $`v`$. We define local invariants $`\nu _v(๐ช_v)=\pm 1`$. If $`๐ช_v=G(_v)x^0`$, then we set $`\nu _v(๐ช_v)=+1`$, if not, we set $`\nu _v(๐ช_v)=1`$. Then $`\nu _v(๐ช_v)=+1`$ for almost all $`v`$. We define $`\nu (๐ช_๐ธ)=\nu _v(๐ช_v)`$ where $`๐ช_๐ธ=๐ช_v`$. Note that the local invariants $`\nu _v(๐ช_v)`$ depend on the choice of the rational point $`x^0X()`$; one can prove, however, that their product $`\nu (๐ช_๐ธ)`$ does not depend on $`x^0`$.
Let $`xX(๐ธ)`$. We set $`\nu (x)=\nu (G(๐ธ)x)`$. Then $`\nu (x)`$ takes values $`\pm 1`$; it is a locally constant function on $`X(๐ธ)`$, because the orbits of $`G(๐ธ)`$ are open in $`X(๐ธ)`$.
For $`xX(๐ธ)`$ define $`\delta (x)=\nu (x)+1`$. In other words, if $`\nu (x)=1`$ then $`\delta (x)=0`$, and if $`\nu (x)=+1`$ then $`\delta (x)=2`$. Then $`\delta `$ is a locally constant function on $`X(๐ธ)`$.
###### Theorem 1.1.1
An orbit $`๐ช_๐ธ`$ of $`G(๐ธ)`$ in $`X(๐ธ)`$ has a $``$-rational point if and only if $`\nu (๐ช_๐ธ)=+1`$.
Below we will deduce Theorem 1.1.1 from \[BR\], Thm. 3.6.
### 1.2. Proof of Theorem 1.1.1
For a torus $`T`$ over a field $`k`$ of characteristic 0 we define a finite abelian group $`C(T)`$ as follows:
$$C(T)=(X_{}(T_{\overline{k}})_{\text{Gal}(\overline{k}/k)})_{\text{tors}}$$
where $`\overline{k}`$ is a fixed algebraic closure of $`k`$, $`X_{}(T_{\overline{k}})_{\text{Gal}(\overline{k}/k)}`$ denotes the group of coinvariants, and $`()_{\text{tors}}`$ denotes the torsion subgroup. If $`k`$ is a number field and $`k_v`$ is the completion of $`k`$ at a place $`v`$, then we define $`C_v(T)=C(T_{k_v})`$. There is a canonical map $`i_v:C_v(T)C(T)`$ induced by an inclusion $`\text{Gal}(\overline{k}_v/k_v)\text{Gal}(\overline{k}/k)`$. These definitions were given for connected reductive groups (not only for tori) by Kottwitz \[Ko\], see also \[BR\], 3.4. Kottwitz writes $`A(T)`$ instead of $`C(T)`$.
We compute $`C(H)`$ for our one-dimensional torus $`H`$ over $``$. Clearly
$$C(H)=(X_{}(H_K)_{\text{Gal}(K/)})_{\text{tors}}=/2.$$
We have $`C_v(H)=1`$ if $`K_v`$ splits, and $`C_v(H)/2`$ if $`K_v`$ is a field. The map $`i_v`$ is injective for any $`v`$.
We now define the local invariants $`\kappa _v(๐ช_v)`$ as in \[BR\], where $`๐ช_v`$ is an orbit of $`G(_v)`$ in $`X(_v)`$. The set of orbits of $`G(_v)`$ in $`X(_v)`$ is in canonical bijection with $`\mathrm{ker}[H^1(_v,H)H^1(_v,G)]`$, cf. \[Se\], I-5.4, Cor. 1 of Prop. 36. Hence $`๐ช_v`$ defines a cohomology class $`\xi _vH^1(_v,H)`$. The local TateโNakayama duality for tori defines a canonical homomorphism $`\beta _v:H^1(_v,H)C_v(H)`$, see \[Ko\], Thm. 1.2. (Kottwitz defines the map $`\beta _v`$ in a more general setting, when $`H`$ is any connected reductive group over a number field.) The homomorphism $`\beta _v`$ is an isomorphism for any $`v`$. We set $`\kappa _v(๐ช_v)=\beta _v(\xi _v)`$. Note that if $`๐ช_v=G(_v)x^0`$, then $`\xi _v=0`$ and $`\kappa _v(๐ช_v)=0`$; if $`๐ช_vG(_v)x^0`$, then $`\xi _v0`$ and $`\kappa _v(๐ช_v)=1`$.
We define the Kottwitz invariant $`\kappa (๐ช_๐ธ)`$ of an orbit $`๐ช_๐ธ=๐ช_v`$ of $`G(๐ธ)`$ in $`X(๐ธ)`$ by $`\kappa (๐ช_๐ธ)=_vi_v(\kappa _v(๐ช_v))`$. We identify $`C(H)`$ with $`/2`$, and $`C_v(H)`$ with a subgroup of $`/2`$. With this identifications $`\kappa (๐ช_๐ธ)=\kappa _v(๐ช_v)`$.
We prefer the multiplicative rather than additive notation. Instead of $`/2`$ we consider the group $`\{+1,1\}`$, and set
$$\nu _v(๐ช_v)=(1)^{\kappa _v(๐ช_v)},\nu (๐ช_๐ธ)=(1)^{\kappa (๐ช_๐ธ)}.$$
Here $`\nu _v(๐ช_v)`$ and $`\nu (๐ช_๐ธ)`$ take values $`\pm 1`$. We have $`\nu (๐ช_๐ธ)=\nu _v(๐ช_v)`$. Since $`\kappa _v(๐ช_v)=0`$ if and only if $`๐ช_v=G(_v)x^0`$, we see that $`\nu _v(๐ช_v)=+1`$ if and only if $`๐ช_v=G(_v)x^0`$. Hence our $`\nu _v(๐ช_v)`$ and $`\nu (๐ช_๐ธ)`$ coincide with $`\nu _v(๐ช_v)`$ and $`\nu (๐ช_๐ธ)`$ introduced in 1.1.
By Thm. 3.6 of \[BR\] an adelic orbit $`๐ช_๐ธ`$ contains $``$-rational points if and only if $`\kappa (๐ช_๐ธ)=0`$. With our multiplicative notation $`\kappa (๐ช_๐ธ)=0`$ if and only if $`\nu (๐ช_๐ธ)=+1`$. Thus $`๐ช_๐ธ`$ contains $``$-points if and only if $`\nu (๐ช_๐ธ)=+1`$. We have deduced Thm. 1.1.1 from \[BR\], Thm. 3.6. โ
### 1.3. Tamagawa measure
We define a gauge form on $`X`$, i.e. a regular differential form $`\omega \mathrm{\Lambda }^2(X)`$ without zeroes. Recall that $`X`$ is defined by the equation $`f(x)=q`$. Choose a differential form $`\mu \mathrm{\Lambda }^2(W)`$ such that $`\mu df=dx_1dx_2dx_3`$, where $`x_1,x_2,x_3`$ are the coordinates in $`W=^3`$. Let $`\omega =\mu |_X`$, the restriction of $`\mu `$ to $`X`$. Then $`\omega `$ is a gauge form on $`X`$, cf. \[BR\], 1.3, and it does not depend on the choice of $`\mu `$. The gauge form $`\omega `$ is $`G`$-invariant, because there exists a $`G`$-invariant gauge form on $`X`$, cf. \[BR\], 1.4, and a gauge form on $`X`$ is unique up to a scalar multiple, cf. \[BR\], Cor. 1.5.4.
For any place $`v`$ of $``$ one associates with $`\omega `$ a local measure $`m_v`$ on $`X(_v)`$, cf. \[We\], 2.2. We show how to define a Tamagawa measure on $`X(๐ธ)`$, following \[BR\], 1.6.2.
We have by \[BR\], 1.8.1, $`\mu _p(X)=m_p(X(_p))`$, where $`\mu _p(X)`$ is defined in the Introduction. By \[We\], Thm. 2.2.5, for almost all $`p`$ we have $`m_p(X(_p))=\mathrm{\#}X(๐ฝ_p)`$.
We compute $`\mathrm{\#}X(๐ฝ_p)`$. The group $`\text{SO}(f)(๐ฝ_p)`$ acts on $`X(๐ฝ_p)`$ with stabilizer $`\text{SO}(f^{})(๐ฝ_p)`$, where $`\text{SO}(f^{})(๐ฝ_p)`$ is defined for almost all $`p`$. This action is transitive by Wittโs theorem. Thus $`\mathrm{\#}X(๐ฝ_p)=\mathrm{\#}\text{SO}(f)(๐ฝ_p)/\mathrm{\#}\text{SO}(f^{})(๐ฝ_p)`$. By \[A\], III-6,
$$\mathrm{\#}\text{SO}(f)(๐ฝ_p)=p(p^21),\mathrm{\#}\text{SO}(f^{})(๐ฝ_p)=p\chi (p),$$
where $`\chi (p)=1`$ if $`f^{}modp`$ does not represent 0, and $`\chi (p)=+1`$ if $`f^{}modp`$ represents 0. We have $`\chi (p)=\left({\displaystyle \frac{qD}{p}}\right)`$. We obtain for $`pqD`$
$$\mathrm{\#}X(๐ฝ_p)=\frac{p(p^21)}{p\chi (p)},\mu _p(X)=\frac{\mathrm{\#}X(๐ฝ_p)}{p^2}=\frac{11/p^2}{1\chi (p)/p}.$$
For $`p|qD`$ set $`\chi (p)=0`$. We define
$$L_p(s,\chi )=(1\chi (p)p^s)^1,L(s,\chi )=\underset{p}{}L_p(s,\chi )$$
where $`s`$ is a complex variable. We set
$$\lambda _p=L_p(1,\chi )^1=1\frac{\chi (p)}{p},r=L(1,\chi )^1.$$
Then the product $`_p(\lambda _p^1\mu _p)`$ converges absolutely, hence the family $`(\lambda _p)`$ is a family of convergence factors in the sense of \[We\], 2.3. We define, as in \[BR\], 1.6.2, the measures
$$m_f=r^1\underset{p}{}(\lambda _p^1m_p),m=m_{\mathrm{}}m_f,$$
then $`m_f`$ is a measure on $`X(๐ธ_f)`$ (where $`๐ธ_f`$ is the ring of finite adรจles) and $`m`$ is a measure on $`X(๐ธ)`$. We call $`m`$ the Tamagawa measure on $`X(๐ธ)`$.
### 1.4. Counting integer points
For $`T>0`$ set $`X()^T=\{xX():|x|T\}`$.
###### Theorem 1.4.1
$$N(T,X)_{X()^T\times X(\widehat{})}\delta (x)๐m.$$
In other words,
$$N(T,X)2m(\{xX()^T\times X(\widehat{}):\nu (x)=+1\}).$$
$`\mathrm{1.4.1}`$
Theorem 1.4.1 follows from \[BR\], Thm. 5.3 (cf. \[BR\], 6.4 and \[BR\], Def. 2.3).
For comparison note that
$$m(X()^T\times X(\widehat{}))=m_{\mathrm{}}(X()^T)m_f(X(\widehat{}))=\mu _{\mathrm{}}(T,X)๐(X),$$
$`\mathrm{1.4.2}`$
cf. \[BR\], 1.8.
The following lemma will be used in the proof of Theorem 0.1.
###### Lemma 1.4.2
Assume that there exists $`yX(\times \widehat{})`$ such that $`\nu (y)=+1`$. Then the set $`X()`$ is infinite.
###### Demonstration Proof
Since $`\nu `$ is a locally constant function on $`X(๐ธ)`$, there exists an open subset $`๐ฐ_fX(\widehat{})`$ and an orbit $`๐ฐ_{\mathrm{}}`$ of $`G()`$ in $`X()`$ such that $`\nu (x)=+1`$ for all $`x๐ฐ_{\mathrm{}}\times ๐ฐ_f`$. Set $`๐ฐ_{\mathrm{}}^T=\{x๐ฐ_{\mathrm{}}:|x|T\}`$, then $`m_{\mathrm{}}(๐ฐ_{\mathrm{}}^T)\mathrm{}`$ as $`T\mathrm{}`$. We have
$$_{X()^T\times X(\widehat{})}\delta (x)๐m_{๐ฐ_{\mathrm{}}^T\times ๐ฐ_f}\delta (x)๐m=2m_{\mathrm{}}(๐ฐ_{\mathrm{}}^T)m_f(๐ฐ_f).$$
Since $`2m_{\mathrm{}}(๐ฐ_{\mathrm{}}^T)m_f(๐ฐ_f)\mathrm{}`$ as $`T\mathrm{}`$, we see that
$$_{X()^T\times X(\widehat{})}\delta (x)๐m\mathrm{}\text{ as }T\mathrm{},$$
and by Theorem 1.4.1 $`N(T,X)\mathrm{}`$. Hence $`X()`$ is infinite. โ
### 1.5. The constant $`c_X`$
Here we prove the following result:
###### Proposition 1.5.1
$$N(T,X)c_X๐(X)\mu _{\mathrm{}}(T,X)\text{ as }T\mathrm{}$$
with some constant $`c_X`$, $`0c_X2`$.
###### Demonstration Proof
If $`X()`$ has two connected components, then by Theorem 0.2 (which we will prove in Sect. 3 below), $`N(T,X)๐(X)\mu _{\mathrm{}}(T,X)`$, so the proposition holds with $`c_X=1`$.
If $`X()`$ has one connected component, then $`X()`$ consists of one $`G()`$-orbit and $`\nu _{\mathrm{}}(X())=+1`$. For an orbit $`๐ช_f=๐ช_p`$ of $`G(๐ธ_f)`$ in $`X(๐ธ_f)`$ we set $`\nu _f(๐ช_f)=_p\nu _p(๐ช_p)`$. We regard $`\nu _f`$ as a locally constant function on $`X(๐ธ_f)`$ taking values $`\pm 1`$. We have
$$_{X()^T\times X(\widehat{})}\delta (x)๐m=2m_{\mathrm{}}(X()^T)m_f(X(\widehat{})_+)$$
where $`X(\widehat{})_+=\{x_fX(\widehat{}):\nu _f(x_f)=+1\}`$. Set $`c_X=2m_f(X(\widehat{})_+)/m_f(X(\widehat{}))`$, then $`0c_X2`$ and
$$_{X()^T\times X(\widehat{})}\delta (x)๐m=c_Xm_{\mathrm{}}(X()^T)m_f(X(\widehat{}))=c_X\mu _{\mathrm{}}(T,X)๐(X).$$
Using Theorem 1.4.1, we see that
$$N(T,X)c_X\mu _{\mathrm{}}(T,X)๐(X)\text{ as }T\mathrm{}.$$
## 2. An example of $`c_X=0`$
Let
$$f_1(x_1,x_2,x_3)=9x_1^2+2x_1x_2+7x_2^2+2x_3^2,q=1.$$
This example was mentioned by Siegel and later mentioned in \[BR\], 6.4.1. Here we provide a detailed exposition.
Consider the variety $`X`$ defined by the equation $`f_1(x)=q`$. We have $`f_1(\frac{1}{2},\frac{1}{2},1)`$ $`=1`$. It follows that $`f_1`$ represents 1 over $``$ and over $`_p`$ for $`p>2`$.
We have $`f_1(4,1,1)=1271(mod2^7)`$. We prove that $`f_1`$ represents 1 over $`_2`$. Define a polynomial of one variable $`F(Y)=f_1(4,1,Y)1,F_2[Y]`$. Then $`F(1)=2^7`$, $`|F(1)|_2=2^7`$, $`F^{}(Y)=4Y`$, $`|F^{}(1)^2|_2=2^4`$, $`|F(1)|_2<|F^{}(1)^2|_2`$. By Henselโs lemma (cf. \[La\], II-ยง2, Prop. 2) $`F`$ has a root in $`_2`$. Thus $`f_1`$ represents 1 over $`_2`$.
Now we prove that $`f_1`$ does not represent 1 over $``$. I know the following elementary proof from D. Zagier.
We prove the assertion by contradiction. Assume on the contrary that
$$9x_1^2+2x_1x_2+7x_2^2+2x_3^2=1\text{ for some }x_1,x_2,x_3.$$
We may write this equation as follows:
$$2x_3^21=(x_1x_2)^2+8(x_1x_2)(x_1+x_2).$$
The left hand side is odd, hence $`x_1x_2`$ is odd and therefore $`x_1+x_2`$ is odd. We have $`(x_1x_2)^21(mod8)`$. Hence the right hand side is congruent to $`1(mod8)`$. We see that $`x_3`$ is odd, hence $`2x_3^211(mod16)`$. But
$$8(x_1x_2)(x_1+x_2)8(mod16).$$
It follows that
$$\begin{array}{c}(x_1x_2)^29(mod16)\\ x_1x_2\pm 3(mod8).\end{array}$$
Therefore $`x_1x_2`$ must have a prime factor $`p\pm 3(mod8)`$. Hence $`2x_3^21`$ has a prime factor $`p\pm 3(mod8)`$. On the other hand, if $`p|(2x_3^21)`$, then
$$2x_3^21(modp)$$
and 2 is a square modulo $`p`$, $`\left({\displaystyle \frac{2}{p}}\right)=1`$. By the quadratic reciprocity law $`p\pm 1(mod8)`$. Contradiction. We have proved that $`f_1`$ does not represent 1 over $``$, hence $`N(T,X)=0`$ for all $`T`$.
On the other hand,
$$๐(X)\mu _{\mathrm{}}(T,X)=m_f(X(\widehat{}))m_{\mathrm{}}(X()^T).$$
Since $`X(\widehat{})`$ is a non-empty open subset in $`X(๐ธ_f)`$, $`m_f(X(\widehat{}))>0`$. Now the measure $`m_{\mathrm{}}(X(R)^T)\mathrm{}`$ as $`T\mathrm{}`$. Hence $`๐(X)\mu _{\mathrm{}}(T,X)\mathrm{}`$ as $`T\mathrm{}`$, and thus $`c_X=0`$.
## 3. Proof of Theorem 0.1
###### Lemma 3.1
Let $`k`$ be a field, $`\text{char}(k)2`$, and let $`V`$ be a finite-dimensional vector space over $`k`$. Let $`f`$ be a non-degenerate quadratic form on $`V`$. Let $`u\text{GL}(V)(k)`$, $`f^{}=u^{}f`$. Then the map $`yuy:VV`$ takes the orbits of $`\text{Spin}(f)(k)`$ in $`V`$ to the orbits of $`\text{Spin}(f^{})(k)`$.
###### Demonstration Proof
Let $`xV`$, $`f(x)0`$. The reflection (symmetry) $`r_x=r_{f,x}:VV`$ is defined by
$$r_x(y)=y\frac{2B(x,y)}{f(x)}x,yV,$$
where $`B`$ is the symmetric bilinear form on $`V`$ associated with $`f`$. Every $`s\text{SO}(f)(k)`$ can be written as
$$s=r_{x_1}\mathrm{}r_{x_l}$$
$`3.1`$
cf. \[OM\], Thm. 43:3. The spinor norm $`\theta (s)`$ of $`s`$ is defined by
$$\theta (s)=f(x_1)\mathrm{}f(x_l)(modk^2)k^{}/k^2$$
and it does not depend on the choice of the representation (3.1), cf. \[OM\], ยง55. Let $`\mathrm{\Theta }(f)`$ denote the image of $`\text{Spin}(f)(k)`$ in $`\text{SO}(f)(k)`$. Then $`s\text{SO}(f)(k)`$ is contained in $`\mathrm{\Theta }(f)`$ if and only if $`\theta (s)=1`$, cf. \[Se\], III-3.2 or \[Ca\], Ch. 10, Thm. 3.3.
Now let $`u,f^{}`$ be as above. Then $`r_{f^{},ux}=ur_{f,x}u^1`$, $`f^{}(ux)=f(x)`$, and so $`\theta _f^{}(usu^1)=\theta _f(s)`$. We conclude that $`u\mathrm{\Theta }(f)u^1=\mathrm{\Theta }(f^{})`$ and that the map $`yuy`$ takes the orbits of $`\mathrm{\Theta }(f)`$ in $`V`$ to the orbits of $`\mathrm{\Theta }(f^{})`$. โ
Let $`f,f^{}`$ be integral-matrix quadratic forms on $`^n`$ and assume that $`f^{}`$ is in the genus of $`f`$. Then there exists $`u\text{GL}_n(\times \widehat{})`$ such that $`f^{}(x)=f(u^1x)`$ for $`x๐ธ^n`$. Let $`q`$, $`q0`$. Let $`X`$ denote the affine quadric $`f(x)=q`$, and $`X^{}`$ denote the quadric $`f^{}(x)=q`$.
###### Lemma 3.2
The map $`xux:๐ธ^n๐ธ^n`$ takes $`X(\times \widehat{})`$ to $`X^{}(\times \widehat{})`$ and takes orbits of $`\text{Spin}(f)(๐ธ)`$ in $`X(๐ธ)`$ to orbits of $`\text{Spin}(f^{})(๐ธ)`$ in $`X^{}(๐ธ)`$.
###### Demonstration Proof
Let $`A`$ denote the matrix of $`f`$, and $`A^{}`$ denote the matrix of $`f^{}`$. We have
$$\begin{array}{c}(u^1)^tAu^1=A^{}\\ A=u^tA^{}u.\end{array}$$
The variety $`X`$ is defined by the equation $`x^tAx=q`$, and $`X^{}`$ is defined by $`x^tA^{}x=q`$. One can easily check that the map $`xux`$ takes $`X(\times \widehat{})`$ to $`X^{}(\times \widehat{})`$ and $`X(๐ธ)`$ to $`X^{}(๐ธ)`$.
In order to prove that the map $`xux:X(๐ธ)X^{}(๐ธ)`$ takes the orbits of $`\text{Spin}(f)(๐ธ)`$ to the orbits of $`\text{Spin}(f^{})(๐ธ)`$, it suffices to prove that the map $`xu_vx:X(_v)X^{}(_v)`$ takes the orbits of $`\text{Spin}(f)(_v)`$ to the orbits of $`\text{Spin}(f^{})(_v)`$ for every $`v`$, where $`u_v`$ is the $`v`$-component of $`u`$. This last assertion follows from Lemma 3.1. โ
###### Proposition 3.3
Let $`f^{}`$ and $`q`$ be as in Theorem 0.1, in particular $`f^{}`$ represents $`q`$ over $`_v`$ for any $`v`$ (we set $`_{\mathrm{}}=`$), but not over $``$. Let $`X^{}`$ be the quadric defined by $`f^{}(x)=q`$. Then $`X^{}(\times \widehat{})`$ is contained in one orbit of $`\text{Spin}(f^{})(๐ธ)`$.
###### Demonstration Proof
Set $`G^{}=\text{Spin}(f^{})`$. We prove that $`X^{}(_v)`$ is contained in one orbit of $`G^{}(_v)`$ for every $`v`$ by contradiction. Assume on the contrary that for some $`v`$ $`X^{}(_v)`$ has nontrivial intersection with two orbits of $`G^{}(_v)`$. Then $`\nu _v`$ takes both values $`+1`$ and $`1`$ on $`X^{}(_v)`$. It follows that $`\nu `$ takes both values $`+1`$ and $`1`$ on $`X^{}(\times \widehat{})`$. Hence by Lemma 1.4.2 $`X^{}`$ has infinitely many $``$-points. This contradicts to the assumption that $`f^{}`$ does not represent $`q`$ over $``$. โ
###### Demonstration Proof of Theorem 0.1
Let $`u\text{GL}_3(\times \widehat{})`$ be such that $`f^{}(x)=f(u^1x)`$. Let $`X,X^{}`$ be as in the beginning of this section, in particular $`X^{}`$ has no $``$-points. By Prop. 3.3 $`X^{}(\times \widehat{})`$ is contained in one orbit of $`\text{Spin}(f^{})(๐ธ)`$. It follows from Lemma 3.2 that $`X(\times \widehat{})`$ is contained in one orbit of $`\text{Spin}(f)(๐ธ)`$. Since $`f`$ represents $`q`$ over $``$, this orbit has $``$-rational points, and $`\nu `$ equals $`+1`$ on $`X(\times \widehat{})`$. Thus $`\delta `$ equals 2 on $`X(\times \widehat{})`$, and by Formulas (1.4.1) and (1.4.2) $`N(T,X)2๐(X)\mu _{\mathrm{}}(T,X)`$. โ
## 4. Proof of Theorem 0.2
We prove Theorem 0.2. We define an involution $`\tau _{\mathrm{}}`$ of $`X()`$ by $`\tau _{\mathrm{}}(x)=x`$, $`xX()^3`$. Since $`f(x)=f(x)`$, $`\tau _{\mathrm{}}`$ is well defined, i.e takes $`X()`$ to itself. Since $`|x|=|x|`$, $`\tau _{\mathrm{}}`$ takes $`X()^T`$ to itself. We define an involution $`\tau `$ of $`X(๐ธ)`$ by defining $`\tau `$ as $`\tau _{\mathrm{}}`$ on $`X()`$ and as 1 on $`X(_p)`$ for all prime $`p`$. Then $`\tau `$ respects the Tamagawa measure $`m`$ on $`X(๐ธ)`$.
By assumption $`X()`$ has two connected components. These are two orbits of $`\text{Spin}(f)()`$. The involution $`\tau _{\mathrm{}}`$ of $`X()`$ interchanges these two orbits. Thus we have
$$\begin{array}{c}\nu _{\mathrm{}}(\tau _{\mathrm{}}(x_{\mathrm{}}))=\nu _{\mathrm{}}(x_{\mathrm{}})\text{ for all }x_{\mathrm{}}X()\\ \nu (\tau (x))=\nu (x)\text{ for all }xX(๐ธ)\end{array}$$
$`4.1`$
Let $`X()_1`$ and $`X()_2`$ be the two connected components of $`X()`$. Set
$$X(R)_1^T=X(R)_1X()^T,X(R)_2^T=X(R)_2X()^T$$
Then $`\tau `$ interchanges $`X()_1^T\times X(\widehat{})`$ and $`X()_2^T\times X(\widehat{})`$. From Formula (4.1) we have
$$_{X()_1^T\times X(\widehat{})}\nu (x)๐m=_{X()_2^T\times X(\widehat{})}\nu (x)๐m,$$
hence
$$_{X()^T\times X(\widehat{})}\nu (x)๐m=0.$$
Since $`\delta (x)=\nu (x)+1`$, we obtain
$$_{X()^T\times X(\widehat{})}\delta (x)๐m=_{X()^T\times X(\widehat{})}๐m=m(X()^T\times X(\widehat{}))=๐(X)\mu _{\mathrm{}}(T,X).$$
By Theorem 1.4.1
$$N(T,X)_{X()^T\times X(\widehat{})}\delta (x)๐m.$$
Thus $`N(T,X)๐(X)\mu _{\mathrm{}}(T,X)`$ as $`T\mathrm{}`$, i.e. $`c_X=1`$. โ
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# On Long-Time Evolution in General Relativity and Geometrization of 3-Manifolds
## 0. Introduction.
In this paper, we describe certain relations between the vacuum Einstein evolution equations in general relativity and the geometrization of 3-manifolds. In its simplest terms, these relations arise by analysing the long-time asymptotic behavior of natural space-like hypersurfaces $`\mathrm{\Sigma }_\tau ,`$ diffeomorphic to a fixed $`\mathrm{\Sigma },`$ in a vacuum space-time. In the best circumstances, the induced asymptotic geometry on $`\mathrm{\Sigma }_\tau `$ would implement the geometrization of the 3-manifold $`\mathrm{\Sigma }.`$
We present several results illustrating this relationship, some of which require however rather strong hypotheses. Thus, besides proving these results, a second purpose of this paper is to clarify and make precise what some of the major difficulties are in carrying this program out to a deeper level. In this setting, we thus discuss a number of open problems and conjectures, some of which are well-known, which are of interest both in general relativity and in 3-manifold geometry.
The idea of geometrizing 3-manifolds, and its proof in many important cases, is due to Thurston. We refer to for an introduction from the point of view of hyperbolic geometry. A survey of geometrization from the point of view of general Riemannian geometries is given in , where some early relations with issues in general relativity were also presented. We also refer to and for surveys on topics in general relativity related to this paper.
Let (M, g) be a vacuum space-time, i.e. a 4-manifold M with smooth $`(C^{\mathrm{}})`$ Lorentz metric g, of signature $`(,+,+,+),`$ satisfying the Einstein vacuum equations
(0.1)
$$\mathrm{๐๐ข๐}_๐ =0.$$
We assume that (M, g) is a cosmological space-time in the sense that M admits a compact Cauchy surface $`\mathrm{\Sigma }.`$ In particular, (M, g) is then globally hyperbolic and M is diffeomorphic to $`\mathrm{\Sigma }\times .`$ The space-time (M, g) is the maximal $`C^{\mathrm{}}`$ vacuum Cauchy development of initial data on $`\mathrm{\Sigma },`$ c.f. \[29, Ch.7\],.
By a result of any compact space-like hypersurface is then a Cauchy surface for (M, g). It is thus natural to seek a preferred Cauchy surface with respect to which to view the evolution of the space-time. We assume throughout the paper that (M, g) has a compact Cauchy surface $`\mathrm{\Sigma }`$ with constant mean curvature
(0.2)
$$H=trK=const<0.$$
The sign of $`H`$ is chosen so that $`H<`$ 0 corresponds to expansion of $`\mathrm{\Sigma }`$ in the future direction.
It is a well-known conjecture that any vacuum cosmological space-time admits a CMC Cauchy surface, and this is certainly the case for all known examples; c.f. for further discussion. We will call a cosmological space-time satisfying (0.2) a CMC cosmological space-time.
One of the reasons for preferring compact CMC surfaces is that any such initial surface $`\mathrm{\Sigma }`$ embeds at least locally, to the past and future, in a smooth foliation $`=\{\mathrm{\Sigma }_\tau ,\tau I\}`$ of a domain in (M, g) by CMC Cauchy surfaces. Each leaf $`\mathrm{\Sigma }_\tau `$ is diffeomorphic to $`\mathrm{\Sigma }`$ and the function $`H:`$ is monotone decreasing w.r.t. future proper time, c.f. . Let
(0.3)
$$M_{}๐$$
be the maximal domain in M foliated in this way. Thus, the function
(0.4)
$$\tau =H$$
defines a natural time function on $`M_{}.`$ We will use $`\tau `$ to denote the time parameter and $`H`$ to denote the mean curvature. The range of $`\tau :M_{}`$ is a connected open interval $`I,`$ c.f. , and correspondingly, the subset $`M_{}`$ M is a domain, i.e. a connected open subset, of M.
The Hawking-Penrose singularity theorem, c.f. \[29, Ch.8.2\], implies that if (M, g) is a CMC cosmological space-time, then there is a singularity in the finite (proper time) past of $`\mathrm{\Sigma }.`$ For the purposes of this Introduction, a singularity to the past (or future) of $`\mathrm{\Sigma }`$ merely means that (M, g) is not time-like geodesically complete to the past (or future) of $`\mathrm{\Sigma }.`$ Unfortunately, comparatively little is known in general about the structure of such an โinitialโ singularity or singularities, c.f. , .
In this paper, we mainly, (although not only), consider issues concerning the future development of (M, g) from the Cauchy surface $`\mathrm{\Sigma }.`$
Perhaps the first natural issue to consider is to characterize the situation when (M, g) is future geodesically complete, i.e. time-like geodesically complete to the future of $`\mathrm{\Sigma }.`$ This depends, at the very minimum, on topological properties of $`\mathrm{\Sigma }.`$ The basic reason derives from one of the constraint equations for the geometry of CMC surfaces in (M, g); namely on any leaf $`(\mathrm{\Sigma }_\tau ,g_\tau )M_{},`$ one has
(0.5)
$$s=|K|^2H^2,$$
where $`s`$ is the scalar curvature of $`(\mathrm{\Sigma }_\tau ,g_\tau )`$ and $`K`$ is the second fundamental form of $`(\mathrm{\Sigma }_\tau ,g_\tau )`$ (M, g). Now the scalar curvature plays an important role in understanding the geometry and topology of 3-manifolds, just as it does in dimension 2. Thus, define the Sigma constant $`\sigma (\mathrm{\Sigma })`$ of a closed oriented 3-manifold $`\mathrm{\Sigma }`$ to be the supremum of the scalar curvatures of unit volume Yamabe metrics on $`\mathrm{\Sigma },`$ c.f. , . This is a topological invariant, which divides the family of closed 3-manifolds naturally into three classes according to
(0.6)
$$\sigma (\mathrm{\Sigma })<0,\sigma (\mathrm{\Sigma })=0,\sigma (\mathrm{\Sigma })>0.$$
By the solution to the Yamabe problem, $`\sigma (\mathrm{\Sigma })>`$ 0 if and only if $`\mathrm{\Sigma }`$ admits a metric of positive scalar curvature. In fact, $`\sigma (\mathrm{\Sigma })>`$ 0 if $`\mathrm{\Sigma }`$ admits a non-flat metric with $`s`$ 0, c.f. .
If $`M_{}`$ contains a (non-flat) leaf $`\mathrm{\Sigma }_o`$ with $`H=`$ 0, then (0.5) implies that $`s`$ 0, so that $`\sigma (\mathrm{\Sigma }_o)>`$ 0. Since $`M_{}`$ is open, (M, g) admits CMC Cauchy surfaces with $`H>`$ 0 and $`H<`$ 0 and hence the Hawking-Penrose singularity theorem implies that there exist singularities to the finite proper time future and past of $`\mathrm{\Sigma }_o.`$
This observation, together with the behavior in certain model cases, namely the space-homogeneous Bianchi geometries on $`S^3`$ and Kantowski-Sacks geometries on $`S^2\times S^1,`$ have led to following conjecture, c.f. ,.
Recollapse Conjecture. If $`\sigma (\mathrm{\Sigma })>`$ 0, then
$$๐=M_{},$$
and the leaves $`\mathrm{\Sigma }_\tau `$ of $``$ have mean curvature taking on all values monotonically in $`(\mathrm{},+\mathrm{}).`$ The space-time (M, g) recollapses in finite proper time, i.e. there is a singularity to the finite proper time future of $`\mathrm{\Sigma }.`$
This conjecture basically says that if $`\mathrm{\Sigma }`$ M topologically can admit a metric of positive scalar curvature, then under the CMC time evolution, it will evolve in finite proper time to a maximal surface $`(\mathrm{\Sigma }_o,g_o)`$ with $`H=`$ 0 where it realizes positive scalar curvature, and then recollapses to the future in finite time. Perhaps the strongest general result on this conjecture is the work in , which resolves it in case (M, g) has a past and a future crushing singularity , i.e. there exists a sequence of compact space-like hypersurfaces $`P_i`$ with $`H(P_i)\mathrm{}`$ uniformly, and similarly a such a sequence $`F_i`$ with $`H(F_i)+\mathrm{}`$ uniformly.
We mention that the only known examples of 3-manifolds $`\mathrm{\Sigma }`$ with $`\sigma (\mathrm{\Sigma })>`$ 0 are spherical space forms $`S^3/\mathrm{\Gamma },S^2\times S^1,`$ and connected sums of such manifolds.
The vast majority of 3-manifolds satisfy $`\sigma (\mathrm{\Sigma })`$ 0, i.e. admit no metric of positive scalar curvature. This is the case for instance if $`\mathrm{\Sigma }`$ has a $`K(\pi ,1)`$ factor in its prime or sphere decomposition, c.f. . For such Cauchy surfaces, the space-time (M, g) admits no compact maximal hypersurfaces, and so the CMC time evolution is restricted to a subset of the half-line $`(\mathrm{},`$ 0). For much of the paper, we assume then that
$$\sigma (\mathrm{\Sigma })0.$$
A natural generalization of the recollapse conjecture to all values of $`\sigma (\mathrm{\Sigma })`$ is the following, raised in , c.f. also .
Global existence problem in CMC time. The CMC foliation $`=\{\mathrm{\Sigma }_\tau \}`$ in (M, g ) exists for all allowable CMC time $`\tau ,`$ i.e. for all $`\tau (\mathrm{},`$ 0) if $`\sigma (\mathrm{\Sigma })`$ 0 and for all $`\tau (\mathrm{},+\mathrm{})`$ if $`\sigma (\mathrm{\Sigma })>`$ 0.
This problem arises from a general belief that a CMC foliation should avoid any singularities at the boundary of (M, g), c.f. also .
The following result is of some relevance to this problem.
###### Theorem 0.1.
Suppose $`\sigma (\mathrm{\Sigma })`$ 0. Then either the CMC foliation $``$ exists for all allowable CMC time or there exists a sequence of points $`x_i\mathrm{\Sigma }_{\tau _i},`$ with $`\tau _i\tau _o<`$ 0, such that the curvature R of (M, g) blows up on $`\{x_i\},`$ i.e.
$$|๐|(x_i)\mathrm{}.$$
Here $`|๐|`$ is measured in terms of the electric-magnetic decomposition of R with respect to the future unit normal $`T`$ of the leaves $`\mathrm{\Sigma }_\tau `$ of $`,`$ i.e.
(0.7)
$$|๐|^2=|E|^2+|H|^2,$$
where $`E`$, $`H`$ are the symmetric bilinear forms $`E(X,Y)=R(X,T)T,Y`$, $`H(X,Y)`$ = $`(R)(X,T)T,Y`$, c.f. \[17,ยง0\].
Theorem 0.1 implies that global existence in CMC time fails, (when $`\sigma (\mathrm{\Sigma })`$ 0), only when a sequence of leaves $`\mathrm{\Sigma }_{\tau _i}`$ of $``$ approaches somewhere a curvature singularity at $`๐,`$ c.f. . This behavior is special to CMC foliations, and is not shared by other geometrically defined foliations, i.e. 3+1 decompositions of M. For instance the Gauss or proper time-equidistant foliation from a given space-like hypersurface will typically break down before reaching $`๐.`$ The issue of whether $`๐`$ consists of only curvature singularities is closely related to the strong cosmic censorship conjecture, c.f. \[18,.
The assumption $`\sigma (\mathrm{\Sigma })`$ 0 in Theorem 0.1 is not necessary and an analogous result is valid for any value of $`\sigma (\mathrm{\Sigma }),`$ c.f. Remark 2.6.
Observe also that Theorem 0.1 gives some information on the โinitialโ singularity or singularities to the finite past of $`\mathrm{\Sigma }.`$ Namely, it implies that to the past of $`\mathrm{\Sigma },`$ either there exists a curvature singularity of M or the initial singularity is a crushing singularity.
In contrast to the positive case, when $`\sigma (\mathrm{\Sigma })`$ 0 one does not expect, even if one has global existence in CMC time, that in general,
$$M_{}=๐,$$
i.e. the space-time (M, g) may well extend past the CMC foliated region. In this context, assuming global CMC time existence, we prove in Theorem 4.1 that the future boundary of $`M_{}`$ in M, i.e. the boundary
$$_oM_{}๐,$$
to the future of the initial surface $`\mathrm{\Sigma }`$ in (0.2), is a countable union of smooth, connected, complete maximal hypersurfaces $`\mathrm{\Sigma }_o`$ M. Each component $`\mathrm{\Sigma }_o`$ of $`_oM_{}`$ is non-compact, and so not diffeomorphic to $`\mathrm{\Sigma }.`$ However, any smooth compact domain in $`\mathrm{\Sigma }_o`$ does embed in $`\mathrm{\Sigma }.`$ The hypersurface $`_oM_{}`$ is a Cauchy surface for the region
$$๐^+=๐M_{}$$
to the future of $`M_{}`$ in M. Of course any causal curve starting in $`M_{}`$ which enters $`๐^+`$ can never reenter $`M_{}.`$
In analogy to the Hawking-Penrose singularity theorem, (which only applies to compact CMC hypersurfaces), we have:
Singularity Formation Conjecture. If $`_oM_{}\mathrm{}`$ in (M, g), then (M, g) possesses a singularity to the finite proper-time future in each component of $`๐^+.`$
It is natural to conjecture that $`๐^+`$ itself has a foliation $`M_{}^+`$ by non-compact CMC surfaces limiting on crushing singularities to the finite future, c.f. ; this is discussed in more detail in ยง4. The region $`M^+,`$ when non-empty, may be expected to be related to the formation of black holes in (M, g).
The global existence problem in CMC time and the singularity formation conjecture thus imply that (M, g) is future geodesically complete if and only if $`\sigma (\mathrm{\Sigma })`$ 0 and M = $`M_{}.`$
Next, suppose (M, g) is a space-time which is future geodesically complete. It is then natural to consider the possible asymptotic behavior of the space-time as the proper time $`t`$ approaches infinity. This brings us to the relations with the geometrization of the 3-manifold $`\mathrm{\Sigma }.`$
###### Definition 0.2.
Let $`\mathrm{\Sigma }`$ be a closed, oriented and connected 3-manifold, with $`\sigma (\mathrm{\Sigma })`$ 0.
A weak geometrization of $`\mathrm{\Sigma }`$ is a decomposition of $`\mathrm{\Sigma },`$
(0.8)
$$\mathrm{\Sigma }=HG,$$
where $`H`$ is a finite collection of complete connected hyperbolic manifolds of finite volume embedded in $`\mathrm{\Sigma }`$ and $`G`$ is a finite collection of connected graph manifolds embedded in $`\mathrm{\Sigma }.`$ The union is along a finite collection of embedded tori $`๐ฏ=T_i,๐ฏ=H=G.`$
A strong geometrization of $`\mathrm{\Sigma }`$ is a weak geometrization as above, for which each torus $`T_i๐ฏ`$ is incompressible in $`\mathrm{\Sigma },`$ i.e the inclusion of $`T_i`$ into $`\mathrm{\Sigma }`$ induces an injection of fundamental groups.
Of course, it is possible that the collection $`๐ฏ`$ of tori dividing $`H`$ and $`G`$ in (0.8) is empty, in which case weak and strong geometrizations are the same. In such a situation, $`\mathrm{\Sigma }`$ is then either a closed hyperbolic manifold or a closed graph manifold.
For a strong geometrization, the decomposition (0.8) is unique up to isotopy, c.f. , , but this is far from being the case for a weak geometrization. Any 3-manifold, for instance $`S^3`$ or $`T^3,`$ has numerous knots or links whose complement admits a complete hyperbolic metric of finite volume, and hence gives rise to a weak geometrization.
We recall that a graph manifold is a union of $`S^1`$ fibrations over surfaces, i.e. Seifert fibered spaces, glued together along toral boundary components. More precisely, a graph manifold $`G`$ has a decomposition into Seifert fibered spaces $`S_i,`$ with $`S_i`$ given by a union of tori $`\{T_j\}.`$ The manifold $`G`$ is then assembled by glueing (some of) the boundary tori together by toral automorphisms. In case $`G=\mathrm{},`$ or $`G`$ consists of incompressible tori, there exists such a decomposition into Seifert fibered pieces along tori $`\{T_j\},`$ each of which is incompressible in $`G`$. Such an incompressible decomposition, called the JSJ decomposition, is unique up to isotopy, except in a few, well understood special cases. A typical exceptional case are the $`Sol`$ manifolds, i.e. $`T^2`$ bundles over $`S^1`$ or over an interval or finite quotients of such bundles. The topology of graph manifolds is completely classified, c.f. .
The Seifert fibered spaces above each admit a geometric structure in the sense of Thurston, i.e. a complete locally homogeneous Riemannian metric, c.f. , . Thus if $`\mathrm{\Sigma }`$ has a strong geometrization as above, then $`\mathrm{\Sigma }`$ admits a further decomposition by incompressible tori into domains, each of which has a complete geometric structure. Such a structure is called the geometrization of $`\mathrm{\Sigma }`$ in the sense of Thurston.
Not all 3-manifolds $`\mathrm{\Sigma }`$ have such a geometric decomposition however. The essential 2-spheres $`S^2\mathrm{\Sigma }`$ are obstructions. This may be related to the fact that $`M_{}`$ M in general, and is discussed further in Remark 4.3.
Let $`t`$: M $``$ be the proper time to a fixed (initial) CMC Cauchy surface $`\mathrm{\Sigma }`$ as in (0.2). Thus, $`t(x)`$ is the maximal length of time-like curves from $`x`$ to $`\mathrm{\Sigma }.`$ The maximum is achieved by a time-like geodesic, since (M, g) is globally hyperbolic. Similarly, let $`t_\tau `$ be the proper time of the CMC surface $`\mathrm{\Sigma }_\tau M_{}`$ to an initial surface $`\mathrm{\Sigma },`$ i.e.
(0.9)
$$t_\tau =t_{max}(\tau )=max\{t(x):x\mathrm{\Sigma }_\tau \}.$$
Thus $`t_\tau `$ is the usual Lorentzian distance $`t_\tau =t(\mathrm{\Sigma }_\tau ,\mathrm{\Sigma }).`$ If (M, g) is future geodesically complete, $`t_\tau \mathrm{}`$ as $`\tau `$ 0. In this situation, the volume of the slices $`\mathrm{\Sigma }_\tau `$ typically diverges to $`+\mathrm{}`$ as $`t_\tau \mathrm{},`$ and so it is natural to consider the rescaled metrics
(0.10)
$$\overline{g}_\tau =t_\tau ^2g_\tau .$$
We raise the following:
Weak Global Asymptotics Problem.
Suppose $`\mathrm{\Sigma }`$ is closed, oriented, connected and $`\sigma (\mathrm{\Sigma })`$ 0, as above. Suppose further that (M, g) is future geodesically complete and $`M_{}=`$ M. Then for any sequence $`\tau _i`$ 0, the slices $`(\mathrm{\Sigma }_{\tau _i},\overline{g}_{\tau _i})`$ have a subsequence asymptotic to a weak geometrization of $`\mathrm{\Sigma }.`$
More precisely, the problem states on the region $`H\mathrm{\Sigma }`$ from (0.8), the metrics $`\overline{g}_{\tau _i}`$ in (0.10) converge to the complete hyperbolic metric of finite volume on $`H`$ while on the region $`G\mathrm{\Sigma },`$ the metrics $`\overline{g}_{\tau _i}`$ collapse the graph manifold $`G`$ with bounded curvature in the sense of Cheeger-Gromov to a lower dimensional space.
We note that although (0.10) is a fixed time rescaling of the metric $`g_\tau `$ for each $`\tau =\tau _i,`$ i.e. the scale factor is independent of any base point in $`\mathrm{\Sigma }_\tau ,`$ the spatial behavior of the metrics $`\overline{g}_{\tau _i}`$ depends strongly on the choice of base points. Some sequences of base points $`x_i\mathrm{\Sigma }_{\tau _i}`$ give rise to hyperbolic limits, while others give rise to a collapse along a graph manifold structure.
Of course, one may also formulate the corresponding strong problem, that the slices $`(\mathrm{\Sigma }_\tau ,\overline{g}_\tau )`$ are asymptotic to a strong geometrization, or even the geometrization of $`\mathrm{\Sigma },`$ as $`\tau `$ 0.
Further discussion on more detailed aspects of this problem will be given below; see ยง1 and ยง3 for example for details on the collapse behavior. The conclusion of the strong version of this problem is essentially the same as the conclusions of Conjectures I and II of , on the behavior of maximizing sequences of Yamabe metrics or minimizing sequences for the $`L^2`$ norm of scalar curvature on a 3-manifold $`\mathrm{\Sigma }.`$
This problem, as well as the previous conjectures and problems, still appear to be very difficult to resolve. We provide some evidence for its validity in the following result. Suppose (M, g) is a CMC cosmological space-time satisfying the following curvature assumption: there is a constant $`C<\mathrm{}`$ such that for $`x`$ (M, g)
(0.11)
$$|๐|(x)+t(x)|๐|(x)\frac{C}{t^2(x)}.$$
Observe that the bound (0.11) is scale-invariant.
We then have the following concerning the asymptotic behavior of $`\mathrm{\Sigma }_\tau `$ as $`\tau `$ 0, $`(t_\tau \mathrm{}).`$
###### Theorem 0.3.
Let (M, g) be a cosmological CMC space-time, with $`\sigma (\mathrm{\Sigma })`$ 0. Suppose that the curvature assumption (0.11) holds, and
$$M_{}=๐.$$
Then (M, g) is future geodesically complete and, for any sequence $`\tau _i`$ 0, the slices $`(\mathrm{\Sigma }_{\tau _i},\overline{g}_{\tau _i})`$ have a subsequence asymptotic to a weak geometrization of $`\mathrm{\Sigma }.`$
Theorem 0.3 is proved in ยง3, where we also describe the asymptotic behavior of the space-time (M, g), c.f. ยง3.1 and ยง3.3.
It is an interesting open problem whether any such weak geometrization is in fact a strong geometrization. This issue is discussed further in ยง3.3 where it is shown to be closely related to the recollapse conjecture. Note that since the weak decomposition (0.8) is not unique, different sequences $`\tau _i`$ 0 may possibly give rise to distinct decompositions (0.8).
The bound on the derivative of the curvature R in (0.11) is needed for purely technical reasons, related to the use of the stability theorem for the Cauchy initial value problem. Of course one would like to remove this dependence on $`๐`$. In Theorem 3.1, we prove a version of Theorem 0.3 without the bound on $`๐,`$ but requiring an extra hypothesis on the decay of the mean curvature $`H`$ as $`t_\tau \mathrm{}.`$ A more difficult problem is whether the decay assumption on R in (0.11) is really necessary, see ยง5 for further discussion.
Of course the basic reason that one may expect that hyperbolic manifolds arise from the long-time behavior of $`\mathrm{\Sigma }_\tau `$ is the simple fact that the Lorentzian cone on a hyperbolic 3-manifold, i.e.
(0.12)
$$๐ _o=dt^2+t^2g_1$$
is a flat Lorentzian space-time, and so in particular a vacuum space-time; here $`g_1`$ is any complete metric of curvature $`1`$ on a 3-manifold $`\mathrm{\Sigma },`$ so that $`\mathrm{\Sigma }=H^3(1)/\mathrm{\Gamma },`$ where $`\mathrm{\Gamma }`$ is a properly discontinuous subgroup of Isom$`(H^3(1))`$. In fact, the flat metric $`๐ _o`$ in (0.12) is just the quotient of the future light cone about a point {0} in flat Minkowski space $`(^4,\eta )`$ by the action of $`\mathrm{\Gamma }`$ extended to the isometry group of $`(^4,\eta ),`$ i.e. a Lรถbell space-time, c.f. \[29, p.274\].
In this respect, it has recently been proved by Andersson-Moncrief that if Cauchy data on a given compact CMC surface $`\mathrm{\Sigma }`$ are sufficiently small perturbation of hyperbolic data as in (0.12), and the hyperbolic metric on $`\mathrm{\Sigma }`$ is rigid among conformally flat metrics on $`\mathrm{\Sigma },`$ then the resulting space-time (M, g) is future geodesically complete, and asymptotic to the flat Lorentzian metric (0.12) as $`\tau `$ 0. This is a compact analogue of the result of Christodoulou-Klainerman on the global stability of Minkowski space.
We also refer to the interesting work of Fischer-Moncrief , where the long-term behavior of a naturally defined Hamiltonian for the space-time evolution is related to the Sigma constant (0.6) of $`\mathrm{\Sigma }.`$
I would like to thank Lars Andersson for interesting and informative discussions on topics related to the paper.
## 1. Background and Preliminary Results.
Let (M, g) be a CMC cosmological space-time, with $`M_{}`$ M as in (0.3), and with time function $`\tau =H`$ on $`M_{}.`$ The 4-metric g may then be decomposed into a 3+1 split as
(1.1)
$$๐ =\alpha ^2d\tau ^2+g_\tau ,$$
where $`g_\tau `$ is a Riemannian metric on $`\mathrm{\Sigma }_\tau .`$ Hence $`g_\tau `$ may be viewed as a curve of metrics on a fixed slice $`\mathrm{\Sigma },`$ by means of diffeomorphisms $`\psi _\tau :\mathrm{\Sigma }\mathrm{\Sigma }_\tau .`$ The function $`\alpha `$ is called the lapse function, and measures the (infinitesimal) time-like spread of the leaves $`\mathrm{\Sigma }_\tau ,`$ since $`\alpha ^2=๐ (_\tau ,_\tau )>`$ 0.
The vacuum Einstein equations Ric = 0 imply, via the Gauss and Gauss-Codazzi equations, constraints on the geometry of $`(\mathrm{\Sigma }_\tau ,g_\tau )`$ (M, g). The constraint equations are:
(1.2)
$$s=|K|^2H^2,$$
(1.3)
$$\delta K=0.$$
Here $`K`$ is the $`2^{\mathrm{nd}}`$ fundamental form or extrinsic curvature, given by $`K(X,Y)=๐ (_XY,T)`$ where $`T`$ is the future unit normal, $`H=tr_gK,`$ and $`\delta `$ is the divergence operator. The sign convention on $`K`$ agrees with the convention following (0.2). The vacuum Einstein evolution equations are
(1.4)
$$__\tau g=2\alpha K,$$
(1.5)
$$__\tau K=D^2\alpha +\alpha (Ric+HK2K^2),$$
where $``$ denotes the Lie derivative, $`D^2`$ the Hessian and $`K^2(X,Y)=K(X),K(Y).`$
The choice of time function $`\tau =H`$ determines the lapse $`\alpha ,`$ which satisfies the following lapse equation, derived from the $`2^{\mathrm{nd}}`$ variational formula for volume:
(1.6)
$$\mathrm{\Delta }\alpha +|A|^2\alpha =\frac{dH}{d\tau }=1,$$
where $`\mathrm{\Delta }=trD^2`$. The equations (1.2)-(1.6) on the surfaces $`(\mathrm{\Sigma }_\tau ,g_\tau )`$ are equivalent to the vacuum Einstein equations on (M, g). Finally, the Gauss-Codazzi equations, (in general), give
(1.7)
$$dK=๐^T,$$
i.e. $`dK(X,Y,Z)=_XK(Y,Z)_YK(X,Z)`$ = R$`(T,X,Y,Z)`$. The operator $`d`$ in (1.7) is the exterior derivative with respect to the Levi-Civita connection $``$ of $`g_\tau ,`$ when $`K`$ is viewed as a 1-form with values in $`T\mathrm{\Sigma }_\tau .`$
The lapse equation (1.6) gives rise to the following elementary and well-known, but important estimates.
###### Lemma 1.1.
On any leaf $`\mathrm{\Sigma }_\tau ,`$ the lapse $`\alpha `$ satisfies the following bounds:
(1.8)
$$sup\alpha \frac{1}{inf|K|^2}\frac{3}{H^2},$$
and
(1.9)
$$inf\alpha \frac{1}{sup|K|^2}>0.$$
Proof: This is immediate consequence of the maximum principle applied to the elliptic equation (1.6).
Note that $`\alpha `$ is not scale-invariant - it scales as the square of the distance, i.e. as the metric and so inversely to the norm of the curvature. Namely, if $`๐ ^{}=\lambda ^2๐ `$ is a rescaling of g, then (1.1) becomes
(1.10)
$$๐ ^{}=\alpha ^2\lambda ^2d\tau ^2+\lambda ^2g_\tau .$$
The space metric $`g_\tau ^{}=\lambda ^2g_\tau `$ is of course just a rescaling of $`g_\tau .`$ Now $`\tau `$ is the mean curvature in a given metric and so $`\tau ^{}=\lambda \tau .`$ Thus, (1.10) becomes
(1.11)
$$๐ ^{}=(\lambda ^2\alpha )^2d(\tau ^{})^2+g_\tau ^{},$$
so that
(1.12)
$$\alpha ^{}=\lambda ^2\alpha .$$
In particular, under this rescaling, the lapse equation is scale-invariant, as are the other equations (1.2)-(1.7), since the vacuum Einstein equations are scale-invariant.
It will be useful to also represent the metric w.r.t. the parameter $`t_\tau `$ defined as in (0.9) in place of $`\tau .`$ Thus, we have
(1.13)
$$๐ =\alpha ^2(\frac{d\tau }{dt_\tau })^2dt_\tau ^2+g_\tau .$$
Here, the lapse factor $`\alpha \frac{d\tau }{dt_\tau }`$ is scale-invariant. In (1.13), we are thus parametrizing the slices $`\mathrm{\Sigma }_\tau `$ by the distance function $`t_\tau ;`$ since $`t_\tau `$ is the maximal proper time between $`\mathrm{\Sigma }_\tau `$ and $`\mathrm{\Sigma }_{\tau _o},`$ we have
(1.14)
$$\alpha \frac{d\tau }{dt_\tau }1,$$
everywhere on $`\mathrm{\Sigma }_\tau .`$
Next we prove a natural comparison result for cosmological CMC space-times which will be important in the proof of Theorem 0.3. It is essentially a standard argument in Lorentzian comparison geometry.
###### Proposition 1.2.
Let $`\mathrm{\Sigma }_{\tau _o}`$ be any initial compact CMC surface, with $`H_o=\tau _o<`$ 0 in (M, g). Then
(1.15)
$$H(\mathrm{\Sigma }_\tau )t_\tau 3(1\frac{\tau }{\tau _o}).$$
Equality holds in (1.15) for some $`\tau =\tau _1>\tau _o`$ if and only if the domain $`๐_{[\tau _o,\tau _1]}=_{\tau [\tau _o,\tau _1]}\mathrm{\Sigma }_\tau `$ (M, g) is flat and is isometric to a time-annulus in a flat Lorentzian cone as in (0.12). In particular, all the leaves $`\mathrm{\Sigma }_\tau ,\tau [\tau _o,\tau _1]`$ are of constant negative curvature.
Proof: Given the initial surface $`\mathrm{\Sigma }_{\tau _o},`$ let $`S(r)=\{x๐:t(x,\mathrm{\Sigma }_{\tau _o})=r\}`$ = $`t^1(r),`$ where $`t`$ is the Lorentzian distance as preceding (0.9). Let $`\theta `$ be the mean curvature of $`S(r)`$, with the sign convention as following (0.2) or (1.3). Since the space-time is vacuum, the Raychaudhuri equation, c.f. \[29, ยง4.4\], gives
(1.16)
$$\theta ^{}=\frac{1}{3}\theta ^22\sigma ^2\frac{1}{3}\theta ^2,$$
where $`\sigma `$ is the shear, the trace-free part of $`2^{\mathrm{nd}}`$ fundamental form of $`S(r)`$, along this geodesic congruence and $`\theta ^{}=_N\theta ,`$ where $`N`$ is the future directed unit tangent vector to the geodesics $`\gamma `$ normal to $`\{S(r)\}`$. Thus by integration, one immediately obtains, as long as $`\theta `$ 0,
(1.17)
$$\frac{1}{\theta (s)}\frac{1}{3}s,$$
i.e. this function is monotone increasing in $`s`$ along any future directed geodesic $`\gamma .`$ Hence, for $`s`$ 0,
(1.18)
$$\frac{1}{\theta (s)}\frac{1}{3}s\frac{1}{H(\mathrm{\Sigma }_{\tau _o})}.$$
Now on $`\mathrm{\Sigma }_\tau ,`$ there is a point $`x_\tau `$ realizing $`t_\tau ,`$ the maximal value of $`t`$ on $`\mathrm{\Sigma }_\tau .`$ Hence $`S(t_\tau )`$ lies to the future of $`\mathrm{\Sigma }_\tau ,`$ but touches $`\mathrm{\Sigma }_\tau `$ at the point $`x_\tau .`$ By a standard geometric maximum principle, c.f. \[7, Thm. 3.6\] for example, we then have
(1.19)
$$\theta (x_\tau )H(\mathrm{\Sigma }_\tau ),$$
again with the sign convention above understood. Substituting this in (1.18), and using the fact that $`s=t_\tau `$ at $`x_\tau `$ gives (1.15). It is obvious that (1.15) holds in any region where $`H=\tau `$ 0.
If equality holds in (1.15) at some $`\tau _1>\tau _o,`$ then equality holds in (1.18) for all $`\tau [\tau _o,\tau _1].`$ Hence by (1.16), $`\sigma =`$ 0 everywhere in the time annulus $`t^1[\tau _o,\tau _1]`$ and so the geodesic spheres $`S(r)`$ are everywhere umbilic. Further, the inequality in (1.19) must also be an equality, and hence the maximum principle again implies that $`\mathrm{\Sigma }_\tau =S(t_\tau ),`$ so that the surfaces $`\mathrm{\Sigma }_\tau `$ are all equidistants. These facts imply that $`(๐_{[\tau _o,\tau _1]},๐ )`$ is a Lorentzian cone of the form g $`=dt^2+t^2g_{\tau _o},`$ where $`g_{\tau _o}`$ is the metric on $`\mathrm{\Sigma }_{\tau _o},`$ up to rescaling. The vacuum equations (0.1) then imply that g must be flat and the metrics $`g_\tau `$ on $`\mathrm{\Sigma }_\tau `$ are of constant curvature. โ
Observe that (1.15) holds if (M, g) satisfies the strong energy condition $`\mathrm{๐๐ข๐}_๐ 0`$ in place of the vacuum equations (0.1). However, the rigidity statement in the second part of Proposition 1.2 requires the vacuum equations.
Proposition 1.2 of course immediately implies
$$limsup_{t_\tau \mathrm{}}t_\tau (H)3,$$
when M is geodesically complete to the future of $`\mathrm{\Sigma }_{\tau _o}.`$
Since $`H`$ is the mean curvature, the first variational formula for volume gives
$$\frac{d}{ds}vol\mathrm{\Sigma }_s=_{\mathrm{\Sigma }_s}Hf๐V,$$
where $`s`$ is any parametrization for the leaves $`\mathrm{\Sigma }_\tau `$ and $`f>`$ 0 is the length of the associated variation field. For example, if $`s=\tau ,`$ then $`f=\alpha `$ as in (1.1). Consider the family $`\mathrm{\Sigma }_\tau `$ parametrized w.r.t. $`t_\tau ,`$ as in (1.13). Then $`f=\alpha \frac{d\tau }{dt_\tau }`$ and hence by (1.14),
(1.20)
$$\frac{d}{dt_\tau }vol\mathrm{\Sigma }_\tau _{\mathrm{\Sigma }_\tau }H๐V=Hvol\mathrm{\Sigma }_\tau \frac{3}{t_\tau }vol\mathrm{\Sigma }_\tau .$$
This discussion gives the following monotonicity result on the volume growth of the leaves $`\mathrm{\Sigma }_\tau .`$
###### Corollary 1.3.
The volume of the leaves $`\mathrm{\Sigma }_\tau `$ in (M, g) satisfies
(1.21)
$$\frac{vol\mathrm{\Sigma }_\tau }{t_\tau ^3},$$
i.e. the ratio is monotone non-increasing in $`t_\tau `$ or $`\tau .`$ The volume ratio is constant in $`[\tau _o,\tau _1]`$ if and only if the corresponding time-annulus in (M, g) is a flat Lorentzian cone.
Proof: This follows immediately from (1.20) by integration.
We will need several results from the Cheeger-Gromov theory on convergence and collapse of Riemannian manifolds, c.f. , , . For simplicity, we consider only the 3-dimensional case, where the Ricci curvature determines the full curvature tensor.
###### Proposition 1.4.
Let $`(D_i,g_i,x_i)`$ be a sequence of Riemannian metrics on 3-manifolds $`D_i,`$ satisfying
(1.22)
$$|Ric_{g_i}|\mathrm{\Lambda },diam_{g_i}D_iD,dist_{g_i}(x_i,D_i)d_o,$$
and
(1.23)
$$vol_{g_i}B_{x_i}(1)v_o,$$
for some constants $`\mathrm{\Lambda },D<\mathrm{},`$ and $`v_o,d_o>`$ 0. Then for any $`ฯต>`$ 0 with $`ฯต<d_o,`$ there are domains $`U_i=U_i(ฯต)D_i,`$ with $`dist_{g_i}(D_i,U_i)<ฯต,`$ and diffeomorphisms $`\psi _i`$ of $`U_i,`$ such that the metrics $`\psi _i^{}g_i`$ have a subsequence converging in the $`C^{1,\beta ^{}}`$ topology to a limit $`C^{1,\beta }`$ Riemannian manifold $`(U_{\mathrm{}},g_{\mathrm{}},x_{\mathrm{}}),x_{\mathrm{}}=`$ lim $`x_i,`$ for any $`\beta ^{}<\beta <`$ 1. In particular, $`U_{\mathrm{}}`$ is diffeomorphic to $`U_i,`$ for $`i`$ sufficiently large.
###### Proposition 1.5.
Let $`(D_i,g_i,x_i)`$ be a sequence of Riemannian metrics on 3-manifolds $`D_i,`$ satisfying
(1.24)
$$|Ric_{g_i}|\mathrm{\Lambda },diam_{g_i}D_iD,dist_{g_i}(x_i,D_i)d_o,$$
and
(1.25)
$$vol_{g_i}B_{x_i}(1)0,$$
for some constants $`\mathrm{\Lambda },D<\mathrm{}`$ and $`d_o>`$ 0. Then there are domains $`U_iD_i`$ as above and diffeomorphisms $`\psi _i`$ of $`D_i,`$ such that $`U_i`$ is either a Seifert fibered space or a torus bundle over an interval. In both cases, the $`g_i`$ diameter of any fiber F, (necessarily a circle $`S^1`$ or torus $`T^2),`$ goes to 0 as $`i\mathrm{}.`$
Further, suppose $`U_i`$ is not diffeomorphic to the closed spherical space-form $`S^3/\mathrm{\Gamma }.`$ Then for any $`i<\mathrm{}`$ sufficiently large, $`\pi _1(F)`$ injects in $`\pi _1(U_i)`$ and there is a finite cover $`\overline{U}_i`$ of $`U_i`$ such that the sequence $`(\overline{U}_i,g_i,x_i)`$ does not collapse, i.e. satisfies (1.23), and hence there is a subsequence converging in the $`C^{1,\beta ^{}}`$ topology as above to a $`C^{1,\beta }`$ Riemannian manifold $`(\overline{U}_{\mathrm{}},g_{\mathrm{}},x_{\mathrm{}}).`$ The limit $`(\overline{U}_{\mathrm{}},g_{\mathrm{}})`$ admits a locally free isometric action by one of the following Lie groups: $`S^1,S^1\times S^1,T^3,`$ Nil.
Both of these results essentially remain valid if $`diam_{g_i}D_i\mathrm{}`$ as $`i\mathrm{},`$ but now both behaviors convergence/collapse are possible depending on the choice of base points $`x_i.`$ Thus, suppose $`(\mathrm{\Sigma },g_i)`$ are complete Riemannian 3-manifolds with
(1.26)
$$|Ric_{g_i}|\mathrm{\Lambda },$$
for some constant $`\mathrm{\Lambda }<\mathrm{}.`$ For a given sequence of base points $`x_i\mathrm{\Sigma },`$ suppose (1.23) holds. Then a subsequence of $`(\mathrm{\Sigma }_i,g_i,x_i)`$ converges, modulo diffeomorphisms of $`\mathrm{\Sigma }_i,`$ to a complete $`C^{1,\beta }`$ limit Riemannian manifold $`(\mathrm{\Sigma }_{\mathrm{}},g_{\mathrm{}},x_{\mathrm{}}).`$ The limit $`\mathrm{\Sigma }_{\mathrm{}}`$ embeds weakly in $`\mathrm{\Sigma },`$ denoted as
(1.27)
$$\mathrm{\Sigma }_{\mathrm{}}\mathrm{\Sigma },$$
in the sense that any domain with smooth and compact closure in $`\mathrm{\Sigma }_{\mathrm{}}`$ embeds smoothly in $`\mathrm{\Sigma }.`$ (Such a result also holds if $`\mathrm{\Sigma }=\mathrm{\Sigma }_i`$ varies with $`i`$, but we will not need this situation).
On the other hand, if (1.25) holds at $`x_i\mathrm{\Sigma }`$, then the sequence collapses uniformly on compact sets, in the sense that $`vol_{g_i}B_{y_i}(1)`$ 0, for all $`y_iB_{x_i}(R),`$ for any fixed $`R<\mathrm{}.`$ In this case, the collapse may be unwrapped as above and one obtains a complete limit $`C^{1,\beta }`$ Riemannian manifold $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},g_{\mathrm{}},x_{\mathrm{}}),`$ which admits a locally free isometric action by one of the groups $`S^1,S^1\times S^1,T^3,Nil`$.
The convergence in Propositions 1.4 and 1.5 above is actually in the weak $`L^{2,p}`$ topology, for any $`p<\mathrm{}`$ and the limits are $`L^{2,p}`$ smooth. By Sobolev embedding, convergence in this topology implies convergence in the $`C^{1,\beta }`$ topology, for any $`\beta <`$ 1.
###### Remark 1.6.
If the bound $`|Ric_{g_i}|\mathrm{\Lambda }`$ in (1.26) is strengthened to a bound on the derivatives of the curvature, i.e.
(1.28)
$$|^jRic_{g_i}|\mathrm{\Lambda }_j<\mathrm{},$$
then one obtains convergence to a $`L^{j+2,p}`$ limit in the weak $`L^{j+2,p}`$ topology, $`p<\mathrm{}.`$ In particular, if (1.28) holds for all $`j`$, then one has $`C^{\mathrm{}}`$ convergence to a $`C^{\mathrm{}}`$ limit.
(ii). By standard results in Riemannian comparison geometry, a lower volume bound as in (1.23) under the curvature bound (1.22) is equivalent to a lower bound on the injectivity radius at $`x_i,`$ c.f. .
The collapse situation in Proposition 1.5 corresponds to the formation of families of (arbitrarily) short geodesic loops in $`(D_i,g_i)`$ within bounded distance to $`x_i`$ and the unwrapping of the collapse corresponds to the unwrapping of these short loops to loops of length about 1 in covering spaces.
In the single exceptional case of $`S^3/\mathrm{\Gamma },`$ the collapse is along inessential loops, as for instance in the Berger collapse, c.f. , of $`S^3`$ to $`S^2`$ by shrinking the $`S^1`$ fibers of the Hopf fibration. (Exactly this behavior occurs at the Cauchy horizon of the Taub-NUT metric, c.f. \[29, ยง5.8\]). In all other cases, the short loops are essential in bounded domains about $`x_i,`$ (with diameter depending on the degree of collapse in (1.25)), although they are not necessarily essential globally, i.e. in all of $`D_i.`$
The dimension of the groups $`S^1,S^1\times S^1,T^3`$ or $`Nil`$ corresponds to the dimension of this family of short loops. For instance, in the latter two cases of $`T^3`$ or $`Nil`$, one has a 3-dimensional family of short loops, and so all of $`(D_i,g_i)`$ is collapsing, and in fact
$$diam_{g_i}D_i0;$$
c.f. ยง3.3(I) for an example.
(iii). Define the $`C^{1,\beta }`$ harmonic radius $`r_h(x)=r_h^{1,\beta }(x)`$ of a Riemannian 3-manifold $`(\mathrm{\Sigma },g)`$ at $`x`$ to be the largest radius of the geodesic ball about $`x`$ on which there exists a harmonic coordinate chart in which the metric components are controlled in the $`C^{1,\beta }`$ norm, i.e. as matrices,
(1.29)
$$C^1\delta _{ij}g_{ij}C\delta _{ij},$$
and, for $`p`$ given by $`\beta =`$ 1 $`\frac{3}{p},`$
(1.30)
$$r_h(x)^pg_{ij}_{C^\beta (B_x(r_h(x)))}C.$$
The power of $`r_h`$ in (1.30) is chosen so that $`r_h`$ scales as a radius, i.e. as a distance. The assumptions (1.22)-(1.23) imply a lower bound on $`r_h,r_h(x_i)r_o,`$ where $`r_o`$ depends only on $`\mathrm{\Lambda },v_o,`$ (and $`d_o),`$ c.f. and references therein. Similar results hold for the $`C^{j+1,\beta }`$ harmonic radius, defined analogously to (1.29)-(1.30) when a curvature bound of the form (1.28) is used.
## 2. Curvature Estimates on CMC Surfaces.
In this section, we prove Theorem 0.1 and several related results. Since (M, g) is smooth, for any given compact subset $`\mathrm{\Omega }`$ M, there is a constant $`\mathrm{\Lambda }_o=\mathrm{\Lambda }_o(\mathrm{\Omega })<\mathrm{}`$ such that, for all $`x\mathrm{\Omega },`$
(2.1)
$$|๐|(x)\mathrm{\Lambda }_o,$$
where $`|๐|`$ is measured as in (0.7). Of course, on approach to $``$M, this estimate may no longer hold. In the results to follow, we use the bound (2.1) to control the intrinsic and extrinsic geometry of the leaves $`\mathrm{\Sigma }_\tau `$ of $`M_{}`$.
First, consider the symmetric bilinear form $`K`$ as a 1-form on $`\mathrm{\Sigma }_\tau `$ with values in $`T\mathrm{\Sigma }_\tau ,`$ as in (1.7). We have the following standard Weitzenbock formula, c.f. for example:
(2.2)
$$\delta dK+d\delta K=2D^{}DK+(K),$$
on $`(\mathrm{\Sigma }_\tau ,g_\tau ),`$ where the curvature term is given by
(2.3)
$$(K)=RicK+KRic2RK,$$
Here $`RK`$ is the action of the curvature tensor $`R`$ on symmetric bilinear forms given by: $`(RK)(X,Y)=R(X,e_i)K(e_i),Y`$, $`\{e_i\}`$ a local orthonormal framing for $`\mathrm{\Sigma }_\tau .`$ The sign of the curvature tensor is such that $`R_{ijji}`$ denotes the sectional curvature in the $`(ij)`$ direction.
By the constraint equation (1.3), $`\delta K=`$ 0 while the Gauss-Codazzi equation gives $`dK=๐^T.`$ Pairing (2.2) with $`K`$ thus implies
(2.4)
$$\mathrm{\Delta }|K|^2=2|DK|^2\delta ๐^T,K+(K),K,$$
The key point is to prove that the algebraic curvature term in (2.4) is positive, on the order of $`|K|^4.`$
###### Lemma 2.1.
On a leaf $`\mathrm{\Sigma }_\tau ,`$ with mean curvature $`\tau =`$ H, the curvature term in (2.4) satisfies
(2.5)
$$(K),K|K|^4c(|H||K|^3+\mathrm{\Lambda }_o|K|^2+H^2|K|^2),$$
where $`c`$ is a numerical constant, independent of (M, g) and $`\mathrm{\Sigma }_\tau .`$
Proof: Let $`\lambda _i,i=1,2,3`$, be the eigenvalues of $`K`$. The Gauss equation gives, for $`jk`$,
(2.6)
$$R_{jkkj}=๐_{jkkj}\lambda _j\lambda _k.$$
The minus sign in (2.6), which is crucial in the following, uses the fact that (M, g) is Lorentzian; in the case of Riemannian geometry, one has a plus sign, (which would give the wrong sign to the dominant term in (2.5)). We also have, since $`\mathrm{\Sigma }`$ is a 3-manifold, $`Ric_{ii}=\frac{s}{2}R_{jkkj},`$ where $`(i,j,k)`$ are distinct. Hence
$$RicK,K=KRic,K=Ric_{ii}\lambda _i^2=\frac{s}{2}\lambda _i^2R_{jkkj}\lambda _i^2$$
$$=\frac{s}{2}|K|^2+\lambda _i^2\lambda _j\lambda _k\lambda _i^2๐_{jkkj}.$$
Observe that $`\lambda _i^2\lambda _j\lambda _k=H\lambda _1\lambda _2\lambda _3=HdetKc|H||K|^3`$ and $`s=|K|^2H^2`$ by the constraint equation (1.2).
Similarly, from the definition, one computes
$$RK,K=\underset{ij}{}\lambda _i\lambda _jR_{ijji}=\underset{ij}{}\lambda _i\lambda _j(๐_{ijji}\lambda _i\lambda _j)=\underset{ij}{}\lambda _i\lambda _j๐_{ijji}\underset{ij}{}\lambda _i^2\lambda _j^2.$$
Combining these estimates and using the bound (2.1) gives
$$(K),K|K|^4c(|H||K|^3+\mathrm{\Lambda }_o|K|^2+H^2|K|^2)+2\underset{ij}{}\lambda _i^2\lambda _j^2,$$
which implies (2.5).
###### Proposition 2.2.
Suppose (2.1) holds and let $`\mathrm{\Sigma }_\tau `$ be any compact leaf of $`M_{},\mathrm{\Sigma }_\tau \mathrm{\Omega },`$ with
(2.7)
$$|H|H_o<\mathrm{},$$
for some constant $`H_o>`$ 0. Then there is a constant $`\mathrm{\Lambda }_1=\mathrm{\Lambda }_1(\mathrm{\Lambda }_o,H_o)`$ such that, on $`(\mathrm{\Sigma }_\tau ,g_\tau ),`$
(2.8)
$$|K|_L^{\mathrm{}}\mathrm{\Lambda }_1,|Ric|_L^{\mathrm{}}\mathrm{\Lambda }_1.$$
Proof: By the Gauss equation (2.6) and the bound (2.1), the two estimates in (2.8) are equivalent, so it suffices to prove the first estimate.
Since $`\mathrm{\Sigma }_\tau `$ is compact, we may choose a point $`x\mathrm{\Sigma }_\tau `$ realizing the maximal value of $`|K|`$ on $`\mathrm{\Sigma }_\tau ,`$ i.e.
(2.9)
$$|K|(y)|K|(x)\overline{K},$$
for all $`y\mathrm{\Sigma }_\tau .`$ We will prove (2.8) by contradiction, although with some further work it is possible to give a direct argument, (without passing to the limit below), in which case the dependence of $`\mathrm{\Lambda }_1`$ on $`(\mathrm{\Lambda }_o,H_o)`$ is more explicit.
Thus, if (2.8) is false, there exist compact CMC surfaces $`(\mathrm{\Sigma }_i,g_i)`$ in space-times $`(๐_๐ข,๐ _๐ข)`$ satisfying (2.1) and (2.7), but for which $`\overline{K}_i=|K_i|(x_i)=sup_{\mathrm{\Sigma }_i}|K_i|\mathrm{}.`$
Consider the rescaled metric
(2.10)
$$\stackrel{~}{g}_i=(\overline{K}_i)^2g_i$$
on $`\mathrm{\Sigma }_i,`$ and the corresponding space-time $`(๐_๐ข,\stackrel{~}{๐ }_๐ข).`$ By the scaling properties of the extrinsic curvature $`K`$, (2.9) becomes
(2.11)
$$|\stackrel{~}{K}_i|(y_i)|\stackrel{~}{K}_i|(x_i)=1$$
on $`(\mathrm{\Sigma }_i,\stackrel{~}{g}_i).`$ Similarly, the scaling properties of the curvature R and mean curvature $`H`$ imply
(2.12)
$$|\stackrel{~}{๐}_๐ข|\mathrm{\Lambda }_o(\overline{K}_i)^20,\mathrm{as}i\mathrm{},$$
(2.13)
$$|\stackrel{~}{H}_{\mathrm{\Sigma }_i}|H_o(\overline{K}_i)^10,\mathrm{as}i\mathrm{},$$
on $`(๐_๐ข,\stackrel{~}{๐ }_๐ข)`$ and $`(\mathrm{\Sigma }_i,\stackrel{~}{g}_i)`$ respectively. Hence, by the Gauss equation (2.6), we obtain
(2.14)
$$|Ric_{\stackrel{~}{g}_i}|(x_i)\frac{1}{2},\mathrm{while}|Ric_{\stackrel{~}{g}_i}|(y_i)2,$$
for all $`y_i(\mathrm{\Sigma }_i,\stackrel{~}{g}_i).`$
Thus, the manifold $`(\mathrm{\Sigma }_i,\stackrel{~}{g}_i)`$ has uniformly bounded curvature. By Proposition 1.5, if the geodesic ball $`(\stackrel{~}{B}_{x_i}(10),\stackrel{~}{g}_i)`$ in $`\mathrm{\Sigma }_i`$ is sufficiently collapsed, we may then unwrap the collapse by passing to a sufficiently large finite cover, so that vol $`\stackrel{~}{B}_{x_i}(1)10^1.`$ We assume this has been done, without change of the notation.
It follows from Proposition 1.4 and Remark 1.6(iii) that the local $`C^{1,\beta }`$ geometry of $`(\mathrm{\Sigma }_i,\stackrel{~}{g}_i)`$ is uniformly controlled, (independent of $`(\mathrm{\Sigma }_i,\stackrel{~}{g}_i)),`$ in the ball $`(\stackrel{~}{B}_{x_i}(10),\stackrel{~}{g}_i).`$ Thus, there are harmonic coordinate charts on balls $`\stackrel{~}{B}(r_o)`$ of a uniform size $`r_o>`$ 0, within $`\stackrel{~}{B}_{x_i}(10),`$ in which the metric components are uniformly controlled in $`C^{1,\beta }`$ norm.
Next, the Gauss-Codazzi equation (1.7) and the constraint equation (1.3) give
(2.15)
$$d\stackrel{~}{K}=\stackrel{~}{๐}^๐,\delta \stackrel{~}{K}=0$$
on $`(\mathrm{\Sigma }_i,\stackrel{~}{g}_i),`$ where $`\stackrel{~}{K}=\stackrel{~}{K}_i.`$ The system (2.15) is first order uniformly elliptic system for $`\stackrel{~}{K}.`$ In local harmonic coordinates, the coefficients of this system are uniformly bounded in $`C^{1,\beta }.`$ Hence, from the bound (2.11) and (2.12), standard elliptic interior regularity estimates imply a uniform bound
(2.16)
$$|\stackrel{~}{K}|_{L^{1,p}}C,$$
where $`p<\mathrm{},C`$ depends only on $`p`$, and the $`L^{1,p}`$ norm is taken over any ball $`\stackrel{~}{B}(r_o)`$ in $`\stackrel{~}{B}_{x_i}(5).`$ In particular, choosing $`p>`$ 3 and using Sobolev embedding, (which is applicable again by the uniform $`C^{1,\beta }`$ local control on the metric), we may find a uniform $`r_1>`$ 0 such that
(2.17)
$$osc_{\stackrel{~}{B}(r_1)}|\stackrel{~}{K}|\frac{1}{4},$$
on all balls $`\stackrel{~}{B}(r_1)\stackrel{~}{B}_{x_i}(5).`$
By Proposition 1.4, the manifolds $`(\mathrm{\Sigma }_i,\stackrel{~}{g}_i,x_i)`$ have a subsequence converging in the $`C^{1,\beta ^{}}`$ topology to a $`C^{1,\beta }`$ limit $`(\mathrm{\Sigma }_{\mathrm{}},\stackrel{~}{g}_{\mathrm{}},x_{\mathrm{}}).`$ The equation (2.2) holds on each $`\mathrm{\Sigma }_i`$ and so it holds weakly on the limit, i.e. when paired by integration with any $`L^{1,p}`$ test form of compact support. Hence, since $`\stackrel{~}{๐}_i`$ 0 in $`L^{\mathrm{}}`$ by (2.12), on the limit $`(\mathrm{\Sigma }_{\mathrm{}}\stackrel{~}{g}_{\mathrm{}}),`$ the limit form $`K=\stackrel{~}{K}_{\mathrm{}}`$ satisfies
(2.18)
$$2D^{}DK=(K)$$
weakly in $`L^{1,p}.`$ This is an elliptic equation with $`C^{1,\beta }`$ coefficients, so elliptic regularity, c.f. \[25, Ch. 9.6\], implies that $`K`$ is $`L^{3,p}`$ smooth, for any $`p<\mathrm{}`$, and hence by Sobolev embedding, $`K`$ is $`C^{2,\beta }`$ smooth. In particular, as in (2.4), we then have
(2.19)
$$\mathrm{\Delta }|K|^2=2|DK|^2+<(K),K>.$$
However, at the limit base point $`x_{\mathrm{}},|K|`$ is maximal, so $`\mathrm{\Delta }|K|^2`$ 0. Further, the estimates (2.12)-(2.13) together with (2.5) imply that the curvature term in (2.19) is non-negative.
Hence, at $`x_{\mathrm{}},`$ we must have $`|K|=`$ 0. However, this contradicts the estimates (2.11) and (2.17), which pass to the limit. This contradiction thus establishes (2.8).
By Remark 1.6(iii), the estimate (2.8) on the Ricci curvature gives apriori local $`C^{1,\beta }`$ control on the metric $`g_\tau `$ in harmonic coordinates, i.e. an apriori lower bound on the $`C^{1.\beta }`$ harmonic radius at any $`x\mathrm{\Sigma }_\tau ,`$
(2.20)
$$r_h(x)r_o=r_o(\mathrm{\Lambda }_o,H_o)>0,$$
provided one has a lower bound on the volume $`vol_{g_\tau }B_x(1).`$
This will not be the case when $`vol_{g_\tau }B_x(1)`$ is too small, but in that case $`B_x(1)`$ may be unwrapped by passing to covering spaces as in Proposition 1.5, (assuming $`B_x(1)S^3/\mathrm{\Gamma }).`$ Thus, one obtains such a lower bound on $`r_h(x)`$ in the covering.
Given such a lower bound on $`r_h,`$ one may apply standard elliptic estimates, c.f. \[25, ยง8.8\], to the lapse equation (1.6) to control the behavior of $`\alpha ,`$ since the coefficients of $`\mathrm{\Delta }`$ are controlled in $`C^{1,\beta }`$ in harmonic coordinates on $`B_x(r_h(x)).`$ (Note that the lapse equation is invariant under coverings). Thus, together with the uniform bound on $`|K|`$ in (2.8), it follows that
(2.21)
$$\frac{sup\alpha }{inf\alpha }A_o<\mathrm{},$$
where the sup and inf are taken over any $`B_x(r_o)\mathrm{\Sigma }_\tau ,`$ and $`A_o`$ depends only on $`\mathrm{\Lambda }_o,H_o.`$ Similarly, given any fixed $`x\mathrm{\Sigma }_\tau ,`$ if $`\alpha `$ is renormalized so that $`\overline{\alpha }=\alpha /\alpha (x),`$ then elliptic regularity \[25, ยง9.5\] applied to the lapse equation (1.6) divided by $`\alpha (x)`$ gives a uniform bound
(2.22)
$$|D^2\overline{\alpha }|_{L^p(B_x(r_o))}A_1,$$
where $`A_1`$ depends only on $`\mathrm{\Lambda }_o,H_o;`$ the estimate (2.22) is assumed to be taken over the local unwrapping covering in case $`\mathrm{\Sigma }_\tau `$ is sufficiently collapsed at $`x`$. In particular, by Sobolev embedding, this gives
(2.23)
$$|\overline{\alpha }|_L^{\mathrm{}}A_2,$$
with $`A_2=A_2(\mathrm{\Lambda }_o,H_o).`$
Similarly, consider the equation (2.2) again, i.e.
$$2D^{}DK=\delta ๐^T+(K).$$
This is a second order elliptic system in $`K`$, and the terms $`๐^T`$ and $`(K)`$ are bounded in $`L^{\mathrm{}}`$ by (2.1) and (2.8). Thus, consider the elliptic operator $`D^{}D`$ as a mapping
$$D^{}D:L^{1,p}L^{1,p}.$$
In local harmonic coordinates, i.e. within the harmonic radius, the coefficients of $`D^{}D`$ are controlled in $`C^{1,\beta }.`$ It follows from elliptic regularity and the bounds above that $`K`$ is controlled in $`L^{1,p},`$ for any $`p<\mathrm{},`$ i.e.
(2.24)
$$K_{L^{1,p}(B(r_o))}K_1,$$
where $`K_1`$ depends only on $`\mathrm{\Lambda }_o,H_o.`$
There is of course no general apriori lower bound on the volumes vol $`B_x(1),`$ (c.f. also the collapse discussion in ยง3). However, if some initial CMC surface $`\mathrm{\Sigma }_{\tau _o}`$ as in (0.2) is given which has a fixed lower bound on vol $`B_p(1),p\mathrm{\Sigma }_{\tau _o},`$ then the following result shows that one has a lower bound on vol $`B_x(1)`$ at all points $`x\mathrm{\Sigma }_\tau `$ within bounded proper distance to $`\mathrm{\Sigma }_{\tau _o}.`$
###### Lemma 2.3.
Let $`\mathrm{\Sigma }_{\tau _o}`$ be a CMC surface in the space-time (M, g) satisfying (2.1), and suppose
(2.25)
$$volB_p(1)\nu _o>0,$$
for all $`p\mathrm{\Sigma }_{\tau _o}.`$ Let $`\mathrm{\Sigma }_\tau `$ be any other compact CMC surface in (M, g) and suppose, for $`x\mathrm{\Sigma }_\tau ,t(x)=dist_๐ (x,\mathrm{\Sigma }_{\tau _o})T_o.`$ Then there is a constant $`\nu _1=\nu _1(H_o,\mathrm{\Lambda }_o,\nu _o,T_o)>`$ 0, such that
(2.26)
$$volB_x(1)\nu _1.$$
In particular, there is then a constant $`r_1=r_1(H_o,\mathrm{\Lambda }_o,\nu _o,T_o)>`$ 0 such that
(2.27)
$$r_h^{1,\beta }(x)r_1>0.$$
Proof: Given $`x\mathrm{\Sigma }_\tau ,`$ we consider neighborhoods $`U`$ of $`x`$ in $`\mathrm{\Sigma }_\tau `$ as graphs over $`\mathrm{\Sigma }_{\tau _o}`$ via the time-like normal exponential map from $`\mathrm{\Sigma }_{\tau _o}.`$ Thus, if $`p\mathrm{\Sigma }_{\tau _o}`$ is such that $`dist_๐ (x,p)=dist_๐ (x,\mathrm{\Sigma }_{\tau _o}),`$ let $`U`$ be the set of points $`y`$ in $`\mathrm{\Sigma }_\tau `$ for which there exists a maximal geodesic from $`y`$ to $`B_p(1)\mathrm{\Sigma }_{\tau _o}`$ realizing $`dist_๐ (y,\mathrm{\Sigma }_{\tau _o}).`$ Hence the normal exponential map to $`\mathrm{\Sigma }_{\tau _o}`$ induces a continuous map $`F:B_p(1)U,F(q)=exp(\varphi (q)T),`$ where $`T`$ is the time-like unit normal to $`\mathrm{\Sigma }_{\tau _o}`$ and $`\varphi `$ is a positive (or negative) function.
We claim that $`F`$ is a quasi-isometry, with distortion factor depending only on the bounds $`(H_o,\mathrm{\Lambda }_o,T_o).`$ To see this, consider the 1-parameter interpolation $`F_s(q)=exp(s\varphi (q)T).`$ The apriori bounds on $`|K|`$ from (2.8), which controls the infinitesimal distortion of $`g_\tau `$ in the unit normal direction, and $`\alpha `$ from (2.21), imply that for $`s`$ small, $`F_s`$ has metric distortion at most $`C(H_o,\mathrm{\Lambda }_o)s`$ onto its image. Iterating this control inductively to $`s=`$ 1 then gives the claim.
Since $`F`$ is a quasi-isometry, it is clear that the estimate (2.25) implies (2.26). The bound (2.27) then follows from the arguments preceding the Lemma.
Observe that if $`H=\tau `$ is bounded away from 0, i.e. $`|\tau |\overline{\tau }>`$ 0, then the estimate (1.8) implies that $`\alpha `$ is bounded above, depending only on $`\overline{\tau }.`$ Hence, one has a global estimate for the proper time
(2.28)
$$t(x)T_o(\overline{\tau }),$$
$`x\mathrm{\Sigma }_\tau `$ in this case.
We need one further apriori estimate for the proof of Theorem 0.1.
###### Lemma 2.4.
For $`\mathrm{\Sigma }_\tau \mathrm{\Omega },`$ as in (2.1), there is a constant $`\mathrm{\Lambda }_1<\mathrm{},`$ depending only on $`H_o,\mathrm{\Lambda }_o,`$ vol $`\mathrm{\Sigma }_\tau `$ and an initial surface $`\mathrm{\Sigma }_{\tau _o}`$ as in (0.2) such that
(2.29)
$$Ric_{\mathrm{\Sigma }_\tau }_{L^2}\mathrm{\Lambda }_1,\mathrm{and}^2K_{\mathrm{\Sigma }_\tau }_{L^2}\mathrm{\Lambda }_1.$$
Proof: Given the estimates above from Proposition 2.2 through Lemma 2.3, (2.29) follows from estimates for the $`1^{\mathrm{st}}`$ order Bel-Robinson energy and we refer to , , for some further details.
Thus, let $`Q^1`$ be the $`1^{\mathrm{st}}`$ order Bel-Robinson tensor associated to the Weyl-type field $`๐^1=_T๐,`$ where W is the Weyl tensor of (M, g) and $`T`$ is the unit normal to the foliation $`.`$ Then there are numerical constants $`c,C`$ such that, for
(2.30)
$$๐ฌ^1(\tau )=_{\mathrm{\Sigma }_\tau }Q^1(T,T,T,T)$$
one has
(2.31)
$$c๐ฌ^1(\tau )Ric_{\mathrm{\Sigma }_\tau }_{L^2}^2+^2K_{\mathrm{\Sigma }_\tau }_{L^2}^2C๐ฌ^1(\tau ).$$
Further, $`๐ฌ^1`$ obeys the following differential inequality:
(2.32)
$$|\frac{d}{d\tau }๐ฌ^1(\tau )|M(1+๐ฌ^1(\tau )+F(\tau )),$$
where $`M`$ depends only on the $`L^{\mathrm{}}`$ norm of $`K`$ and $`|log\alpha |`$ on $`\mathrm{\Sigma }_\tau `$ and
$$F(\tau )=_{\mathrm{\Sigma }_\tau }(|Ric|^4+|DK|^4).$$
By (2.8) and (2.23), $`M`$ is uniformly bounded in terms of $`\mathrm{\Lambda }_o,H_o`$ while (2.8) and (2.1) give, via the Hรถlder inequality, a uniform bound on $`F(\tau )`$ depending only on $`\mathrm{\Lambda }_o,H_o`$ and an upper bound for $`vol\mathrm{\Sigma }_\tau .`$ This gives uniform control on $`M`$ and $`F(\tau )`$ on the right side of (2.32), and hence (2.29) follows by integration w.r.t. $`\tau .`$
###### Remark 2.5.
In ยง4, we will also use the analogous $`0^{\mathrm{th}}`$ order Bel-Robinson estimate. Thus, the Bel-Robinson energy $`๐ฌ^o(\tau ),`$ given by
(2.33)
$$๐ฌ^o(\tau )=_{\mathrm{\Sigma }_\tau }|Ric|^2+|dK|^2,$$
satisfies
(2.34)
$$|\frac{d}{d\tau }๐ฌ^o(\tau )|cM๐ฌ^o(\tau ),$$
where $`M=|K|_L^{\mathrm{}}+|log\alpha |_L^{\mathrm{}}`$ on $`\mathrm{\Sigma }_\tau ,`$ and $`c`$ is a numerical constant.
This discussion now easily leads to the proof of Theorem 0.1.
Proof of Theorem 0.1.
Suppose $`\sigma (\mathrm{\Sigma })`$ 0 and let $`\mathrm{\Sigma }_{\tau _i}`$ be a sequence of compact leaves in $`M_{},`$ with $`\tau _i\overline{\tau }<`$ 0. We may assume that $`\{\tau _i\}`$ is either increasing or decreasing. Suppose $`\mathrm{\Sigma }_{\tau _i}`$ does not approach a curvature singularity of (M, g), i.e. the estimate (2.1) holds, for some constant $`\mathrm{\Lambda }_o`$ uniformly on $`\{\mathrm{\Sigma }_{\tau _i}\}.`$
Since $`\overline{\tau }<`$ 0, the estimate (2.28) implies that the proper time function $`t`$ is uniformly bounded above on $`\{\mathrm{\Sigma }_{\tau _i}\}.`$ Thus, the proof of Lemma 2.3 implies that the surfaces $`\{\mathrm{\Sigma }_{\tau _i}\}`$ are all uniformly quasi-isometric. Together with the bound on $`|Ric|`$ from (2.8), we see that the hypotheses (1.22)-(1.23) of Proposition 1.4 hold on $`\{\mathrm{\Sigma }_{\tau _i}\}.`$
Proposition 1.4, Remark 1.6(i) and Lemma 2.4 thus imply that a subsequence of $`\{\mathrm{\Sigma }_{\tau _i}\}`$ converges in the weak $`L^{3,2}`$ topology to a limit $`L^{3,2}`$ CMC surface $`\mathrm{\Sigma }_{\overline{\tau }}`$ (M, g) with $`L^{2,2}`$ extrinsic curvature $`K_{\overline{\tau }}.`$ Similarly, the extrinsic curvatures $`K_i`$ of $`\mathrm{\Sigma }_{\tau _i}`$ converge in weak $`L^{2,2}`$ to the limit $`K_{\overline{\tau }}`$ on $`\mathrm{\Sigma }_{\overline{\tau }}.`$ Now the Cauchy problem on $`\mathrm{\Sigma }_{\overline{\tau }}`$ with data $`(g_{\overline{\tau }},K_{\overline{\tau }})`$ in $`(L^{3,2},L^{2,2})`$ is uniquely locally solvable, c.f. , and hence there exist unique local developments of this data for a short time into the past and future of $`\mathrm{\Sigma }_{\overline{\tau }}.`$ By the uniqueness, such a development must lie in a region of the $`C^{\mathrm{}}`$ smooth space-time (M, g). Hence, by elliptic regularity applied to the equation (2.2), it follows that $`\mathrm{\Sigma }_{\overline{\tau }}`$ is $`C^{\mathrm{}}`$ smooth, with $`C^{\mathrm{}}`$ extrinsic curvature. The limit CMC surface $`\mathrm{\Sigma }_{\overline{\tau }}`$ is the unique surface in (M, g) with mean curvature $`\overline{\tau },`$ , and hence the sequence $`\{\mathrm{\Sigma }_{\tau _i}\},`$ (and not just a subsequence), converges smoothly to the limit $`\mathrm{\Sigma }_{\overline{\tau }}.`$ Thus, the smooth foliation $`M_{}`$ extends a definite amount past $`\mathrm{\Sigma }_{\overline{\tau }}.`$
This completes the proof.
###### Remark 2.6.
The only place the assumption $`\sigma (\mathrm{\Sigma })`$ 0 was used in the proof of Theorem 0.1 was to obtain a uniform upper bound on the lapse function $`\alpha `$ from (1.8), which in turn was used only to obtain an upper bound on the proper time to $`\{\mathrm{\Sigma }_{\tau _i}\}`$ via (2.28). Hence, Theorem 0.1 remains true for any value of $`\sigma (\mathrm{\Sigma })`$ whenever there is an upper bound for $`t_\tau `$ on $`\{\mathrm{\Sigma }_{\tau _i}\}.`$ More generally, since Lemma 2.3 and the results preceeding it are all local, one needs only an upper bound on $`t(x)`$ on domains in $`\{\mathrm{\Sigma }_{\tau _i}\}.`$ This will be discussed further in ยง4.
###### Remark 2.7.
As remarked in the Introduction, Theorem 0.1 may be applied to the past of the initial surface $`\mathrm{\Sigma },`$ for any value of $`\sigma (\mathrm{\Sigma })`$ by Remark 2.6. It implies that either there is a curvature singularity in the finite proper past of $`\mathrm{\Sigma },`$ or one has global CMC time existence to the past, and in the limit $`\tau \mathrm{},`$ the space-time (M, g) approaches a crushing singularity.
Observe that the globally hyperbolic space-time (M, g) does not extend, as a globally hyperbolic space-time, to the past of a (compact) crushing singularity. To see this, suppose $`(๐^{},๐ ^{})`$ is such a globally hyperbolic extension of (M, g), and choose a point $`x๐^{}๐.`$ Since $`๐^{}`$ is globally hyperbolic, there is a maximal time-like geodesic from $`x`$ to any leaf $`\mathrm{\Sigma }_\tau ,`$ which realizes the maximal distance of $`x`$ to $`\mathrm{\Sigma }_\tau .`$ Hence $`\gamma `$ has no focal points. But the standard argument in the Hawking singularity theorem via the Raychaudhuri equation (1.16), implies that $`\gamma `$ must have a focal point if $`\tau `$ is chosen sufficiently large and negative.
It follows that in any extension $`(๐^{},๐ ^{})`$ of (M, g), the boundary $`_PM_{}`$ of $`M_{}`$ to the past of $`\mathrm{\Sigma }_{\tau _o}`$ is the past Cauchy horizon of $`\mathrm{\Sigma }.`$ Examples with this behavior of course do occur, most notably in the Taub-NUT metric, c.f. \[29, Ch.5.8\].
## 3. Asymptotics of Future Complete Space-Times.
This section is mainly concerned with the proof of Theorem 0.3. In ยง3.1 we prove the result under an extra hypothesis concerning the asymptotic behavior of the mean curvature $`H=\tau ,`$ but without the bound on $`๐`$ in (0.11). This hypothesis is then removed, i.e. proved to always hold, in ยง3.2. In ยง3.3 we make a number of remarks on the collapse situation.
First however we note that a space-time satisfying the assumptions of Theorem 0.3 must be geodesically future complete. In fact, the much weaker assumption of a uniform curvature bound
(3.1)
$$|๐|\mathrm{\Lambda }_o<\mathrm{}$$
to the future of an initial surface $`\mathrm{\Sigma }_{\tau _o}`$ implies by Theorem 0.1 that the CMC foliation $``$ exists for all CMC time $`\tau [\tau _o,`$ 0). Hence, since by the assumption in Theorem 0.3 that $`_oM_{}=\mathrm{}`$ in M, it follows that (M, g) is future geodesically complete.
The remainder of the proof is thus concerned only with the weak geometrization of $`\mathrm{\Sigma }.`$
ยง3.1. As mentioned above, we first prove Theorem 0.3 in a special case. Thus, in contrast to (0.9), define
(3.2)
$$t_{min}(\tau )=min\{t(x):x\mathrm{\Sigma }_\tau \}.$$
As in (1.15), the product $`Ht_{min}`$ is scale invariant.
###### Theorem 3.1.
Suppose (M, g) is a CMC cosmological space-time with M = $`M_{},`$ (to the future of $`\mathrm{\Sigma }_{\tau _o}),`$ and that (M, g) satisfies the curvature assumption
(3.3)
$$|๐|(x)\frac{C}{t^2(x)},$$
for some $`C<\mathrm{},`$ compare with (0.11). Further, given a sequence $`\{\tau _i\}`$ 0, suppose there exists a constant $`\delta >`$ 0 such that
(3.4)
$$|H_{\mathrm{\Sigma }_{\tau _i}}|\frac{\delta }{t_{min}(\tau _i)}.$$
Then there is a subsequence of $`\{\tau _i\},`$ denoted also $`\tau _i,`$ such that the rescaled metrics $`(\mathrm{\Sigma }_{\tau _i},\overline{g}_{\tau _i})`$ as in (0.10) converge to a weak geometrization of $`\mathrm{\Sigma }.`$
Proof: Given a sequence of surfaces $`\mathrm{\Sigma }_{\tau _i},\tau _i`$ 0, to simplify notation, we let $`\mathrm{\Sigma }_i=\mathrm{\Sigma }_{\tau _i}.`$ Then combining the assumption (3.2) with the general bound (1.15) gives
(3.5)
$$\frac{\delta }{t_{min}(\tau _i)}|H_{\mathrm{\Sigma }_i}|\frac{3}{t_{max}(\tau _i)}=\frac{3}{t_{\tau _i}},$$
and hence on each $`\mathrm{\Sigma }_i,`$
(3.6)
$$t_{\tau _i}=t_{max}(\tau _i)\frac{3}{\delta }t_{min}(\tau _i).$$
This means that the surfaces $`\mathrm{\Sigma }_i`$ lie in time-annuli of uniformly bounded ratios, i.e.
(3.7)
$$\mathrm{\Sigma }_iA(\frac{\delta }{3}t_{\tau _i},t_{\tau _i}),$$
where $`A(r,s)=t_\tau ^1(r,s)`$.
Consider then the rescaled space-time metric
(3.8)
$$\overline{๐ }_i=t_{\tau _i}^2๐ ,$$
and the corresponding $`3+1`$ decomposition
(3.9)
$$\overline{๐ }_i=\overline{\alpha }_i^2d\overline{\tau }_i^2+\overline{g}_{\overline{\tau }_i}.$$
Note that the vacuum Einstein equations are of course invariant under rescaling. Here, the mean curvature parameter $`\tau `$ is replaced by $`\overline{\tau }_i=\tau t_{\tau _i}`$ and $`\overline{\alpha }_i=\alpha /t_{\tau _i}.`$ Hence the surfaces $`\mathrm{\Sigma }_i,`$ now denoted by $`\overline{\mathrm{\Sigma }}_i`$ in this rescaled metric, have mean curvature $`\overline{H}_i=\overline{H}(\overline{\mathrm{\Sigma }}_i)`$ satisfying
(3.10)
$$\delta |\overline{H}_i|3.$$
Let $`\overline{t}_i`$ be the proper time function w.r.t. $`\overline{๐ }_i,`$ so that $`\overline{t}_i=t/t_{\tau _i}.`$ Thus, (3.7) translates into the statement that
(3.11)
$$\overline{\mathrm{\Sigma }}_i\overline{A}(\frac{\delta }{3},1),$$
where $`\overline{A}(r,s)=\overline{t}_i^1(r,s)`$ so that the surfaces $`\overline{\mathrm{\Sigma }}_i`$ lie in time-annuli of uniformly bounded inner and outer radii. Of course, the leaves $`\mathrm{\Sigma }_\tau `$ of the foliation $``$ are now considered as leaves $`(\overline{\mathrm{\Sigma }}_{\overline{\tau }_i},\overline{g}_{\overline{\tau }_i})`$ of the foliation $`\overline{}_i`$ of the rescaled space-time $`(\overline{๐}_i,\overline{๐ }_i).`$
By scaling properties of curvature and the curvature assumption (3.3), we have
(3.12)
$$|\overline{๐}_i|(x)=t_\tau ^2|๐|(x)Ct_\tau ^2t(x)^2,$$
and hence, for any given $`\kappa >`$ 0 we have
(3.13)
$$|\overline{๐}_i|C=C(\kappa ),$$
within any time-annulus $`\overline{A}(\kappa ,\kappa ^1).`$ Hence, by Proposition 2.2 the leaves $`(\overline{\mathrm{\Sigma }}_{\overline{\tau }_i},\overline{g}_{\overline{\tau }_i})`$ of $`\overline{}_i`$ within $`\overline{A}(\kappa ,\kappa ^1)`$ have uniformly bounded intrinsic curvature and extrinsic curvature $`\overline{K}.`$ Let $`\overline{H}`$ also denote the mean curvature of the leaves $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_i},`$ and recall that $`\overline{H}`$ is monotone. Since $`|\overline{K}|^2\frac{1}{3}|\overline{H}|^2`$ and $`|\overline{H}|`$ is bounded away from 0 on $`\overline{\mathrm{\Sigma }}_i`$ by (3.10), we thus obtain
(3.14)
$$c|\overline{K}|c^1$$
for some constant $`c=c(\kappa )>`$ 0 in $`\overline{A}(\kappa ,\kappa ^1).`$
The bound (3.14) applied to the lapse estimates (1.8)-(1.9) in the $`\overline{g}_i`$ scale immediately gives uniform bounds for the lapse function $`\overline{\alpha }_i`$ on the leaves $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_i}`$ within $`\overline{A}(\kappa ,\kappa ^1),`$ i.e.
(3.15)
$$1\frac{sup\overline{\alpha }_i}{inf\overline{\alpha }_i}C,$$
where sup and inf are taken over $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_i}`$ and $`C=C(\kappa ).`$ At least when (3.4) holds for all $`\tau 1`$, (3.15) implies that the original lapse function $`\alpha `$ on (M, g) satisfies $`\alpha t^2,`$ i.e. the ratio $`\alpha /t^2`$ is bounded above and below away from 0 within $`A(\kappa t_{\tau _i},\kappa ^1t_{\tau _i})`$ as $`t_{\tau _i}\mathrm{}.`$
The volume estimate (1.21) is also scale-invariant, and hence we also have a uniform upper bound
(3.16)
$$vol_{\overline{g}_{\tau _i}}\overline{\mathrm{\Sigma }}_iV_o,$$
for some $`V_o<\mathrm{}.`$ Note however that the diameter of $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\tau _i})`$ may or may not be uniformly bounded. The bounds (3.15) on the lapse function do not control the size of the diameter of $`(\mathrm{\Sigma }_i,\overline{g}_{\tau _i}).`$ Given the lapse bounds (3.15), the growth of the diameter is determined by the extrinsic curvature, in particular by the growth of its eigenvalues, which are not controlled by bounds on the lapse function. (We remark this is in contrast to the Riemannian situation, where one can obtain apriori diameter bounds, in addition to volume bounds, from (0.1), or just the assumption of non-negative Ricci curvature).
Thus, in passing to limits, one must choose base points and the form of the limits will then depend on the choice of the base points. Again however note that all base points on $`\overline{\mathrm{\Sigma }}_i`$ lie in fixed time annuli as in (3.11).
Thus, let $`x_i\overline{\mathrm{\Sigma }}_i`$ be any sequence of base points and consider the behavior of the pointed sequence $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\tau _i},x_i).`$ By Propositions 1.4 and 1.5, we have two possible cases.
Case A. Suppose the sequence $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\tau _i},x_i)`$ is non-collapsing, in that (1.23) holds with $`\overline{g}_{\tau _i}`$ in place of $`g_i.`$ This lower volume bound implies that there exists a constant $`\nu _o>`$ 0 such that
(3.17)
$$vol_{\overline{g}_{\tau _i}}\overline{\mathrm{\Sigma }}_i=\frac{vol\mathrm{\Sigma }_i}{t_{\tau _i}^3}\nu _o,$$
for $`t_{\tau _i}\mathrm{};`$ the first equality follows from the scale invariance of the ratio. By the monotonicity property (1.21), it follows that (3.17) holds for all $`t_\tau ,`$ and we may assume that $`\nu _o`$ is the limiting minimal value.
As noted above, all leaves $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_i}`$ in annuli $`\overline{A}(\kappa ,\kappa ^1)`$ have uniform $`L^{\mathrm{}}`$ bounds on the intrinsic curvature $`Ric`$ and hence the spatial metrics $`\overline{g}_{\overline{\tau }_i}`$ are uniformly controlled locally in $`L_x^{2,p},`$ where $`L_x^{2,p}`$ denotes the spatial Sobolev space, along the leaves $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_i}.`$ By (2.24), there is a uniform local $`L_x^{1,p}`$ bound on the extrinsic curvature $`K`$ while by (2.22), the lapse function $`\overline{\alpha }_i`$ also is uniformly bounded locally in $`L_x^{2,p}`$ in $`\overline{A}(\kappa ,\kappa ^1).`$
Similarly, we claim that the time derivative $`_\tau ^2\overline{g}_i`$ is uniformly bounded locally in $`L^p`$ in $`\overline{A}(\kappa ,\kappa ^1),`$ where $`\tau =\overline{\tau }_i`$ is the time parameter. For by (1.4) and the estimates above, $`_\tau \overline{g}_i=2\overline{\alpha }_i\overline{K}_i`$ is uniformly bounded in $`L_x^{1,p}.`$ We have $`_\tau ^2\overline{g}_i=2(_\tau \overline{\alpha }_i)\overline{K}_i2\overline{\alpha }_i_\tau \overline{K}_i.`$ The second term is uniformly bounded locally in $`L^p`$ by the estimates above applied to the evolution equation (1.5). Further, by differentiating the lapse equation (1.6) w.r.t. $`\tau `$ and using standard formulas for the derivative of $`\mathrm{\Delta },`$ (c.f. \[12, 1.184\]), a straightforward calculation shows $`(\mathrm{\Delta }+|K|^2)_\tau \overline{\alpha }_i`$ is uniformly bounded locally in $`L_x^p`$ and hence by elliptic regularity, $`_\tau \overline{\alpha }_i`$ is uniformly bounded locally in $`L_x^{2,p}.`$ This proves the claim.
It follows that the sequence of Lorentzian vacuum space-times in (3.9) has a subsequence converging in the weak $`L^{2,p}`$ topology to a limit $`C^{1,\beta }L^{2,p}`$ Lorenztian vacuum space-time, of the form
(3.18)
$$\overline{๐ }_{\mathrm{}}=\overline{\alpha }_{\mathrm{}}^2d\overline{\tau }_{\mathrm{}}^2+\overline{g}_{\overline{\tau }_{\mathrm{}}}.$$
(More precisely, one should first take a limit within the time-annuli $`\overline{A}(\kappa ,\kappa ^1)`$ and then let $`\kappa =\kappa _j,j=j(i)`$ 0 in a suitable diagonal subsequence). Here $`\overline{\tau }_{\mathrm{}}`$ is the mean curvature parametrization given by the limit of the parametrizations $`\overline{\tau }_i`$ from (3.9) and (3.18) is a weak solution of the vacuum equations (0.1).
Now by the volume monotonicity (1.21) used above, this limit space-time is a โvolume coneโ in the sense that
(3.19)
$$vol\overline{\mathrm{\Sigma }}_{\overline{\tau }_{\mathrm{}}}/(\overline{t}_{\mathrm{}})^3\nu _o>0,$$
where $`\overline{t}_{\mathrm{}}`$ is the limit of the renormalized proper time functions $`\overline{t}_i`$ following (3.10). By Corollary 1.3, it thus follows that $`\overline{๐ }_{\mathrm{}}`$ is flat, and $`\overline{g}_{\overline{\tau }_{\mathrm{}}}`$ is complete and hyperbolic, (i.e. of constant negative curvature). Thus, the limit is a flat Lorentzian cone on a hyperbolic manifold, as in (0.12).
Note that the limit surface $`\overline{\mathrm{\Sigma }}_{\mathrm{}}=`$ lim $`\overline{\mathrm{\Sigma }}_i`$ may be compact, in which case it is diffeomorphic to $`\mathrm{\Sigma },`$ or non-compact. The limit lapse function $`\overline{\alpha }_{\mathrm{}}`$ 1, so that the leaves $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_{\mathrm{}}}`$ are level sets of $`\overline{t}_{\mathrm{}}`$, while the limit extrinsic curvature $`\overline{K}_{\mathrm{}}`$ is pure trace, with $`|\overline{K}_{\mathrm{}}|^2=`$ 3 on the limit $`\overline{\mathrm{\Sigma }}_{\mathrm{}}.`$
Observe that consequently, not only does (3.4) hold, but in fact
(3.20)
$$H(\mathrm{\Sigma }_i)t(y_i)3,$$
for all $`y_i\mathrm{\Sigma }_i`$ such that $`dist_{\overline{g}_{\overline{\tau }_i}}(x_i,y_i)D`$, for any fixed $`D<\mathrm{}.`$
Thus, we see that the only limit geometry arising in the non-collapse situation is the hyperbolic geometry.
Case B. Suppose the sequence $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\tau _i},x_i)`$ is collapsing, so that (1.25) holds, again with $`\overline{g}_{\overline{\tau }_i}`$ in place of $`g_i.`$ By (3.12), it is then collapsing with bounded curvature, and thus, for any $`R<\mathrm{},`$ the geodesic $`R`$-balls about $`x_i`$ in $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\overline{\tau }_i})`$ are Seifert fibered spaces or torus bundles over an interval $`I`$, with collapsing fibers. In particular, this part of $`\overline{\mathrm{\Sigma }}_i`$ is an (elementary) graph manifold, and corresponds to a piece in the decomposition of the graph manifold $`G`$, c.f. the discussion in ยง0.
As discussed following Proposition 1.5, we may choose a sequence $`R=R_j\mathrm{}`$ and pass to a suitable diagonal subsequence, which, after unwrapping the collapse, converges in $`C^{1,\beta }L^{2,p}`$ to a complete limit Riemannian manifold $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}},x_{\mathrm{}}).`$ Note that we use here the assumption $`\sigma (\mathrm{\Sigma })`$ 0, so that $`\mathrm{\Sigma }S^3/\mathrm{\Gamma }.`$
The limit is either a Seifert fibered space or torus bundle over an interval, (i.e. a $`Sol`$ manifold), and has either a locally free isometric $`S^1,S^1\times S^1,T^3`$ or $`Nil`$ action. For the same reasons as above in Case A, preceding (3.18), the unwrapping of the collapse also gives rise to a limit space-time $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}},x_{\mathrm{}})`$ and a corresponding maximal CMC foliation $`\overline{M}_\overline{_{\mathrm{}}}`$ with $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ as a leaf. Thus the limit metric $`\overline{๐ }_{\mathrm{}}`$ has the form (3.18), although here of course $`\overline{g}_{\overline{\tau }_{\mathrm{}}}`$ might not be hyperbolic.
Thus, combining the discussion in Cases A and B, we see that all based limits of $`(\overline{\mathrm{\Sigma }}_i,g_{\overline{\tau }_i},x_i)`$ are either complete hyperbolic manifolds, complete Seifert fibered spaces or complete $`Sol`$ manifolds, with a corresponding non-trivial group of isometries.
To obtain the decomposition (0.8), any Riemannian 3-manifold $`(\mathrm{\Sigma },g)`$ has a thick-thin decomposition, i.e. for any fixed $`ฯต>`$ 0, we may write
(3.21)
$$\mathrm{\Sigma }=\mathrm{\Sigma }^ฯต\mathrm{\Sigma }_ฯต,$$
where $`\mathrm{\Sigma }^ฯต=\{x\mathrm{\Sigma }:vol_gB_x(1)ฯต\},\mathrm{\Sigma }_ฯต=\{x\mathrm{\Sigma }:vol_gB_x(1)ฯต\}.`$ Of course these domains are not necessarily connected. Under a fixed curvature bound as in (3.13), this corresponds to a decomposition according to the size of the injectivity radius, as in Remark 1.6(ii). Now apply the decomposition (3.21) to each $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\overline{\tau }_i}).`$ By the discussion in Case A, for any fixed $`ฯต>`$ 0, the domains $`(\overline{\mathrm{\Sigma }}_i^ฯต,\overline{g}_{\overline{\tau }_i})(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\overline{\tau }_i}),`$ when based at base point sequence $`x_i\overline{\mathrm{\Sigma }}_i^ฯต,`$ (sub)-converge to domains $`(\overline{\mathrm{\Sigma }}_{\mathrm{}}^ฯต,\overline{g}_{\mathrm{}})`$. Now choose a sequence $`ฯต=ฯต_j`$ 0, so that one now has a double sequence in $`(i,j)`$. By choosing a suitable diagonal subsequence $`j=j(i)`$, the domains $`\overline{\mathrm{\Sigma }}_i^{ฯต_j}`$ converge to the complete limit $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}})H`$, and this defines the complete hyperbolic part $`H`$. On the other hand, for $`ฯต=ฯต_j`$ sufficiently small, $`\mathrm{\Sigma }_{ฯต_j}`$ is a graph manifold, and this collapses everywhere as $`ฯต_j`$ 0. This gives the decomposition (0.8).
We note that the transition from the $`ฯต_j`$-thick part $`\overline{\mathrm{\Sigma }}_i^{ฯต_j}`$ to the $`ฯต_j`$-thin part $`(\overline{\mathrm{\Sigma }}_i)_{ฯต_j}`$ takes larger and larger diameter as $`i`$ and $`j=j(i)\mathrm{},`$ so that the distance between these regions diverges to $`\mathrm{}.`$ Thus choosing different base points gives different limits only when the distance between base points goes to $`\mathrm{}.`$ Hence for instance if the diameter of $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\tau _i})`$ happens to remain uniformly bounded, then any limit has a unique geometry, i.e. independent of the base point.
In fact, we see that the decomposition (3.21) is naturally refined into a further decomposition of $`\mathrm{\Sigma }_ฯต`$ according to the rank of the collapse, i.e. according to the type of group action of the limits described in Proposition 1.5; this is part of the general theory of collapse along F-structures, c.f. ,. Thus, based limits of $`(\overline{\mathrm{\Sigma }}_i)_{ฯต_j}`$ which have a free isometric $`S^1`$ action become infinitely distant (in space) from based limits which have a free isometric $`S^1\times S^1`$ action. Hence one also obtains a decomposition of the graph manifold $`G`$ into Seifert fibered components, as discussed in ยง0.
The decomposition (3.21) and hence (0.8) could change with different choices of sequences $`\tau _i`$ 0, as noted in ยง0; see also ยง3.3 for further discussion.
This completes the proof of Theorem 3.1.
###### Remark 3.2.
An alternate argument to the use of the volume comparison result (Corollary 1.3) in Case A can be given based on the monotonicity of the reduced Hamiltonian of Fischer-Moncrief . Thus, it is proved in that the function
$$_{\mathrm{\Sigma }_\tau }H^3๐V=\tau ^3vol_{g_\tau }\mathrm{\Sigma }_\tau $$
is monotone non-increasing in $`\tau ,`$ and is constant if and only if $`\mathrm{\Sigma }`$ is hyperbolic.
###### Remark 3.3.
Suppose (3.20) is strengthened to the statement that $`|H(\tau _i)|t_{min}(\tau _i)`$ 3. Then together with (1.15) and fact that $`H`$ is constant, it follows that $`t_{max}/t_{min}`$ 1 on $`\mathrm{\Sigma }_i=\mathrm{\Sigma }_{\tau _i}.`$ This means that the corresponding rescaled proper time $`\overline{t}_i`$ following (3.10) converges to 1 everywhere on $`\overline{\mathrm{\Sigma }}_i`$ which in turn implies that the lapse $`\overline{\alpha }_i`$ on $`\overline{\mathrm{\Sigma }}_i`$ also approaches a constant function everywhere on $`\overline{\mathrm{\Sigma }}_i.`$
It follows that the limit $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ of $`\overline{\mathrm{\Sigma }}_i`$ is hyperbolic everywhere so that $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}})`$ is a compact hyperbolic manifold, diffeomorphic to $`\mathrm{\Sigma }.`$
We claim that in this situation, the rescalings $`(\overline{\mathrm{\Sigma }}_{\overline{\tau }},\overline{g}_{\overline{\tau }})`$ converge to the hyperbolic limit $`(\mathrm{\Sigma },\overline{g}_{\mathrm{}}),`$ for all sequences $`\tau `$ 0, i.e. by Mostow rigidity, the limit is unique. For the monotonicity of (3.17) implies that any limit of a sequence gives rise to a complete hyperbolic manifold $`H^{}`$ embedded in $`\mathrm{\Sigma },`$ as in (0.8). Now Thurstonโs cusp closing theorem, c.f. , implies that the volume of any hyperbolic cusp $`H^{}`$ embedded in $`\mathrm{\Sigma }`$ has volume strictly larger than that of the compact hyperbolic metric $`(\mathrm{\Sigma },\overline{g}_{\mathrm{}}).`$ Since the volume of the graph manifold part $`G`$ in (0.8) has non-negative volume in the limit, the claim follows from the volume monotonicity.
ยง3.2. In this section, we prove that the assumption (3.4) always holds, at least when the curvature assumption (3.3) is strengthened to (0.11).
###### Theorem 3.4.
Let (M, g) be a cosmological CMC space-time satisfying the curvature assumption (0.11) and M$`=M_{}.`$ Then there exists a constant $`\delta =\delta (๐,๐ )>0`$ such that
(3.22)
$$|H|\delta /t_{min}.$$
Proof: The proof will proceed in several steps, but overall the proof proceeds by contradiction, and so we suppose there exists a sequence $`\tau _i`$ 0, and so $`t_{min}(\tau _i)\mathrm{},`$ such that
(3.23)
$$t_{min}(\tau _i)|H_{\mathrm{\Sigma }_{\tau _i}}|0,\mathrm{as}i\mathrm{}.$$
Let $`x_i\mathrm{\Sigma }_i`$ be base points realizing $`t_{min},`$ so $`t(x_i)=t_{min}(\tau _i).`$ In contrast to (3.8), throughout this section we consider the rescaled space-time metrics
(3.24)
$$\overline{๐ }_i=t_{min}(\tau _i)^2๐ ,$$
with renormalized proper time $`\overline{t}_i=t/t_{min}(\tau _i)`$ and CMC time $`\overline{\tau }_i=\tau t_{min}(\tau _i).`$ As in the proof of Theorem 3.1, the argument in (3.12) shows that the curvature $`\overline{๐}_i`$ of $`\overline{๐ }_i`$ is uniformly bounded in the region where $`\overline{t}_it_o,`$ for any given $`t_o>`$ 0. It then follows from the arguments in ยง3.1, c.f. the discussion preceding (3.18), that the space-times (M, $`\overline{๐ }_i,x_i)`$ have a subsequence converging in the weak $`L^{2,p}`$ topology to a limit $`L^{2,p}C^{1,\beta }`$ maximal vacuum space-time $`(๐_{\mathrm{}},\overline{๐ }_{\mathrm{}},x_{\mathrm{}}),`$ where one must pass to covers in the case of collapse. In this latter case, $`(๐_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ has at least a free isometric space-like $`S^1`$ action. The parameters $`\overline{t}_i`$ and $`\overline{\tau }_i`$ converge to limit parameters $`\overline{t}_{\mathrm{}}`$ and $`\overline{\tau }_{\mathrm{}}.`$
The CMC surfaces $`\mathrm{\Sigma }_{\tau _i},`$ now labeled as $`\overline{\mathrm{\Sigma }}_i,`$ are such that a subsequence of $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\tau _i},x_i)`$ also converges in the weak $`L^{2,p}`$ topology, and uniformly on compact subsets, to a limit $`L^{2,p}C^{1,\beta }`$ CMC hypersurface $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}},x_{\mathrm{}}).`$ Of course, by construction, $`\overline{t}_{\mathrm{}}`$ 1 on $`\overline{\mathrm{\Sigma }}_{\mathrm{}}.`$ Similarly, the CMC foliation $`M_{\overline{}_i}`$ in the scale (3.24) converges to a limit $`L^{2,p}C^{1,\beta }`$ CMC foliation $`M_\overline{}_{\mathrm{}}`$ of $`(๐_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ with leaves $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_{\mathrm{}}}.`$ Again, in the case of collapse, the leaves are unwrapped and so have at least an isometric $`S^1`$ action.
The assumption on $`|๐|`$ in (0.11) implies in the same way that $`|๐_{\overline{๐ }_๐ข}|`$ is uniformly bounded where $`\overline{t}_it_o.`$ By elliptic regularity applied to the equation (2.2), it follows that the intrinsic curvature $`Ric_{\overline{g}_i}`$ and extrinsic curvature $`K_{\overline{g}_i}`$ of the leaves are uniformly bounded in $`L^{3,p}`$ and $`L^{2,p}`$ respectively, (compare with the proof of Theorem 0.1). Thus, the convergence above is everywhere in the weak $`L^{3,p}`$ topology and the limits are in $`L^{3,p}C^{2,\beta }.`$
Now the scale-invariance of (3.23) and the smoothness of the convergence imply that the limit $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ is a complete maximal hypersurface, i.e. $`H=`$ 0. In fact, since $`\tau =H`$ is monotone decreasing on (M, g), it follows that all the leaves $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_{\mathrm{}}}`$ of $`M_{\overline{}_i}`$ are complete maximal hypersurfaces. In particular, the limit mean curvature parameter $`\overline{\tau }_{\mathrm{}}`$ is identically 0.
This means that the lapse function $`\alpha `$ on (M, g) satisfies
(3.25)
$$\alpha (x_i)>>t_{min}(\tau _i)^2,$$
so that the corresponding renormalized lapse functions $`\overline{\alpha }_i=\alpha /\alpha (x_i)`$ on (M, $`\overline{๐ }_i,x_i)`$ satisfy $`\overline{\alpha }_i(x_i)>>`$ 1. To remedy this situation, we redefine the normalized lapse by setting
(3.26)
$$\overline{\alpha }_i=\frac{\alpha }{\alpha (x_i)}.$$
The estimates (2.21) imply that $`\overline{\alpha }_i`$ is uniformly bounded within $`\overline{g}_i`$ bounded distance to $`x_i`$ on $`\overline{\mathrm{\Sigma }}_i.`$ Similarly, the arguments preceding (3.18) imply that $`\overline{\alpha }_i`$ is uniformly bounded on bounded domains on leaves within bounded proper time distance to $`x_i.`$ Hence $`\overline{\alpha }_i`$ converges to the limit lapse function $`\overline{\alpha }_{\mathrm{}}`$ on $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}}).`$ Similarly, we redefine the CMC time parameter by
(3.27)
$$\overline{\tau }_i=(\alpha (x_i))^{1/2}\tau .$$
Then $`\overline{\tau }_i`$ converges smoothly to a parametrization $`\overline{\tau }_{\mathrm{}}`$ of the leaves of the limit foliation. It follows that the limit lapse function $`\overline{\alpha }_{\mathrm{}}`$ satisfies the following lapse equation
(3.28)
$$\mathrm{\Delta }\alpha +|K|^2\alpha =0,$$
on each leaf $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_{\mathrm{}}},`$ where $`\alpha =\overline{\alpha }_{\mathrm{}}.`$ The equation (3.28) means that the variation vector field $`\alpha T,`$ where $`T`$ is the unit normal, is a Jacobi field for the volume functional, i.e. the flow of $`\alpha T`$ preserves the volume of (domains on) the leaves.
With respect to these redefinitions of $`\overline{\alpha }_{\mathrm{}}`$ and $`\overline{\tau }_{\mathrm{}},`$ the limit space-time $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ has the form (3.18).
Our task is now to rule out this limiting or near limiting behavior of the space-time (M, g). The key to this is the following result.
###### Lemma 3.5.
The limit maximal hypersurface $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ cannot be flat, i.e.
(3.29)
$$|Ric|_{\overline{g}_{\mathrm{}}}(y)>0$$
for some $`y\overline{\mathrm{\Sigma }}_{\mathrm{}}.`$
Proof: Assuming $`(\mathrm{\Sigma }_{\mathrm{}},g_{\mathrm{}})`$ is flat, we will obtain a contradiction by the Cauchy stability theorem. Thus, suppose $`(\mathrm{\Sigma }_{\mathrm{}},g_{\mathrm{}})`$ is flat. By the constraint equation (1.2), since $`\overline{s}_{\mathrm{}}=`$ 0 and $`H=`$ 0, we have
$$\overline{K}_{\mathrm{}}=0,$$
so that $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ is totally geodesic, (i.e. time-symmetric).
It follows that for $`i`$ sufficiently large, the CMC surfaces $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_i,x_i)`$ are almost flat and totally geodesic, i.e.
(3.30)
$$|Ric|_{\overline{g}_i}(y)<ฯต,\mathrm{and}|K|_{\overline{๐ }_๐ข}(y)<ฯต,$$
for all $`yB_{x_i}(R),`$ where $`R`$ may be made arbitrarily large and $`ฯต>`$ 0 arbitrarily small by choosing $`i`$ sufficiently large; here $`B_{x_i}(R)`$ is the geodesic $`R`$-ball in $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_i)`$ about $`x_i.`$ In fact, as discussed above following (3.24), by Remark 1.6(i), the curvature bounds (0.11) imply that $`(B_{x_i}(R),\overline{g}_i)`$ is $`ฯต`$-close in the weak $`L^{3,p}`$ topology to the flat metric, and $`K`$ is $`L^{2,p}`$ close to the 0-form.
It follows that the Cauchy data $`(\overline{g}_i,K_i)`$ on the CMC surfaces $`\overline{\mathrm{\Sigma }}_i`$ in the region $`(B_{x_i}(R),\overline{g}_i)`$ are $`ฯต`$-close in weak $`(L^{3,p},L^{2,p})`$ to trivial Cauchy data. By Sobolev embedding, $`L^{3,p}`$ is compactly contained in $`H^s,`$ for any $`s<`$ 3, where $`H^s`$ is the Sobolev space with $`s`$ derivatives in $`L^2.`$ Similarly, $`L^{2,p}`$ is compactly contained in $`H^{s1}.`$ This means that the Cauchy data $`(\overline{g}_i,K_i)`$ are strongly close to trivial data in $`(H^s,H^{s1}),s<`$ 3.
Choosing $`s>`$ 2.5, the Cauchy stability theorem, c.f. , then implies that the maximal Cauchy development of $`B_{x_i}(R/2)\overline{\mathrm{\Sigma }}_i`$ to the past exists for a proper time $`T=T(ฯต),`$ where $`T`$ may be made arbitrarily large if $`ฯต`$ is chosen sufficiently small. However, $`\overline{t}_i(x_i)=`$ 1 and by the remarks in ยง0, the space-time (M, g) has a singularity, i.e. fails to be globally hyperbolic, within g-bounded proper time to the past of $`\mathrm{\Sigma }_{\tau _o}.`$ Hence $`(๐,\overline{๐ }_๐ข)`$ has a singularity to the past of $`\overline{\mathrm{\Sigma }}_i`$ within proper time at most 2, for $`i`$ large. This contradiction proves the result.
###### Remark 3.6.
The following generalization of Lemma 3.5 will be needed in the work to follow. Namely, the proof above leads to the same contradiction if there is an $`ฯต>`$ 0 sufficiently small, a number $`D=D(ฯต)`$ sufficiently large, and a point $`y\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ such that the metric
(3.31)
$$g^{}=\overline{t}_{\mathrm{}}(y)^2\overline{g}_{\mathrm{}}$$
is $`ฯต`$-close to the flat metric in the $`H^s`$ topology, $`s>`$ 2.5, in the ball $`(B_y(D),g^{}).`$
We remark that this use of the Cauchy stability theorem is the only place in the proof that the assumption on the derivative of the curvature in (0.11) is needed.
Thus, to prove Theorem 3.4, it suffices to prove the limit maximal surface $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}})`$ must either be flat or have a point $`y`$ satisfying the weaker assumption in Remark 3.6. The proof of this needs to be divided into non-collapse and collapse cases, as in ยง3.1.
Case A. (Non-Collapse).
Since the space-time $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ is a rescaled limit at infinity of $`(๐,๐ )`$, there exists a future directed time-like geodesic ray $`\gamma `$ in $`(๐,๐ )`$ whose rescalings in the metrics (3.24) converge to a geodesic ray $`\overline{\gamma }_{\mathrm{}}`$ in $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}}).`$ As in the proof of Proposition 1.2, let $`S(s)=t^1(s)`$ be the time $`s`$ geodesic sphere about $`\mathrm{\Sigma }_{\tau _o}`$ in (M, g) and let $`\overline{S}_i(s)=\overline{t}_i^1(s)`$ be its rescaling in $`(\overline{๐}_i,\overline{๐ }_i)`$ from (3.24). Let $`z_i=\gamma (t_i)S(t_i)`$, where $`t_i=t(x_i)`$. Thus $`z_i\overline{S}_i(1)`$ and $`x_i\overline{S}_i(1).`$
The geodesic spheres $`(\overline{S}_i(1),z_i)`$ converge, (in subsequences), to a Lipschitz, achronal surface $`\overline{S}_{\mathrm{}}(1)=\overline{t}_{\mathrm{}}^1(1)(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ containing the base point $`x_{\mathrm{}}.`$ The limit proper time function $`\overline{t}_{\mathrm{}}`$ on $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ induces a Lipschitz 3+1 splitting of the limit space-time metric $`\overline{๐ }_{\mathrm{}},`$ (which of course is not well-defined on the cut locus of $`\overline{t}_{\mathrm{}}).`$
For any fixed $`R<\mathrm{},`$ let $`D_{z_i}(Rt_i)`$ be the geodesic ball of radius $`Rt_i`$ about $`z_i`$ in $`S(t_i),`$ and $`\overline{D}_{z_i}(R)`$ be its rescaling in $`\overline{S}_i(1)`$.
In this case, we assume that there exists $`\nu _o>`$ 0 such that
(3.32)
$$vol\overline{D}_{z_i}(1)\nu _o>0,\mathrm{as}i\mathrm{},$$
so that the domains $`\overline{D}_{z_i}(1)`$ are non-collapsing and hence converge, (in the Hausdorff topology), to the limit domain $`\overline{D}_z_{\mathrm{}}(1)\overline{S}_{\mathrm{}}(1).`$
Now as in (1.16), the expansion $`\theta `$ of the congruence formed by time-like geodesics normal to the spheres $`S(s)(๐,๐ )`$ satisfies (1.15), (see the proof of Proposition 1.2). Hence, if $`dV_\sigma (s)`$ denotes the infinitesimal volume of the family $`S(s)`$ along any geodesic $`\sigma `$ in this congruence, then $`dV_\sigma (s)/s^3`$ is monotone non-increasing as $`s\mathrm{}.`$
It then follows from (3.32) as with (3.19) that the domain in $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ formed by the geodesics normal to $`\overline{D}_z_{\mathrm{}}(1)\overline{S}_{\mathrm{}}(1)`$ is a volume cone, and hence this domain is contained in a flat Lorentz cone as in (0.12). This flat structure extends past the cone on $`\overline{D}_{z_i}(1)`$ and implies that all of $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ is a flat Lorentz cone. In particular, the universal cover of $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ is flat Minkowski space $`(^4,\eta ).`$
Now the limit surface $`(\mathrm{\Sigma }_{\mathrm{}},g_{\mathrm{}})`$ is a complete maximal hypersurface in $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}}),`$ which lifts to a complete maximal hypersurface in $`(^4,\eta ).`$ It is an easy consequence of the maximum principle applied to (2.4), as in the proof of Proposition 2.2, that the only complete maximal hypersurfaces in $`(^4,\eta )`$ are flat and totally geodesic; this is also proved in . Hence $`\overline{\mathrm{\Sigma }}_{\mathrm{}}(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ is flat. Lemma 3.5 thus rules out the possibility of this case.
Case B. (Collapse).
In this case, we suppose (3.32) does not hold, so that
(3.33)
$$vol\overline{D}_{z_i}(1)0,\mathrm{as}i\mathrm{}.$$
It follows from the monotonicity used above that for any fixed $`s_o>`$ 0, and $`s[s_o,s_o^1],`$ the domains $`\overline{D}_{z_i}(s)\overline{S}_i(s)`$ also satisfy (3.33).
This implies that the CMC leaf $`\overline{\mathrm{\Sigma }}_i^{}`$ containing $`z_i`$ is also collapsing when based at $`z_i`$ as $`i\mathrm{}`$. By the uniform control on the geometry following (3.24), it follows that all CMC leaves within $`\overline{๐ }_i`$ bounded distance, in space and proper time, to $`(\overline{\mathrm{\Sigma }}_i^{},z_i)`$, are collapsing as $`i\mathrm{}.`$ In particular, the leaves $`\overline{\mathrm{\Sigma }}_i`$ containing the base points $`x_i`$ are collapsing everywhere within bounded distance to $`x_i.`$
Thus, as described before, we unwrap the collapse of $`\overline{\mathrm{\Sigma }}_i`$ and the space-times to obtain a limit $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ and limit space-time $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}},x_{\mathrm{}}).`$ These limits have a non-trivial group of isometries, and $`\overline{๐}_{\mathrm{}}`$ has a foliation by maximal hypersurfaces.
Now unfortunately, we need to divide the discussion into two further subcases, according to the size of the isometry group.
Case B(I). $`(S^1\times S^1)`$.
Suppose the limit $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}})`$ has a free isometric $`S^1\times S^1`$ action. By the constraint equation (1.2), the metric $`\overline{g}_{\mathrm{}}`$ is a complete metric of non-negative scalar curvature on $`\overline{\mathrm{\Sigma }}_{\mathrm{}}.`$ Further, any orbit of the $`S^1\times S^1`$ action on $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ is an incompressible torus in $`\overline{\mathrm{\Sigma }}_{\mathrm{}}.`$ However, by a result of , any complete 3-manifold of non-negative scalar curvature which has an incompressible torus must be flat. Hence we see that $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}})`$ is in fact flat. Lemma 3.5 again rules out this possibility. Of course the same arguments apply, (and are even easier), if the limit $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ has a locally free $`T^3`$ or $`Nil`$ action.
Case B(II). $`(S^1)`$.
Suppose the limit $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}})`$ has (at most) a free isometric $`S^1`$ action. Thus, we may assume that $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ is an $`S^1`$ bundle over a surface $`V`$, with induced complete Riemannian metric $`g_V.`$ By the result of above, it follows that $`V`$ must be simply connected, and hence topologically $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ is a solid torus $`D^2\times S^1.`$
In this case, we are not able to prove directly that $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}})`$ is flat, since a solid torus carries many complete metrics of positive scalar curvature. Instead, we will prove that the hypothesis concerning (3.31) in Remark 3.6 holds, which again gives a contradiction.
To do this, we need to understand the asymptotic geometry of $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}}).`$ To simplify, we drop the bar and subscript everywhere from the notation; thus let $`(\mathrm{\Sigma },g)`$ denote $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}}),`$ $`(๐,๐ )`$ denote $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}}),`$ $`t(x)`$ denote $`\overline{t}_{\mathrm{}}(x),`$ etc. The scale-invariant bound (0.11) gives
(3.34)
$$|๐|+t|๐|\frac{C}{t^2},$$
on $`(\mathrm{\Sigma },g)`$. Since by construction $`t`$ 1 on $`\mathrm{\Sigma },`$ the curvature R and its derivative $`๐`$ are thus uniformly bounded on $`\mathrm{\Sigma }.`$ By Proposition 2.2 it follows that
(3.35)
$$|Ric|\frac{C}{t^2},|K|\frac{C}{t},$$
on $`(\mathrm{\Sigma },g)`$. One derives (3.35) most easily from (3.34) by working in the scale where $`t=`$ 1 and using scale-invariance. In the same way, applying elliptic regularity to the equation (2.2) gives the scale-invariant bounds
(3.36)
$$t^{3/p}|t^3Ric|_{L^p}C,t^{3/p}|t^3^2K|_{L^p}C,$$
where the $`L^p`$ norms are taken over regions of diameter $`\frac{1}{2}t`$ in $`(\mathrm{\Sigma },g)`$. In the case of collapse, the $`L^p`$ norms are understood to be taken in the corresponding covering spaces.
Let $`r:\mathrm{\Sigma }`$ be the (Riemannian) distance function on $`(\mathrm{\Sigma },g)`$ from the given base point $`x_{\mathrm{}}\mathrm{\Sigma }.`$ We need the following Lemma.
###### Lemma 3.7.
The functions $`t`$ and $`r`$ on $`(\mathrm{\Sigma },`$ g) satisfy
(3.37)
$$t<<r,$$
on any sequence $`y_i`$ with $`r(y_i)\mathrm{}.`$
Proof: If $`t(y_i)`$ is bounded, then (3.37) is obvious, so suppose $`t(y_i)\mathrm{}`$ as $`r(y_i)\mathrm{}.`$ Then by (3.34)-(3.35) the metric $`g`$ on $`\mathrm{\Sigma }`$ becomes flat everywhere as $`t\mathrm{}`$ and (M, g) thus approaches empty Minkowski space $`(^4,\eta ),`$ (or a discrete quotient of it). The maximal foliation of (M, g) approaches the constant foliation of $`(^4,\eta )`$ where all leaves are parallel, i.e. time-equidistant, since this is the only maximal foliation of $`(^4,\eta )`$, c.f. .
Hence, for $`i`$ sufficiently large, the lapse function $`\alpha =\overline{\alpha }_{\mathrm{}},`$ (c.f. (3.28)), approaches a constant function on domains of fixed diameter about the base point $`y_i`$ while the light cones of $`(๐,๐ )`$ have axis becoming perpendicular to the leaves. This means that the time function $`t`$ also approaches a constant on such domains. Since $`r`$ obviously continues to increase linearly, (3.37) follows.
We are now ready to examine the asymptotic structure of $`(\mathrm{\Sigma },g)`$. Thus for any sequence $`y_i`$ in $`\mathrm{\Sigma }`$ with $`r(y_i)\mathrm{},`$ consider the rescaled metrics
(3.38)
$$g_i=t(y_i)^2g.$$
Hence, $`t_i(y)=t(y)/t(y_i)`$ satisfies $`t_i(y_i)=`$ 1 and by Lemma 3.7, $`r_i(y)=r(y)/r(y_i)\mathrm{}.`$ Thus the Riemannian distance of $`y_i`$ to the base point $`x_{\mathrm{}}`$ of $`\mathrm{\Sigma }`$ in the $`g_i`$ metric diverges to $`\mathrm{}`$, while the time function $`t_i`$ remains uniformly bounded at $`y_i`$. We may alter the choice of $`y_i`$ if necessary so that it satisfies all of the estimates above and in addition
(3.39)
$$t_i(z_i)\frac{1}{2},$$
for all $`z_i\mathrm{\Sigma }`$ such that $`dist_{g_i}(y_i,z_i)C`$, where $`C`$ may be made arbitrarily large if $`i`$ is sufficiently large. To see this, for any sequence $`y_i`$ with $`r(y_i)\mathrm{}`$, let $`\rho _i=r(y_i)`$ and let $`A_i=A(\frac{1}{2}\rho _i,2\rho _i)`$ be the $`g`$-geodesic annulus centered at $`x_{\mathrm{}}`$ of inner and outer radii $`\frac{1}{2}\rho _i,2\rho _i.`$ Choose points $`q_iA_i`$ realizing the minimal value of the scale-invariant ratio $`t(q)/dist_g(q,A_i).`$ By (3.37), this minimal value converges to 0 as $`i\mathrm{}`$ and relabeling $`q_i`$ to $`y_i`$ easily gives the estimate (3.39).
Thus, by (3.36), the metrics $`g_i`$ based at $`y_i`$ have a subsequence converging in the weak $`L^{3,p}`$ topology, uniformly on compact subsets to a complete $`L^{3,p}`$ limit $`(\mathrm{\Sigma }^{\mathrm{}},g^{\mathrm{}}),`$ unwrapping in the case of collapse. We claim that any such limit must be flat.
The proof of this is essentially the same as in \[5, Prop. 4.1-4.3\], to which we refer for some further details. Suppose first the metrics $`(g_i)_V`$ on the base space $`V`$ of $`(\mathrm{\Sigma },g_i,y_i)`$ are collapsing at $`y_i.`$ By unwrapping this collapse, (and any possible collapse in the invariant $`S^1`$ fiber direction), the limit $`(\mathrm{\Sigma }^{\mathrm{}},g^{\mathrm{}})`$ is thus a complete metric of non-negative scalar curvature on the limit manifold $`\mathrm{\Sigma }^{\mathrm{}}=T^2\times .`$ As above, by , the metric $`g^{\mathrm{}}`$ must be flat; this is the same argument as in \[5, Prop.4.3, Case II\].
If the base metrics $`(g_i)_V`$ are not collapsing, then the limit $`(\mathrm{\Sigma }^{\mathrm{}},g^{\mathrm{}})`$ is complete and of non-negative scalar curvature on $`^2\times S^1.`$ In this case, the proof in \[5, Prop.4.3, Case I\], together with the control given by (3.36), proves again that $`(\mathrm{\Sigma }^{\mathrm{}},g^{\mathrm{}})`$ is flat. Here we note that although \[5, Prop.4.3\] applies to complete $`S^1`$ invariant metrics on $`^2\times S^1`$ of non-negative scalar curvature which satisfy certain elliptic equations, (the $`๐ต_c^2`$ equations), the proof only requires these equations to obtain regularity estimates; in the case at hand, these are provided by (3.36). This proves the claim.
By Sobolev embedding, the convergence to the limit $`(\mathrm{\Sigma }^{\mathrm{}},g^{\mathrm{}})`$ is in the strong $`H^s`$ topology, for any $`s<`$ 3. Hence, since the limit is flat, there are arbitrarily large domains in $`(\mathrm{\Sigma },g_i,y_i)`$ on which $`g_i`$ is $`ฯต`$-close to a flat metric in the $`H^s`$ topology.
Thus, the hypothesis of Lemma 3.6 is satisfied, and one obtains a contradiction from the Cauchy stability theorem as in Lemma 3.5.
This completes the proof of Case B(II), which thus also completes the proof of Theorem 3.4. Together with Theorem 3.1, this also completes the proof of Theorem 0.3.
ยง3.3. Discussion on collapse behavior.
(I). The collapse behavior arising in Theorems 0.3 and 3.1, c.f. ยง3.1 Case B, does actually occur in numerous examples. In fact, let (M, g) be a Bianchi space-time, i.e. (M, g) locally has a 3-dimensional local isometry group whose action is free and space-like. All such space-times admit a global CMC foliation $``$ whose leaves $`\mathrm{\Sigma }_\tau `$ are invariant under the action, i.e. each leaf $`\mathrm{\Sigma }_\tau `$ is locally homogeneous. Further, the foliation $``$ exists for all allowable CMC time, for any value of $`\sigma (\mathrm{\Sigma }),`$ and $`M=M_{},`$ c.f. .
The Bianchi space-times correspond very closely to the eight Thurston geometries arising in the geometrization program. In particular, all eight of the Thurston geometries occur as space-like Cauchy surfaces in a corresponding Bianchi space-time, with the interesting exception of $`S^2\times ,`$ which corresponds to a Kantowski-Sacks space-time. We refer to for a discussion of this Bianchi-Thurston correspondence and for further references.
The five geometries $`^3,`$ $`Nil`$, $`H^2\times ,`$ SL(2, $`)`$ and $`Sol`$ all give 3-manifolds $`\mathrm{\Sigma }`$ with $`\sigma (\mathrm{\Sigma })=`$ 0 and the corresponding Bianchi space-times are future geodesically complete. The curvature assumption (0.11) is satisfied and the space-times collapse in the sense of ยง3.1, Case B, as $`\tau `$ 0 or $`t_\tau \mathrm{}.`$
The simplest example is the Kasner metric, given by
(3.40)
$$๐ =dt^2+\underset{i=1}{\overset{3}{}}t^{2p_i}d\theta _id\theta _i,$$
where $`\{p_i\}`$ are any constants satisfying $`p_i=`$ 1, $`p_i^2=`$ 1 and $`\theta _i`$ are parameters for $`T^3.`$ This has $`^3`$ geometry, with $`\mathrm{\Sigma }`$ a flat 3-torus, $`H=\tau =t^1.`$ In this case, for any sequence $`\tau _i`$ 0, the rescalings $`\overline{\mathrm{\Sigma }}_i`$ of $`\mathrm{\Sigma }_i`$ as in (3.9) collapse with bounded curvature and diameter converging to 0. Hence, the unwrapping in covers give rise to a $`T^3`$ action on the limit surface, i.e. one obtains the Kasner metric again, (with the same exponents).
For the remaining 3 geometries, the $`S^3`$ and $`S^2\times `$ geometries have $`\sigma (\mathrm{\Sigma })>`$ 0 and give Bianchi and Kantowski-Sachs space-times which recollapse, as in the recollapse conjecture, while the hyperbolic geometry $`H^3(1)`$ gives the flat Lorentz cone (0.12) and so evolves just by rescalings.
(II). As discussed in ยง3.1 Case B, if the rescalings (3.9) collapse at $`x_i,`$ then one may unwrap the collapse of both the space and space-time, and pass to a limit space-time $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}},x_{\mathrm{}}),`$ with geodesically complete CMC Cauchy surface $`(\overline{\mathrm{\Sigma }}_{\mathrm{}},\overline{g}_{\mathrm{}},x_{\mathrm{}})`$ and a corresponding limit CMC foliation $`\overline{M}_\overline{}_{\mathrm{}}.`$ The leaves $`\overline{\mathrm{\Sigma }}_{\overline{\tau }_{\mathrm{}}}`$ of $`\overline{M}_\overline{}_{\mathrm{}}`$ have at least a free isometric $`S^1`$ action, and possibly a locally free isometric action of a 2 or 3-dimensional group. The leaves of $`\overline{M}_\overline{}_{\mathrm{}}`$ may be either compact, or complete and non-compact. The limit space-time $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ is time-like geodesically complete to the future of $`\overline{\mathrm{\Sigma }}_{\mathrm{}}.`$
In the case of an $`S^1\times S^1`$ action, these limit space-times $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ include the Gowdy space-times and have been quite well studied, at least when $`\overline{\mathrm{\Sigma }}_{\mathrm{}}`$ is compact, c.f. and references therein.
One can now study (again) the further long-time evolution of these limit space-times. It is an interesting open question whether these limits $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ evolve as $`\overline{t}_{\mathrm{}}\mathrm{}`$ to a Bianchi space-time as in (I), and if so whether in fact the space-times $`(\overline{๐}_{\mathrm{}},\overline{๐ }_{\mathrm{}})`$ themselves are already Bianchi. To prove this, it seems likely one would need some kind of monotonicity structure to replace the volume monotonicity of Corollary 1.3, (or the Hamiltonian monotonicity ), used in the proof of Theorem 0.3.
(III). Finally, we discuss the relation between weak and strong geometrizations, and the recollapse conjecture.
Let $`\mathrm{\Sigma }=HG`$ be a weak geometric decomposition as given by Theorem 0.3 or Theorem 3.1. The manifold $`G`$ has toral boundary $`๐ฏ=T_i`$ and the decomposition (0.8) is strong, and consequently unique, if each torus $`T_i`$ is incompressible in $`\mathrm{\Sigma }.`$ Now of course since the hyperbolic part $`H`$ has no incompressible tori, $`T_i`$ is incompressible in $`\mathrm{\Sigma }`$ if and only if $`T_i`$ is incompressible in $`G`$.
It is essentially a standard result in 3-manifold topology, c.f. \[30, Ch.II.2\], , that each boundary component $`T_i`$ is incompressible in $`G`$ if and only if $`G`$ has no solid tori factors, i.e. in the decomposition of $`G`$ into Seifert fibered spaces $`S_i`$ discussed in ยง0, no $`S_i`$ is a solid torus $`D^2\times S^1.`$
Thus, the question is whether solid torus factors $`D^2\times S^1`$ can arise asymptotically from the collapse behavior, (compare with Case B(II) in the proof of Theorem 3.4). At least in a special case, this question is closely related to the recollapse conjecture.
Thus suppose one has a $`D^2\times S^1`$ factor in $`G`$ arising from the asymptotic collapsing geometry of (M, g) as discussed in the proof of Theorem 3.1. The limiting metric $`\overline{g}_{\mathrm{}}`$ on $`D^2\times S^1`$ is complete and invariant under a free isometric $`S^1`$ action.
Suppose, for some $`t_{\tau _i}`$ sufficiently large, i.e. $`\tau _i`$ sufficiently small, there is $`D^2\times S^1`$ region contained in $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\tau _i})`$ with a totally geodesic boundary $`T^2`$ in the $`\overline{g}_i`$ metric. One can then double or reflect across the boundary to obtain a closed 3-manifold $`S^2\times S^1`$ with an isometric $`_2`$ action, fixing the boundary. Of course in this process we have created a different space-time. Suppose further the extrinsic curvature $`\overline{K}`$ of $`\overline{\mathrm{\Sigma }}_i`$ at the boundary $`T^2`$ is invariant under this $`_2`$ action so that the Cauchy data on $`\overline{\mathrm{\Sigma }}_i`$ are $`_2`$ invariant. Now $`\sigma (S^2\times S^1)>`$ 0 and so the recollapse conjecture, if true, implies that this $`S^2\times S^1`$ must evolve into a singularity in finite future time. Since the evolution of Cauchy data preserves isometries, this implies that the $`D^2\times S^1`$ factor in $`(\overline{\mathrm{\Sigma }}_i,\overline{g}_{\tau _i})`$ also evolves to a singularity in finite future time. This is of course a contradiction.
It would of course be interesting if this argument could be strengthened to prove in general that the recollapse conjecture implies that a weak decomposition of $`\mathrm{\Sigma }`$ must necessarily be a strong decomposition.
## 4. The Future Boundary of $`M_{}`$ in M.
In this section, we discuss the situation where $`M_{}`$ is strictly contained in M, c.f. ยง0. In this case, Theorem 0.1 implies that M has global existence in CMC time both to the past $`\tau \mathrm{}`$ and to the future $`\tau `$ 0, (or $`\tau +\mathrm{}`$ when $`\sigma (\mathrm{\Sigma })>`$ 0). In particular, by the discussion at the end of ยง2, the past singularity is a crushing singularity. Thus, in this section, we only consider the boundary
(4.1)
$$_oM_{}๐$$
of $`M_{}`$ formed when $`\tau `$ 0, i.e. the boundary to the future of the initial surface $`\mathrm{\Sigma }_{\tau _o}`$ from (0.2). The condition (4.1) means that the space-time (M, g) i.e. the maximal Cauchy development of initial data on $`\mathrm{\Sigma },`$ extends a definite amount locally, i.e. in a neighborhood of any point in $`_oM_{},`$ to the future of the CMC foliation $`,`$ so that $`\mathrm{\Sigma }_\tau `$ does not approach a curvature singularity as $`\tau `$ 0.
We begin with the following general result.
###### Theorem 4.1.
Suppose $`\sigma (\mathrm{\Sigma })`$ 0 and (4.1) holds. Then each component $`\mathrm{\Sigma }_o`$ of $`_oM_{}`$ is a smooth, complete non-compact maximal hypersurface $`\mathrm{\Sigma }_o๐`$, weakly embedded in $`\mathrm{\Sigma },`$ c.f. (1.27).
Proof: Referring to the estimates in ยง2, by Proposition 2.2, $`|K|^2`$ is uniformly bounded on any compact subset $`\mathrm{\Omega }`$ of M and hence by (1.9),
(4.2)
$$inf_K\alpha \alpha _o=\alpha _o(\mathrm{\Lambda }_o,H_o)>0,$$
i.e. there is no collapse of the lapse function on compact subsets. Further, we recall that $`\alpha `$ satisfies the Harnack inequality (2.21), i.e.
(4.3)
$$\frac{sup_{B(r_o)}\alpha }{inf_{B(r_o)}\alpha }C,$$
where $`B(r_o)`$ is any geodesic $`r_o`$-ball in $`(\mathrm{\Sigma }_\tau ,g_\tau )`$ and $`C`$ is independent of $`\tau ,`$ for $`\tau [\tau _o,`$ 0\].
The estimate (1.8) also gives an upper bound on $`\alpha `$ when $`H`$ is bounded away from 0, (as in (2.28)). However, when $`H=\tau `$ 0, the lapse function $`\alpha `$ may well blow-up, i.e. diverge to $`+\mathrm{}.`$ Applying the Harnack inequality iteratively to a collection of balls covering a domain of bounded diameter, it follows that $`\alpha `$ either remains uniformly bounded on uniformly bounded domains within $`\mathrm{\Sigma }_\tau ,`$ or $`\alpha `$ diverges uniformly to $`+\mathrm{}`$ on such domains, as $`\tau `$ 0.
Given these preliminary remarks, let $`\tau _i`$ be any sequence with $`\tau _i`$ 0 monotonically and consider the behavior of $`\{\mathrm{\Sigma }_{\tau _i}\}.`$ We divide the discussion into three cases.
Suppose first that there is a constant $`T_o<\mathrm{}`$ such that
(4.4)
$$sup_{\mathrm{\Sigma }_{\tau _i}}t=t_{\tau _i}T_o,\mathrm{as}i\mathrm{}.$$
As in the proof of Theorem 0.1, it then follows that $`\mathrm{\Sigma }_{\tau _i}`$ converges smoothly to a compact maximal hypersurface $`\mathrm{\Sigma }_o,`$ and $`\mathrm{\Sigma }_o`$ is diffeomorphic to $`\mathrm{\Sigma }.`$ Of course, this situation implies $`\sigma (\mathrm{\Sigma })>`$ 0, contradicting the assumption. (This case will be discussed further below).
Next suppose
(4.5)
$$inf_{\mathrm{\Sigma }_{\tau _i}}t=t_{min}(\tau _i)\mathrm{},\mathrm{as}i\mathrm{},$$
so that $`t`$ tends uniformly to $`+\mathrm{}`$ on $`\mathrm{\Sigma }_{\tau _i}`$ as $`i\mathrm{}.`$ Thus, the surfaces $`\mathrm{\Sigma }_{\tau _i}`$ diverge uniformly to $`\mathrm{}`$ in infinite proper time. In this case, we then clearly have
$$๐=M_{}$$
to the future of $`\mathrm{\Sigma }_{\tau _o},`$ and so $`M_{}=\mathrm{}`$ again.
It follows that there are base points $`y_i\mathrm{\Sigma }_{\tau _i}`$ such that $`limsup_i\mathrm{}t(y_i)<\mathrm{},`$ and other points $`z_i\mathrm{\Sigma }_{\tau _i}`$ where $`liminf_i\mathrm{}t(z_i)=\mathrm{}.`$ Analogous to the decomposition (3.21), for any $`T_o<\mathrm{}`$ and any $`i`$, write
(4.6)
$$\mathrm{\Sigma }=\mathrm{\Sigma }_{\tau _i}=\mathrm{\Sigma }^{T_o}\mathrm{\Sigma }_{T_o},$$
where $`\mathrm{\Sigma }^{T_o}=\{x\mathrm{\Sigma }:t(x)T_o\}`$, $`\mathrm{\Sigma }_{T_o}=\{x\mathrm{\Sigma }:t(x)T_o\}`$. Hence for all $`i`$ and $`T_o`$ sufficiently large, both $`\mathrm{\Sigma }^{T_o}`$ and $`\mathrm{\Sigma }_{T_o}`$ are non-empty. Note that these domains need not be connected. Lemma 2.3 implies that the domains $`\mathrm{\Sigma }_{T_o}=(\mathrm{\Sigma }_i)_{T_o}(\mathrm{\Sigma }_{\tau _i},g_{\tau _i})`$ do not collapse anywhere, i.e. at any sequence of base points. Further, as in the proof of Theorem 0.1, elliptic regularity applied to (2.2) gives uniform local control over the derivatives of $`Ric`$ and $`K`$ on $`(\mathrm{\Sigma }_i)_{T_o}.`$ It then follows exactly as in the proof of Theorem 0.1, that for any fixed $`T_o`$, and at any sequence of base points, the domains $`(\mathrm{\Sigma }_i)_{T_o}`$ have a subsequence converging smoothly and uniformly on compact subsets to a limit surface $`(\mathrm{\Sigma }_o)_{T_o};`$ the limit obtained of course depends on the choice of base points. As following (3.20), choose then a sequence $`T_j\mathrm{}`$ and consider the double sequence $`(i,j)`$. A suitable diagonal subsequence of $`(\mathrm{\Sigma }_i)_{T_j}`$ then converges smoothly and uniformly on compact subsets to a limit $`(_oM_{},g_o).`$ The limit $`_oM_{}`$ is a collection of maximal hypersurfaces in (M, g) and forms the boundary of $`M_{}`$ (to the future of $`\mathrm{\Sigma }_{\tau _o}).`$ Since each $`\mathrm{\Sigma }_{\tau _{i+1}}`$ lies to the future of $`\mathrm{\Sigma }_{\tau _i},`$ the limit $`_oM_{}`$ is unique. By construction, the components $`\mathrm{\Sigma }_o`$ of $`_oM_{}`$ are weakly embedded in $`\mathrm{\Sigma }.`$ Of course the complementary domains $`\mathrm{\Sigma }_i^{T_j}`$ diverge to infinity and hence have no limit in (M, g) itself.
###### Remark 4.2.
Theorem 4.1 extends to the case $`\sigma (\mathrm{\Sigma })>`$ 0 with only a minor modification, but for clarity we have separated the cases. Thus, suppose $`\sigma (\mathrm{\Sigma })>`$ 0.
The first case above, where (4.4) holds, gives a limit $`\mathrm{\Sigma }_o`$ which is compact, and so diffeomorphic to $`\mathrm{\Sigma }.`$ By Theorem 0.1, the foliation $`M_{}`$ then extends a definite amount to the future in CMC time, i.e. the range of $`\tau `$ extends a definite amount past 0 into $`^+.`$ Thus, as in Remark 2.7, either there exists a curvature singularity to the finite proper time future of $`\mathrm{\Sigma }_o`$ or the CMC foliation $`\mathrm{\Sigma }_\tau `$ extends to all values of $`\tau [0,\mathrm{}).`$ For the second (4.5) and third cases (4.6), the proof of Theorem 4.1 proceeds in the same way. Of course the recollapse conjecture would imply that neither of these last cases actually occurs.
###### Remark 4.3.
We have not asserted that the lapse functions $`\alpha _i`$ on $`\mathrm{\Sigma }_i`$ converge to the lapse function $`\alpha `$ on $`\mathrm{\Sigma }_o`$ as $`\tau _i`$ 0 in Theorem 4.1 or Remark 4.2. If $`\alpha _i(x_i)`$ remains uniformly bounded as $`i\mathrm{},`$ then the lapse functions converge smoothly to the limit lapse function $`\alpha `$ on $`\mathrm{\Sigma }_o,`$ and $`\alpha `$ satisfies the lapse equation (1.6) on $`\mathrm{\Sigma }_o.`$ We will call this the โnon-degenerateโ situation.
However, it is possible, (although probably only in very special situations), that $`\alpha _i\mathrm{}`$ uniformly as $`\tau _i`$ 0 even under the bound (4.4). Thus suppose $`\alpha _i(x_i)\mathrm{}`$ with $`t(x_i)T_o,x_i\mathrm{\Sigma }_{\tau _i}.`$ Then exactly as in the proof of Theorem 3.4, c.f. (3.26), renormalize $`\alpha _i`$ by setting $`\overline{\alpha }_i=\alpha _i/\alpha _i(x_i).`$ As discussed there, using (4.3), the functions $`\overline{\alpha }_i`$ converge smoothly to a limit lapse $`\overline{\alpha }_{\mathrm{}}`$ satisfying, for $`\alpha =\overline{\alpha }_{\mathrm{}},`$
(4.7)
$$\mathrm{\Delta }\alpha +|K|^2\alpha =0.$$
This โdegenerateโ situation occurs exactly when the limit maximal surface $`\mathrm{\Sigma }_o`$ is only weak maximum for the volume functional and not a strict maximum. Thus, there is a deformation of $`\mathrm{\Sigma }_o,`$ namely the flow of the vector field $`\overline{\alpha }_{\mathrm{}}T,`$ where $`T`$ is the unit normal, which preserves the volume of $`\mathrm{\Sigma }_o`$ to first order.
If $`\mathrm{\Sigma }_o`$ is compact, (as in the case (4.4) when $`\sigma (\mathrm{\Sigma })>`$ 0) then the maximum principle applied to (4.7) shows that $`K=`$ 0 and $`\overline{\alpha }_{\mathrm{}}=`$ const on $`\mathrm{\Sigma }_o.`$ This situation does actually occur, for example in the Taub-NUT metric with $`m=`$ 0, c.f. \[29, ยง5.8\]. However, if $`\mathrm{\Sigma }_o`$ is non-compact, (corresponding to the situation (4.6)), it is not clear that $`K=`$ 0.
We make some further observations on the geometry of $`_oM_{}`$ in (M, g). By Remark 4.2, we may assume that each component $`\mathrm{\Sigma }_o`$ is non-compact. First, the constraint equation (1.2) shows that $`s`$ 0 everywhere on $`\mathrm{\Sigma }_o,`$ so that $`g`$ is a complete metric of non-negative scalar curvature on $`\mathrm{\Sigma }_o.`$ Each component $`\mathrm{\Sigma }_o`$ is a partial Cauchy surface for $`M^+,`$ and $`_oM_{}`$ is a Cauchy surface for $`M^+.`$
The proper time $`t(x)`$ is a proper, unbounded exhaustion function on $`\mathrm{\Sigma }_o,`$ as is the lapse function $`\alpha ,`$ (or its renormalization $`\overline{\alpha }_{\mathrm{}}`$ in the degenerate case).
Now suppose the curvature bound (2.1), i.e.
(4.8)
$$|๐|\mathrm{\Lambda }_o,$$
holds globally on $`M_{}`$ to the future of $`\mathrm{\Sigma }_{\tau _o}`$ and hence also on $`_oM_{}.`$ (This assumption, which is automatic on compact subsets $`\mathrm{\Omega }`$ of M, has not been used in the discussion above in ยง4). The estimates (2.8) and (2.23) thus give a uniform bound on $`|K|`$ and $`|log\alpha |`$ on $`M_{}.`$ Hence, by integration of the $`0^{\mathrm{th}}`$ order Bel-Robinson estimate (2.34) from $`\tau _o`$ to 0, we obtain the bound
(4.9)
$$_{_oM_{}}|Ric|^2+|dK|^2<\mathrm{}.$$
The integrand $`|Ric|^2+|dK|^2`$ is of course pointwise bounded on $`_oM_{}`$ by (2.8) and (1.7), (4.8). However, one certainly expects that each component $`\mathrm{\Sigma }_o`$ is not volume collapsing anywhere, i.e.
(4.10)
$$volB_x(1)v_o>0,$$
for all geodesic balls $`B_x(1)\mathrm{\Sigma }_o`$ and some $`v_o>`$ 0. If (4.10) does hold, then (4.9) implies that
(4.11)
$$|Ric|0,|K|0,$$
uniformly at infinity in the components $`\mathrm{\Sigma }_o.`$ Hence the surfaces $`\mathrm{\Sigma }_o`$ become flat and totally geodesic at infinity in this case.
###### Remark 4.4.
There are numerous interesting open questions concerning the structure of the components $`\mathrm{\Sigma }_o.`$ For example, does $`\mathrm{\Sigma }_o`$ admit a complete metric of uniformly positive scalar curvature, c.f. for results on the structure of such manifolds. Do the components $`\mathrm{\Sigma }_o`$ have at least two ends, and is there an essential 2-sphere $`S^2\mathrm{\Sigma }_o\mathrm{?}`$ Are the ends of $`\mathrm{\Sigma }_o`$ asymptotically flat?
It is also interesting to speculate if there is any relation of the structure of the manifolds $`\mathrm{\Sigma }_o`$ weakly embedded in $`\mathrm{\Sigma }`$ with the sphere or prime decomposition of $`\mathrm{\Sigma }.`$ To explain this, as noted in ยง0, not every closed oriented 3-manifold admits a geometric structure in the sense of Thurston, nor does every 3-manifold admit a strong geometrization in the sense that (0.8) holds with incompressible $`๐ฏ.`$ The essential 2-spheres in $`\mathrm{\Sigma }`$ are obstructions to the strong decomposition (0.8) and the geometrization conjecture implies that these are the only obstructions, i.e. if $`\mathrm{\Sigma }`$ has no essential 2-sphere, then $`\mathrm{\Sigma }`$ admits a (unique) strong decomposition (0.8). Thus, one might speculate that a reducible 3-manifold $`\mathrm{\Sigma },`$ i.e. a 3-manifold with an essential 2-sphere, cannot satisfy the assumptions of Theorem 0.3, so that in particular $`\mathrm{\Sigma }`$ cannot evolve to the future for infinite proper time. Hence $`\mathrm{\Sigma }_o`$ would be non-empty and it is then natural to consider the question if essential 2-spheres of $`\mathrm{\Sigma }`$ are captured in the topology of $`\mathrm{\Sigma }_o.`$
We also make the following conjecture on the structure of the region to the future of $`_oM_{}`$ in M.
Non-Compact CMC Conjecture. If $`_oM_{}`$ M is non-empty, then either there exists a CMC foliation $`^+`$ of $`M^+`$ by non-compact leaves $`\mathrm{\Sigma }_\tau ,`$ defined for all $`\tau (0,\mathrm{}),`$ and satisfying
(4.12)
$$M_^+=\mathrm{\Sigma }_\tau =M^+,$$
or there is a curvature singularity to the finite proper-time future of $`_oM_{}`$ in M.
This conjecture is a non-compact analogue of Theorem 0.1. Using the estimates in ยง2, together with the results and methods of , the conjecture can be proved provided the existence of suitable barrier surfaces $`S_i`$ can be established, i.e. surfaces in $`M^+`$ whose mean curvature $`H(S_i)`$ diverges everywhere to $`+\mathrm{}`$ as $`i\mathrm{}.`$
Of course, one could consider a strengthening of this conjecture, asserting that there are no curvature singularities of M reachable in finite CMC time, so that $`^+`$ covers all of $`M^+;`$ this is the analogue of the CMC global existence problem in $`M^+.`$
Note also that this conjecture implies the singularity formation conjecture of ยง0, since if there are no curvature singularities to the finite proper time future of $`M_{}`$ then the leaves $`\mathrm{\Sigma }_\tau `$ limit on a crushing singularity as $`\tau \mathrm{}.`$ This behavior must also occur at a finite proper future time from $`_oM_{},`$ by the same argument given at the end of ยง2. Hence (M, g) cannot be future geodesically complete.
## 5. Remarks on the Curvature Assumption.
In this section, we discuss the curvature assumption (0.11), which is the strongest assumption in Theorem 0.3. Of course one would like to replace this by the assumption that (M, g) is merely future geodesically complete and derive (0.11) as a consequence. We will ignore the assumption on $`|๐|`$ in (0.11), since it is of lesser importance.
Let $`q`$ be any point in $`๐,`$ i.e. at the boundary of the maximal Cauchy development, (assumed not to be at infinity). Thus, near $`q`$, either the space-time (M, g) is inextendible, for example because the curvature blows up, or (M, g) is extendible as a space-time, (possibly not vacuum), near $`q`$ and so (M, g) has a non-empty Cauchy horizon passing through $`q`$.
For any point $`x๐,`$ let $`t_๐(x)`$ be the supremum of the times $`t`$ such that
(5.1)
$$B_x(t(x))๐.$$
The condition (5.1) means that any past or future directed time-like geodesic starting at $`x`$, which has proper length less than $`t_M(x),`$ has its endpoint in M. Thus, $`t_๐(x)`$ is essentially the proper time distance, to the past or future, to the time-like nearest point of $`๐`$.
Curvature Blow-up Problem. Let (M, g) be a CMC cosmological vacuum space-time. Does there exist a constant $`C=C(๐,๐ )<\mathrm{},`$ such that,
(5.2)
$$|๐|C/t_๐^2.$$
As in (0.11), the estimate (5.2) is scale-invariant. Since the vacuum Einstein equations are also scale-invariant, the estimate (5.2) can be viewed as an upper bound on the rate of curvature blow-up on approach to a singularity, i.e. a point in $`๐,`$ or as an upper bound on the decay of the curvature in (large) distances from $`๐.`$ By scale invariance, these statements are equivalent. Of course the estimate (5.2) implies the curvature assumption (0.11) without the $`|๐|`$ bound, when (M, g) is geodesically complete to the future of $`\mathrm{\Sigma }_{\tau _o}.`$
There are numerous examples where the opposite inequality holds, i.e. $`|๐|c/t_๐^2,`$ so that (5.2) cannot be sharpened significantly, except perhaps by removing the dependence of $`C`$ on the space-time (M, g).
We note that the estimate (5.2) has been proved for time-independent, i.e. stationary space-times, in , where $`๐`$ is interpreted as the region where the associated Killing field becomes null.
We first observe that (5.2) is in fact false for general globally hyperbolic space-times, i.e. without compact CMC Cauchy hypersurfaces. For suppose $`(๐^{},๐ ^{})`$ is a geodesically complete globally hyperbolic vacuum space-time. For any such space-time, $`๐^{}=\mathrm{},`$ so that $`t_๐^{}=\mathrm{}`$. Hence, (5.2) would imply that $`๐^{}=`$ 0, i.e. $`(๐^{},๐ ^{})`$ is flat.
However, there exist such vacuum space-times which are not flat, namely the Christodoulou-Klainerman (CK) space-times arising as global perturbations of Minkowski space, . Note that the CK space-times in fact have a global foliation by maximal hypersurfaces. There seem to be no other known examples and it is of basic importance to understand the general class of geodesically complete globally hyperbolic space-times.
Now for cosmological space-times, $`๐`$ must of course be non-empty by the Hawking-Penrose singularity theorem. However, the failure of the estimate (5.2) is closely related to the existence of the CK and any related space-times. Namely, if (5.2) were false, then there must exist a sequence of globally hyperbolic cosmological space-times $`(๐_i,๐ _i),`$ (possibly identical), and points $`x_i๐_i`$ with $`t_i(x_i)`$ 0, $`t_i()=t_{๐_i}(),`$ (this may be arranged by a rescaling if necessary), such that the curvature at $`x_i`$ satisfies
(5.3)
$$|๐_i|(x_i)t_i(x_i)^2\mathrm{}.$$
We may assume without loss of generality that the points $`x_i`$ realize the maximal value of $`|๐_i|`$ on the level set $`L_i=t_i^1(x_i).`$ By a standard argument, (the same as that establishing (3.39) but with time in place of space), we may choose the points $`x_i`$ to realize an approximate maximal value of $`|๐_i|t_i^2`$ in small time-like annuli about $`L_i.`$
Next, rescale the metrics $`๐ _i`$ by setting $`๐ _i^{}=|๐_i|(x_i)๐ _i,`$ so that
(5.4)
$$|๐_i^{}|(x_i)=1,$$
and consequently $`|๐_i^{}|C<\mathrm{}`$ within $`๐ _i^{}`$ bounded time distance to $`x_i.`$ This has the effect of making $`t_i^{},`$ the proper distance to the boundary w.r.t. $`g_i^{},`$ tend to $`\mathrm{}.`$ As discussed in ยง3, a subsequence then converges weakly in $`L^{2,p}`$ to a $`L^{2,p}`$ limit $`(๐_{\mathrm{}},๐ _{\mathrm{}},x_{\mathrm{}}),`$ (unwrapping in the case of collapse). The limit is necessarily a geodesically complete globally hyperbolic space-time. Further, if the condition (5.4), or some weakening of it, passes to the limit, then $`(๐_{\mathrm{}},๐ _{\mathrm{}})`$ is not flat. (This is not at all obvious however, and may be difficult to prove).
In addition, if $`(๐_i,๐ _i)`$ are CMC cosmological space-times and $`x_i(M_{})_i,`$ then the apriori bound (1.15) and the arguments from ยง3 show that the limit $`(๐_{\mathrm{}},๐ _{\mathrm{}})`$ has global foliation by maximal hypersurfaces, as in the CK space-times.
Thus, the problem is essentially whether such non-flat CK or related space-times can actually arise in this way, or more precisely whether the evolution from smooth Cauchy data can lead to singularities which have this blow-up character.
We conclude this paper with the following remark or caveat. The discussion above presents relations between the geometrization of 3-manifolds, (at least in case $`\sigma (M)`$ 0), and the Einstein evolution equations. Thus, one may ask if a detailed study of the long-time behavior of the hyperbolic Einstein equations is a possible avenue of approach to the solution of the geometrization conjecture. And conversely, if the resolution of the geometrization conjecture has any direct bearing on the resolution of some of the fundamental problems on global existence and asymptotics for the Einstein evolution.
With regard to the first problem, this seems to be an extremely difficult approach. Approaches to the solution of the geometrization conjecture by study of a suitable sequence of elliptic PDEs are given in , for example, or by study of a parabolic PDE, the Ricci flow, in for example. Both the elliptic and the parabolic approaches appear to be much simpler than the hyperbolic approach via the Einstein flow and stand a much better chance of resolving geometrization. For instance, the analogue of Theorem 0.3 has been proved in both of these approaches, c.f. , and , with only the bound on R in (0.11), i.e. without any bound on $`|๐|`$. Further, strong geometrization in the sense of Definition 0.2 has been proved in this case in these approaches.
Similarly, it is not at all clear that the (affirmative) resolution of the geometrization conjecture would have any concrete implications on the resolution of any of the global existence, asymptotics, or singularity formation problems in general relativity. Nevertheless, it is clear that there are many interesting relations between these two subjects.
June 2000
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# Non-hermitean delocalization in an array of wells with variable-range widths
## 1 Introduction
Quantum mechanics in an imaginary magnetic field (IMF) has been studied by various authors, after Hatano and Nelson pointed out its relevance in describing the competition between drift and pinning for a vortex in the presence of columnar defects. The kinetic part of the hamiltonian with IMF is a convection-diffusion operator; operators of this type occur as well in models of driven population dynamics , , . Due to the convection term, parity is violated and the wave function is exponentially magnified along a given direction; as a consequence, it can keep a localized character provided its decay, generated by the disordered potential, wins over the IMF amplification.
In the zero-IMF reference hamiltonian the decay, if disorder does not violate parity, is characterized by the inverse of a single localization length on both sides. With convection, when the decay is exactly compensated by the IMF magnification factor, the wave function becomes delocalized. The spectrum at the critical point bifurcates, and is distributed along a d=1 curve in the complex plane. This scenario was proved to be valid with various potential distributions (gaussian , box, Cauchy); it has been confirmed for lattice models with disordered hopping ,, , , , .
In the hermitean case, one can turn the eigenvalue problem into a Langevin equation, and determine the spectral properties from the steady state distribution of the Langevin problem.
Here we generalize this approach to complex-valued stochastic equations, as needed when dealing with non-hermitean hamiltonians. Rather than starting with a gaussian $`\delta `$-correlated potential, which would lead to a Langevin equation, we consider a piecewise constant potential $`V(x)`$, a model originally studied by Benderskii and Pastur in the hermitean case. The reasons for our choice will become clear in the sequel. If, e.g., $`V(x)=V_0,V_1`$ with $`V_0=0`$ and $`V_1<0`$, $`V(x)`$ describes equally engineered trapping defects in an homogeneous medium.
We assume that free segments and trapping segments are independent random variables, with fixed average length $`l_0,l_1`$ respectively. Although the stochastic equation is no longer of Langevin type, the probability distribution still satisfies a differential equation. This equation allows for an adiabatic approach, which would be impossible with white noise. We can thus reduce the phase space to a one-dimensional attractor $``$, strongly simplifying the search for steady state.
The โdynamic variableโ of the stochastic equation is the logarithmic derivative $`z(x)`$ of the wave function. From the mean value $`<z(E)>,(E=E_r+iE_i)`$ one extracts the inverse of the localization length, as well as a wavenumber. Generically we find that the localization length decreases when $`E`$ departs from the real axis, and increases with $`E_r`$.
This behavior implies that, in the presence of an IMF, at a critical value of $`E_r`$ the system delocalizes; the contour lines of $`<z_r(E)>`$ determine then the mobility edge in the complex energy plane. Three different regimes (low, high and intermediate $`E_r`$) will be analyzed in the next three sections.
## 2 Langevin formulation of the quantum eigenvalue problem
The eigenvalue problem $`\widehat{H}\psi =E\psi `$ for a d=1 Hamiltonian $`\widehat{H}_0=\frac{d^2}{dx^2}+V(x)`$ with disordered potential $`V(x)`$ translates into a Langevin equation for the logarithmic derivative $`z`$ of the wave function $`\psi `$:
$$\frac{dz}{dx}=(z^2+E)+V(x);z=\frac{\psi ^{^{}}}{\psi }.$$
(1)
As is well known, one can limit the analysis to real-valued wave functions. The deterministic part of the equation is invariant under space inversion $`(z(x)=z(x))`$ ; hence, if the statistical properties of $`V(x)`$ are also invariant, the backward and forward $`x`$-evolution of $`z`$ are equivalent, i.e. they approach the same steady state. One defines the Lyapunov exponent $`\gamma (E)`$:
$`\gamma (E)`$ $`=`$ $`lim_x\mathrm{}{\displaystyle \frac{<lnr(x)>}{x}}`$
$`r^2(x)`$ $`=`$ $`\psi ^2(x)+\psi ^2(x)`$
where the average is over $`V(x)`$; $`\gamma (E)`$ is always positive for disordered potentials with rapidly decaying correlations . The following identity is shown to hold:
$$\gamma (E)=<z>$$
The Lyapunov exponent is an index for the exponential growth rate of the wave function $`(\psi (x)exp[\pm \gamma x]x+\mathrm{})`$: here, by Oseledecโs theorem, the plus sign always occurs, but for a single case, corresponding to the physical (square-summable) solution . Consistently, one has indeed $`<z>>0`$ and a non-even steady state distribution $`P(z)`$.
Let us now examine how this picture is changed upon adding an external (constant) imaginary magnetic field (IMF). In the hamiltonian, this is mimicked by: $`\widehat{H}=(\frac{d}{dx}a)^2+V(x)`$, implying $`zza`$ in Eq. 1, which now is to be studied for complex $`z`$ and $`E`$ ( $`z=z_r+iz_i`$, $`E=E_r+iE_i`$). The space-inversion invariance is broken by the convection term $`a\frac{d}{dx}`$ and different exponential growth rates are found at $`x+\mathrm{}`$ and $`x\mathrm{}`$. On qualitative grounds, the asymptotic behavior is $`\psi (\pm L)exp[(\pm a<z_r(E)>)L](L>>1)`$ and delocalization occurs when $`<z_r(E)>a=0`$.
If one gauges away the IMF from the Schrodinger equation, Eq. 1 is restored, but the boundary conditions are changed: e.g., in the case of a double-sided problem, from $`\psi (L)=\alpha _{},\psi (L)=\alpha _+`$, one has $`\psi (L)=exp(aL)\alpha _{},\psi (L)=exp(aL)\alpha _+`$.
We are not going to study the spectrum, but rather the vanishing of the โeffectiveโ Lyapunov exponent $`<z_r(E)>a`$. In order to do that it is sufficient to study the steady state distribution $`P(z)=P(z_r,z_i)`$ of Eq. 1 with $`a=0`$, obtain $`<z(E)>`$ and from it the contour lines of $`<z_r(E)>`$. Notice that from the analysis a new object emerges, $`<z_i(E)>`$, a sort of wavenumber of delocalized solutions.
In the search for steady state, we adopt an adiabatic approach. This is possible with our model potential, due to a property of Eq. 1 with $`V(x)=0`$. Let us discuss this property first.
Equation 1 has two time-independent solutions (respectively stable and unstable critical point). If we denote with $`ฯต=ฯต_r+iฯต_i`$ one of the square roots of $`E`$, the critical points are $`z_s=ฯต_iiฯต_r`$ and $`z_u=ฯต_i+iฯต_r`$,( the suffixes $`s,u`$ meaning stable and unstable respectively, with $`ฯต_i>0`$). It is easily verified that the Equation can be explicitly solved, for arbitrary initial conditions. After some algebra one obtains the announced property: the solutions satisfy an exact relation of the form:
$`{\displaystyle \frac{|z(x)|^2}{|ฯต|^2}}`$ $`=`$ $`{\displaystyle \frac{cosh(2B)cos(2A)}{cosh(2B)+cos(2A)}}`$ (2)
$`A`$ $`=`$ $`ฯต_r(xx_0)+\gamma _r`$
$`B`$ $`=`$ $`ฯต_i(xx_0)+\gamma _i`$
where $`\gamma _r`$ and $`\gamma _i`$ and $`x_0`$ are constants.
As a model potential, we take $`V(x)`$ two-valued, piecewise constant, $`V(x)=(V_0,V_1)`$. The lengths of the $`V_l`$ intervals are two independent random variables with distributions $`Q_l(x)=\frac{1}{c_l}exp(c_lx),(l_l=\frac{1}{c_l})`$.
In order to write the analog of Equation 1, we first introduce an independent stochastic variable $`s(x)`$, which assumes the values $`0,\mathrm{\hspace{0.17em}1}`$ with distributions $`Q_0(x),Q_1(x)`$. The probability $`P_0(x),P_1(x)`$ of $`s(x)`$ satisfies the rate equation:
$`{\displaystyle \frac{dP_0}{dx}}`$ $`=`$ $`c_1P_1c_0P_0`$ (3)
$`{\displaystyle \frac{dP_1}{dx}}`$ $`=`$ $`c_0P_0c_1P_1,`$
since $`s(x)`$ stays on the l-th channel an average โtimeโ$`\frac{1}{c_l}`$.
The equation we looked for is then:
$$\frac{dz}{dx}=(z^2+E)+V_0+s(x)(V_1V_0),$$
(4)
and, in components:
$`{\displaystyle \frac{dz_r}{dx}}`$ $`=`$ $`z_r^2+z_i^2E_r+V_0+s(x)(V_1V_0)`$ (5)
$`{\displaystyle \frac{dz_i}{dx}}`$ $`=`$ $`2z_rz_iE_i`$
As is well known, from Eq.1, if $`V(x)`$ is gaussian, one gets a Fokker-Plank equation for the probability. Equation 4 is no longer of Langevin type, but one can show that the probability distribution still satisfies a differential equation. The details of the derivation can be found in Ref. and in the original paper . In terms of the probability $`P(s,z;x)=P_0(z,x),P_1(z,x);(P_0(z;x)=P(s=0,z;x),P_1(z;x)=P(s=1,z;x)`$ one has:
$`{\displaystyle \frac{dP_0}{dx}}`$ $`=`$ $`({\displaystyle \frac{d}{dz_r}}F_r^{(0)}{\displaystyle \frac{d}{dz_i}}F_i^{(0)})P_0+c_1P_1c_0P_0`$
$`{\displaystyle \frac{dP_1}{dx}}`$ $`=`$ $`({\displaystyle \frac{d}{dz_r}}F_r^{(1)}{\displaystyle \frac{d}{dz_i}}F_i^{(1)})P_1c_1P_1+c_0P_0`$
$`F_r^{(0)}`$ $`=`$ $`z_r^2+z_i^2E_r+V_0`$ (6)
$`F_r^{(1)}`$ $`=`$ $`z_r^2+z_i^2E_r+V_1`$
$`F_i^{(0)}`$ $`=`$ $`F_i^{(1)}=2z_rz_iE_i`$
We finally state our adiabatic approximation. We assume that the coefficients $`c_0`$ and $`c_1`$ are very small with respect to the characteristic โfrequenciesโ of the two deterministic evolutions $`z^{(0)}(x)`$ and $`z^{(1)}(x)`$, respectively associated with $`E^{(0)}=E_rV_0+iE_i`$ and $`E^{(1)}=E_rV_1+iE_i`$. Such frequencies, as one easily realizes, are the square roots $`ฯต^{(0)},ฯต^{(1)}`$ of $`E^{(0)}`$ and $`E^{(1)}`$.
## 3 Low energy case
Let us examine the low $`E_r`$ case. In both deterministic systems we assume $`|ฯต_r|<|ฯต_i|`$. This regime is out of the physical region since it implies $`E_r<V_l,(l=0,1)`$; in spite of that, its analysis will be found to be useful in the sequel.
Upon averaging Eq. 2 over the variable B, which is fast varying with respect to A when $`|ฯต_r|<|ฯต_i|`$ , the factor $`\frac{cosh(2B)cos(2A)}{cosh(2B)+cos(2A)}`$ reduces to unity, and we obtain:
$$|z^{(l)}|^2=|ฯต^{(l)}|^2,(l=0,1)$$
(7)
Each channel has a (metastable) attractor of circular shape, and the stochastic motion reduces to hops between such concentric orbits. The single channel deterministic dynamics is illustrated in Figs.1 and 2, where we show the vector field and the probability distribution for Eq. 4 when $`s(x)`$ is kept constant.
We now proceed to determine the steady state of Eq. 2. We first eliminate the $`z_i`$-dependence from $`F_r^{(0)}`$ and $`F_r^{(1)}`$ by means of Eq. 7, then average over $`z_i`$, and obtain:
$`{\displaystyle \frac{d}{dz_r}}(2z_r^2+2(ฯต_i^{(0)})^2)P_0`$ $`=`$ $`c_1P_1c_0P_0`$ (8)
$`{\displaystyle \frac{d}{dz_r}}(2z_r^2+2(ฯต_i^{(1)})^2)P_1`$ $`=`$ $`c_1P_1+c_0P_0.`$
Here $`P_0=P_0(z_r)`$ and $`P_1=P_1(z_r)`$, are averaged over $`z_i`$. The sum of the two equations gives:
$$(2z_r^22(ฯต_i^{(0)})^2)P_0+(2z_r^22(ฯต_i^{(1)})^2)P_1=K,$$
(9)
where $`K`$ is a constant.
It is readily verified that only with $`K=0`$ the positivity of the $`P`$โs is preserved. When $`|z_r|`$ is large enough the flow is in the negative $`z_r`$ direction on both channels; it turns positive for $`|z_r|<|ฯต_i^{(l)}|(l=0,1)`$ respectively.
Let us assume, without loss of generality, $`0<ฯต_i^{(1)}<ฯต_i^{(0)}`$. A simple inspection of the hopping between channels shows that the particle gets trapped in the interval $`ฯต_i^{(1)}<z_r<ฯต_i^{(0)}`$; the probability is zero outside. Notice that upon including an indeterminacy in the radii of the two circular attractors we would get a non zero probability flow.
Apart from the normalization factor $`H`$, the solutions have the form:
$`P_0(z_r)`$ $`=`$ $`H^1{\displaystyle \frac{1}{|z_r^2(ฯต_i^{(0)})^2)|}}\psi (z_r)`$
$`P_1(z_r)`$ $`=`$ $`H^1{\displaystyle \frac{1}{|z_r^2(ฯต_i^{(1)})^2)|}}\psi (z_r)`$
$`\psi (z_r)`$ $`=`$ $`\left[|{\displaystyle \frac{z_rฯต_i^{(0)}}{z_rฯต_i^{(0)}}}|\right]^{\mu _0}\left[|{\displaystyle \frac{z_rฯต_i^{(1)}}{z_rฯต_i^{(1)}}}|\right]^{\mu _1}`$ (10)
$`\mu _l`$ $`=`$ $`{\displaystyle \frac{c_l}{4ฯต_i^{(l)}}}`$
The function $`P_l`$ has an integrable power law singularity at the $`l`$-th channelโs stable point, and a zero at the opposite channelโs stable point. If we denote with $`p_0`$ and $`p_1`$ the integrals of $`P_0(z_r)`$ and $`P_1(z_r)`$, they must satisfy the global equilibrium condition:
$$c_0p_0=c_1p_1.$$
(11)
We determined the solution in the region $`c_0+c_1=1`$ under this condition. The power exponent of the distribution is a function of the ratio $`\frac{c_0}{c_1}`$, i.e. it is shaped by the average โresidence timesโ over the two channels. The mean value $`<z_r>`$ is increasing with the ratio $`\rho =\frac{ฯต_i^{(0)}}{ฯต_i^{(1)}}`$, as shown in Fig.5. Since larger ratios imply larger values of $`|V_0V_1|`$, this simply means that the Lyapunov exponent increases with disorder, as it should be.
Any boundary condition $`z_r(L)=\overline{z_L}`$ with $`\overline{z_L}`$ lying outside the interval $`ฯต_i^{(1)}<z_r<ฯต_i^{(0)}`$ cannot be fulfilled: the density of states must then be zero in this regime, as anticipated.
## 4 High energy case
We analyze now the regime $`E_r>>0`$, which corresponds to the condition $`|ฯต_i|<|ฯต_r|`$ for both channels. To simplify the notation, unless when strictly necessary, in the next formulas we drop the channel index $`(l)`$. Contrary to the former case, in Eq. 2 the variable A is now fast varying with respect to B. The average over A gives:
$$\frac{|z|^2}{|ฯต|^2}=1+\frac{|z|^2+|ฯต|^2}{|ฯต_rz_iฯต_iz_r|},$$
(12)
from which:
$$|ฯต|^2=|ฯต_rz_iฯต_iz_r|.$$
In a single channel, the metastable attractor is a couple of parallel lines: one through the stable, the other through the unstable critical point. Furthermore, the lines are orthogonal to the segment connecting such points. It appears that, in going from the low to the high energy limit, the attractor undergoes dilatation in the direction of such lines. This effect can already be seen in Fig.2, referring to the low energy regime.
An indeterminacy arises, about the line currently occupied by the โparticleโ:
$$z_i=\frac{ฯต_i}{ฯต_r}z_r\pm \frac{|ฯต|^2}{ฯต_r}$$
(13)
The single channel situation is illustrated in Figs.3 and 4, where we display the vector field and the probability distribution for Eq. 4 in the deterministic case.
The stochastic motion involves the union of two couples of parallel lines, with distinct slopes. We proceed with our strategy, based on averaging Eq. 2 over $`z_i`$. Upon writing $`F_r^{(l)}(l=0,\mathrm{\hspace{0.17em}1})`$ by means of Eq. 13 we have:
$$F_r=z_r^2+(\frac{ฯต_i}{ฯต_r}z_r)^2\pm 2ฯต_iz_r+(ฯต_i)^2,$$
(14)
where the dependence on $`E`$ and $`V_l`$ is written in terms of $`ฯต`$ and the following approximation is made:
$$z_i=\frac{ฯต_i}{ฯต_r}z_r\pm (ฯต_r+\frac{(ฯต_i)^2}{ฯต_r})\frac{ฯต_i}{ฯต_r}z_r\pm ฯต_r.$$
(15)
The force $`F^{(l)}(z_r)(l=0,1)`$ acquires a fluctuating term, originated in the indeterminacy of Eq. 13; the term is of the order $`2ฯต_i^{(l)}z_r`$. The dynamics associated with this force has the form:
$$\frac{dz_r}{dx}=z_r^2+(\frac{ฯต_i}{ฯต_r}z_r)^2+(ฯต_i)^2+2ฯต_iz_r\eta (x),$$
(16)
where $`\eta (x)`$ is a white noise.
In summary, the mentioned indeterminacy adds to the stochasticity of the hopping between channels $`l=0,1`$; the process is then described by the Fokker-Plank equation:
$`{\displaystyle \frac{dP_0}{dx}}`$ $`=`$ $`{\displaystyle \frac{d}{dz_r}}(A^{(0)}+{\displaystyle \frac{d}{dz_r}}B^{(0)})P_0+c_1P_1c_0P_0`$
$`{\displaystyle \frac{dP_1}{dx}}`$ $`=`$ $`{\displaystyle \frac{d}{dz_r}}(A^{(1)}+{\displaystyle \frac{d}{dz_r}}B^{(1)})P_1c_1P_1+c_0P_0`$
$`A^{(l)}`$ $`=`$ $`(\alpha _lz_r)^2+(ฯต_i^{(l)})^2`$ (17)
$`B^{(l)}`$ $`=`$ $`D(ฯต_i^{(l)})^2[(z_r)^2+(\xi ^{(l)})^2]`$
$`\alpha _l^2`$ $`=`$ $`1({\displaystyle \frac{ฯต_i}{ฯต_r}})^2`$
where $`D`$ is the white noise coefficient and $`\xi ^{(l)}`$ is a regularizing parameter (the criteria used in fixing this parameter are illustrated in the caption of Fig.6).
We evaluated numerically, by a perturbative procedure, the steady state solution of Eq. 4. To simplify things, we assumed $`c_0=c_1=c<1`$. When the channels are uncoupled $`(c=0)`$, the problem can be explicitly solved along the lines of the hermitean case (see, e.g., Ref. ). The two equations reduce to the form: $`^{(l)}P_l=\frac{d}{dz_r}J_l(z_r)=0`$, where, with obvious notation, $`^{(l)}`$ is the second order operator acting on $`P_l`$.
The solutions correspond to a constant probability current $`J_l`$ and here look like:
$`P_l(z_r)`$ $`=`$ $`{\displaystyle \frac{J_l}{B_l(z_r)}}{\displaystyle _{\mathrm{}}^{z_r}}๐z^{}exp[U_l(z_r)U_l(z^{})]`$ (18)
$`U_l(z)`$ $`=`$ $`(1/D)\left[{\displaystyle \frac{(1+\alpha _l^2)}{ฯต_i^l}}artg({\displaystyle \frac{z}{\alpha _l}}){\displaystyle \frac{\alpha _l^2}{(ฯต_i^{(l)})^2}}z\right].`$
Upon substituting the series expansion $`P_l=_kc^kP_l^{(k)},(l=0,1)`$ in Eq. 4, one obtains an inhomogeneous equation for $`P_l^{(k+1)}`$, where $`P_l^{(k)}`$ is the source term. The operator $`^{(l)}`$ is easily inverted, with two integrals over $`z_r`$. The integrals are performed numerically. In order to check for convergence, the area difference between successive approximants $`P_l^n=_k^nc^kP_l^{(k)}`$ is computed. In the cases exibited here, we put $`c=0.1`$, and find good convergence for $`n>20`$.
From the probability distribution $`P_l(z)`$ we then get $`<z_r>=<z_r>_0+<z_r>_1`$, with obvious notation.
In Fig.6 we plot the result $`<z_r>`$ as a function of $`E_r`$. The asymptotic behavior in the hermitean case is known: $`<z_r>(E_r)^2,(E_i=0)E_r>>1`$. Our estimate, with $`E_i=10.`$ and $`E_r`$ in the range: $`50.<E_r<120.,`$ is of a much slower decay; further work is needed to clarify this point.
When $`E_r`$ is fixed, $`<z_r>`$ increases with $`|E_i|`$, as shown in Fig.7; we get $`<z_r>|E_i|^\beta `$, $`\beta 2`$ for large enough $`|E_i|`$.
The value of the wavenumber $`<z_i(E)>`$, emerging in the delocalized regime, can be roughly estimated from $`<z_r>`$ and by choosing, in Eq. 13, the line through the stable point.
It is easily verified that $`<z_i(E)>`$ is an odd function of $`E_i`$ while $`<z_r(E)>`$ is even; complex conjugate eigenvalues carry opposite wavenumbers. In the hermitean case the two eigenvalues merge , and the wavenumber, being a byproduct of broken parity, is zero for standing waves.
## 5 Intermediate energies
So far we studied two extreme cases, but intermediate energies in strong disorder can as well be treated; let us consider the following regime: $`V_1<<E_r<<V_0`$.
The deterministic solutions satisfy Eqs. 7 and 4 respectively, i.e. channel (0) is in a โlow energyโ regime, and channel (1) in a โhigh energyโ one. The metastable attractor $``$ is the union of a circle and of a couple of parallel lines. The system for $`P_0`$ and $`P_1`$ is an hybrid between Eqs. 8 and 4.
The first order operator of Eq. 8 is coupled with the second order one of Eq. 4: this makes an iterative procedure hardly convergent. Based on results from direct numerical integration of Eq. 4, we assign an indeterminacy $`\delta `$ to the circular orbit:
$$\frac{|z|^2}{|ฯต|^2}=1+\delta .$$
An estimate for $`\delta `$ can be extracted from the deterministic flow (see the thickness of the ring in Fig.2). The steady state equation then involves two second order operators:
$`{\displaystyle \frac{d}{dz_r}}[F_r^{(0)}{\displaystyle \frac{d}{dz_r}}๐^0]P_0`$ $`=`$ $`c_1P_1c_0P_0`$
$`{\displaystyle \frac{d}{dz_r}}[A^{(1)}{\displaystyle \frac{d}{dz_r}}B^{(1)}]P_1`$ $`=`$ $`c_1P_1+c_0P_0`$ (19)
$`๐^0=(\delta |ฯต^0|^2)^2`$
We proceed again by an iterative perturbation scheme. At uncoupled channels $`(c=0)`$ the โlow energyโ equation coincides now with the well-known one (), holding in the hermitean case. Its solution carries a non zero probability current: in the present context, it comes from the spread of the circular attractor. The โhigh energyโ integral was already exhibited in the previous section.
In Fig.9 we show the result, the surface $`<z_r(E)>`$. The high energy regime surface is reported for comparison in Fig.8; its contour lines in the $`E`$ plane are also shown in Fig.10. Qualitative agreement is found with previous numerical and analytical results. An estimate of $`<z_i(E)>`$ can be derived from the adiabatic equations 13 and 7.
## 6 Conclusions
We studied nonhermitean delocalization in the presence of disordered potentials of Kronig-Penney type, where the barriers have random length. We translated the hamiltonian eigenvalue problem into a stochastic equation for the logarithmic derivative of the wave function ($`z=\frac{\psi ^{}}{\psi }`$). From the steady state distribution of $`z`$ we determined the Lyapunov exponent.
Our approach, valid under suitable adiabatic conditions, describes the steady state in terms of the real part of $`z`$. The imaginary part of $`<z>`$, an effective wavenumber, can be recovered by means of the adiabatic formulae 7,13.
We analyzed two regimes: a)intermediate energies ($`V_1<<E_r<<V_0`$); b) high energies($`V_1,V_0<<E_r`$). The behavior of the system in other regimes is currently under investigation .
In case (a), the particle hops in the $`z`$ plane between a strip and a circle, the strip carrying a probability current. The circle, which acts as a trap for the particle, is absent in case (b), where the โparticleโ hops between two strips, with different slopes. Two currents coalesce in this case.
We obtained that $`<z_r>`$ is always decreasing with $`E_r`$: at higher energies the wave functions have larger localization length.
At fixed $`<E_r>`$, $`<z_r>`$ increases with $`|E_i|`$: this means that dissipation (associated with $`E_i`$) enhances the localization. The effective wavenumber $`<z_i>`$ increases with $`E_r`$, as one would expect with normal dispersion.
The curve $`<z_r(E)>a=0`$, $`a`$ being the convection coefficient, determines the mobility edge in the complex energy plane.
We finally add some comments on the density of states (DOS). Most analytical results on the DOS in the presence of an IMF, possibly with the single exception of the semiclassical analysis by Silvestrov , are concerned with the discrete case. Disorder averaging of the resolvent operator can indeed be performed in various discrete models, thus obtaining the DOS in explicit form ,,,.
The Langevin approach gives the DOS for the hermitean hamiltonian in the continuum. As a preliminary step in that procedure, one writes the definition of the DOS in terms of the $`z`$ variable: this simply amounts to requiring that $`z(x,E)`$ must fulfill the boundary condition: $`z(L,E)=\overline{z_L}`$. This condition is all is needed to determine the DOS, as long as the mapping from $`E`$ to $`z(L,E)`$ is invertible, which is precisely the case in the hermitean problem.
Whether anything similar holds in the complex case is, as far as we know, an open question.
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# Solution of the Scalar Coulomb Bethe-Salpeter Equation
## I Introduction
For two-body atomic systems such as the hydrogen atom and positronium, it would be a great advantage to have the energy levels to order $`\alpha ^4`$ given by a relativistic two-body wave equation local in configuration space and soluble analytically. We would like to have a two-body counterpart to the one-body Coulomb Dirac equation with its exact solution as found by Gordon and by Darwin in 1928.
This is a very old problem. In this paper we solve it for a system that is analogous to real atoms but simpler: two scalar particles of masses $`m`$ and $`M`$, bound by a scalar Coulomb potential $`\alpha /r`$.
The approach is to start from the Bethe-Salpeter equation for the system. A Bethe-Salpeter equation is used because in QED it is the standard two-body bound-state equation, known to be true, and in which higher-order corrections are well understood. In QED the binding interaction in the Coulomb gauge kernel is $`\alpha /r`$.
In the present paper we will treat the scalar Coulomb systemโs Bethe-Salpeter equation as the true equation. We will require that the energy levels of any reduction of the Bethe-Salpeter equation agree with the levels of the original Bethe-Salpeter equation.
We reduce the Bethe-Salpeter equation to a two-body relativistic bound-state wave equation which is local in configuration space. The locality of this reduction is in contrast to the Salpeter reduction which has been the standard for the last half century. The Salpeter reduction contains operators such as $`\sqrt{^2+m^2}`$ which are non-local in configuration space and difficult to calculate with.
The relativistic two-body Coulomb wave equation has an analytic solution. The energy levels are expressed by a two-body Bohr-Sommerfeld formula.
The Bohr-Sommerfeld formula predicts the correct energy levels to order $`\alpha ^4`$. They agree to order $`\alpha ^4`$ with the Bethe-Salpeter energy levels.
The formalism also allows calculation of the Bethe-Salpeter energy levels to order $`\alpha ^5`$ and $`\alpha ^6`$ . Because the levels up to first relativistic order, $`\alpha ^4`$, are given by an exact solution, only first-order perturbation theory is needed for the level calculations up to order $`\alpha ^6`$. This is in contrast to the standard Salpeter reduction, in which the first relativistic order ($`\alpha ^4`$) already needs first-order perturbation theory, while higher orders would need second-order perturbation theory. In the present paper, explicit expressions for the Bethe-Salpeter equationโs energy levels up to order $`\alpha ^6`$ are given for every quantum state.
In Section II of this paper the Bethe-Salpeter equation for the scalar system is written down, its Salpeter reduction is reviewed, and its energy levels to first relativistic order ($`\alpha ^4`$) are calculated from standard perturbation theory for later comparison.
In Section III the local relativistic two-body wave equation is derived from the Bethe-Salpeter equation. It is proven that the wave equationโs first-order relativistic corrections are exactly the same as those of the originating Bethe-Salpeter equation for any static scalar interaction, so that to calculate relativistic corrections in first-order perturbation theory it is just as accurate to use the relativistic two-body wave equation as the Salpeter reduction.
In Section IV, the relativistic two-body Coulomb wave equation is solved analytically and a two-body Bohr-Sommerfeld formula for the energy levels is derived which does predict the energy levels of the Bethe-Salpeter equation correctly to order $`\alpha ^4`$.
In Section V the formalism is used to calculate the Bethe-Salpeter energy levels up to order $`\alpha ^6`$. One set of corrections is given by a simple expansion of the Bohr-Sommerfeld formula to order $`\alpha ^6`$. The other two correction terms are calculated in first-order perturbation theory.
To our knowledge the work here is the first analytic solution of a relativistic reduction of a Coulomb Bethe-Salpeter equation accurate to order $`\alpha ^4`$. It may also contain the first accurate two-body Bohr-Sommerfeld formula. We have also demonstrated that corrections to the energy levels of a Coulomb Bethe-Salpeter equation up to order $`\alpha ^6`$ can be calculated in first-order perturbation theory, once the solution is found analytically to order $`\alpha ^4`$.
It is hoped that techniques like these may one day lead to similar results for real atomic systems such as positronium and the hydrogen atom.
## II Scalar Bethe-Salpeter equation and Salpeter reduction
### A Bethe-Salpeter Equation
The notation will be the following. Let the masses of the bound particles be $`m`$,$`M`$. Let the mass of the bound state be denoted by $`E`$, while defining the bound-state wave number below threshold as $`\beta `$, as well as the particlesโ individual CM bound-state energies as $`t`$ and $`T`$, in the following way:
$$E=\sqrt{m^2\beta ^2}+\sqrt{M^2\beta ^2}$$
(1)
$$t\sqrt{m^2\beta ^2}=\frac{E^2+(m^2M^2)}{2E},$$
(2)
$$T\sqrt{M^2\beta ^2}=\frac{E^2+(M^2m^2)}{2E}$$
(3)
The CM energy-momenta of the particles are written $`(๐ฉ,t+p^0)`$, $`(๐ฉ,Tp^0)`$.
The Bethe-Salpeter equation for the bound-state vertex function $`\mathrm{\Gamma }`$ will be
$$\mathrm{\Gamma }=IS\mathrm{\Gamma }$$
(4)
with
$$S(๐ฉ,p^0)\frac{2m}{๐ฉ^2+m^2iฯต(t+p^0)^2}\frac{2M}{๐ฉ^2+M^2iฯต(Tp^0)^2}$$
(5)
The scalar interaction kernel is written $`4mMI(๐ค^2)`$, or $`4mMI(r)`$ in configuration space. The star denotes an integration over 4-momentum with a factor $`1/i`$ present. The factors $`2m`$,$`2M`$ have been moved into the numerators of the propagators of the scalar constituent particles in order to make the dimensions of the scalar functions the same as in spin-$`\frac{1}{2}`$ systems.
### B Salpeter Reduction
Defining $`\varphi (๐ฉ)=๐p^0S(๐ฉ,p^0)\mathrm{\Gamma }(๐ฉ,p^0)/2\pi i`$, equation (4) when multiplied by $`S`$ and integrated over $`p^0`$ gives the non-local Salpeter equation equivalent to (4):
$$\left[\sqrt{๐ฉ^2+m^2}+\sqrt{๐ฉ^2+M^2}+Z(๐ฉ)I(r)\right]\varphi (๐ซ)=E\varphi (๐ซ)$$
(6)
in which $`Z(๐ฉ)`$ is a correction operator on the interaction $`I(r)`$:
$$Z(๐ฉ)=\frac{2mM\left[\sqrt{๐ฉ^2+m^2}+\sqrt{๐ฉ^2+M^2}\right]}{\sqrt{๐ฉ^2+m^2}\sqrt{๐ฉ^2+M^2}\left[\sqrt{๐ฉ^2+m^2}+\sqrt{๐ฉ^2+M^2}+E\right]}$$
(7)
### C First-order Relativistic Correction to Energy Levels
To calculate the first-order relativistic corrections to the Schrรถdinger energy levels predicted by equation (6) the non-relativistic Schrรถdinger equation is as usual defined to be
$$\left[m+M+\frac{๐ฉ^2}{2\mu }+I(r)\right]\varphi _0(๐ซ)=E_0\varphi _0(๐ซ)$$
(8)
in which $`\mu `$ is the reduced mass. The non-relativistic bound-state wave number $`\beta _0`$ will be defined by
$`E_0=m+M\beta _0^2/2\mu `$ (9)
Then the Salpeter reduction (6) is expanded in powers of $`๐ฉ^2`$ and $`\beta _0^2`$ in the standard way, giving the correction $`\mathrm{\Delta }E=EE_0`$:
$$\mathrm{\Delta }E=\frac{\beta _0^4}{8}\left(\frac{1}{m^3}+\frac{1}{M^3}\right)+\frac{\beta _0^2}{2mM}\varphi _0\left|I\right|\varphi _0+\frac{1}{2\mu }\left(\frac{\mu ^2}{m^2}+\frac{\mu ^2}{M^2}\right)\varphi _0\left|I^2\right|\varphi _0$$
(10)
This constitutes the first-order relativistic correction for the energy level of the original Bethe-Salpeter equation (4).
In the scalar Coulomb case
$$I(r)=\frac{\alpha }{r}$$
(11)
equation (10) shows that the energy levels of the scalar Coulomb Bethe-Salpeter equation have this correction to order $`\alpha ^4`$:
$$\mathrm{\Delta }E_{\text{Coul}}^{(4)}=\frac{\alpha ^4\mu }{N^3(2L+1)}\left(\frac{\mu ^2}{m^2}+\frac{\mu ^2}{M^2}\right)\frac{\alpha ^4\mu }{8N^4}\left(1+\frac{\mu ^2}{mM}\right)$$
(12)
where $`L`$ is the angular momentum and $`N`$ is the Bohr quantum number.
## III Relativistic Wave Equation
### A Derivation
We return to the original Bethe-Salpeter equation (4) and reduce it to a three-dimensional form in a manner different from that of Salpeter.
Because $`S`$ peaks sharply at $`p^0=0`$ when $`๐ฉ^2`$ is not too large, it can be approximated by
$$S_0(๐ฉ,p^0)\frac{4mM}{2E}\frac{2\pi i\delta (p^0)}{(๐ฉ^2+\beta ^2)}$$
(13)
The error of the approximation is defined by
$$RSS_0$$
(14)
The Blankenbecler-Sugar correction interaction $`U`$ is defined by the equation
$$U=I+IRU$$
(15)
Then from the Bethe-Salpeter equation (4) it is easy to deduce the equation $`\mathrm{\Gamma }=US_0\mathrm{\Gamma }`$. Next, defining $`\varphi (๐ฉ)`$ by $`S_0\mathrm{\Gamma }=2\pi i\delta (p^0)\varphi (๐ฉ)`$, it follows that, with the notation $`U=U(p;q)`$,
$$(๐ฉ^2+\beta ^2)\varphi (๐ฉ)=\frac{4mM}{2E}\frac{d๐ช}{(2\pi )^3}U(๐ฉ,0;๐ช,0)\varphi (๐ช)$$
(16)
Equation (16) is exact, in terms of the original Bethe-Salpeter equation (4).
For a static kernel $`I(๐ค^2)`$, equation (15) for $`U`$ simplifies, because in its solution by iteration the integration over the relative-energy variable only acts on $`R`$. After that integration, equation (15) becomes
$$U(๐ฉ,0;๐ช,0)=I[(๐ฉ๐ช)^2]+\frac{d๐ฅ}{(2\pi )^3}I[(๐ฉ๐ฅ)^2]R(๐ฅ^2)U(๐ฅ,0;๐ช,0)$$
(17)
in which
$$R(๐ฅ^2)=\frac{mM}{E}\left\{\frac{1}{\sqrt{๐ฅ^2+m^2}\left(\sqrt{๐ฅ^2+m^2}+t\right)}+\frac{1}{\sqrt{๐ฅ^2+M^2}(\sqrt{๐ฅ^2+M^2}+T))}\right\}$$
(18)
where the energy-dependent constants $`t`$ and $`T`$ were defined in (2) and (3).
### B Local Equation
Equation (17) for $`U`$ leads immediately to a local wave equation accurate to first relativistic order.
Because in many systems the momentum is small compared to the constituent masses, it is a reasonable starting point to approximate (18) by its value at $`๐ฅ^2=0`$:
$$R_ER(0)=\frac{mM}{E}\left[\frac{1}{m(m+t)}+\frac{1}{M(M+T)}\right]$$
(19)
Then in configuration space equation (17) can be iterated once to give a local approximation to $`U`$:
$$U_E(r)=I(r)+R_EI^2(r)$$
(20)
Defining in addition the quantity
$$Z_E\frac{m+M}{E}$$
(21)
equation (16) gives
$$\left\{๐ฉ^2+2\mu Z_E\left[I(r)+R_EI^2(r)\right]\right\}\varphi (๐ซ)=\beta ^2\varphi (๐ซ)$$
(22)
which is a two-body wave equation local in configuration space. Equation (22) contains energy-dependent constants, instead of the non-local operators of the Salpeter reduction (6). The eigenvalue $`\beta ^2`$ determines the energy $`E`$ through equation (1).
### C Equivalence Proof
Equation (22) can be expanded around the Schrรถdinger equation (8) to calculate the energy corrections given by (22) to the first relativistic order.
Expression (1) for the energy must be expanded to fourth order in $`\beta _0`$, so that
$$\mathrm{\Delta }E=\frac{\beta _0^4}{8}\left(\frac{1}{m^3}+\frac{1}{M^3}\right)\frac{1}{2\mu }\mathrm{\Delta }\beta ^2$$
(23)
In evaluating $`\mathrm{\Delta }\beta ^2\beta ^2\beta _0^2`$ from (22), it is only necessary to express $`R_E`$ to zero order in $`\beta _0`$, as $`(\mu ^2/m^2+\mu ^2/M^2)/2\mu `$. In addition $`Z_E`$ need only be expanded to second order in $`\beta _0`$, as $`1+\beta _0^2/2mM`$; in the $`I^2`$ term $`Z_E`$ can be taken to be $`1`$.
From these values (22) immediately gives the first-order correction
$$\mathrm{\Delta }\beta ^2=\frac{\beta _0^2}{m+M}I\left(\frac{\mu ^2}{m^2}+\frac{\mu ^2}{M^2}\right)I^2$$
(24)
Substitution of (24) into (23) shows that the expression for $`\mathrm{\Delta }E`$ is the same as the expression (10) derived by means of the Salpeter reduction.
This constitutes a proof that the local relativistic two-body wave equation (22) correctly gives the first-order relativistic energy corrections to the Bethe-Salpeter equation (4). A similar proof for spin-$`\frac{1}{2}`$ particles was derived some time ago .
### D Infinite-Mass Limit
In the limit $`M\mathrm{}`$, equation (22) becomes
$$\left\{๐ฉ^2+2mI(r)+\frac{2m}{m+t}I^2(r)\right\}\varphi (๐ซ)=\left(m^2t^2\right)\varphi (๐ซ)$$
(25)
where $`t`$, defined in (2), is the bound-state energy of the lighter particle.
To first relativistic order the term $`2mI^2/(m+t)`$ can be replaced by $`I^2`$. Then (25) becomes
$$\left\{๐ฉ^2+\left[m+I(r)\right]^2\right\}\varphi (๐ซ)=t^2\varphi (๐ซ)$$
(26)
which is the customary Klein-Gordon equation for a scalar particle in a fixed field.
## IV Scalar Coulomb Solution
Specialising to the scalar Coulomb interaction (11), the Blankenbecler-Sugar correction potential given by (17) becomes to second order
$$U_{\text{Coul}}(r)=\frac{\alpha }{r}+R_E\frac{\alpha ^2}{r^2}$$
(27)
and the relativistic two-body wave equation (22) becomes
$$\left\{๐ฉ^2+2\mu Z_E\left[\frac{\alpha }{r}+R_E\frac{\alpha ^2}{r^2}\right]\right\}\varphi =\beta ^2\varphi $$
(28)
The radial reduction of equation (28) has the same singularities as that of the Coulomb Schrรถdinger equation, and can be solved the same way. For angular momentum $`L`$ the radial component can be expanded for radial quantum numbers $`n=0,1,2,\mathrm{}`$ as
$$e^{\beta r}(\beta r)^ฯต\underset{i=0}{\overset{n}{}}a_i(\beta r)^i$$
(29)
which as usual gives a recurrence relation between the coefficients $`a_i`$. The existence of $`a_0`$, and the termination of the series, require the conditions
$$ฯต=\sqrt{\left(L+\frac{1}{2}\right)^2+\alpha ^22\mu Z_ER_E}\frac{1}{2}$$
(30)
and
$$\beta =\frac{Z_E\alpha \mu }{n+1+ฯต}$$
(31)
Then from (31) and expression (1) for the energy $`E`$, it is easy to deduce the Bohr-Sommerfeld formula
$$E=\sqrt{m^2+M^2+2mM\sqrt{1\frac{\alpha ^2}{(n+1+ฯต)^2}}}$$
(32)
Expanding in the usual way, with $`Z_E`$ and $`R_E`$ inside $`ฯต`$ only needed to zero order, it is found that the Bohr-Sommerfeld expression (32) does predict the correct $`\alpha ^4`$ correction (12) to the energy levels of the scalar Coulomb Bethe-Salpeter equation, as expected.
## V Energy Levels to Order $`\alpha ^6`$
### A Introduction
Up to this point it has only been shown that the reduction of the Bethe-Salpeter equation to a relativistic two-body wave equation as described in the previous section reproduces the results of the standard Salpeter reduction to order $`\alpha ^4`$, albeit through an analytic solution instead of perturbation theory. One way of investigating whether the present reduction may be more useful than the method of Salpeter would be to find out whether higher-order terms in the energy levels can be calculated more easily than the Salpeter reduction allows. In the present section we will calculate the energy levels of the Bethe-Salpeter equation (4) analytically to order $`\alpha ^6`$ for all quantum states, using only first-order perturbation theory.
With the definition
$$\mathrm{\Delta }R(๐ฅ^2)R(๐ฅ^2)R_E$$
(33)
the expansion of equation (17) for $`U`$ becomes (with $`I`$ standing for $`\alpha /r`$)
$$U=U_{\text{Coul}}+I\mathrm{\Delta }RI+IRIRI+IRIRIRI+\mathrm{}$$
(34)
We will evaluate the contributions to the energy levels up to order $`\alpha ^6`$ due to:
* $`U_{\text{Coul}}`$, whose levels are contained in the Bohr-Sommerfeld formula (32);
* $`I\mathrm{\Delta }RI`$, which will have an $`\alpha ^5`$ contribution for $`L=0`$, as well as $`\alpha ^6`$ contributions;
* the order-$`\alpha ^6`$ contribution of the rest of the series,
$$U_6=IRIRI+IRIRIRI+\mathrm{}$$
(35)
### B Bohr-Sommerfeld Formula
The Bohr-Sommerfeld expression (32) can be expanded further to get the sixth-order contribution to the energy of the Blankenbecler-Sugar potential $`U_{\text{Coul}}`$, equation (27). Defining the dimensionless constant
$$c\frac{\mu ^2}{m^2}+\frac{\mu ^2}{M^2}$$
(36)
the sixth-order energy contribution is
$`\mathrm{\Delta }E_{\text{Bohr-Somm}}^{(6)}`$ $`=`$ $`\alpha ^6\mu \{{\displaystyle \frac{4c7c^2}{64N^6}}+`$ (38)
$`+{\displaystyle \frac{12c5c^21}{8N^5(2L+1)}}{\displaystyle \frac{3c^2}{2N^4(2L+1)^2}}{\displaystyle \frac{c^2}{N^3(2L+1)^3}}\}`$
We recall that $`L`$ is the angular momentum and $`N`$ is the Bohr quantum number. To obtain this expression the constants $`Z_E`$, $`R_E`$ and $`ฯต`$ are expanded to the order in $`\alpha `$ needed.
### C Correction $`I\mathrm{\Delta }RI`$
Following the steps outlined in Subsection A above, we calculate the $`\alpha ^5`$ and $`\alpha ^6`$ energy corrections due to the term $`I\mathrm{\Delta }RI`$ in (34), where $`\mathrm{\Delta }R`$ is defined in (33). The correction is
$$\mathrm{\Delta }E_{\mathrm{\Delta }R}^{(6)}=\varphi \left|I\mathrm{\Delta }RI\right|\varphi $$
(39)
Up to order $`\alpha ^6`$ it is sufficient to use non-relativistic wavefunctions. Use of the Schrรถdinger equation (8) then gives
$$\mathrm{\Delta }E_{\mathrm{\Delta }R}^{(6)}=\frac{1}{(2\mu )^2}\frac{d๐ฉ}{(2\pi )^3}\varphi _0^{}(๐ฉ)\left[๐ฉ^2+\beta _0^2\right]^2\mathrm{\Delta }R(๐ฉ^2)\varphi _0(๐ฉ)$$
(40)
To evaluate the integral (40) for every quantum state, it is convenient to change coรถrdinates from p-space to the surface of Schwingerโs unit sphere in Cutkoskyโs 4-space . The transformation is (with $`i=1,2,3`$)
$$\xi _i=\frac{2\beta ๐ฉ_i}{๐ฉ^2+\beta ^2},\xi _4=\frac{๐ฉ^2\beta ^2}{๐ฉ^2+\beta ^2}$$
(41)
(Henceforth $`\beta `$ is written for $`\beta _0`$.) The polar coรถrdinates on the unit sphere are conventionally denoted by $`(\theta _1,\theta _2,\varphi )`$ where $`\theta _2`$, $`\varphi `$ are the usual angles of 3-space, and
$$x\mathrm{cos}\theta _1=\xi _4$$
(42)
The element of surface area is
$$d\mathrm{\Omega }=(\mathrm{sin}\theta _1)^2(\mathrm{sin}\theta _2)d\theta _1d\theta _2d\varphi $$
(43)
and $`d\mathrm{\Omega }`$ and $`d๐ฉ`$ are related by
$$d\mathrm{\Omega }=\left[\frac{2\beta }{๐ฉ^2+\beta ^2}\right]^3d๐ฉ$$
(44)
Surface harmonics on Schwingerโs unit sphere are denoted by $`Y_{NLM}`$, where $`N1L|M|0`$. The quantum numbers $`L,M`$ have their usual meaning in 3-space, and $`N=1,2,3,\mathrm{}`$ is the Bohr quantum number. As usual they are related by $`N=n+L+1`$ where $`n=0,1,2,\mathrm{}`$ is the radial quantum number in $`๐ฉ`$-space.
The standard representation of the normalised surface harmonics is
$$Y_{NLM}(\theta _1,\theta _2,\varphi )=2^{L+1}\mathrm{\Gamma }(L+1)\sqrt{\frac{n!N}{2\pi \mathrm{\Gamma }(N+L+1)}}(1x^2)^{\frac{L}{2}}C_n^{L+1}(x)Y_{LM}(\theta _2,\varphi )$$
(45)
in which $`Y_{LM}(\theta _2,\varphi )`$ is normalised on the surface of the unit sphere in 3 dimensions, and the coefficient is determined by the orthonormality relation
$$_1^{+1}(1x^2)^{L+\frac{1}{2}}C_m^{L+1}(x)C_n^{L+1}(x)๐x=\delta _{m,n}\frac{\pi \mathrm{\Gamma }(N+L+1)}{n!N\left[\mathrm{\Gamma }(L+1)\right]^22^{2L+1}}$$
(46)
The momentum-space eigenfunctions $`\varphi _0(๐ฉ)`$ are proportional to $`(1x)^2Y_{NLM}`$. With the normalisation requirement
$$\frac{d๐ฉ}{(2\pi )^3}\left|\varphi _0(๐ฉ)\right|^2=1$$
(47)
we find that
$$\varphi _0(๐ฉ)=\left[\frac{2\pi }{\beta }\right]^{\frac{3}{2}}(1x)^2Y_{NLM}(\theta _1,\theta _2,\varphi )$$
(48)
Then substitution of equation (48) into (40) gives
$$\mathrm{\Delta }E_{\mathrm{\Delta }R}^{(6)}=\frac{2^{2L+1}n!N\left[\mathrm{\Gamma }(L+1)\right]^2}{\pi \mathrm{\Gamma }(N+L+1)}\frac{\beta ^4}{\mu ^2}I_{L,n}$$
(49)
in which
$$I_{L,n}_1^{+1}๐x(1x^2)^{L+\frac{1}{2}}\left[C_n^{L+1}(x)\right]^2\frac{\mathrm{\Delta }R(๐ฉ^2)}{1x}$$
(50)
Although $`\mathrm{\Delta }R(0)=0`$, it is not possible to expand $`\mathrm{\Delta }R(๐ฉ^2)`$ to first order as a Taylor series in $`๐ฉ^2`$, because the integrals in (40) and (50) would diverge when $`L=0`$. In order to evaluate $`I_{L,n}`$ for all states including $`L=0`$ it is necessary to express $`\mathrm{\Delta }R(๐ฉ^2)`$ exactly.
With successive definitions, referring to equations (41) and (42):
$$a\frac{2\beta ^2}{t^2},A\frac{2\beta ^2}{T^2}$$
(51)
$$D(y,a,t,m)a\left\{\frac{5\sqrt{y}+4\sqrt{y+a}}{3(\sqrt{y}+\sqrt{y+a})^2}+\frac{t^2(m+2t)}{2m(m+t)^2}\sqrt{y}\right\}$$
(52)
$$F(x)\frac{mM}{E}\left\{\frac{1}{t^2}D(1x,a,t,m)+\frac{1}{T^2}D(1x,A,T,M)\right\}$$
(53)
it can be shown that
$$\frac{\mathrm{\Delta }R(๐ฉ^{2)}}{\sqrt{1x}}=\frac{d}{dx}F(x)$$
(54)
Expression (50) can now be integrated by parts. To the required order, it becomes
$$I_{L,n}=\alpha \delta _{L,0}\frac{8N}{3\mu }\left[\frac{\mu ^3}{m^3}+\frac{\mu ^3}{M^3}\right]J_{L,n}$$
(55)
in which
$$J_{L,n}=_1^{+1}๐xF(x)\frac{d}{dx}\left\{\sqrt{1+x}(1x^2)^L\left[C_n^{L+1}(x)\right]^2\right\}$$
(56)
Note that the $`\delta _{L,0}`$ term is of order $`\alpha `$, not $`\alpha ^2`$. It will give a contribution of order $`\alpha ^5\mu `$ to the energy. In atomic physics the Coulomb potential gives an $`\alpha ^5`$ contribution when $`L=0`$. In the present model and formalism that term appears in the $`\mathrm{\Delta }R`$ correction.
The remaining integral (56) stays convergent as $`a,A0`$ inside the square roots in the functions $`D`$ contained in $`F(x)`$. To the required order that limit may be taken, and (56) becomes to lowest order
$$J_{L,n}=\alpha ^2\frac{1}{\mu N^2}\left[\frac{\mu ^4}{m^4}+\frac{\mu ^4}{M^4}\right]\left(K_{L,n}^{(1)}+K_{L,n}^{(2)}\right)$$
(57)
in which
$`K_{L,n}^{(1)}`$ $`=`$ $`{\displaystyle \frac{3}{4}}{\displaystyle _1^{+1}}๐x\sqrt{1x}{\displaystyle \frac{d}{dx}}\left\{\sqrt{1+x}(1x^2)^L\left[C_n^{L+1}(x)\right]^2\right\}`$ (58)
$`K_{L,n}^{(2)}`$ $`=`$ $`{\displaystyle \frac{3}{2}}{\displaystyle _1^{+1}}๐x{\displaystyle \frac{1}{\sqrt{1x}}}{\displaystyle \frac{d}{dx}}\left\{\sqrt{1+x}(1x^2)^L\left[C_n^{L+1}(x)\right]^2\right\}`$ (59)
The expression for $`K_{L,n}^{(1)}`$ can be integrated by parts for all $`L`$. The expression for $`K_{L,n}^{(2)}`$ can be integrated directly by parts for $`L1`$, while for $`L=0`$ the integration by parts may be done by subtracting $`\left[C_n^{L+1}(1)\right]^2`$ from $`\left[C_n^{L+1}(x)\right]^2`$ in the integrand beforehand. The subtracted part is calculated separately and added back after the integral is evaluated. With that understanding, we have
$`K_{L,n}^{(1)}`$ $`=`$ $`+{\displaystyle \frac{3}{8}}{\displaystyle _1^{+1}}{\displaystyle \frac{(1x^2)^{L+\frac{1}{2}}\left[C_n^{L+1}(x)\right]^2}{1x}}๐x`$ (60)
$`K_{L,n}^{(2)}`$ $`=`$ $`{\displaystyle \frac{3}{4}}{\displaystyle _1^{+1}}{\displaystyle \frac{(1x^2)^{L+\frac{1}{2}}\left[C_n^{L+1}(x)\right]^2}{(1x)^2}}๐x`$ (61)
To evaluate these $`K_{L,n}`$ integrals it has been necessary to derive the following equation (in which $`mn`$):
$`{\displaystyle _1^{+1}}๐x{\displaystyle \frac{(1x^2)^{L+\frac{1}{2}}C_m^{L+1}(x)C_n^{L+1}(x)}{zx}}`$ (62)
$`=`$ $`{\displaystyle \frac{\sqrt{\pi }\mathrm{\Gamma }(N+L+1)}{2^{N+L}\mathrm{\Gamma }(L+1)\mathrm{\Gamma }(N+\frac{1}{2})}}C_m^{L+1}(z){\displaystyle _1^{+1}}๐t{\displaystyle \frac{(1t^2)^{n+L+\frac{1}{2}}}{(zt)^{n+1}}}`$ (63)
With $`m=n`$ the limit $`z1`$ gives
$$K_{L,n}^{(1)}=\frac{3}{8}\frac{\sqrt{\pi }\mathrm{\Gamma }(L+\frac{1}{2})\mathrm{\Gamma }(N+L+1)}{\mathrm{\Gamma }(n+1)\mathrm{\Gamma }(L+1)\mathrm{\Gamma }(2L+2)}$$
(64)
To evaluate (61) one can differentiate (63) with respect to $`z`$ and take the limit $`z1`$. For $`L=0`$ the subtracted integral is calculated before taking the limit $`z1`$; the value is then finite. For all $`L`$, including $`L=0`$, the result is
$$K_{L,n}^{(2)}=\frac{3}{4}\frac{\sqrt{\pi }\mathrm{\Gamma }(L+\frac{1}{2})\mathrm{\Gamma }(N+L+1)}{\mathrm{\Gamma }(n+1)\mathrm{\Gamma }(L+1)\mathrm{\Gamma }(2L+2)}\frac{14N^2}{(2L1)(2L+3)}$$
(65)
These evaluations are carried out using standard representations and properties of the beta function and the hypergeometric function.
Working back from these results to the original expression (49) for the energy correction, we finally have
$`\mathrm{\Delta }E_{\mathrm{\Delta }R}^{(6)}`$ $`=`$ $`\alpha ^5\mu \delta _{L,0}{\displaystyle \frac{16}{3\pi N^3}}\left[{\displaystyle \frac{\mu ^3}{m^3}}+{\displaystyle \frac{\mu ^3}{M^3}}\right]+`$ (67)
$`+\alpha ^6\mu {\displaystyle \frac{3}{2N^5(2L+1)}}\left[{\displaystyle \frac{\mu ^4}{m^4}}+{\displaystyle \frac{\mu ^4}{M^4}}\right]\left[{\displaystyle \frac{1}{2}}+{\displaystyle \frac{14N^2}{(2L+3)(2L1)}}\right]`$
The reader is reminded that this is the energy correction to order $`\alpha ^6`$ due to the correction $`\mathrm{\Delta }R=R(๐ฉ^2)R_E`$, and that its calculation used first-order perturbation theory only.
### D Correction $`IRIRI+IRIRIRI+\mathrm{}`$
Finally we address the rest of the series for $`U`$, given by (35).
It will be proven below that to the required order $`R(๐ฉ^2)`$ can be approximated by its lowest-order value $`c/2\mu `$, where the dimensionless function of the masses $`c`$ is defined by (36). Then the series (35) becomes to lowest order
$`U_6^0(r)`$ $`=`$ $`I(c/2\mu )I(c/2\mu )I+I(c/2\mu )I(c/2\mu )I(c/2\mu )I+\mathrm{}`$ (68)
$`=`$ $`{\displaystyle \frac{\alpha ^3(c/2\mu )^2}{r^2(r+\alpha c/2\mu )}}`$ (69)
The energy correction up to order $`\alpha ^6`$ is given by the expectation value of (69) over non-relativistic Coulomb wavefunctions.
For $`L1`$ the lowest-order expectation value is just dictated by the expectation value of $`1/r^3`$. It is
$$\mathrm{\Delta }E_{U6}^{(6)}|_{L1}=U_6(r)_{L1}=\alpha ^6\mu \frac{c^2}{2N^3L(L+1)(2L+1)}$$
(70)
For $`L=0`$ a logarithm occurs. Unfortunately expectation values of quantities of the form (69) over Coulomb wavefunctions do not seem to be listed in standard references. By expanding the polynomial in the radial wavefunctions the result can easily be found as a double sum from $`0`$ to $`n`$. But in case this kind of integral arises later in real atomic two-body systems, at the cost of a few more lines of calculation we present an evaluation in closed form.
In terms of the variable $`z=2\beta _0r=2\alpha \mu r/N`$, the radial wavefunction is known to be $`z^Le^{z/2}F(n,2L+2,z)`$ up to normalisation, where $`F`$ is the confluent hypergeometric function. Recalling that $`L=0`$, and defining $`a=\alpha ^2c/N`$, we need to evaluate
$$K_a_0^{\mathrm{}}e^z\frac{1}{z+a}\left[F(n,2,z)\right]^2๐z$$
(71)
While this expression has not been found in any reference, Landau and Lifshitz give an evaluation of a related integral:
$`J_\nu `$ $``$ $`{\displaystyle _0^{\mathrm{}}}e^zz^{\nu 1}\left[F(n,\gamma ,z)\right]^2๐z`$ (72)
$`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(\nu )n!}{(\gamma )_n}}{\displaystyle \underset{i=0}{\overset{n}{}}}{\displaystyle \frac{(n)_i(\nu \gamma +1)_i(\gamma \nu )_i}{[i!]^2(\gamma )_i}}`$ (73)
where as usual $`(\kappa )_k=\kappa (\kappa +1)\mathrm{}(\kappa +k1)`$, $`(\kappa )_0=1`$. Here the quantity $`\gamma `$ will be $`2`$ since $`L=0`$. The value $`\nu =3`$ gives the normalisation integral $`J_3=2`$.
In $`K_a`$ the parameter $`a`$ is small and a $`\mathrm{log}(1/a)`$ term will dominate, followed by $`\text{O}(1)`$ terms. These are the terms needed to find the energy to order $`\alpha ^6`$. Also, if $`\nu `$ is taken to be small in $`J_\nu `$ a $`1/\nu `$ term will dominate and the next terms will be $`\text{O}(1)`$. If $`\left[F(n,2,z)\right]^2`$ is written as $`1+B(z)`$, in $`B(z)`$ the lowest power of $`z`$ will be one. Then it is clear that in both $`K_a`$ and $`J_\nu `$, the leading contribution of the part $`B(z)`$ is of order 1. Furthermore, those O$`(1)`$ terms can be calculated by replacing $`1/(z+a)`$ by $`1/z`$ and $`z^{\nu 1}`$ by $`1/z`$ respectively. In other words, the contribution of $`B(z)`$ to the $`\text{O}(1)`$ terms of both integrals is identical. In addition, the contribution of the โ$`1`$โ in each integral can be calculated explcitly.
Therefore the way to evaluate the unknown integral (71) up to $`\text{O}(1)`$ for small $`a`$ is the following. (i) From the result (73) subtract the explicitly calculated contribution to $`J_\nu `$ of the โ$`1`$โ in $`[F]^2`$. (ii) Evaluate the now leading O$`(1)`$ part of the result, neglecting terms of order $`\nu `$. (iii) Explicitly calculate the contribution of the โ$`1`$โ to $`K_a`$ to orders $`\mathrm{log}(1/a)`$ and $`1`$, neglecting terms of order $`a`$. (iv) Add that to the result (ii), finally obtaining the $`\mathrm{log}(1/a)`$ and O$`(1)`$ terms of $`K_a`$ as required. The result is
$$K_a=\mathrm{log}\frac{1}{a}(n+2)๐+\frac{n(4n+1)}{2(n+1)}(n+1)\psi (n+1)+\text{O}(a)$$
(74)
and hence to order $`\alpha ^6`$
$`\mathrm{\Delta }E_{U6}^{(6)}|_{L=0}=U_6(r)_{L=0}=`$ (75)
$`=\alpha ^6\mu {\displaystyle \frac{c^2}{N^3}}\left\{\mathrm{log}{\displaystyle \frac{N}{\alpha ^2c}}(N+1)๐+{\displaystyle \frac{n(4n+1)}{2N}}N\psi (N)\right\}`$ (76)
in which $`N=n+1`$, $`\psi (z)d\mathrm{log}[(\mathrm{\Gamma }(z)]/dz`$ and $`๐`$ is Eulerโs constant $`0.5772\mathrm{}`$.
At the beginning of this Subsection we stated that it was sufficiently accurate to replace $`R(๐ฉ^2)`$ by $`c/2\mu `$ in the series (35). Now it is necessary to prove that the correction to this approximation is of order $`\alpha ^7`$ or greater. With the definition $`\delta R=R(๐ฉ^2)c/2\mu `$, the correction to the $`\alpha ^6`$ term $`IRIRI`$ will be
$$I\delta RI(c/2\mu )I+I(c/2\mu )I\delta RI$$
(77)
We must prove that this term is of order $`\alpha ^7`$ only. Since $`R_Ec/2\mu =\text{O}(\alpha ^2)`$, we have $`\delta R=\mathrm{\Delta }R+\text{O}(\alpha ^2)`$, and it is sufficient to prove that
$$I\mathrm{\Delta }RI(c/2\mu )I+I(c/2\mu )I\mathrm{\Delta }RI$$
(78)
is of order $`\alpha ^7`$.
The calculations of Subsection C suggest that (78) should be of order $`\alpha ^7`$, since $`I\mathrm{\Delta }RI`$ was of order $`\alpha ^5`$ while $`I(c/2\mu )I`$ is of order $`\alpha ^4`$. However, it is not quite obvious, since $`\mathrm{\Delta }R(\mathrm{})=R_Ec/2\mu `$, and therefore the rules of power-counting would permit (78) to be of order $`\alpha ^6`$. To see whether it is or not needs an explicit calculation.
In momentum space, each term of (78) contains a factor of the form
$$\frac{d๐ฅ}{(2\pi )^3}\frac{e^2}{(๐ฉ๐ฅ)^2}\mathrm{\Delta }R(๐ฅ^2)\frac{e^2}{(๐ฅ๐ช)^2}$$
(79)
(preceded or succeeded by other factors) while in the first ($`\alpha ^6`$) term of (68) the corresponding factor is
$$\frac{d๐ฅ}{(2\pi )^3}\frac{e^2}{(๐ฉ๐ฅ)^2}\frac{c}{2\mu }\frac{e^2}{(๐ฅ๐ช)^2}$$
(80)
We will exhibit counterpart terms in these two expressions and show that the one in (79) is smaller than the other by a factor O$`(\alpha )`$.
Again it is necessary to use the Schwinger unit sphere. With the mapping $`๐ฉ\xi `$ as before, as well as $`๐ฅ\eta `$ and $`๐ช\zeta `$, it is true that
$`{\displaystyle \frac{e^2}{(๐ฉ๐ฅ)^2}}`$ $`=`$ $`{\displaystyle \frac{1\xi _4}{\beta }}{\displaystyle \frac{e^2}{(\xi \eta )^2}}{\displaystyle \frac{1\eta _4}{\beta }}`$ (81)
$`{\displaystyle \frac{e^2}{(\xi \eta )^2}}`$ $`=`$ $`(2\pi )^3\alpha {\displaystyle \underset{NLM}{}}{\displaystyle \frac{1}{N}}Y_{NLM}(\xi )Y_{NLM}^{}(\eta )`$ (82)
Using the various relations given in Subsection C, expression (80) becomes for fixed $`L`$,$`M`$
$$\frac{1\xi _4}{\beta }\underset{N^{}N^{\prime \prime }}{}\frac{(2\pi )^3\alpha ^2}{N^{}N^{\prime \prime }}Y_{N^{}LM}(\xi )A_{L,N^{}N^{\prime \prime }}^{(c/2\mu )}Y_{N^{\prime \prime }LM}^{}(\zeta )\frac{1\zeta _4}{\beta }$$
(83)
in which
$$A_{L,N^{},N^{\prime \prime }}^{(c/2\mu )}=๐\mathrm{\Omega }_\eta Y_{N^{}LM}^{}(\eta )\frac{\beta c}{2\mu }\frac{1}{1\eta _4}Y_{N^{\prime \prime }LM}(\eta )$$
(84)
With the notations $`N^{}=n^{}+L+1`$, $`N^{\prime \prime }=n^{\prime \prime }+L+1`$, this is
$$A_{L,N^{},N^{\prime \prime }}^{(c/2\mu )}=\left[2^{L+1}\mathrm{\Gamma }(L+1)\right]^2\sqrt{\frac{n^{}!N^{}}{2\pi \mathrm{\Gamma }(N^{}+L+1)}}\sqrt{\frac{n^{\prime \prime }!N^{\prime \prime }}{2\pi \mathrm{\Gamma }(N^{\prime \prime }+L+1)}}B_{L,N^{},N^{\prime \prime }}^{(c/2\mu )}$$
(85)
where, with $`y\eta _4`$,
$$B_{L,N^{},N^{\prime \prime }}^{(c/2\mu )}=\frac{\beta c}{2\mu }_1^{+1}๐y\frac{(1y^2)^{L+\frac{1}{2}}C_n^{}^{L+1}(y)C_{n^{\prime \prime }}^{L+1}(y)}{1y}$$
(86)
Expression (86) can be evaluated with the help of equation (63). Supposing for definiteness that $`n^{}>n^{\prime \prime }`$, we easily find
$$B_{L,N^{},N^{\prime \prime }}^{(c/2\mu )}=\frac{\beta c}{2\mu }\frac{\sqrt{\pi }\mathrm{\Gamma }(L+\frac{1}{2})\mathrm{\Gamma }(N^{\prime \prime }+L+1)}{n^{\prime \prime }!\mathrm{\Gamma }(2L+2)\mathrm{\Gamma }(L+1)}$$
(87)
Next we do the corresponding decomposition of (79). The steps are the same, with $`\mathrm{\Delta }R`$ replacing $`c/2\mu `$. Using the representation (54) as before, we end up with
$$B_{L,N^{},N^{\prime \prime }}^{(\mathrm{\Delta }R)}=\frac{8}{3}\delta _{L,0}\frac{\beta ^2}{\mu ^2}N^{}N^{\prime \prime }\left[\frac{\mu ^3}{m^3}+\frac{\mu ^3}{M^3}\right]\beta J_{L,n^{},n^{\prime \prime }}$$
(88)
where
$$J_{L,n^{},n^{\prime \prime }}=_1^{+1}๐yF(y)\frac{d}{dy}\left\{\sqrt{1+y}(1y^2)^LC_n^{}^{L+1}(y)C_{n^{\prime \prime }}^{L+1}(y)\right\}$$
(89)
The expression for $`J_{L,n^{},n^{\prime \prime }}`$ is evaluated the same way that (56) was. Similarly to $`J_{L,n}`$, it is found to be of order $`\alpha ^2`$.
Therefore, recalling that $`\beta `$$`=\text{O}(\alpha )`$, we finally have
$$B_{L,N^{},N^{\prime \prime }}^{(\mathrm{\Delta }R)}=\text{O}(\alpha ^2)+\text{O}(\alpha ^3)$$
(90)
while
$$B_{L,N^{},N^{\prime \prime }}^{(c/2\mu )}=\text{O}(\alpha )$$
(91)
Thus the expression (79) is of order $`\alpha `$ smaller than (80), and so the correction term (78) is a factor $`\alpha `$ smaller than the original quantity $`I(c/2\mu )I(c/2\mu )I`$ which is of order $`\alpha ^6`$. It follows that the sum (69) does correctly represent the series (35) up to and including order $`\alpha ^6`$.
### E Summary
The complete energy corrections of order $`\alpha ^5`$, $`\alpha ^6\mathrm{log}(1/\alpha )`$, and $`\alpha ^6`$, to the Bethe-Salpeter equation (4) with a scalar Coulomb kernel, are given by the sum of:
* Equation (38), from the two-body Bohr-Sommerfeld formula (32);
* Equation (67), from the correction $`I\mathrm{\Delta }RI`$ to $`U`$;
* Equation (70) for $`L1`$, and equation (76) for $`L=0`$, which came from the sum (69) of the rest of the Coulomb series for $`U`$.
These corrections were calculated for every bound state, not just for a few low-lying states. The first correction was calculated by simple algebra. The latter two were calculated from first-order perturbation theory. As far as we know, calculations like these are beyond the power of the Salpeter reduction.
## VI Conclusion
Advantages of the formalism shown here are that the local wave equation is derived directly from the Bethe-Salpeter equation, and that the two-body wave equation is accurate enough to predict the energy levels of the Bethe-Salpeter equation to first relativistic order correctly.
Two-body relativistic wave equations such as (28) are easier to solve than Salpeter equations such as (6), because they are local in configuration space. The non-local components of the Salpeter equation, such as the free-particle kinetic-energy operator $`\sqrt{๐ฉ^2+m^2}+\sqrt{๐ฉ^2+M^2}`$, and the correction factor $`Z_p`$ shown in equation (7), are replaced in the two-body relativistic wave equation by constants, such as $`E=\sqrt{m^2\beta ^2}+\sqrt{M^2\beta ^2}`$, $`Z_E=(m+M)/E`$, and the correction factor $`R_E`$ shown in equation (19).
In addition, when the kernel of the scalar Bethe-Salpeter equation is a scalar Coulomb potential, the relativistic two-body bound-state wave equation is soluble exactly. The resultant two-body Bohr-Sommerfeld formula not only predicts the Bethe-Salpeter energy levels to order $`\alpha ^4`$ correctly, but it also allows much of the $`\text{O}(\alpha ^6)`$ correction to be evaluated by simple algebra. Furthermore, the remaining $`\alpha ^5`$ and $`\alpha ^6`$ corrections are calculated by first-order perturbation theory only. No second-order perturbation calculations are needed.
The results shown above suggest that it may be easier to solve Bethe-Salpeter equations, at least those whose binding interaction is a Coulomb potential, with the aid of a local wave equation rather than a Salpeter equation. It is hoped that the formalism developed here can be adapted to real two-body atoms such as the hydrogen atom and positronium.
I thank the trustees of Springfield Technical Community College for a half-time sabbatical leave which assisted the completion of this work. I am grateful to G. Adkins for extensive comments.
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# Introduction
## Introduction
###
In classical cosmology it is well-known that there are two different geometries for the same source as in the case of dust or perfect fluid. The Friedmann-Robertson-Walker and Gรถdel solutions have a common source for different physics. In standard cosmology we have an expansion of the universe but no rotation as in the Gรถdel solution.
An open question is to know if rotation implies a violation of causality and if closed time-like curves imply rotation.
What happens if the $`\underset{ยฏ}{\alpha }`$ parameter in Gรถdel solution is a time dependant function? Does the universe undergo a particular evolution to get in a special way to the present epoch?
We argue that if the $`\alpha `$ parameter is considered to be time dependent in the usual Gรถdel Geometry it is possible to find a special source for this new Gรถdel type geometry such as a โquasi-perfect fluidโ or a โquasi-dustโ.
By quasi-dust it is understood that the state equation is not characterized by the pressure $`p=0`$, but by $`p0`$. It is assumed that if $`p0`$ one can write an energy momentum tensor very similar to the energy tensor for a perfect fluid.
In general if the Einstein-Hilbert lagrangean with the cosmological term is a function of time the global covariance will be lost. But it is assumed that the universe will get a special evolution law and if both the cosmological term and the gravitational constant are time-varying under these assumptions the covariance is considered again and it is possible to find a generalization of the Einstein equations. A Gรถdel type solution could describe the universe with expansion like in the Friedman-Robertson-Walker model plus rotation and closed time like curves as in the case of the Gรถdel solution.
In accordance with the time-varying $`\mathrm{\Lambda }`$ may describe the creation of matter like the steady state model .
In reality there are two possibilities to write the time-varying cosmological term: either one can write it in the lagrangian or one can write it on the right side of a Einsteinโs equations. The second way appears quite often , but here we choose the first possibility. Thus we obtain a special evolution law for time varying gravitational and cosmological term to save covariance.
An energy momentum tensor which describes the new โGรถdel-typeโ geometry is proposed.
It is argued that such a universe is in reality a combination characteristics of the standard cosmology, the Gรถdel solution and the steady state model.
The four functions $`\mathrm{\Lambda }(t),k(t),\theta (t),\omega (t)`$ establishing the connection among the expansion from standard cosmology described by the scalar factor $`\theta `$ and the angular velocity $`\omega (t)`$ to showing the rotation and the time varying $`\mathrm{\Lambda }`$ and $`k`$ indicating the appearence of matter inside the universe , gives us the motivation to jutisfy a revived interest in the creation of same kind of matter in the universe.
For large scale time we can wait to find a null expansion, constant angular velocity, zero pressure, the usual energy momentum tensor for dust, and the standard Gรถdel solution, but all the time we have a possibility of a closed time-like curve.
Nothing can be said about the initial state of the universe as for example the singularities for the energy density. The conservation of energy is achieved only asymptotically .
The Gรถdel metric is written as
$$ds^2=\left(dx^0+e^{\alpha x^1}dx^2\right)^2(dx^1)^2\frac{1}{2}e^{2\alpha x^1}(dx^2)^2(dx^3)^2$$
(1)
The $`\alpha `$ parameter is assumed to be a function of time.
The Einstein Hilbert lagrangean with cosmological term is written as
$$=\frac{1}{2k^2}R\sqrt{g}+\mathrm{\Lambda }(t)\sqrt{g}.$$
(2)
Here both the gravitational constant and the cosmological term are functions of time.
The variation principle $`{\displaystyle \frac{\delta S}{\delta g^{\mu \nu }}}`$ gives us the generalized Einstein tensor $`\stackrel{~}{G}_{\mu \nu }`$ as
$$\stackrel{~}{G}_{\mu \nu }=G_{\mu \nu }+k^2\mathrm{\Lambda }(t)g_{\mu \nu }\left(\frac{2R}{k}\frac{\delta k}{\delta t}+2k^2\frac{\delta \mathrm{\Lambda }}{\delta t}\right)\frac{\delta t}{\delta g^{\mu \nu }}$$
(3)
where $`R`$ is the scalar curvature and $`{\displaystyle \frac{\delta t}{\delta g^{\mu \nu }}}0`$ for all time.
The Ricci scalar in our case is given by
$$R=\alpha (t)^2+2x^2\alpha {}_{}{}^{}(t)_{}^{2}+2x\alpha {}_{}{}^{\prime \prime }(t)$$
(4)
where first and second derivative of the $`\alpha `$ parameter are indicated by primes.
A particular evolution law for cosmological and gravitational term is proposed
$$\mathrm{\Lambda }(t)=\sqrt{2}e^{\alpha (t)x}\mathrm{\Lambda }_0$$
(5)
and
$$k^2(t)=\frac{1}{2\sqrt{2}}e^{\alpha (t)x}\left(\alpha (t)^2+2x^2\alpha ^{}(t)^2+2x\alpha ^{\prime \prime }(t)\right)k_0^2$$
(6)
where $`\mathrm{\Lambda }_0`$ and $`k_0`$ are the values of cosmological and gravitational constants at the present time.
The equation of state for a quasi perfect fluid can be written as
$$p0.$$
(7)
The fact that the pressure can be approximately zero means that the universe could be like โdustโ.
The appropriate stress energy-momentum tensor $`T_{\mu \nu }`$ for an incoherent field matter in quasi-rest is given by
$$T^{\mu \nu }=\rho v^uv^\nu $$
(8)
where
$$v^u=\delta _0^u$$
(9)
because we are using quasi-comoving coordinates.
The energy momentum tensor for quasi perfect fluid is given as.
$$\stackrel{~}{T}_{\mu \nu }=\rho \left(\begin{array}{cccc}1& 0& e^{\alpha (t)x}& 0\\ & & & \\ 0& 0& \frac{1/2e^{\alpha (t)x}(1+2\alpha (t)x)\alpha {}_{}{}^{}(t)}{\alpha (t)^2}& 0\\ & & & \\ e^{\alpha (t)x}& \frac{1/2e^{\alpha (t)x}(1+2\alpha (t)x)\alpha {}_{}{}^{}(t)}{\alpha (t)^2}& e^{2\alpha (t)x}& 0\\ & & & \\ 0& 0& 0& 0\end{array}\right)$$
(10)
It is easy to verify that $`\underset{t\mathrm{}}{lim}\stackrel{~}{T}_{\mu \nu }`$ leads to the usual energy-momentum tensor of perfect fluid if the $`\alpha `$ parameter is constant asymptotically.
The Einsteinโs equations are written as
$$\stackrel{~}{G}_{\mu \nu }=\frac{8\pi k(t)}{c^2}\stackrel{~}{T}_{\mu \nu }$$
(11)
with the relevant components for the Einstein tensor, $`G_{\mu \nu }`$, given by
$`G_{11}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\alpha (t)^2+2x^2\alpha {}_{}{}^{}(t)_{}^{2}+2x\alpha {}_{}{}^{\prime \prime }(t)),`$
$`G_{12}`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{\alpha (t)x}\left(1+2\alpha (t)x\right)\alpha ^{}(t),`$
$`G_{10}`$ $`=`$ $`\alpha (t)\alpha {}_{}{}^{}(t)x,`$ (12)
$`G_{22}`$ $`=`$ $`{\displaystyle \frac{3}{4}}e^{2\alpha (t)x}\alpha (t)^2,`$
$`G_{20}`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^{2\alpha (t)x}\alpha (t)^2,`$
$`G_{33}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\alpha (t)^2+2x^2\alpha {}_{}{}^{}(t)_{}^{2}+2x\alpha {}_{}{}^{\prime \prime }(t)),`$
$`G_{00}`$ $`=`$ $`{\displaystyle \frac{\alpha (t)^2}{2}}.`$
Then the โEinsteinโsโ equations are
$`{\displaystyle \frac{2R}{k}}{\displaystyle \frac{\delta k}{\delta t}}+2k^2{\displaystyle \frac{\delta \mathrm{\Lambda }}{\delta t}}=0,`$ (13.a)
$`{\displaystyle \frac{8\pi k_0}{c^2}}\rho ={\displaystyle \frac{\alpha (t)^2+x^2\alpha {}_{}{}^{}(t)_{}^{2}+x\alpha {}_{}{}^{\prime \prime }(t)}{\sqrt{\frac{1}{2\sqrt{2}}e^{\alpha (t)x}(\alpha (t)^2+2x^2\alpha {}_{}{}^{}(t)_{}^{2}+2x\alpha {}_{}{}^{\prime \prime }(t))}}},`$ (13.b)
$`\alpha (t)\alpha {}_{}{}^{}(t)=0,`$ (13.c)
$`{\displaystyle \frac{8\pi k_0}{c^2}}\rho ={\displaystyle \frac{\alpha (t)^2+\frac{1}{2}x^2\alpha {}_{}{}^{}(t)_{}^{2}+\frac{1}{2}x\alpha {}_{}{}^{\prime \prime }(t)}{\sqrt{\frac{1}{2\sqrt{2}}e^{\alpha (t)x}(\alpha (t)^2+2x^2\alpha {}_{}{}^{}(t)_{}^{2}+2x\alpha {}_{}{}^{\prime \prime }(t))}}},`$ (13.d)
$`{\displaystyle \frac{8\pi k_0}{c^2}}\rho ={\displaystyle \frac{\alpha (t)^2+x^2\alpha {}_{}{}^{}(t)_{}^{2}+x\alpha {}_{}{}^{\prime \prime }(t)}{\sqrt{\frac{1}{2\sqrt{2}}e^{\alpha (t)x}(\alpha (t)^2+2x^2\alpha {}_{}{}^{}(t)_{}^{2}+2x\alpha {}_{}{}^{\prime \prime }(t))}}},`$ (13.e)
$`{\displaystyle \frac{8\pi k_0}{c^2}}\rho ={\displaystyle \frac{\alpha (t)^2}{\sqrt{\frac{1}{2\sqrt{2}}e^{\alpha (t)x}(\alpha (t)^2+2x^2\alpha {}_{}{}^{}(t)_{}^{2}+2x\alpha {}_{}{}^{\prime \prime }(t))}}}.`$ (13.f)
A strong constrant is indicated by eq. (13.a) arising from the special form of the energy-mometum tensor (10).
An asymptotic solution for โEinsteinโsโ equation, which describes the energy density under special conditions is found such that
$`\underset{t\mathrm{}}{lim}\alpha (t)\text{constant.},`$
$`\underset{t\mathrm{}}{lim}\alpha {}_{}{}^{}(t)0,`$ (14)
$`\underset{t\mathrm{}}{lim}\alpha {}_{}{}^{\prime \prime }(t)0.`$
A particular solution which satisfies (14) is shown as
$$\alpha (t)=\text{tagh}(t)=\frac{e^te^t}{e^t+e^t}$$
(15)
At $`t=0`$ nothing can be said about the initial state of the universe. Differently from the standard cosmology nothing is known about the initial singularity of the universe. The initial state for the energy density is not determined. At $`t=\mathrm{}`$ the energy density assumes a constant value like a perfect fluid.
The expansion factor for this case is
$$\theta =V_{;\alpha }^\alpha =\frac{1}{\sqrt{g}}\left(\sqrt{g}V^\alpha \right)_{,\alpha }$$
(16)
where semi-colon is a covariant derivative, coma means ordinary derivative and $`V^\alpha `$ is the quadri-velocity given by (9).
For this case the expansion factor can be shown to be
$$\theta \frac{1}{2}\alpha {}_{}{}^{}(t)>0$$
(17)
Again, at $`t=0`$ there is no expansion of the universe, but for $`0<t<\mathrm{}`$ the size of the universe is continually increasing similar to the usual expansion in the standard cosmology. At $`t=\mathrm{}`$ the expansion stops again and the $`\alpha `$ parameter is a constant like the usual Gรถdel solution.
The solution (1) has rotation with angular velocity $`\omega `$. If we assume that the angular velocity as in Gรถdel solution is given by
$$\omega =\sqrt{\pi k\rho }$$
(18)
where $`k`$ is the gravitational constant and $`\rho `$ is the energy density, the angular velocity in our case becomes.
$$w^2\alpha (t)^2+\alpha {}_{}{}^{}(t)_{}^{2}+\alpha {}_{}{}^{\prime \prime }(t).$$
(19)
The angular velocity is zero at the beginning but it increases continuously for $`0<t<\mathrm{}`$ and finally it goes to a constant value for $`t=\mathrm{}`$ exactly the same way as (18).
It may be verified that $`\stackrel{\text{.}}{\mathrm{\Lambda }}(t)/\mathrm{\Lambda }(t)`$ is proportional to $`\alpha {}_{}{}^{}(t)`$ which means that the cosmological term will be decreasing in time so that it reaches a constant value. For large scale of time there is no more expansion for the universe but only a constant rotation.
It is important to remember that Gรถdel solution, besides having a constant angular velocity, has closed time-like curves. For the usual Gรถdel solution (1) with constant parameter, $`\alpha `$, the coordinate system may be changed from $`(x^0,x^1,x^2,x^3)`$ to another system such as $`(r,\theta ,\varphi ,z)`$ and the metric is written as
$$ds^2=4a^2\left[dt^2+2H(r)d\varphi dt+G(r)d\varphi ^2dz^2dr^2\right],$$
(20)
where
$`G(r)`$ $`=`$ $`\text{senh}^4(r)\mathrm{sinh}^2(r),`$
$`\text{and}H(r)`$ $`=`$ $`2\sqrt{2}\mathrm{sinh}^2(r).`$
The Gรถdel solution has in fact closed time like curves as we consider $`t,z`$ and $`r`$ as constant since $`d\varphi ^2`$ varies between zero and $`2\pi `$.
Here arbitrary time dependence of functions is considered as the usual Gรถdel solution to be the $`\underset{ยฏ}{\alpha }`$ parameter. With an arbitrary time dependent function we get
$$ds^2=4a^2dt^2+8a^2H(r)d\varphi dt+4a^2G(r)m(t)d\varphi ^24a^2dz^24a^2dr^2,$$
(21)
the same form as for $`t,z,r`$ given by constants we may find closed time like-curves. The line element is written now as
$$ds^2=4a^2G(r)m(t)d\varphi ^2$$
(22)
where $`a`$ is a constant, and $`m(t)`$ some positive function.
We can change from $`(x^0,x^1,x^2,x^3)`$ to a new coordinate system $`(r,\theta ,\varphi ,z)`$ since the covariance is guaranteed by the two appropriate choices of cosmological term and gravitational time dependent function.
The proposed solution carries the possibility of expansion like the Friedmann model but it contains rotation and closed time-like curves as in Gรถdel solution.
The universe could get a special way of evolution in accordance with eq. (5,6) and to continue today its course with slow expansion plus increasing rotation and closed time like curves.
The time dependent gravitational term could mean that some kind of matter appears in the universe exactly the same way as in the steady state model .
We may be living in an universe which is a combination of the standard model (expansion), steady state (appearence of matter) and finally, Gรถdel type solution (rotation). Asymptotically in time the $`\alpha `$ parameter is constant, energy density as is usual for dust source, zero expansion, non null rotation and a gravitational constant.
The conservation of energy will be possible only for large scale time. This fact is in accordance with and with our time-varying $`\mathrm{\Lambda }`$ and $`k`$ it becomes justifiable to revive the interest in creation of matter.
## Acknowledgements:
###
I would like to thank the Department of Physics, University of Alberta for their hospitality. This work was supported by CNPq (Governamental Brazilian Agencie for Research.
I would like to thank also Dr. Don N. Page for his kindness and attention with me at Univertsity of Alberta.
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# The Role of Ground State Correlations in the Single-Particle Strength of Odd Nuclei with Pairing.
## 1 Introduction
As is well known the role of the quasiparticle-phonon interaction is essential for the description of excitations in odd-mass nuclei . In magic and semi- magic nuclei it is possible to restrict ourselves to the approximation of the squared phonon creation amplitude $`g^2`$ in the propagators of the integral equations under study . In other words, it is necessary to take into account at least the complex configurations 1p$``$phonon or 1h$``$phonon (for non-magic nuclei we will use the unified notation 1qp$``$phonon). In the Green function (GF) language this means that for magic nuclei it is necessary to solve the Dyson equation with the mass operator
(1)
where the circle is the phonon creation amplitude g.
The main difference of non-magic nuclei from magic ones is the necessity to take into account Cooper pairing in the nuclear ground state. This means that we should also consider the following simplest energy-dependent โanomalousโ mass operators :
(2)
where the lines with two ingoing and outgoing arrows denote the โanomalousโ GF $`F^{(1)}`$ and $`F^{(2)}`$ which are proportional to the gap. Pairing phonons are not included here because their contribution is probably small.
It is implied in the following that the initial quantities of our problem are โobservedโ mean field described by a phenomenological potential, e.g. by the Woods-Saxon one, and pairing gap. The corresponding single-particle levels should be extracted from the observed excitation energies of non-magic nuclei (we will perform this procedure). The initial pairing gaps values are taken from experiment or solution of the BCS gap equation with the phenomenologically determined pp-interaction.
So far as the nuclear pairing problem is solved within the BCS approach as a rule, the quasiparticle-phonon interaction is not considered explicitely and quantitatively on this level. If we consider explicitely the contribution of the graphs (2) we must also take them into account in the pairing problem and , therefore, to avoid double counting, change the phenomenological pp-interaction entering the usual BCS problem. This question will be considered elsewhere but here we use a simplier phenomenological procedure of โrefiningโ the gap values from the quasiparticle-phonon interaction under consideration. It is analogous to refining the phenomenological single-particle energies in magic nuclei .
In this work we study the role of the terms (2) and of complete taking into account ground state correlations to describe the excitations of $`{}_{}{}^{119}Sn`$ and $`{}_{}{}^{121}Sn`$. The important role of ground state correlations was shown long ago, e.g. for the M1 excitations in $`{}_{}{}^{40}Ca`$ and $`{}_{}{}^{96}Zr`$ . For the excitations of odd non-magic nuclei this was considered in but without any โrefiningโ procedure for the case of the phenomenological mean field. The above-mentioned procedure of โrefiningโ the gap and single-particle energiesโ values will be also developed and realized here.
## 2 Equations for one-particle Green functions in non-magic nuclei
The general system of exact equations for the โnormalโ GFโs G and $`G^{(h)}`$ and โanomalousโ GFโs $`F^{(1)}`$ and $`F^{(2)}`$ in a Fermi system with pairing has the form :
$`G=G_0+G_0\mathrm{\Sigma }GG_0\mathrm{\Sigma }^{(1)}F^{(2)},`$ (3)
$`F^{(2)}=G_0^{(h)}\mathrm{\Sigma }^{(h)}F^{(2)}+G_0^{(h)}\mathrm{\Sigma }^{(2)}G,`$
where $`G_0`$ and $`G_0^{(h)}`$ are free GFs, i.e. the GFs of ideal gas, $`\mathrm{\Sigma }`$, $`\mathrm{\Sigma }^{(1)}`$, $`\mathrm{\Sigma }^{(2)}`$ and $`\mathrm{\Sigma }^{(h)}`$ are full irreducible self-energy parts (mass operators). Eq.( 3) should be supplemented by the equations for $`G^{(h)}`$ and $`F^{(1)}`$. We use the symbolic form of equations very often.
It is very natural to single out explicitely known components of the mass operators. So we write
$`\mathrm{\Sigma }(\epsilon )=\stackrel{~}{\mathrm{\Sigma }}+M(\epsilon ),\mathrm{\Sigma }^{(h)}(\epsilon )=\stackrel{~}{\mathrm{\Sigma }}^{(h)}+M^{(h)}(\epsilon ),`$ (4)
$`\mathrm{\Sigma }^{(1)}(\epsilon )=\stackrel{~}{\mathrm{\Sigma }}^{(1)}+M^{(1)}(\epsilon )\stackrel{~}{\mathrm{\Delta }}^{(1)}+M^{(1)}(\epsilon ),`$
$`\mathrm{\Sigma }^{(2)}(\epsilon )=\stackrel{~}{\mathrm{\Sigma }}^{(2)}+M^{(2)}(\epsilon )\stackrel{~}{\mathrm{\Delta }}^{(2)}+M^{(2)}(\epsilon ).`$
Here the first terms do not depend on the energy variable $`\epsilon `$. The quantities $`\stackrel{~}{\mathrm{\Sigma }}`$, $`\stackrel{~}{\mathrm{\Sigma }}^{(h)}`$ correspond to a mean field and $`\stackrel{~}{\mathrm{\Sigma }}^{(1)}`$, $`\stackrel{~}{\mathrm{\Sigma }}^{(2)}`$ describe a pairing of the BCS type. The quantities M, $`M^{(1)}`$, $`M^{(2)}`$, $`M^{(h)}`$ (called further as $`M^{(i)}`$) are not defined so far. We mean that they contain the quasiparicle-phonon interaction. Due to the fact that, as was mentioned before, the single-particle energies $`\epsilon _\lambda `$ and gaps $`\mathrm{\Delta }_\lambda `$ are phenomenological, the quantities $`M^{(i)}`$ should give a contribution to $`\epsilon _\lambda `$ and $`\mathrm{\Delta }_\lambda `$. Therefore, to avoid the double counting of the quasiparticle-phonon interaction, we must โrefineโ the first terms of the sums (4) and to obtain (see below) the corresponding $`\stackrel{~}{\epsilon }_\lambda `$ and $`\stackrel{~}{\mathrm{\Delta }}_\lambda `$ from $`\epsilon _\lambda `$ and $`\mathrm{\Delta }_\lambda `$. These โrefinedโ quantities are denoted by โtildeโ.
Taking Eqs. (4) into account the general system (3) can be transformed to the following equations (see the derivation in ):
$`G=\stackrel{~}{G}+\stackrel{~}{G}MG\stackrel{~}{F}^{(1)}M^{(h)}F^{(2)}\stackrel{~}{G}M^{(1)}F^{(2)}\stackrel{~}{F}^{(1)}M^{(2)}G`$ (5)
$`F^{(2)}=\stackrel{~}{F}^{(2)}+\stackrel{~}{F}^{(2)}MG+\stackrel{~}{G}^{(h)}M^{(h)}F^{(2)}\stackrel{~}{F}^{(2)}M^{(1)}F^{(2)}+\stackrel{~}{G}^{(h)}M^{(2)}G,`$
(and the same for $`G^{(h)}`$ and $`F^{(1)}`$). The bare GF $`\stackrel{~}{G}`$, $`\stackrel{~}{G}^{(h)}`$ and $`\stackrel{~}{F}^{(1)}`$, $`\stackrel{~}{F}^{(2)}`$ are the known GFs of Gorkov. In the $`\lambda `$ representation of single-particle wave functions they have the form:
$`\stackrel{~}{G}_\lambda (\epsilon )=\stackrel{~}{G}_\lambda ^{(h)}(\epsilon )={\displaystyle \frac{\stackrel{~}{u}_\lambda ^2}{\epsilon \stackrel{~}{E}_\lambda +i\delta }}+{\displaystyle \frac{\stackrel{~}{v}_\lambda ^2}{\epsilon +\stackrel{~}{E}_\lambda i\delta }}`$ (6)
$`\stackrel{~}{F}_\lambda ^{(1)}=\stackrel{~}{F}_\lambda ^{(2)}={\displaystyle \frac{\stackrel{~}{\mathrm{\Delta }}_\lambda }{2\stackrel{~}{E}_\lambda }}({\displaystyle \frac{1}{\epsilon \stackrel{~}{E}_\lambda +i\delta }}{\displaystyle \frac{1}{\epsilon +\stackrel{~}{E}_\lambda i\delta }})`$
where $`\stackrel{~}{u}_\lambda ^2=1\stackrel{~}{v}_\lambda ^2=(\stackrel{~}{E}_\lambda +\stackrel{~}{\epsilon }_\lambda )/(2\stackrel{~}{E}_\lambda )`$, $`\stackrel{~}{E}_\lambda =\sqrt{\stackrel{~}{\epsilon }_\lambda ^2+\stackrel{~}{\mathrm{\Delta }}_\lambda ^2}`$. The โrefinedโ quantities $`\stackrel{~}{\epsilon }_\lambda `$ and gaps $`\stackrel{~}{\mathrm{\Delta }}_\lambda `$ will be determined in the next Section.
The physical meaning of Eqs.(5) is that we have singled out explicitely the effects of mean field and Cooper pairing in a โrefinedโ form. In the hamiltonian approach, the latter corresponds to the Bogolubovโs transformation but without refining from the quasiparticle-phonon interaction in the case of taking it into account.
Let us define now the quantities $`M^{(i)}`$. We will take them in the simplest $`g^2`$ approximation of Eqs. (1, 2). (In it was shown that the dimensionless quantity $`g^2`$ is a small parameter for $`{}_{}{}^{120}Sn`$, i.e. $`g^2<1`$ for the most collective low lying $`2_1^+`$ and $`3_1^{}`$ phonons.) Then the Eqs.(5) have the following graphical form:
(7)
(in our linearized version we need only two equations). This corresponds to the approximation of 1qp + 1qp$``$phonon. Eqs.(7) take into account the ground state correlation completely because we use two terms (โforward and backward going graphsโ) both in Eq.(6) and in the formulae for all the mass operator Eq.(1, 2) (see ), and, of course, in the QRPA calculations of the phonon creation amplitude g. In the diagonal approximation for $`M_{\lambda \lambda ^{}}^{(i)}`$ the secular equation, which determines the excitation energies of an odd nucleus with pairing, is obtained from Eqs.(7) and has the form:
$`\mathrm{\Xi }_\lambda (\epsilon )\left|\begin{array}{cc}1\stackrel{~}{G}_\lambda M_\lambda +\stackrel{~}{F}_\lambda ^{(1)}M_\lambda ^{(2)}& \stackrel{~}{F}_\lambda ^{(1)}M_\lambda ^{(h)}+\stackrel{~}{G}_\lambda M_\lambda ^{(1)}\\ \stackrel{~}{F}_\lambda ^{(2)}M_\lambda \stackrel{~}{G}_\lambda ^{(h)}M_\lambda ^{(2)}& 1\stackrel{~}{G}_\lambda ^{(h)}M_\lambda ^{(h)}+\stackrel{~}{F}_\lambda ^{(2)}M_\lambda ^{(1)}\end{array}\right|=0`$ (10)
where our mass operators are given by the form
$$M_1(\epsilon )=M_1^{(h)}(\epsilon )=\underset{s,2}{}(g_{12}^s)^2(\frac{\stackrel{~}{u}_2^2}{\epsilon \stackrel{~}{E}_2\omega _s+i\gamma }+\frac{\stackrel{~}{v}_2^2}{\epsilon +\stackrel{~}{E}_2+\omega _si\gamma }),$$
$$M_1^{(1)}(\epsilon )=M_1^{(2)}(\epsilon )=\underset{s,2}{}(g_{12}^s)^2\frac{\stackrel{~}{\mathrm{\Delta }}_2}{2\stackrel{~}{E}_2}(\frac{1}{\epsilon \stackrel{~}{E}_2\omega _s+i\gamma }\frac{1}{\epsilon +\stackrel{~}{E}_2+\omega _si\gamma }),$$
here we have simplified the notations: index $`1(\lambda _1)(n_1,j_1,l_1,m_1)`$, $`\omega _s`$ is the phonon energy and $`g_{12}^s`$ is the phonon creation amplitude.
The strength of the transition to the excited state $`\lambda \eta `$ under consideration (spectroscopic factor) is given by
$`S_{\lambda \eta }^\pm ={\displaystyle \frac{(1+q_{\lambda \eta })(E_{\lambda \eta }\pm \epsilon _{\lambda \eta })}{\dot{\mathrm{\Theta }}_\lambda (E_{\lambda \eta })}}`$ (11)
where
$`E_{\lambda \eta }=\sqrt{\epsilon _{\lambda \eta }^2+\mathrm{\Delta }_{\lambda \eta }^2},`$ (12)
$`\epsilon _{\lambda \eta }={\displaystyle \frac{\stackrel{~}{\epsilon }_\lambda +M_{(even)\lambda }(E_{\lambda \eta })}{1+q_{\lambda \eta }}},\mathrm{\Delta }_{\lambda \eta }={\displaystyle \frac{\stackrel{~}{\mathrm{\Delta }}_\lambda ^{(1,2)}+M_\lambda ^{(1,2)}(E_{\lambda \eta })}{(1+q_{\lambda \eta })}},`$ (13)
$`q_{\lambda \eta }={\displaystyle \frac{M_{(odd)\lambda }(E_{\lambda \eta })}{E_{\lambda \eta }}},`$
$`\mathrm{\Theta }_\lambda (\epsilon )=(\epsilon \stackrel{~}{\epsilon }_\lambda M_\lambda (\epsilon ))(\epsilon +\stackrel{~}{\epsilon }_\lambda +M_\lambda ^{(h)}(\epsilon ))(\stackrel{~}{\mathrm{\Delta }}_\lambda +M_\lambda ^{(1)}(\epsilon ))^2`$ (14)
$`M_{(even)}`$ and $`M_{(odd)}`$ are the even and odd terms of the mass operator M . The denominator in Eq. (11) is the energy- derivative. Eqs.(10-14) determine the characteristics of odd nuclei with pairing in our approximation.
## 3 The refinement of phenomenological single-particle energies and gaps
The initial general system (3) can also be transformed to another form (see the derivation in ). Let us introduce the GF
$`\overline{G}=G_0+G_0(\stackrel{~}{\mathrm{\Sigma }}+M)\overline{G}=\stackrel{~}{\overline{G}}+\stackrel{~}{\overline{G}}M\overline{G}`$ (15)
where $`\stackrel{~}{\overline{G}}`$ determines โrefinedโ quasiparticle energies $`\stackrel{~}{\epsilon }_\lambda `$ (we mean Landauโs quasiparticles here). Then the system (3) can be written as one equation for G:
$`G=\overline{G}\overline{G}\mathrm{\Sigma }^{(1)}\overline{G}^{(h)}\mathrm{\Sigma }^{(2)}G.`$ (16)
In Eq.(16) we use the approximation which is diagonal in the single-particle index $`\lambda `$. Let us represent the mass operator M as a sum of its odd $`M_{(odd)}`$ and even $`M_{(even)}`$ terms and determine the energies $`E_\lambda `$ of the observable quasiparticle levels as dominant solutions of Eq.(16). Then we obtain the general formulae which connect the observable {$`\epsilon _\lambda `$, $`\mathrm{\Delta }_\lambda `$} and refined {$`\stackrel{~}{\epsilon }_\lambda `$, $`\stackrel{~}{\mathrm{\Delta }}_\lambda `$} quantities:
$`\epsilon _\lambda ={\displaystyle \frac{\stackrel{~}{\epsilon }_\lambda +M_{(even)\lambda }(E_\lambda )}{1+q_\lambda (E_\lambda )}},`$ (17)
$`\mathrm{\Delta }_\lambda \mathrm{\Delta }_\lambda ^{(1,2)}={\displaystyle \frac{\stackrel{~}{\mathrm{\Delta }}_\lambda ^{(1,2)}+M_\lambda ^{(1,2)}(E_\lambda )}{1+q_\lambda (E_\lambda )}}`$
where $`E_\lambda =\sqrt{\epsilon _\lambda ^2+\mathrm{\Delta }_\lambda ^2}`$, $`q_\lambda =M_{(odd)\lambda }(E_\lambda )/E_\lambda `$. Thus, if the phenomenological quantities $`\epsilon _\lambda `$ and $`\mathrm{\Delta }_\lambda `$ are known we can find the bare ones, which enter Eqs.( 5), ( 6), ( 7), from the solution of the nonlinear relations (17).
## 4 Calculations of single-particle strength in $`{}_{}{}^{119}Sn`$ and $`{}_{}{}^{121}Sn`$.
At first we developed and realized the procedure to extract the phenomenological $`\epsilon _\lambda `$ and $`\mathrm{\Delta }_\lambda `$ from the observed excited quasiparticle levels $`E_\lambda `$. We used the formula $`E_\lambda =\overline{\mathrm{\Delta }}+E_{ex}^\lambda `$, where $`\overline{\mathrm{\Delta }}`$ is the odd-even difference and $`E_{ex}^\lambda `$ are the excitation energies of $`{}_{}{}^{119}Sn`$ and $`{}_{}{}^{121}Sn`$, and determined the quantities $`\epsilon _\lambda `$ and $`\mathrm{\Delta }_\lambda `$ from an iteration procedure. This procedure was organized in such a way that the $`E_\lambda `$ values could be reproduced by the formula $`E_\lambda =\sqrt{\epsilon _\lambda ^2+\mathrm{\Delta }_\lambda ^2}`$. The $`\epsilon _\lambda `$ and $`\mathrm{\Delta }_\lambda `$ obtained are given in Table 1 (for detailes see ).
Further, it is necessary to perform the โrefiningโ procedure, i.e. to find $`\stackrel{~}{\epsilon }_\lambda `$ and $`\stackrel{~}{\mathrm{\Delta }}_\lambda `$ from the known $`\epsilon _\lambda `$ and $`\mathrm{\Delta }_\lambda `$. To do it the non-linear Eqs.(17) with our $`g^2`$ choice of $`M^{(i)}`$ have been solved. The results are given in Table 1 where $`\gamma _\lambda `$ and $`\overline{\gamma }`$ quantities were defined as follows
$`\gamma _\lambda ={\displaystyle \frac{\mathrm{\Delta }_\lambda \stackrel{~}{\mathrm{\Delta }}_\lambda }{\mathrm{\Delta }_\lambda }},\overline{\gamma }={\displaystyle \frac{_\lambda \gamma _\lambda (2j_\lambda +1)}{_\lambda (2j_\lambda +1)}},`$ (18)
These values give the contribution of the quasiparticle-phonon pairing mechanism caused only by the retarded pp-interaction, i.e. by the $`M^{(1)}`$, $`M^{(2)}`$ contribution in Eq.(17). In Table 1 the calculations using 3 low-lying collective $`2_1^+`$, $`3_1^{}`$, $`4_1^+`$ phonons and 21 phonons are given for 5 levels near to the Fermi surface. The phonons were calculated within the standard theory of finite Fermi systems with phenomenological $`\epsilon _\lambda `$ and $`\mathrm{\Delta }_\lambda `$ which is permissible in our $`g^2`$ approximation because we omitted the $`g^4`$ terms. We obtained that the $`\gamma _\lambda `$ values depend rather strongly on $`\lambda `$ and the mean value $`\overline{\gamma }=32\%`$, which was calculated for all the 8 levels under consideration.
At last, using the $`\stackrel{~}{\epsilon }_\lambda `$ and $`\stackrel{~}{\mathrm{\Delta }}_\lambda `$ values as the initial data we solved Eq.(10) and calculated the spectroscopic factors, Eqs. ( 11, 14). The results and their comparison with the experiment are given in Table 2 for all the 5 levels below and above the Fermi surface. We obtained a reasonable agreement with experiment except for the $`2d5/2`$ and $`1g7/2`$ levels in $`{}_{}{}^{121}Sn`$ where strength is very fragmented and small, i.e. it was not observed very reliably.
In Figs.1,2 and Table 2 the results โGSCโโ obtained without taking into account all the ground state correlations (except for the QRPA ones in our phonons) are also given. We see that the difference is rather noticeable. The inclusion of GSC mostly gives a correct trend, both for the levels near to the Fermi surface and for those beyond this surface, and improves the agreement with experiment. One can see from Fig.1,2 that it is more manifested for the โdifferentialโ results than for the integral ones presented in Table 2.
We also investigated the role of the terms $`M^{(1)}`$, $`M^{(2)}`$ Eq.( 2) of the anomalous mass operators both for the ground state (โrefiningโ the gap) and for the description of excited states. It turned out that they give small contributions only for states corresponding to the single-particle levels which are very far from the Fermi surface. For the rest of the states considered, they have a contribution and improve the agreement with the experimental data rather often.
In conclusion, in order to calculate the distribution of single-particle strength in odd nuclei with pairing we formulated the method which takes consistently into account all ground state correlations (within the approximation used) and new terms, i.e. Eq.(2), of the โanomalousโ mass operators which are specific for non-magic nuclei. For the first time the method includes also the refinement of the phenomenological pairing gap values from the quasiparticle-phonon interaction under study. A more exact than usual receipt of determing phenomenological single- particle energies for non- magic nuclei was realised here. The first calculation for $`{}_{}{}^{119}Sn`$ and $`{}_{}{}^{121}Sn`$ performed in the $`1qp+1qpphonon`$ approximation showed a reasonable enough agreement with the available experimental data.
The mean value of the contribution of the quasiparticle-phonon pairing mechanism caused only by the retarded pp-interaction was obtained for the first time, it is about 32$`\%`$ for $`{}_{}{}^{120}Sn`$. A noticeable numerical role of ground state correlations, although not so dramatic as in , was obtained.
S.K. thanks Profs. P.von Brentano, U.Kneissl and Dr. N.Pietralla for very useful discussions.
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# 1 Introduction
## 1 Introduction
It is well-known (see e.g. for lists of references and further details) that the $`l`$ basis elements of the Lie algebra cohomology of a simple compact Lie algebra $`๐ค`$ define, up to a constant, $`l`$ totally antisymmetric tensors. In fact, these may also be understood as the coordinates of the different invariant $`(2m1)`$-forms on the manifold of the compact group $`G`$ associated with $`๐ค`$ that, in the Chevalley-Eilenberg version of the Lie algebra cohomology , characterise the ($`2m1`$)-cocycles. Given a simple compact $`๐ค`$, we shall refer to these $`l`$ tensors as the Omega tensors $`\mathrm{\Omega }^{(2m_s1)}`$ of $`๐ค`$. They have orders $`2m_s1,s=1,2,\mathrm{},l`$, where $`m_s`$ are the orders of the primitive Casimir-Racah operators of $`๐ค`$ (see also for lists of references). For $`su(n)`$, $`m_s\{2,3,\mathrm{},n\}`$, and hence the Omega tensors are of orders $`3,5,\mathrm{}(2l+1)`$. There is an essentially canonical path from the Omega tensors of a given $`๐ค`$ that leads to the set of its $`l`$ primitive Racah-Casimir operators $`C^{(m_s)}`$. Following this path , the resulting set of Racah-Casimir operators $`C^{(m_s)}`$ (represented by invariant symmetric tensors $`t^{(m_s)}`$ of order $`m_s`$) is optimally defined in the sense that it contains one member for each required order $`m_s`$ and nothing else. The procedure allows for the appearance of no $`C^{(m_s)}`$ other the $`l`$ primitive ones: any formal attempt to define $`C^{(m)}`$ for, say, $`su(n)`$ for $`m>n`$ simply produces a vanishing result. Since this paper concentrates on $`su(n)`$, we shall not worry about the refinements that are needed to deal explicitly with all the invariants of the even orthogonal algebras $`๐ค=D_l`$, where the Pfaffian enters the picture. Nor will the subsequent discussion make explicit the qualifications that may be needed to cover the exceptional algebras.
The paper proceeds from the definition of a complete set of primitive Racah-Casimir operators for $`๐ค`$ to a new general result for the eigenvalues $`c^{(m_s)}(D)`$ of $`C^{(m_s)}(D)`$ for a generic representation $`D`$
$$X_iD(X_i)$$
(1)
of the Lie algebra
$$[X_i,X_j]=if_{ijk}X_k$$
(2)
of $`๐ค`$. We have here written $`f_{ijk}`$ for the structure constants of $`๐ค=su(n)`$. For this algebra, almost all of the technical machinery is at hand to enable us to display explicitly the key features of our general result for $`c^{(m)}(D)`$. Obvious analogues of these results are applicable to all other $`๐ค`$.
Our main result states that, for any representation $`D`$,
$$(\mathrm{dim}D)c^{(m_s)}(D)=2^{1m_s}(gdi)^{(m_s)}(D)\mathrm{\Omega }_{}^{(2m_s1)}{}_{}{}^{2}$$
(3)
where
$$\mathrm{\Omega }_{}^{(2m_s1)}{}_{}{}^{2}\mathrm{\Omega }_{i_1\mathrm{}i_{2m_s1}}\mathrm{\Omega }_{i_1\mathrm{}i_{2m_s1}},$$
(4)
and $`(gdi)^{(m_s)}(D)`$ is a number dependent on the order $`m_s`$ of the Racah-Casimir, the representation $`D`$ considered and $`๐ค`$, or rather in the case of $`su(n)`$, on $`n`$. For the representation considered, $`(gdi)^{(m_s)}(D)`$, $`s=1,\mathrm{},l`$, is an acronym for $`s`$-th generalised Dynkin index for the representation $`D`$ considered and its use in (3) is discussed below. What is special about $`su(n)`$ is that $`\mathrm{\Omega }_{}^{(2m_s1)}{}_{}{}^{2}`$ is known explicitly for all $`n`$ and for all $`2mn`$ (from now on, we drop the subindex $`s=1,\mathrm{},l`$ in $`m_s`$). From we quote
$`\mathrm{\Omega }_{}^{(2m1)}{}_{}{}^{2}`$ $`=`$ $`{\displaystyle \frac{2^{2m3}}{(2m2)!}}n{\displaystyle \underset{r=1}{\overset{m1}{}}}(n^2r^2)`$ (5)
$`=`$ $`{\displaystyle \frac{4}{(2m2)(2m3)}}\mathrm{\Omega }_{}^{(2m3)}{}_{}{}^{2}.`$ (6)
Eq. (5) exhibits features of (3) which we believe apply equally well to all other $`๐ค`$. Eq. (5) shows that $`\mathrm{\Omega }_{}^{(2m1)}{}_{}{}^{2}0`$ and hence $`\mathrm{\Omega }^{(2m1)}`$ is non-vanishing only of $`mn`$. In other words the primitive ($`2m1`$)-cocycle exists only for $`mn`$ as known from Lie algebra cohomology, and (3) gives a null result for $`c^{(m)}(D)`$ only when $`n<m`$. The power of two in (3) has been chosen, as far as we know it to be necessary, to ensure that, as is customary for an index, $`(gdi)^{(m)}(D)`$ takes on only integral values. In the case of $`m=2`$ and the familiar Dynkin index itself , (3) takes on its standard form (see e.g. )
$$(gdi)^{(2)}(D)=\frac{2\mathrm{dim}D}{n\mathrm{dim}๐ค}c^{(2)}(D),$$
(7)
using $`f_{ijk}f_{ijk}=\mathrm{\Omega }_{}^{(3)}{}_{}{}^{2}=n(n^21)=n.\mathrm{dim}(su(n))`$. The factor $`n`$ in the denominator of (7) reflects the fact that for uniformity (in $`m`$) of our definitions of the various $`C^{(m)}`$ for $`su(n)`$, we have defined the quadratic Casimir operator of $`su(n)`$ as
$$C^{(2)}=nX_iX_i,i=1,\mathrm{},n1,$$
(8)
see Sec. 2.3. For higher values of $`m`$ there is less agreement as to how the Casimir operators $`C^{(m)}`$, and hence the $`(gdi)^{(m)}(D)`$, should be defined. We have argued that our definition of the former is optimal, featuring as it does $`t`$-tensors and Omega tensors that are in one-to-one correspondence with the cohomology cocycles of $`su(n)`$. This is tantamount to asserting that the Omega tensors are the fundamental entities (in fact, $`\mathrm{\Omega }^3`$ is given by the structure constants of the algebra themselves), and our definition of Casimir operators follows from this and reflects it too. A good recent account of the role of, and of one way of defining, generalised Dynkin indices, which were originally introduced in , is , which refers to earlier papers . The paper also emphasises the role of โorthogonalโ tensors โin essence our $`t`$-tensorsโ making reference to in this context, and attributing the recognition of the importance of orthogonality to the definition of generalised Dynkin indices to . Ref. contains extensive tabulations of generalised Dynkin indices, as does . Another useful discussion of indices is contained in , which aims, as we do here, at getting results for all $`su(n)`$ valid for all $`n`$, using procedures โCvitanovicโs bird-track methodsโ that are there also applied to other $`๐ค`$. Our work differs from that of the papers just cited in that it emphasises the central role of the Omega-tensors, and employs a definition of indices that follows from this viewpoint. In view of (5) we believe that a significant amount of new information is contained in our work. We would further wish to advocate that (3) โthe formula for the eigenvualue $`c^{(m)}(D)`$ of the Racah-Casimir operator of oder $`m`$โ be seen as the result of primary importance. The $`(gdi)^{(m)}(D)`$ are merely numbers, knowledge of which is required to complete the determination of the $`c^{(m)}(D)`$. Thus while the number $`(gdi)^{(m)}(D)`$ in some sense characterises the eigenvalue $`c^{(m)}(D)`$, general $`su(n)`$ formulas for $`(gdi)^{(m)}(D)`$ do not automatically exhibit the restrictions on $`n`$ necessary for their applicability. Thus, for the adjoint represention $`ad`$, see below, of $`su(n)`$,
$$(gdi)^{(4)}(ad)=2n$$
(9)
But this applies only when $`n4`$, since (3)โ(5) show that $`c^{(4)}(D)`$ equals zero for any $`D`$ for $`n=2,3`$, as it should do, since $`๐^{(4)}`$ is absent for these $`n`$-values. See also comments following (70) and (103) below.
The paper turns next to providing some illustrations of the results that are contained within (3). We wish to deduce the values of $`(gdi)^{(m)}(D)`$ for various $`m`$ and representations $`D`$, obtaining results from a single computation that are valid for all $`n`$. For this purpose we consider the following classes of representations of $`su(n)`$. We will use the notation $`^s`$ for $`s=1,2\mathrm{},l`$, for the fundamental representations of $`su(n)`$ of rank $`l=n1`$ (writing also $`^1`$ for the defining representation), and denote the adjoint representation of the algebra by $`ad`$.
$``$ The defining representation of $`su(n)`$, $``$
$`=(1,0,\mathrm{},0)`$ and is given by
$$X_i\frac{1}{2}\lambda _i_i,$$
(10)
where the $`\lambda _i`$ are the standard Gell-Mann matrices of $`su(n)`$ . Using results from , we can show by a single calculation that
$$(gdi)^{(m)}()=1$$
(11)
for all $`n`$ and for all $`mn`$. This simple general result offers some indication of the appropriateness of our definition of $`(gdi)^{(m)}`$.
$``$ The adjoint representation $`ad`$ of $`su(n)`$
In Dynkin coordinates $`ad=(1,0,\mathrm{},1)`$ (see e.g. ) and it is given by
$$X_iad(X_i)ad_i,(ad_i)_{jk}=if_{ijk}.$$
(12)
We show that $`(gdi)^{(m)}()=0`$ for all odd $`m`$ for all $`n`$, and give results for $`m=2,4`$ and $`6`$, on the basis of one calculation for each of these three $`m`$ values.
$``$ The representation $`๐`$ of $`๐ค=su(n)`$
Let $`๐`$ denote the representation of $`๐ค`$ built using the set of hermitian Dirac matrices of a euclidean space of dimension $`\mathrm{dim}๐ค=r`$. The representation $`๐`$ is defined by means of
$$X_i๐(X_i)S_i=\frac{1}{4}if_{ijk}\gamma _j\gamma _k,$$
(13)
in terms of Dirac matrices such that
$$\{\gamma _i,\gamma _j\}=2\delta _{ij};$$
(14)
hence, $`๐`$ has dimension $`2^{[r/2]}`$ ($`[x]`$ denotes the integral part of $`x`$). Unlike all the other representations that we treat $`๐`$ is reducible; it describes the direct sum of a number of copies of the irreducible representation of $`๐ค`$ whose highest weight is the principal Weyl vector $`\delta =\frac{1}{2}_{\alpha >0}\alpha `$, i.e. half the sum of the positive roots of $`su(n)`$, given by $`\delta =(1,\stackrel{l}{},1)`$ in Dynkin coordinates. This representation has dimension $`2^{(rl)/2}`$. The actual number of copies of $`\delta `$ in $`๐`$ is $`2^{[l/2]}`$. It follows that $`\mathrm{dim}๐=2^{[l/2]}\mathrm{\hspace{0.33em}2}^{(rl)/2}=2^{[r/2]}`$. We restrict to $`๐ค=su(n)`$, for which $`l=n1`$ and $`r=n^21`$. We show that $`(gdi)^{(m)}(๐)`$ is zero for all odd $`m`$ for all $`su(n)`$, and give explicit results for $`m=2`$ and $`m=4`$ only.
$``$ The $`l`$ fundamental representations $`^s`$ and the irrep $`๐ฎ_p=(p,0,\mathrm{},0)`$.
By dealing with the completely symmetrised and also the completely antisymmetrised direct products of $`p`$ copies of the defining representation $``$, we derive results for the representations of $`su(n)`$ with Dynkin coordinates $`(p,0,\mathrm{},0)`$, and for the fundamental representations $`^s,s=1,2,\mathrm{},n1`$. For the latter, we give all indices for all $`^s`$ for $`n=3,4,5`$ and $`6`$. Bird-track methods are employed here.
The material of this paper is organised as follows. Sec. 2 two gives a brief description of the various families of $`su(n)`$ tensors, including the Omega tensors, that are involved in the build up to the definition of Casimir operators. To some extent this reviews our earlier paper , where detailed references to previous studies of Casimir operators may be found. In Sec. 3, we derive and discuss the key result (3). In Sec. 4, we turn to the illustration of (3) for the classes of $`su(n)`$ representations just listed.
The interest of this paper in the eigenvalues of Casimir operators has been in the context of generalised Dynkin indices, because our approach brings these in completely naturally. There are however other sources of information on the subject. There is where valuable explicit formulas are given for all Casimir operators of all classical algebras and also for $`g_2`$, while addresses the problem for other exceptional algebras.
## 2 Definitions of tensors and Racah-Casimir operators
### 2.1 The $`d`$-tensors
This is a family of symmetric tensors first defined by Sudbery . The definition sets out from the standard Gell-Mann totally symmetric third order tensor $`d_{ijk}`$ that exists for all $`n3`$ and is traceless $`d_{ijk}\delta _{ij}=0`$. Higher order tensors in the family
$$d_{(i_1,\mathrm{},i_r)}^{(r)},$$
(15)
are defined recursively by symmetrising
$$d_{i_1,\mathrm{},i_r}^{(r)}=d_{i_1,\mathrm{},i_{r2}j}^{(r1)}d_{ji_{r1}i_r}^{(3)},$$
(16)
over all its $`i_1,\mathrm{},i_r`$ indices. Round brackets here denote symmetrisation with unit weight. Thus
$`d_{(ijk)}^{(3)}`$ $`=`$ $`d_{ijk}`$
$`d_{(ijkl)}^{(4)}`$ $`=`$ $`\frac{1}{3}(d_{ijp}d_{pkl}+d_{jkp}d_{pil}+d_{kip}d_{pjl}).`$ (17)
Sometimes it is useful to refer to $`d_{ij}^{(2)}=\delta _{ij}`$ as the rank two member of the family.
### 2.2 The Omega tensors
Using the mentioned correspondence between $`(2m1)`$-cocycles and $`\mathrm{\Omega }^{(2m1)}`$ tensors, we have (see, e.g. for the structure of these expressions)
$`\mathrm{\Omega }_{ijk}^{(3)}`$ $`=`$ $`f_{ijk}=f_{aij}d_{(ak)}^{(2)},`$ (18)
$`\mathrm{\Omega }_{ijkpq}^{(5)}`$ $`=`$ $`f_{a[ij}f^b{}_{kp]}{}^{}d_{(abq)}^{(3)},`$ (19)
$`\mathrm{\Omega }_{ijkpqrs}^{(7)}`$ $`=`$ $`f_{a[ij}f^b{}_{kp}{}^{}f_{}^{c}{}_{qr]}{}^{}d_{(abcs)}^{(4)},`$ (20)
and in general
$$\mathrm{\Omega }_{i_1j_i\mathrm{}i_{m1}j_{m1}k}^{(2m1)}=f_{}^{k_1}{}_{[i_1j_1}{}^{}\mathrm{}f_{}^{k_{m1}}{}_{i_{m1}j_{m1}]}{}^{}d_{(k_1\mathrm{}k_m)}^{(m)}.$$
(21)
Here square brackets indicate unit weight antisymmetrisation over all the surrounded indices. The structure of $`\mathrm{\Omega }^{(2m1)}`$ above is general for any $`๐ค`$; what makes it specific to $`su(n)`$ are the orders ($`3,5,\mathrm{},(2l+1)`$), and of course the fact that the $`f`$โs are the $`su(n)`$ ones. One may check explicitly that $`\mathrm{\Omega }^{(2m1)}`$ tensor is fully antisymmetric in all its $`(2m1)`$ indices $`(i_1j_1i_2j_2\mathrm{}i_{m1}j_{m1}k)`$, even if only the first $`(2m2)`$ indices are antisymmetrised by actual square brackets. The position of the indices in this paper is without metric signifance. Since $`๐ค`$ is compact and its generators are hermitian, we may take the Killing metric as the unit matrix, and so the raising of indices may just serve to remove them from the sets of indices that are subject to antisymmetrisation (or symmetrisation).
A detailed account of the properties of Omega tensors has recently been prepared . The extensive compilation of results contained in includes the important formula (5), together with its derivation. As noted above, (5) makes clear that $`\mathrm{\Omega }^{(2m1)}`$ is absent for $`su(n)`$ whenever $`m>n`$.
### 2.3 The $`t`$-tensors
Following we review some properties of this family of totally symmetric and totally tracelsss tensors $`t^{(m)}`$ for $`su(n)`$. The definitions are
$`t_{ak}^{(2)}`$ $`=`$ $`\mathrm{\Omega }_{ijk}^{(3)}f_{ija},`$ (22)
$`t_{abm}^{(3)}`$ $`=`$ $`\mathrm{\Omega }_{ijklm}^{(5)}f_{ija}f_{klb},`$ (23)
$`t_{abcq}^{(4)}`$ $`=`$ $`\mathrm{\Omega }_{ijklmpq}^{(7)}f_{ija}f_{klb}f_{mpc},`$ (24)
$`t_{abcds}^{(5)}`$ $`=`$ $`\mathrm{\Omega }_{ijklmpqrs}^{(9)}f_{ija}f_{klb}f_{mpc}f_{qrd},`$ (25)
and in general
$$t_{k_1\mathrm{}k_m}^{(m)}=\mathrm{\Omega }_{i_1j_i\mathrm{}i_{m1}j_{m1}k}^{(2m1)}f_{i_1j_1k_1}\mathrm{}f_{i_{m1}j_{m1}k_{m1}}.$$
(26)
It follows from definition (26) that the tensor $`t^{(m)}`$ is fully symmetric (, lemma 3.2)
We do not make extensive use of explicit expressions for the $`t`$-tensors, but it is useful to note results from
$`t_{ij}^{(2)}`$ $`=`$ $`n\delta _{ij},`$ (27)
$`t_{ijk}^{(3)}`$ $`=`$ $`{\displaystyle \frac{1}{3}}n^2d_{ijk},`$ (28)
$`t_{ijkl}^{(4)}`$ $`=`$ $`{\displaystyle \frac{1}{15}}(n(n^2+1)d_{(ijkl)}^{(4)}2(n^24)\delta _{(ij}\delta _{kl)}),`$ (29)
$`t_{ijklm}^{(5)}`$ $`=`$ $`{\displaystyle \frac{n}{135}}((n(n^2+5)d_{(ijklm)}^{(5)}2(3n^220)d_{(ijk}\delta _{lm)}).`$ (30)
We have adjusted the normalisations in (27)โ(30) by excluding some powers of two present in (6.12)โ(6.14) of . The $`t`$-tensors are โorthogonalโ among themselves, which means that the maximal contraction of a $`t^{(m)}`$ with a tensor $`t^{(m^{})}`$ of different order yields zero. This implies, in particular, that $`t^{(m)}`$ is traceless with respect any two indices. In the simplest, third order case, eq. (28), this is just the well known property $`d_{ikk}=0`$. For order four, $`t^{(4)}`$, this means that
$$t_{ijkl}^{(4)}\delta _{ij}=0,t_{ijkl}^{(4)}d_{ijk}=0.$$
(31)
But, since the trace formulas for $`d`$-tensors give
$$d_{(ijkl)}^{(4)}d_{ijm}=\frac{2}{3}\frac{(n^28)}{n}d_{klm},$$
(32)
we learn that the non-trivial result for the non-maximal contraction
$$t_{ijkl}^{(4)}d_{ijm}=\frac{2}{45}n^2(n^29)d_{klm},$$
(33)
holds, although it collapses to zero, as it ought, for $`n=3`$. Also (33) yields the second part of (31) when one makes the contraction $`k=m`$. For order five, the orthogonality of the $`t`$-tensors means that
$$t_{ijklm}^{(5)}t_{}^{(2)}{}_{ij}{}^{}=0,t_{ijklm}^{(5)}t_{ijk}^{(3)}=0,t_{ijklm}^{(5)}t_{}^{(4)}{}_{ijkl}{}^{}=0,$$
(34)
and so on.
One way to see that the $`t`$-tensors, like the Omega tensors, are absent for $`m>n`$ is to consider the fully contracted square of a generic $`t`$-tensor
$$t_{}^{(m)}{}_{}{}^{2}=t_{k_1\mathrm{}k_m}^{(m)}t_{k_1\mathrm{}k_m}^{(m)}.$$
(35)
This scalar quantity can be seen to contain the same product of factors as is seen in (5). Thus it is a polynomial in $`n`$ that has factors which vanish whenever $`n<m`$. Actually the proof of this claim for the $`t`$-tensors was achieved for $`m5`$ in , whereas (5) is proved in full generality in , relatively speaking rather easily.
The $`d`$-tensors are less convenient than the $`t`$-tensors in that for $`su(n)`$ they are well-defined for any order $`m`$, but are present as non-primitive tensors for $`m>n`$. However the unwanted or rather inessential $`d`$-tensors of higher orders can always be expressed in terms of the primitive set with $`mn`$. For example for $`su(3)`$ we have
$`d_{(ijkl)}^{(4)}`$ $`=`$ $`\frac{1}{3}\delta _{(ij}\delta _{kl)},`$ (36)
$`d_{(ijklm)}^{(5)}`$ $`=`$ $`\frac{1}{3}\delta _{(ij}d_{klm)}`$ (37)
and, for $`su(4)`$,
$$d_{(ijklm)}^{(5)}=\frac{2}{3}\delta _{(ij}d_{klm)}.$$
(38)
The above expressions exhibit the non-primitive character of the symmetric tensors on their left hand sides. It becomes increasingly hard to supply such results for $`su(n)`$ at higher $`n`$. Fortunately this is unnecessary. Further, as shows, the $`d`$-tensors serve perfectly well for the definition of Omega tensors. If non-primitive $`d`$-tensors like (36)โ(38) are employed in the definition of tensors like those of Sec.2.2, when we know that no Omega tensor is allowed (, Cor. 3.1), a vanishing result is obtained . In follows that symmetric invariant tensors differing in non-primitive parts lead to the same Omega tensors.
### 2.4 The Racah-Casimir operators
Given the $`t`$-tensor of eq. (26), we define, for $`su(n)`$, the generalised Casimir operator of rank $`m`$ by means of
$$C^{(m)}=t_{i_1i_2\mathrm{}i_m}^{(m)}X_{i_i}X_{i_2}\mathrm{}X_{i_m},$$
(39)
where the $`X_i`$ are the generators of of the Lie algebra (2) of $`su(n)`$. The definition (39) produces each of the primitive $`su(n)`$ Casimir operators of orders $`m\{2,3,\mathrm{},n\}`$, and nothing else. This is so because the $`l`$ $`su(n)`$ Lie algebra cohomology cocycles and their associated Omega tensors are in one-to-one correspondence with the $`t`$-tensors and hence with the $`C^{(m)}`$. Had we used the $`d`$-tensors in (39) instead of the $`t`$-tensors, we would always thereby obtain commuting $`su(n)`$ invariant operators, but of all orders for all $`su(n)`$ so that all but $`l`$ of them are non-primitive. For low enough $`n`$, we can derive results which show explicitly how some of the non-primitive operators so obtained can be written in terms of primitive ones. But, in the context of the present work, this is not important: use of (39) bypasses the problem entirely.
We should point out one consequence of the uniformity in $`m`$ of the definitions (27)โ(30) of $`t`$-tensors. Eq. (27) implies
$$C^{(2)}=t_{ij}^{(2)}X_iX_j=nX_iX_i,$$
(40)
with a possibly unexpected, but harmless, factor $`n`$. For example, for the $`su(3)`$ representation $`(\lambda ,\mu )`$ in Dynkin coordinates, eq. (40) gives the eigenvalue
$$c^{(2)}(\lambda ,\mu )=(\lambda ^2+\lambda \mu +\mu ^2+3\lambda +3\mu ),$$
(41)
and, for the representation $`(\lambda ,\mu ,\nu )`$ (cf. ) of $`su(4)`$
$$c^{(2)}(\lambda ,\mu ,\nu )=\frac{1}{2}(3\lambda ^2+4\mu ^2+3\nu ^2+4\lambda \mu +2\lambda \nu +4\mu \nu +12\lambda +6\mu +12\nu ).$$
(42)
It may also be worth mentioning the result for the eigenvalue of the cubic Casimir operator of $`su(3)`$
$$c^{(3)}(\lambda ,\mu )=\frac{1}{6}(\lambda +2\mu +3)(2\lambda +\mu +3)(\lambda \mu ).$$
(43)
One may use the defining representations of $`su(3)`$ and $`su(4)`$ to check that the normalisations of (41)โ(43) give agreement with (39), (27) and (28).
## 3 The eigenvalues of the higher Casimir operators
For $`su(n)`$ for large enough $`n`$, $`nm`$, we defined the $`m`$-th order Casimir operator by means of (39), where the $`X_i`$ are the $`su(n)`$ generators. This yields an invariant operator $`C^{(m)}(D)`$ with eigenvalue $`c^{(m)}(D)`$ in any representation $`X_iD_i`$ so that
$$C^{(m)}(D)=c^{(m)}(D)I_{\mathrm{dim}D}.$$
(44)
Then, using (26), we find
$`c^{(m)}(D)\mathrm{dim}D`$ $`=`$ $`\mathrm{Tr}C^{(m)}(D)`$ (45)
$`=`$ $`\mathrm{\Omega }_{i_1j_i\mathrm{}i_{m1}j_{m1}k_m}^{(2m1)}f_{i_1j_1k_1}\mathrm{}f_{i_{m1}j_{m1}k_{m1}}\mathrm{Tr}D_{k_1\mathrm{}k_m}`$
$`=`$ $`(i)^{m1}\mathrm{\Omega }_{i_1j_i\mathrm{}i_{m1}j_{m1}k_m}^{(2m1)}\mathrm{Tr}\left([D_{i_1},D_{j_1}]\mathrm{}[D_{i_{m1}},D_{j_{m1}}]D_{k_m}\right)`$
$`=`$ $`(2i)^{m1}\mathrm{\Omega }_{i_1j_i\mathrm{}i_{m1}j_{m1}k_m}^{(2m1)}\mathrm{Tr}D_{[i_1j_1\mathrm{}i_{m1}j_{m1}k_m]}.`$
The first trace in (45), $`\mathrm{Tr}D_{k_1\mathrm{}k_m}`$ is in practice a unit weight symmetric trace $`\mathrm{Tr}D_{(k_1}\mathrm{}D_{k_m)}`$ since $`t^{(m)}`$ is symmetric and $`C^{(m)}(D)`$ is given by (39) with $`X=D`$. For the last one we have written
$$D_{[ij\mathrm{}s]}=D_{[i}D_j\mathrm{}D_{s]}.$$
(46)
We note here the transfer of the total antisymmetry from the Omega tensor to the trace of a product of ($`2m1`$) $`D`$โs. This enables a crucial development since, as stated, $`\mathrm{Tr}(D_{[i_1j_1\mathrm{}i_{m1}j_{m1}k_m]})`$ must belong to the $`(2m1)`$-cocycle space and, hence, has to be proportional to the only primitive, $`SU(n)`$-invariant, skewsymmetric, $`(2m1)`$-Omega tensor.
Hence (see also subsection 3.1) for any representation $`D`$, we may write
$$\mathrm{Tr}D_{[i_1j_1\mathrm{}i_{m1}j_{m1}k_m]}=\left(\frac{1}{4}i\right)^{m1}(gdi)^{(m)}(D)\mathrm{\Omega }_{i_1j_i\mathrm{}i_{m1}j_{m1}k_m}^{(2m1)},$$
(47)
thereby defining a quantity $`(gdi)^{(m)}(D)`$ which depends on $`m`$ and $`D`$ and in general on the Lie algebra $`๐ค`$ in question. Since $`๐ค=su(n)`$ here, $`(gdi)^{(m)}(D)`$ depends also on $`n`$. As noted above $`(gdi)`$ is an acronym for generalised Dynkin index. Insertion of (47) into (45) immediately gives rise to one of the main results of this paper
$$\mathrm{dim}Dc^{(m)}(D)=2^{(1m)}(gdi)^{(m)}(D)\mathrm{\Omega }_{}^{(2m1)}{}_{}{}^{2}.$$
(48)
The importance of (48) is enhanced for $`su(n)`$ by the availability of the explicit result (5), valid for all $`n`$ and for all $`m`$ relevant to that $`n`$ value, $`mn`$. The relationship of our discussion of $`c^{(m)}(D)`$ and $`(gdi)^{(m)}(D)`$ to the work of previous authors is reviewed in the introduction. Our presentation conforms fully to this for $`m=2`$. Otherwise our approach differs form that of others in view of the primary role in it that is played by the Omega tensors. This feature is inherited from , but (5) was not known when was written.
We believe the analysis described here for the $`A_l`$ family of Lie algebras extends to other classical compact simple algebras, exhibiting similar attractive features, and in some fashion to the exceptional algebras. For example, the crucial property of โorthogonalityโ among two $`t`$-tensors of different order follows from their general definition in terms of their respective $`\mathrm{\Omega }`$ cocycle tensors, and does not depend on the specific simple $`๐ค`$ being considered . However the corresponding tensor calculus, and the analogue of the $`su(n)`$ $`\lambda `$-matrix machinery is not yet developed sufficiently to produce simple expressions and formulas for all simple algebras.
### 3.1 Another approach to (47)
We sketch here another means of justifying our use of (47).
We have by now familiar steps
$$\mathrm{Tr}D_{[i_1j_1\mathrm{}i_{m1}j_{m1}k_m]}=\left(\frac{1}{2}i\right)^{m1}f_{}^{k_1}{}_{[i_1j_1}{}^{}\mathrm{}f_{}^{k_{m1}}{}_{i_{m1}j_{m1}]}{}^{}\mathrm{Tr}D_{k_1\mathrm{}k_m}.$$
(49)
It is legitimate to insert round brackets first to enclose the set $`k_1\mathrm{}k_{m1}`$ of indices, and then by use of the cyclic property of the trace to extend them to enclose the full set $`k_1\mathrm{}k_m`$. Now we may refer to the discussion in for the construction of a basis for the vector space of $`su(n)`$-invariant symmetric tensors like $`\mathrm{Tr}D_{(k_1\mathrm{}k_m)}`$. The term in the expansion of $`\mathrm{Tr}D_{(k_1\mathrm{}k_m)}`$ with respect to this basis which involves $`d_{(k_1\mathrm{}k_m)}^{(m)}`$ is the significant one for our argument. Use of it immediately gives rise to a result for $`\mathrm{Tr}D_{[i_1j_1\mathrm{}i_{m1}j_{m1}k_m]}`$ of the form (47). All the other terms of the expansion are made up of symmetrised products of lower order $`d`$-tensors, and give rise to vanishing contributions to (47) in view of Jacobi identities, as shown in .
## 4 Application to certain classes of representations of $`su(n)`$
We consider here several important classes of representations of $`su(n)`$, including the fundamental ones, for which one may provide a definition that applies uniformly for all $`n`$.
### 4.1 The fundamental defining representation $``$ of $`su(n)`$
The representation $``$ is defined by (10) where the Gell-Mann lambda-matrices are subject to
$$\mathrm{Tr}\lambda _i=0,\mathrm{Tr}\lambda _i\lambda _j=2\delta _{ij},\lambda _{i}^{}{}_{}{}^{}=\lambda _i,$$
(50)
$$\lambda _i\lambda _j=\frac{2}{n}\delta _{ij}+(d+if)_{ijk}\lambda _k,$$
(51)
valid for all $`su(n)`$, $`n3`$.
Using notation like that defined by (46), we quote from the result for the trace of the fully antisymmetric product of an odd number of ($`2m1`$) lambda matrices
$$\mathrm{Tr}\lambda _{[i_1j_1\mathrm{}i_{m1}j_{m1}k]}=2i^{m1}\mathrm{\Omega }_{[i_1j_1\mathrm{}i_{m1}j_{m1}k]}.$$
(52)
We may now use (10) to substitute $`_i`$ for $`\lambda _i`$ in (52), and deduce from (45), that
$$nc^{(m)}()=2^{(m+1)}\mathrm{\Omega }_{}^{(2m1)}{}_{}{}^{2}$$
(53)
so that (48) gives
$$(gdi)^{(m)}()=1,$$
(54)
which also follows by comparing (52) and (47).
This result applies to all $`su(n)`$ and for any $`mn`$. Eqs. (53) and the explicit expression (5) for $`\mathrm{\Omega }_{}^{(2m1)}{}_{}{}^{2}`$ show that $`(gdi)^{(m)}()`$ is zero otherwise. Eq. (54) does not itself provide new information (see table 2 of ) but (53) presents its information in a way that perhaps is. In this context, it may be worthwhile to display some formulas for eigenvalues in full detail
$`c^{(2)}()`$ $`=`$ $`\frac{1}{2}(n^21),`$ (55)
$`c^{(3)}()`$ $`=`$ $`\frac{1}{12}(n^21)(n^24),`$ (56)
$`c^{(4)}()`$ $`=`$ $`\frac{1}{180}(n^21)(n^24)(n^29),`$ (57)
$`c^{(5)}()`$ $`=`$ $`\frac{1}{1680}(n^21)(n^24)(n^29)(n^216).`$ (58)
The factors that make $`c^{(m)}()`$ vanish when $`m>n`$ are visible here: the last factor above is $`(n^2(m1)^2)`$, and a non-zero result requires $`nm`$.
### 4.2 The adjoint representation $`ad`$ of $`su(n)`$
The adjoint representation $`ad`$ of the $`su(n)`$ algebra is defined by means of
$$X_iad_i,(ad_i)_{jk}=if_{ijk}.$$
(59)
We do not possess a general formula for the factor $`\mu `$ that occurs in
$$\mathrm{Tr}ad_{[i_1\mathrm{}i_{2m1}]}=\mu \mathrm{\Omega }_{[i_1\mathrm{}i_{2m1}]}.$$
(60)
However it is easy to prove that for $`m`$ odd the trace in (60) vanishes, so that $`c^{(m)}(ad)=0`$ for all odd $`m`$. Since the matrices of the adjoint representation of any simple Lie algebra are antisymmetric, we find e.g. that
$$\mathrm{Tr}ad_{[ijkpq]}=\mathrm{Tr}(ad_{[ijkpq]})^T=\mathrm{Tr}ad_{[qpkji]}=\mathrm{Tr}ad_{[ijkpq]}=0.$$
(61)
For $`m`$ even no such conclusion follows: the same steps applied to, say, the sevenfold trace do not give zero, because now an odd permutation is required at the last step to restore the indices to their original order.
It remains to look at the even cases $`m=2,4`$ and $`m=6`$, each by a separate calculation to get explicit formulas for $`c^{(m)}(ad)`$ for $`su(n)`$. The results are
$`c^{(2)}(ad)`$ $`=`$ $`n^2,`$ (62)
$`c^{(4)}(ad)`$ $`=`$ $`\frac{2^3}{6!}n^2(n^24)(n^29),`$ (63)
$`c^{(6)}(ad)`$ $`=`$ $`\frac{2^5}{10!}n^2{\displaystyle \underset{k=2}{\overset{5}{}}}(n^2k^2),`$ (64)
from which we may conjecture that, for arbitrary even $`p`$,
$$c^{(p)}(ad)=\frac{2^{p1}}{[2(p1)]!}n^2\underset{k=2}{\overset{p1}{}}(n^2k^2),$$
(65)
whereas $`c^{(odd)}(ad)=0`$.
The generalised Dynkin indices are then
$`(gdi)^{(2)}(ad)`$ $`=`$ $`2n,`$ (66)
$`(gdi)^{(3)}(ad)`$ $`=`$ $`0,`$ (67)
$`(gdi)^{(4)}(ad)`$ $`=`$ $`2n,`$ (68)
$`(gdi)^{(5)}(ad)`$ $`=`$ $`0,`$ (69)
$`(gdi)^{(6)}(ad)`$ $`=`$ $`2n,`$ (70)
etc. We recall that $`๐^{(6)}`$ is absent for $`n<6`$ (eq. (64) contains explicit factors that reflect this), and hence note that (70) really only applies when $`n6`$. See also remarks that follow (103). Results (66) and (68) agree with results in .
The proof of (62) is easy. To obtain (63) we use
$$\mathrm{Tr}ad_{[ijklpqr]}=\left(\frac{1}{2}i\right)^3f_{}^{a}{}_{[ij}{}^{}f_{}^{b}{}_{kl}{}^{}f_{}^{c}{}_{pq]}{}^{}\mathrm{Tr}(ad_rad_{(abc)})=\left(\frac{1}{4}i\right)^3\mathrm{\hspace{0.17em}2}n\mathrm{\Omega }_{ijklpqr}.$$
(71)
To perform the last step, a result from is employed
$$\mathrm{Tr}\left(ad_rad_{(abc)}\right)=\frac{n}{4}d_{(abcr)}^{(4)}+2\delta _{(ab}\delta _{cr)}.$$
(72)
In fact the second term of (72) does not contribute to (71) because it is non-primitive.
The proof of (64) similarly requires the formula
$$\mathrm{Tr}ad_{(abcder)}=\frac{n}{16}d_{(abcder)}^{(6)}+\mathrm{},$$
(73)
where the dots denote terms which do not contribute to (64). One obtains this result by a method similar to that sketched in to derive (A21) there. This requires a preliminary result
$$\mathrm{Tr}ad_{(abcd}D_{e)}=\frac{n}{8}d_{(abcde)}^{(5)}+\delta _{(ab}d_{cde)},$$
(74)
where $`(D_i)_{jk}=d_{ijk}`$. The deduction of each of the last two results entails a considerable amount of effort, making liberal use of identities found in the appendix to .
### 4.3 The reducible representation $`๐`$
The representation $`๐`$ of $`๐ค=su(n)`$, of dimension $`2^{[\mathrm{dim}๐ค/2]}=2^{[(n^21)/2]}`$, has been described in the introduction. However in this case again, we lack an explicit analogue of (52). Again too the odd order Casimir operators have zero eigenvalues. To show this is true, we note there exists a matrix $`C`$ such that
$$C\gamma _iC^1=\pm \gamma _{i}^{}{}_{}{}^{T},$$
(75)
with the sign depending on $`\mathrm{dim}๐ค`$. Hence in general $`(S_i๐(X_i))`$
$$S_i=\frac{1}{4}if_{ijk}\gamma _j\gamma _k,[S_i,S_j]=f_{ijk}S_k,$$
(76)
obeys
$$S_{i}^{}{}_{}{}^{T}=CS_iC^1.$$
(77)
This is sufficient to allow steps like those used in (60) to complete the demonstration, since the matrix $`C`$ is invisible within the trace. To get non-vanishing results we look at $`m`$ even, this time confining ourselves to the cases $`m=2`$ and $`m=4`$. We have
$`c^{(2)}(๐)`$ $`=`$ $`\frac{n}{8}\mathrm{\Omega }_{}^{(3)}{}_{}{}^{2}`$ (78)
$`c^{(3)}(๐)`$ $`=`$ $`0`$ (79)
$`c^{(4)}(๐)`$ $`=`$ $`\frac{n}{64}\mathrm{\Omega }_{}^{(7)}{}_{}{}^{2},`$ (80)
and hence
$`(gdi)^{(2)}(๐)`$ $`=`$ $`\frac{n}{4}(\mathrm{dim}๐)`$ (81)
$`(gdi)^{(3)}(๐)`$ $`=`$ $`0`$ (82)
$`(gdi)^{(4)}(๐)`$ $`=`$ $`\frac{n}{8}(\mathrm{dim}๐).`$ (83)
We have already noted that $`๐`$ is a direct sum of $`2^{[(n1)/2]}`$ copies of the irreducible representation $`\delta =(1,\mathrm{},1)`$ of $`su(n)`$ , and that $`\mathrm{dim}๐=2^{[(n^21)/2]}`$. It follows that the indices given by (81) and (83) are in all cases integers.
We remark also that the results (78)โ(80) apply also to the representation $`\delta `$ of $`su(n)`$ since $`๐`$ is a direct sum of copies of $`\delta `$.
For $`su(3)`$, for which $`\delta `$ coincides with the adjoint representation, $`๐`$ comprises two copies of $`ad`$, $`c^{(2)}(๐)=c^{(2)}(\delta )=c^{(2)}(ad)=9`$ (eq. (62)), but
$$(gdi)^{(2)}(๐)=2(gdi)^{(2)}(ad),$$
(84)
as is to be expected since by eq. (47) the dimension of the representation enters into the definition of the Dynkin index.
The easier of the proofs known to us for (80) follows the same lines as the proof of (62). It therefore requires the result
$$\mathrm{Tr}\left(S_dS_{(abc)}\right)=\frac{n}{64}d_{(abcd)}^{(4)}(\mathrm{dim}๐)+\frac{3n^28}{64}\delta _{(ab}\delta _{cd)}(\mathrm{dim}๐),$$
(85)
which is proved in much the same way as (A.11) in is proved. Some non-trivial work on traces of gamma matrices is involved. Also, as for (72), the second term of (85) does not contribute to the derivation of (83). The minus sign in (83) may be noted. It is not exceptional: the tables of have plenty of negative entries.
### 4.4 The representations $`๐ฎ_p`$ of highest weight $`(p,0,\mathrm{},0)`$
The representations $`๐ฎ_p`$ carried by totally symmetric $`su(n)`$ tensors of rank $`p`$, the defining representation $``$ being the case with $`p=1`$, i.e. $`๐ฎ_1==^1`$. We can extend the results obtained for $`=(1,0,\mathrm{},0)`$ easily to $`๐ฎ_2`$ for which we define matrices
$$(M_i)_{a_1a_2,b_1b_2}=\delta _{(a_1}^{}{}_{}{}^{(b_1}\lambda _{i}^{}{}_{a_2)}{}^{}{}_{}{}^{b_2)}.$$
(86)
It is easy to check that (86) satisfies (2). As previous sections indicate, what one needs for the calculation of generalised Dynkin indices in our approach is the evaluation of traces
$$\mathrm{Tr}D_{(a}D_b\mathrm{}D_{s)}.$$
(87)
It is easy to use (86) to compute
$`\mathrm{Tr}M_iM_j`$ $`=`$ $`\frac{1}{2}(n+2)\delta _{ij}`$ (88)
$`\mathrm{Tr}M_{(i}M_jM_{k)}`$ $`=`$ $`\frac{1}{4}(n+4)d_{ijk}`$ (89)
$`\mathrm{Tr}M_{(i}M_jM_kM_{l)}`$ $`=`$ $`\frac{1}{8}(n+8)d_{(ijkl)}^{(4)}+\mathrm{},`$ (90)
where the dots indicate lower order terms known but known also, because of Jacobi identities, not to contribute to the calculation of the eigenvalues $`c^{(4)}(๐ฎ_2)`$. Thus we find that all results agree with
$$(gdi)^{(m)}(๐ฎ_2)=n+2^{m1}.$$
(91)
To proceed further it is advisable to use heavier duty methods. Bird-track methods allow us to subsume the calculations just done into the treatment of the general $`p`$ case, by dealing with the totally symmetrised $`p`$-fold direct products of defining representations.
Our results include the following
$`(gdi)^{(m)}(๐ฎ_p)`$ $`=`$ $`{\displaystyle \frac{(n+p)!}{(p1)!(n+1)!}},m=2;`$ (92)
$`=`$ $`{\displaystyle \frac{(n+p)!}{(p1)!(n+2)!}}(n+2p),m=3;`$ (93)
$`=`$ $`{\displaystyle \frac{(n+p)!}{(p1)!(n+3)!}}(n^2n+6pn+6p^2),m=4.`$ (94)
The result (91) for $`๐ฎ_2`$ of course conforms to these results. To derive these expressions, we employ results for totally symmetrised traces that appear in as eqs. (12.69)โ(12.71). We note also from the diagram (12.64) used to define the matrices of $`(p,0,\mathrm{},0)`$, and the essential results (5.19) and (5.23) given in the valuable chapter in on permutations.
### 4.5 The $`l`$ fundamental representations $`^s`$ of $`su(n)`$
The representation $`^2=(0,1,0,\mathrm{},0)`$ of $`su(n)`$ is the antisymmetric part of the direct product $``$, where $`=^1`$ is the defining representation of $`su(n)`$. Thus we define for $`^2`$ the matrices
$$(N_i)_{a_1a_2,b_1b_2}=\delta _{[a_1}^{}{}_{}{}^{[b_1}\lambda _{i}^{}{}_{a_2]}{}^{}{}_{}{}^{b_2]}.$$
(95)
This differs form (86) only in that round symmetrisation brackets are replaced by square antisymmetrisation brackets. We find the following results
$`\mathrm{Tr}N_iN_j`$ $`=`$ $`\frac{1}{2}(n2)\delta _{ij}`$ (96)
$`\mathrm{Tr}N_{(i}N_jN_{k)}`$ $`=`$ $`\frac{1}{4}(n4)d_{ijk}`$ (97)
$`\mathrm{Tr}N_{(i}N_jN_kN_{l)}`$ $`=`$ $`\frac{1}{8}(n8)d_{(ijkl)}^{(4)}+\mathrm{}.`$ (98)
Again all these results agree with the general statement
$$(gdi)^{(m)}(^2)=n2^{m1}.$$
(99)
It is of clear interest to proceed further down the antisymmetrisation path. For $`su(n)`$, the totally antisymmetrised parts of the $`s`$-fold products of defining representations correspond to the fundamental representations $`^s`$ of $`su(n)`$ for $`s=1,2,\mathrm{}l=(n1)`$, i.e. $`^s`$ has a one in the $`s`$-th place of its Dynkin coordinate description and zeros elsewhere: its highest weight is the $`s`$-th fundamental dominant weight.
Using bird-track methods, we find
$`(gdi)^{(m)}(^s)`$ $`=`$ $`{\displaystyle \frac{(n2)!}{(s1)!(ns1)!}},m=2;`$ (100)
$`=`$ $`{\displaystyle \frac{(n3)!}{(s1)!(ns1)!}}(n2s),m=3;`$ (101)
$`=`$ $`{\displaystyle \frac{(n4)!}{(s1)!(ns1)!}}(n^2+n6sn+6s^2),m=4.`$ (102)
The result (99) for $`s=2`$ conforms to these results; for $`s`$=1 we get $`(gdi)^{(m)}(^1)`$=1, which also follows from (92)โ(94) for $`p`$=1 as it should. Results analogous to (100)โ(102) for $`m=5`$ and $`m=6`$ have also been computed. For $`s=2`$ they each agree with (99). When $`s=3`$ we have
$$(gdi)^{(5)}(_3)=\frac{1}{2}(n6)(n27).$$
(103)
Since $`su(n)`$ has a fifth order Casimir operator only for $`n5`$, (103) applies only for such $`n`$. It gives $`11`$ for $`n=5`$ and vanishes for $`n=6`$, but is non-zero for all larger n except $`n=27`$. In other words $`c^{(5)}(_3)`$ vanishes when $`n=6`$ in virtue of its $`(gdi)`$ factor rather than its $`\mathrm{\Omega }`$ factor.
To obtain these results we have followed methods for the antisymmetric case analogous to those of the previous section for the symmetric case. Permutation lemmas (5.19) and (5.23) of expedite the work.
The results of this section permit the evaluation of all the indices of all the fundamental representations of $`su(n)`$ for all $`n6`$. These are presented in tables in Sec. 5.
The results of (92)โ(94) are very closely related to results to be found in chapter 16 of . Although no such statement holds for (100)โ(102), all the tools needed to derive them were found in polished and ready for use.
## 5 Tables of indices for $`su(n)`$ for $`n6`$
The $`(gdi)`$ indices presented in the tables that follow have been deduced from (99)โ(103) one easy check is available. If $`X_iD_i`$ defines the representation $`D`$ of $`su(n)`$, then
$$X_i\overline{D}_i=D_{i}^{}{}_{}{}^{T}$$
(104)
defines the representation $`\overline{D}`$ of $`su(n)`$. It then follows that
$$c^{(m)}(D)=\pm c^{(m)}(\overline{D}),$$
(105)
where the plus applies to even $`m`$ and the minus to $`m`$ odd. The data in the tables below conforms to this. Further some entries for $`su(4)`$ and $`su(6)`$ agree with the consequence of (105) that odd Casimir operators have zero eigenvalues for self-conjugate representations.
| Generalised Dynkin indices of $`su(3)`$ | | |
| --- | --- | --- |
| $`su(3)`$ | $`s=1`$ or (1,0) | $`s=2`$ or (0,1) |
| $`m=2`$ | 1 | 1 |
| $`m=3`$ | 1 | $`1`$ |
| Generalised Dynkin indices of $`su(4)`$ | | | |
| --- | --- | --- | --- |
| $`su(4)`$ | $`s=1`$ or (1,0,0) | $`s=2`$ or (0,1,0) | $`s=3`$ or (0,0,1) |
| $`m=2`$ | 1 | 2 | 1 |
| $`m=3`$ | 1 | 0 | $`1`$ |
| $`m=4`$ | 1 | $`4`$ | 1 |
| Generalised Dynkin indices of $`su(5)`$ | | | | |
| --- | --- | --- | --- | --- |
| $`su(5)`$ | $`s=1`$ or (1,0,0,0) | $`s=2`$ or (0,1,0,0) | $`s=3`$ or (0,0,1,0) | $`s=4`$ or (0,0,0,1) |
| $`m=2`$ | 1 | 3 | 3 | 1 |
| $`m=3`$ | 1 | 1 | $`1`$ | $`1`$ |
| $`m=4`$ | 1 | $`3`$ | $`3`$ | 1 |
| $`m=5`$ | 1 | $`11`$ | 11 | $`1`$ |
| Generalised Dynkin indices of $`su(6)`$ | | | | | |
| --- | --- | --- | --- | --- | --- |
| $`su(6)`$ | (1,0,0,0,0) | (0,1,0,0,0) | (0,0,1,0,0) | (0,0,0,1,0) | (0,0,0,0,1) |
| $`m=2`$ | 1 | 4 | 6 | 4 | 1 |
| $`m=3`$ | 1 | 2 | 0 | $`2`$ | $`1`$ |
| $`m=4`$ | 1 | $`2`$ | $`6`$ | $`2`$ | 1 |
| $`m=5`$ | 1 | $`10`$ | 0 | 10 | $`1`$ |
| $`m=6`$ | 1 | $`26`$ | 66 | $`26`$ | 1 |
Acknowledgements. This work was partly supported by the DGICYT, Spain ($`\mathrm{\#}`$PB 96-0756) and PPARC, UK. AJM thanks the Dpto. de Fรญsica Tรฉorica, University of Valencia, for hospitality during two recent visits when research on the present paper was performed.
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# GRB 991216 Joins the Jet Set: Discovery and Monitoring of its Optical Afterglow
## 1 Introduction
GRB 991216 was one of the brightest $`\gamma `$-ray bursts detected by the Burst and Transient Source Experiment (BATSE), with a fluence of $`(2.56\pm 0.01)\times 10^4`$ ergs cm<sup>-2</sup> above 20.6 keV (Kippen 1999). Rapid follow-up by the Rossi X-ray Timing Explorer Proportional Counter Array (RXTE PCA) detected a fading X-ray afterglow in two sets of scans 4.0 and 10.9 hr after the burst (Takeshima et al. 1999). We began optical observations at 10.8 hr using the 1.3m telescope of the MDM Observatory, covering a $`17^{}\times 17^{}`$ field that was large enough to encompass both preliminary and final RXTE derived positions. We discovered the optical afterglow (Uglesich et al. 1999), initially at $`R=18.5`$, during the course of 8 hr of nearly continuous monitoring, by employing the image subtraction technique of Tomaney & Crotts (1996) to search the entire field at once for variable objects. Its position is (J2000) $`05^\mathrm{h}09^\mathrm{m}31.^\mathrm{s}29,+11^{}17^{}07.^{\prime \prime }4`$ in the USNOโA2.0 reference system (Monet et al. 1996).
Radio observations within the first two days detected a compact, variable source with flux density $`1`$ mJy at 4.8, 8.5 and 15 GHz (Taylor & Berger 1999; Rol et al. 1999; Pooley 1999). A VLBA observation 40 hr after the burst yielded a size less than 1 mas (Taylor & Frail 1999). An spectrum of the optical transient (OT) obtained on the VLT-Antu telescope revealed three systems of absorption lines, at $`z=0.77`$, $`z=0.80`$, and $`z=1.02`$ (Vreeswijk et al. 1999). If the burst were located in the highest redshift system, its isotropic $`\gamma `$-ray energy was $`6.7\times 10^{53}`$ ergs (assuming $`H_0=65`$ km s<sup>-1</sup> Mpc<sup>-1</sup>, $`\mathrm{\Omega }_0=0.2`$, $`\mathrm{\Lambda }=0`$), second only to GRB 990123 ($`3.4\times 10^{54}`$ ergs, Kulkarni et al. 1999) among those bursts with measured redshifts.
A key question about energetic bursts such as this one is whether evidence for collimation can be found, and the extent to which such jet behavior reduces the total inferred energy to a value compatible with that available in compact-object binaries. The principal manifestation of a jet geometry is a gradual achromatic steepening of the light curve to a $`t^2`$ decay after the edge of the jet becomes visible and shortly thereafter begins to spread laterally (Panaitescu, Mรฉszรกros, & Rees 1998; Rhoads 1999; Sari, Piran, & Halpern 1999; Moderski, Sikora, & Bulik 2000; Kumar & Panaitescu 2000). Alternatively, such a steepening may occur when the jet becomes non-relativistic (Huang, Dai, & Lu 1999,2000). In this paper, we present evidence for a jet in GRB 991216.
Also of interest is any information that can be gleaned about the environment in which the burst occurs, and what this suggests about the possible progenitor star(s). The spectral and temporal evolution of the afterglow can distinguish between a uniform interstellar medium (ISM), and a nonuniform medium of density $`nr^2`$, e.g., as is appropriate for a pre-existing stellar wind (Chevalier & Li 1999,2000). We will argue that the afterglow observations of GRB 991216 are more consistent with a uniform ISM.
## 2 Optical and Infrared Observations
Optical and IR photometry of GRB 991216 was collected at various telescopes as listed in Table 1. We placed all of the optical observations on a common $`VR_cI_c`$ system using the calibrations made of this field by Henden, Guetter, & Vrba (1999). In this system, stars A and B in Figure 1 have $`R_\mathrm{c}=15.345`$ and $`R_\mathrm{c}=19.478`$, respectively. Except for the final point on January 13, all of the MDM data were obtained through non-standard broad $`R`$ and $`I`$ filters which we calibrated using 66 Landolt (1992) standard stars. The rms scatter in the fitted transformation is 0.024 mag, which we have included in Table 1 as a systematic error. Gunn $`r`$ and $`i`$ measurements at Palomar and Keck were also transformed to $`R_\mathrm{c}`$ and $`I_\mathrm{c}`$ using Landolt standards. For the $`JHK`$ observations at MDM, we used UKIRT faint standard stars for calibration. In Figure 2 we graph the light curves in $`R`$, $`I`$, and $`J`$, together with a model developed for the $`R`$ band as described below.
Beginning 10.8 hr after the burst, we obtained a nearly continuous set of $`R`$-band observations for 8 hr on the MDM 1.3m telescope. This uniform set of data, shown in Figure 3, can be fitted assuming statistical uncertainties only with a power-law decay of $`\alpha =1.219\pm 0.036`$. The rms scatter about this fit is only 0.019 mag, which is less than the typical statistical uncertainty of 0.03 mag in the individual points. Therefore, we conclude that any intrinsic fluctuation about the mean decay on time scales from 10 minutes to hours is less than 1%. However, an extrapolation of this power law is strongly inconsistent with the observations after about 3 d. By day 10, when the extrapolation would predict $`R=22.66\pm 0.11`$, we observe $`R=23.28\pm 0.07`$. Furthermore, there is evidence that the decay flattened after day 20, which we interpret as the increasing dominance of a host or intervening galaxy. In view of this behavior, we subtracted a constant flux from each of the data points. The value of this constant was varied in the range $`24.7<R_0<24.9`$; the measurement of this contribution is explained in the following paragraph. After day 1, all of the corrected data points are well fitted by a steeper decay, $`\alpha =1.53\pm 0.05`$. The error quoted here includes both the statistical uncertainty in the fit ($`\pm 0.02`$) and the the systematic range ($`\pm 0.03`$) introduced by the estimated uncertainty in the subtracted galaxy contribution.
The fit of the late-time slope is dependent upon the interpretation of the latest photometric point as dominated by the constant contribution of a galaxy, which could be either the host or an intervening galaxy in view of the three absorption-line redshifts seen in the optical spectrum of the OT. Here we describe some details of the images that are relevant to this conclusion. All of the images obtained after day 10, when we surmise that galaxy contribution became significant, show some extension to the west of the OT, and the penultimate image from January 13, taken in $`1.^{\prime \prime }0`$ seeing, looks quite extended. The final image obtained on 2000 April 3 under similar seeing shows no indication of the OT. Rather, an object extended by $`2.^{\prime \prime }5`$ in the east-west direction is centered approximately $`0.^{\prime \prime }5`$ west of the previously measured position of the OT. In addition, there is a faint galaxy only $`2.^{\prime \prime }3`$ to the southeast of the OT, which makes it tricky to measure an integrated magnitude for the OT/galaxy at late times. The estimated total magnitude of the โhostโ galaxy is $`R=24.56\pm 0.14`$, but not all of this flux is included in the photometry of the OT. Instead, a lesser contamination of the OT is achieved by measuring its magnitude after day 10 in a $`1.^{\prime \prime }1`$ radius aperture centered on the OT position. This procedure produces a relatively robust measurement of the OT plus superposed galaxy contribution. The galaxy contribution alone at the position of the OT is measured in the same way on April 3. The result is $`R=24.8\pm 0.1`$, which is the final $`R`$ magnitude listed in Table 1 and the constant that we subtracted from the previous measurements to fit the OT decay curve.
It has become customary to fit such steepening afterglow decays with a smooth function that has asymptotic power-law behavior at early and late times. One such simple function is
$$F(t)=\frac{2F_{}(t/t_{})^{\alpha _1}}{1+(t/t_{})^{(\alpha _1\alpha _2)}}+F_0$$
$`(1)`$
Here $`\alpha _1`$ and $`\alpha _2`$ represent the asymptotic early and late time slopes, $`F_0`$ is the constant galaxy contribution, and $`F_{}`$ is the OT flux at the cross-over time $`t_{}`$. Unfortunately, the data on GRB 991216 do not permit many interesting constraints on these parameters to be derived. Our experiments with such fits show that $`\alpha _2`$ could be as steep as โ2.1. Therefore, we consider that $`2.1<\alpha _2<1.5`$ is the allowed range on the late-time decay, while $`\alpha _11.22`$ is certainly true at early times. There arenโt observations at sufficiently early times to constrain an upper limit on $`\alpha _1`$, and $`t_{}`$ is essentially unconstrained within a factor of 10 due to the sparse data at late times. In Figure 2, we draw an acceptable fit to Equation 1 in which $`\alpha _1=1.0`$ was fixed, which results in best-fitted parameter values $`\alpha _2=1.8`$, $`t_{}=1.2`$ d, and $`R_0=24.76`$. The latter is consistent with $`R_0=24.8\pm 0.1`$ as the constant contribution of the portion of the host or intervening galaxy which contaminates the OT photometry. We stress that such a fit is illustrative only. More important, we note that the decay parameters of GRB 991216 are strikingly similar to that of GRB 990123 (Kulkarni et al 1999), the most energetic event yet observed.
## 3 Broad-Band Continuum Shape and Reddening
It is possible to synthesize a broad-band spectrum from these data by interpolating the magnitudes to a particular time using the observed decay rates. We chose a time of December 18.34 UT, 40 hr after the burst, which falls close to the largest number of measurements at different frequencies from radio through X-ray. The interpolated $`VRIJHK`$ magnitudes were converted to fluxes using standard calibrations, and are graphed as filled circles in Figure 4. Galactic reddening is a significant factor in this field because of its intermediate Galactic latitude, $`(\mathrm{},b)=(190.^{}418,16.^{}666)`$. The selective extinction $`E(BV)`$ can be estimated in at least two ways. First is the value of Schlegel, Finkbeiner, & Davis (1998) from the IRAS $`100\mu `$m maps, $`E(BV)=0.63`$ mag. This is significantly larger than a second estimate, $`E(BV)=0.40`$ mag, which can be derived from the Galactic 21 cm column density in this direction, $`N_{\mathrm{HI}}=2.0\times 10^{21}`$ cm<sup>-2</sup> (Zhang & Green 1991; Stark et al. 1992), and the standard conversion $`N_{\mathrm{HI}}/E(BV)=5.0\times 10^{21}`$ cm<sup>-2</sup> mag<sup>-1</sup> (Savage & Mathis 1979). It is likely that H I underestimates the extinction to GRB 991216 because this position falls on the edge of a CO cloud that is part of an expanding molecular and dust ring energized by the $`\lambda `$ Orionis H II region $`7^{}`$ away (Maddalena & Morris 1987; Zhang et al. 1989). Associated with this CO cloud is the Lynds (1962) dark nebula LDN 1571, only $`0.^{}7`$ from GRB 991216.
Figure 4 shows the results of applying each of these extinction corrections. In neither case is the dereddened spectrum a good fit to a power law, although illustrative extreme fits are drawn corresponding to the two suggested values of the extinction. In particular, the turn-down in the $`K`$ band is puzzling in view of the higher radio flux which was observed at $`1`$ mJy on several occasions before and up to this time (Taylor & Berger 1999; Rol et al. 1999; Pooley 1999; Taylor & Frail 1999). Such a break would require a concave upward inflection at longer wavelengths, which is not accommodated by any afterglow model. A similar peak was seen in the IR photometry of GRB 971214 (Ramaprakash et al. 1998), but it too could not be satisfactorily explained (Wijers & Galama 1999) in a manner consistent with all of the other data on that burst. In the case of GRB 991216, additional IR data which do not show such a peak have been reported by Garnavich et al. (2000). In particular, they find $`K=16.54\pm 0.07`$ on Dec. 18.25, which corresponds to about 45% more flux than our own nearly simultaneous measurement ($`K=16.89\pm 0.17`$ on Dec. 18.18) when extrapolated to the same time. If our own $`K`$-band point is in error, such a correction would essential restore a power-law form to our optical and IR photometry, so we suspect that this may be the case.
An additional constraint on the spectral slope and extinction can be obtained in a weakly model-dependent way by comparing the extrapolated optical spectrum to the simultaneously measured X-ray flux. In the X-ray, five measurements were made between 1 and 40 hr after the burst, starting with the $`RXTE`$ All-Sky Monitor (ASM, Corbet & Smith 1999), continuing with the $`RXTE`$ PCA (Takeshima et al. 1999), and ending with the Chandra High-Energy Transmission Grating (HETG, Piro et al. 1999). All of these X-ray fluxes can be fitted by a power-law temporal decay of index $`\alpha _x=1.616\pm 0.067`$, as noted by the above authors (see Fig. 5). This decay was used to determine the X-ray flux on December 18.34 shown in Figure 6. It is evident that the smaller value of the extinction, $`E(BV)=0.40`$ mag, is probably an underestimate, and that the larger value is possibly an overestimate unless the spectrum steepens from $`\beta =0.5`$ in the optical to at least $`\beta =1`$ from the ultraviolet through X-ray. Allowing these extreme limits for Galactic extinction, the slope between the $`R`$ band and the 2โ10 keV X-rays can be characterized as $`\beta _{\mathrm{ox}}=0.81\pm 0.08`$, although a broken power law as illustrated in Figure 6 is allowed since the X-ray spectrum itself has $`\beta _\mathrm{x}1.1`$ (Takeshima et al. 1999).
At the beginning of our optical monitoring, 10.8 hr after the burst, there was also a simultaneous X-ray observation (Takeshima et al. 1999). At that earlier time the $`R`$-band to X-ray spectrum of GRB 991216 can be described by the slightly flatter index $`\beta _{\mathrm{ox}}=0.74\pm 0.05`$, where the error is again dominated by the uncertainty in optical extinction suggested above.
## 4 Geometry and Environment
The early-time decay rate and broad-band spectral energy distribution of GRB 991216 from optical through X-ray are consistent with the standard theory of adiabatic evolution in a uniformly dense medium (e.g., Sari, Piran, & Narayan 1998). In such a model, a decaying synchrotron spectrum follows the form $`F(\nu ,t)\nu ^\beta t^\alpha `$ with $`\alpha =(3/2)\beta =3(p1)/4`$ in the regime where $`\nu <\nu _c`$. Here $`p`$ is the index of the power-law electron energy distribution, and $`\nu _c`$ is the โcooling frequencyโ at which the electron energy loss time scale is equal to the age of the shock. At frequencies $`\nu >\nu _c`$, the power law steepens by 1/2 to $`\beta =p/2`$ because of synchrotron losses, and $`\alpha `$ decreases by 1/4 to $`(3p2)/4`$. At a time of 10.8 hr the optical-to-X-ray spectrum of GRB 991216 can be described as $`\beta _{\mathrm{ox}}=0.74\pm 0.05`$. At the same time the optical decay rate must follow $`\alpha _\mathrm{o}1.22`$, depending upon whether a simple power law or a dual power-law function is fitted, which is therefore consistent with $`(3/2)\beta _{\mathrm{ox}}`$. Since in the X-ray $`\beta _\mathrm{x}1.1`$ (Takeshima et al. 1999), the overall spectrum is consistent with $`\nu _c`$ falling between the optical and X-ray at times between 10.8 and 40 hr, and $`p2.4`$. Extrapolation of the X-ray spectrum to the extension of the optical points shows that $`\nu _c1.2\times 10^{16}`$ Hz at 40 hr (Fig. 6). Only the X-ray decay rate, $`\alpha _\mathrm{x}1.6`$ (Takeshima et al. 1999), is slightly discrepant from the predicted value which should be $`1.47`$.
The gradual steepening of the $`R`$-band decay is in accord with some models of jet-like afterglows. Numerous authors have discussed the possible effects of collimation. At first, analytic arguments indicated that a steepening of the light curve is expected after the edge of a jet is seen when it slows to a Lorentz factor $`\mathrm{\Gamma }<\theta _0^1`$, where $`\theta _0`$ is the initial opening angle of the jet (Panaitescu et al. 1998). At the same time, or soon thereafter, the jet would begin to spread (Rhoads 1999; Sari et al. 1999), resulting in an asymptotic decay rate $`\alpha _2=p`$ and spectral shape which is constant in time. Other authors have shown through numerical simulations that such a transition, if visible at all, is not very sharp. The $`\mathrm{\Gamma }<\theta _0^1`$ transition produces at best a gradual transition to $`\alpha =2.0`$ extended over two orders of magnitude in time (Moderski et al. 2000). Kumar & Panaitescu (2000) found that in a uniform density medium the decay index steepens by $`0.7`$ over a factor of 10 in time. Both of these predictions are consistent with the behavior of GRB 991216, for which $`\alpha `$ in the range โ1.5 to โ2.1 describes the decay from 2 to $`30`$ days. It has also been shown that breaks are expected to result from the later transition of a jet to the non-relativistic regime even when they donโt occur earlier in the relativistic phase (Huang et al. 1999,2000). While the possible causes of temporal breaks in afterglow decays are still uncertain, it is generally agreed that when breaks are seen, collimated jets are likely to be responsible.
If the steepening in the optical decay of GRB 991216 to $`\alpha 1.5`$ occurred at 1 d or later, then we need to explain why a steeper X-ray decay ($`\alpha _x=1.6`$) was observed at earlier times. In the context of the $`\mathrm{\Gamma }<\theta _0^1`$ transition, this might be understood in terms of the evolution of a layered jet, in which the higher-energy emission is concentrated in a narrower core which began to spread earlier.
The jet theory is most consistent with the observations of GRB 991216, while an alternative interpretation of the observed steepening as the passage of the cooling frequency $`\nu _c`$ through the optical band is less plausible for three reasons. First, the expected decay exponent in the cooling regime is only $`(1.31.4)`$, which is not steep enough to account for the observations at late times. Second, $`\nu _c`$ declines as $`t^{1/2}`$ in a spherical afterglow. Since $`\nu _c1.2\times 10^{16}`$ Hz is observed at 40 hr, we would expect $`\nu _c9\times 10^{15}`$ Hz at 3 d, which is still in the extreme ultraviolet. Third, the decay rate in the $`I`$ band through day 3 is at least as steep as it is in the $`R`$ band.
Another class of models provides a better fit to several of the GRB afterglows, but it is less compatible with GRB 991216. This is the wind interaction (Chevalier & Li 1999,2000), in which the afterglow develops in a nonuniform medium of density $`nr^2`$ as appropriate for a pre-existing stellar wind from a massive stellar progenitor. In the wind model $`\alpha =(3\beta 1)/2=(3p1)/4`$ for $`\nu <\nu _c`$, and the same evolution as the constant density case applies for $`\nu >\nu _c`$. If we make the plausible assumption that $`p>2`$, then $`\alpha <1.25`$ in a wind environment, and the slow initial decay of GRB 991216 with $`\alpha _\mathrm{o}1.22`$ is difficult to accommodate. Alternatively, if we hypothesize that $`\nu >\nu _c`$ at the time of the earliest observations of the afterglow, then the spectral index $`\beta _{\mathrm{ox}}=0.74`$ is too flat to meet the requirement for $`\beta =p/2`$ in this cooling regime, and the observed spectral and temporal steeping in the X-rays is unexplained. In wind models, the X-ray decay should not be steeper than the optical decay, which is in contradiction to the observations of GRB 991216. We conclude that afterglow of GRB 991216 does not show a stellar wind interaction, but behaves like a jet in a uniform ISM.
## 5 Energetics and Origin
Under the assumption that a jet-like GRB is collimated into the same solid angle as its early afterglow, Sari et al. (1999) argue that the cross-over time $`t_{}`$ in the afterglow light curve can be related to the $`\gamma `$-ray energy $`E`$ via
$$t_{}6.2(E_{52}/n)^{1/3}(\theta _0/0.1)^{8/3}(1+z)\mathrm{hr},$$
$`(2)`$
where $`E_{52}`$ is the apparent (isotropic) energy in units of $`10^{52}`$ ergs, $`n`$ is the ISM density in cm<sup>-3</sup>, and $`\theta _0`$ is the half opening angle of the jet. The factor $`(1+z)`$ is required if $`t_{}`$ is in the observerโs frame. For the case of GRB 991216, with $`t_{}2`$ d and $`E6.7\times 10^{53}`$ ergs, we infer that $`\theta _06^{}`$, and that the energy is reduced by a factor of $`200`$ to $`3.2\times 10^{51}`$ ergs, within the range of compact-object coalescence. Even if $`t_{}5`$ d, the energy reduction is still a factor of 100. However, the assignment of the $`\gamma `$-ray energy to $`E`$ in this analysis is not an obvious choice. The energy powering the afterglow expansion could be either more or less than the observed $`\gamma `$-rays. As an alternative, we can estimate the observed energy in the afterglow itself, which is dominated by the X-rays at early times. If we integrate the observed (2โ10 keV) X-ray flux back to a time of 600 s, when its flux would have been $`1.1`$mJy, comparable to the radio peak, we get $`2.1\times 10^5`$ ergs cm<sup>-2</sup>, or almost 10% of the $`\gamma `$-ray burst fluence in less than one decade of frequency. Thus, it seems that we cannot be far from wrong in using either the burst or the afterglow energy in Equation (2). In particular, we are probably not underestimating the opening angle of the jet. Also, because of the extreme energy, it is unlikely that the jet has become non-relativistic during the times considered here. For this to have occurred, densities in excess of $`10^4`$ cm<sup>-3</sup> would be required, and there is little evidence for the excess extinction that would be expected from such an environment.
GRB 991216 is the third good example of a jet-like afterglow following GRB 990123 (Kulkarni et al. 1999) and GRB 990510 (Harrison et al. 1999; Stanek et al. 1999; Beuermann et al. 1999), supporting a trend in which the apparently most energetic $`\gamma `$-ray events have the narrowest collimation and a uniform ISM environment. \[The only other event with a demonstrated isotropic energy $`>10^{53}`$ ergs was GRB 971214 at $`z=3.42`$ (Kulkarni et al. 1998), but its afterglow was not well characterized because it was both faint and reddened.\] Chevalier & Li (2000) classified afterglows into two types according to whether their evolution best matches an ISM (constant density) or stellar wind ($`nr^2`$) environment. Only GRB 990123 and GRB 990510 definitely fell in the ISM category, leading Chevalier & Li to speculate that these were compact-object mergers. They also noted an absence of evidence for supernovae associated with these jet-like afterglows, although supernovae may be difficult to see in these hosts at $`z>1`$ (Bloom et al. 1999). In the case of GRB 990510, no host galaxy has been found to a limiting magnitude of $`V>28`$ (Fruchter et al. 1999; Beuermann et al. 1999). Although host galaxies as faint as this are not unexpected (Hogg & Fruchter 1999), the possibility is at least allowed that GRB 990510 occurred outside its parent galaxy. A massive star is expected to explode close to its birth site, whereas an evolved compact binary may or may not escape its parent galaxy. If the mechanism of collimation, probably magnetic in nature, can be at least as effective in compact binary mergers as it is in the collapse of a single massive star (MacFadyen & Woosley 1999), then the merger is a plausible origin of jet-like bursts. However, this would certainly contradict the prevailing theory (e.g., Fryer, Woosley, & Hartmann 1999) that massive stars are the progenitors of the long-duration GRBs which comprise all of the ones that have been localized, while compact binary mergers are responsible for the as-yet unidentifed sources of the short-duration GRBs.
We thank Sebastiano Novati for his help with the initial observations at MDM Observatory.
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# OVERLAPPING INSTANTONS 11footnote 1Presented by PvB at โContinuous advances in QCD, IVโ, Minneapolis, 12-14 May, 2000.
## 1 Introduction
In recent years the instanton liquid model has been very successful in describing the low energy properties of light hadrons . Whether or not instantons can account for confinement has recently been much discussed again. Relevant for this discussion is if there are sufficiently many large (say bigger than $`1/\mathrm{\Lambda }_{\mathrm{QCD}}`$) instantons. Once such large instantons appear, it has been argued that all types of topological excitations should show up, more or less on equal footing . Indeed, recent studies on calorons, which can be viewed as overlapping instantons when their size becomes bigger than the inverse temperature, have shown how instantons and monopoles are intimately connected . One difficulty is that one should not expect to be able to account for large instantons using semiclassically inspired techniques.
Starting from an effective action that incorporates the $`\theta `$ angle in a manner consistent with all known Ward identities, has led naturally to a Coulomb gas representation in terms of fractionally charged objects , that bear striking resemblance with the โinstanton quarksโ coined for describing the semiclassical parameters , and with the more tangible constituent monopoles at finite temperature . The description is very inspiring and has the advantage that it does not rely on semiclassical considerations.
So what can be learned from lattice simulations about the presence of large instantons? Typically these simulations are done on too small volumes and have too poor statistics to contain any precise information on the tail of the distribution. One should thus not be too hasty in declaring it a fact that large instantons are (exponentially) suppressed . Apart from the finite volume cutoff, we find there is an intrinsic difficulty in identifying large instantons, due to overlapping effects. In these situations the usual assumption that the liquid is dilute enough, i.e. the individual pseudoparticles are far enough apart that they do not distort one another considerably, is no longer valid. The notion of โinstanton sizeโ now becomes ambiguous, even when ignoring the influence of quantum fluctuations. It should be said that no definition of โinstanton sizeโ in terms of physical observables is known.
Even considering exact charge 2 solutions, within a semiclassical context, we show that the correspondence between the instanton parameters and single instanton sizes is not always well-defined. Despite its limitations, the results are so simple, and its consequences so surprising that it is clear this issue needs to be addressed further in order to understand which field configurations are important for the long distance features of QCD.
## 2 Parallel gauge orientation
To demonstrate the point of non-linear effects for overlapping instantons most strongly, we look at the simple case of an exact charge 2 instanton solution with instanton constituents that are parallel in group space. These can be described in a straightforward way using the โt Hooft ansatz , $`A_\mu ={\scriptscriptstyle \frac{1}{2}}\overline{\eta }_{\mu \nu }_\nu \mathrm{log}(\varphi (x))`$, with $`\varphi ^1_\mu ^2\varphi =0`$. Here $`\overline{\eta }_{\mu \nu }=i\tau _a\overline{\eta }_{\mu \nu }^a=\overline{\sigma }_{[\mu }\sigma _{\nu ]}`$, where $`\overline{\sigma }_\mu =\sigma _\mu ^{}`$ are unit quaternions in the $`2\times 2`$ matrix representation $`\sigma _0=I_2`$ and $`\sigma _a=i\tau _a`$ ($`\tau _a`$ the Pauli matrices). Charge 2 instanton solutions are described by
$$\varphi (x)=1+\frac{\rho _1^2}{(xa)^2}+\frac{\rho _2^2}{(xb)^2},$$
(1)
where $`\rho _1`$ and $`\rho _2`$ are the sizes of the two instantons, one at $`x=a`$ and the other located at $`x=b`$. These instantons will start to overlap when $`(ab)^2\rho _i^2`$. For any $`ab`$ the two poles of $`\varphi `$ reflect the fact that the charge is 2. But when $`a=b`$ we seem to be left with one single pole, and thus with a charge 1 instanton of size $`\sqrt{\rho _1^2+\rho _2^2}`$. How can this be? The answer is that the charge 2 instanton, when its two constituents overlap, is far from looking like the superposition of two charge 1 instantons (summing the action densities of two single instantons with the same parameters). Actually, it looks like a narrow instanton on top of a broad instanton. When $`\rho _1=\rho _2=\rho `$, the narrow instanton has a size given by half the distance $`|ab|`$ and the broad instanton has a size $`\sqrt{2}\rho `$. It is the broad instanton that is left over in the limit $`ab`$, whereas the narrow instanton becomes singular. It forms the boundary of the moduli space and as such is not new . But what this means in terms of how the configurations look like, when approaching this boundary, was not investigated in the past.
We demonstrate this simple observation in two figures that show the action density. We plot in fig. 1 both the action density along the line connecting the two centers, labelled as $`a=y+z`$ and $`b=yz`$, and as contour plots including a perpendicular direction (there is an $`O(3)`$ โaxialโ symmetry), for a number of $`|z|`$ values (choosing $`\rho _1=\rho _2=1`$). Both are compared to what one would get from simply superposing two charge 1 instantons. These plots are generated using the simple formula for the action density (subtracting the delta function singularities at $`x=a`$ and $`x=b`$)
$$s(x)={\scriptscriptstyle \frac{1}{2}}\text{ Tr }F_{\mu \nu }^2(x)={\scriptscriptstyle \frac{1}{2}}_\mu ^2_\nu ^2\mathrm{log}(\varphi (x)).$$
(2)
We see that for $`|z|`$ of the order of $`\rho `$ the exact solution rises considerably over the superposition result. As the total action is in both cases of course equal (to $`16\pi ^2`$), this is compensated by a considerable narrowing of the configuration in the transverse direction. At the moment where the two peaks in the exact charge 2 density profile merge (at $`|z|=\sqrt{0.4}\rho `$ for the case $`\rho _1=\rho _2=\rho `$), very soon the narrow instanton starts to dominate and becomes $`O(4)`$ symmetric, on the background of the broad $`O(4)`$ symmetric instanton that is left for $`z=0`$.
It has the dramatic consequence of hiding large instantons, those with sizes comparable to, or larger than the average instanton distance. It may therefore, even in large volumes, explain the observed exponential fall off for the instanton size distribution, extracted from the lattice data . This is not only because in the lattice studies one does assume one can approximately describe the (smoothed) configurations in terms of superpositions of single (anti-)instantons, it is also because there is an ambiguity in the parametrisation. One either has two large instantons or one small instanton on top of an even larger one.
We generated the charge density (here equal to the action density) of a set of instanton pairs with the instanton scale parameters $`(\rho _{1,2})`$ distributed independently and qualitatively similar to that found on the lattice. We artificially enhanced the tail of the distribution in order to test whether such a tail can remain undetected by the lattice instanton finders. The separation $`2|z|`$ was Gaussian distributed with mean 7.0, and variance of 1.0. The resulting charge densities โ each containing one pair resolved on a $`16^4`$ grid โ were then analysed using two different instanton finder algorithms . The details of these algorithms are not relevant in the present context. However their most important common feature is that they are both based on the dilute gas assumption. They identify the highest peaks in the charge density and estimate the instanton sizes from the fall-off of the density in the vicinity of the maximum. Only when the individual pseudoparticles are far enough apart that they do not distort one another considerably, does the โinstanton sizeโ have an unambiguous meaning. Treating the charge 2 case exactly can be thought of as the next order approximation when one takes into account the distorting effect of like charge nearest neighbour pairs.
In fig. 2 we show the instanton size distributions found by the algorithms of ref. (dotted line) and ref. (dashed line) along with the distribution of the size parameters used to construct the charge densities (solid line). The two instanton finders both yield a significantly suppressed tail.
## 3 General case
In the previous section we restricted our attention to the case where the instantons are parallel in group space. We expect overlapping effects for non-parallel group orientations to be large as well (like for calorons when the size becomes larger than the inverse temperature, giving rise to constituent monopoles). To study the general charge 2 instanton solutions one could use the conformal extension of the โt Hooft ansatz (but not for higher charge). However, it is generally very cumbersome to relate its parameters to a physical description . We therefore used the Atiyah-Drinfeld-Hitchin-Manin (ADHM) construction for the general charge 2 solution .
A convenient explicit form for a charge $`Q`$ self-dual gauge field reads
$$A_\mu (x)=\frac{1}{2}(1\lambda F(x)\lambda ^{})^1_\nu \left(\lambda \sigma _{[\mu }^{}\sigma _{\nu ]}^{}F(x)\lambda ^{}\right),F^1(x)\mathrm{\Delta }^{}(x)\mathrm{\Delta }(x),$$
(3)
where $`\lambda =(\lambda _1,\mathrm{},\lambda _Q)`$, forming the first row of the $`Q\times (1+Q)`$ quaternionic matrix $`\mathrm{\Delta }(x)`$. The remainder of $`\mathrm{\Delta }(x)`$ forms a $`Q\times Q`$ matrix $`BI_Qx`$, with $`B`$ symmetric and $`x=x_\mu \sigma _\mu `$ denoting the space-time coordinate. This gauge field is self-dual if and only if $`\mathrm{\Delta }(x)`$ satisfies the ADHM constraint: $`\mathrm{\Delta }^{}(x)\mathrm{\Delta }(x)`$ is proportional to $`\sigma _0`$ and invertible as a real $`Q\times Q`$ matrix. A redundancy of parameters can be removed using the symmetry under which the gauge field remains unchanged, $`BTBT^1,\lambda \lambda T^1`$, for $`TO(Q)`$.
For charge 2, $`\mathrm{\Delta }(x)`$ can be parametrised as follows
$$\mathrm{\Delta }(x)=\left(\begin{array}{cc}\lambda _1& \lambda _2\\ y+zx& u\\ u& yzx\end{array}\right),$$
(4)
where, like $`x=x_\mu \sigma _\mu `$, $`\lambda _{1,2}`$, $`y`$, $`z`$, and $`u`$ are quaternions. The ADHM constraint now reads
$$z^{}uu^{}z={\scriptscriptstyle \frac{1}{2}}\left(\lambda _2^{}\lambda _1\lambda _1^{}\lambda _2\right)\mathrm{\Lambda },$$
(5)
introducing $`\mathrm{\Lambda }`$ for notational convenience. This constraint has a one parameter set of solutions given by
$$u=\frac{z\mathrm{\Lambda }}{2|z|^2}+\alpha z,$$
(6)
The redundant real parameter $`\alpha `$ is removed by the $`O(2)`$ symmetry that leaves the gauge field unchanged, but which does mix the parameters $`\lambda _i`$, $`u`$ and $`z`$. As instantons are identified from their action (or charge) density profiles, we first recall the simple formula ,
$$s(x)={\scriptscriptstyle \frac{1}{2}}\text{ Tr }F_{\mu \nu }^2(x)={\scriptscriptstyle \frac{1}{2}}_\mu ^2_\nu ^2\mathrm{log}det(\mathrm{\Delta }^{}(x)\mathrm{\Delta }(x)),$$
(7)
which agrees with the action density for the special case of the โt Hooft solution, eq. (2), for which $`\lambda _1=\rho _1\sigma _0`$, $`\lambda _2=\rho _2\sigma _0`$ and $`u=0`$ (this indeed solves the ADHM constraint, eq. (5)). At large separations ($`|z|`$ large), the relative gauge orientation does not play a role, and by insisting $`|\lambda _i|`$ describe the sizes of the two well-separated constituents one puts $`\alpha =0`$ (this can be imposed by $`u_\mu z_\mu =0`$). Therefore, the general charge 2 solution is described by the following set of 13 free parameters: $`\rho _{1,2}=|\lambda _{1,2}|`$, the scale parameters; $`\lambda _1^{}\lambda _2/(|\lambda _1||\lambda _2|)SU(2)`$, the relative gauge orientation; and $`y\pm z`$ the location of the constituents.
However, as has been noted before , there are generically 16 points ($`\mathrm{\Lambda }=0`$ and $`|u|=|z|`$ are degenerate cases) on an $`O(2)`$ orbit satisfying $`u_\mu z_\mu =0`$. Most are related (like $`\lambda _1\lambda _2`$ and $`zz`$) without affecting the interpretation, but one non-trivial relation remains
$$\left(y,z,\lambda _1,\lambda _2,u=\frac{z\mathrm{\Lambda }}{2|z|^2}\right)(y,u,\frac{\lambda _1+\lambda _2}{\sqrt{2}},\frac{\lambda _1\lambda _2}{\sqrt{2}},z).$$
(8)
This gives rise to a short-to-large distance duality <sup>2</sup><sup>2</sup>2The present duality should not be confused with the one described by A. Yung , relating a small anti-instanton in the background of a large instanton by a conformal transformation to a far separated instanton-anti-instanton pair. The gauge field is not left invariant under this conformal transformation., as long as the relative gauge orientation is not parallel ($`\mathrm{\Lambda }0`$). The question now arises which of these two descriptions is the โphysicalโ one. To answer this it is again instructive to look at the charge density profile of a set of solutions with varying separations. In fig. 3 we show such a sequence.
The scale parameters, relative orientation and separation, in terms of the l.h.s. of eq. (8), are described by $`\lambda _1=6.6\sigma _0`$, $`\lambda _2=8.3\sigma _1`$ and $`2z=2|z|\sigma _0`$. For large $`|z|`$ (A) the constituents are indeed aligned along the 0-axis. As the separation decreases the two lumps merge together into an asymmetric ring (B-C). For even smaller separation (D) the two lumps separate again but now displaced along the 1-axis. Clearly in this case the preferred parametrisation is the r.h.s. of eq. (8), describing two instantons with the same scale parameter $`\rho =7.5`$, at a distance of 22. Thus, when $`|z|^2|\mathrm{\Lambda }|`$, the original description is โphysicalโ, i.e. describing two superposed instantons separated by a distance $`2|z|`$. When $`|z|^2|\mathrm{\Lambda }|`$ it is, however, the dual description which is more โphysicalโ.
In fig. 2 we plotted the size distributions obtained when all the pairs were taken oriented parallel in group space. Following the same procedure (including the enhanced tail in the generated size distribution), in fig. 4 we instead consider random colour orientations described by the Haar measure. In this case there is no significant suppression of large instantons. The ambiguity in the physical parametrisation for non-parallel orientation has as a consequence that two instantons can never get closer to each other than $`2|z|_{min}\sqrt{2\rho _1\rho _2|\mathrm{sin}\phi |}`$, where $`\phi `$ is the invariant angle of the relative group orientation. This seems to have no observable effect on the size distribution. Due to the $`\mathrm{sin}^2\phi `$ factor, the Haar measure very strongly favours (close to) perpendicular orientation, thus our two distributions almost represent the two possible extremes. For the special case of equal size instantons with perpendicular relative orientation one finds at the minimal distance a symmetric ring, also easily described by the conformal โt Hooft ansatz <sup>3</sup><sup>3</sup>3We thank N. Manton for explaining how also the appearance of the asymmetric ring can be understood from the conformal parametrisation ., by taking $`\varphi =(xa)^2+(xb)^2+(xc)^2`$ with $`a,b`$ and $`c`$ forming an equilateral triangle.
We briefly revisit the case of parallel orientations for which the formalism developed in this section is somewhat degenerate. The transition between the two parametrisations (eq. (8)) for $`\phi 0`$ occurs at very small separation. In the limit of parallel orientation, one finds
$$(y,z,\rho _1\sigma _0,\rho _2\sigma _0,\mathrm{\hspace{0.17em}0})(y,\mathrm{\hspace{0.17em}0},\frac{\rho _1+\rho _2}{\sqrt{2}}\sigma _0,\frac{\rho _1\rho _2}{\sqrt{2}}\sigma _0,z).$$
(9)
For $`z=0`$ the two descriptions are equivalent, and there is no way to distinguish between them. One sees that two instantons of scale parameters $`\rho _{1,2}`$ on top of each other is equivalent to a small instanton of size $`\widehat{\rho }_1=|\rho _2\rho _1|/\sqrt{2}`$ on top of a larger one of size $`\widehat{\rho }_2=(\rho _2+\rho _1)/\sqrt{2}`$. This is consistent with our findings in the previous section for $`\rho _1=\rho _2`$, but it should be noted that for $`\phi =0`$ any choice of instanton sizes $`\widehat{\rho }_{1,2}`$ are equivalent, provided $`\widehat{\rho }_1^2+\widehat{\rho }_2^2=\rho _1^2+\rho _2^2`$. Only looking at the action distribution, see fig. 1 and the discussion in the previous section, tells us what is the โphysicalโ choice.
## 4 Conclusions
We have seen how the identification of single instanton parameters becomes ambiguous when instantons overlap. We discussed what happens in the two cases of parallel and random orientation in group space. We expect that the exact way this affects the instanton size distributions measured on the lattice will depend on the relative orientation of nearest neighbour pairs.
To summarise, for non-dilute instanton ensembles the next approximation to a simple superposition is to treat nearest pairs of like charge exactly. Staying as close a possible to the dilute picture one is left with two dual sets of parameters describing the same charge 2 instanton solution. It implies the existence of a minimal distance between the two instantons, which is maximal in the case of perpendicular orientation. In the other extreme case of (nearly) parallel orientation, two close large instantons are more naturally described by a small instanton sitting on top of a large instanton. Thereby one tends to miss large instantons or to underestimate instanton sizes, as was confirmed by a numerical study.
## Acknowledgements
Stimulating discussions on dense instanton ensembles with Eric Zhitnitsky, on the boundary of moduli space with Francesco Fucito, and on the charge 2 โringโ shaped configurations with Nick Manton and Paul Sutcliff are greatly appreciated. PvB thanks the organisers for inviting him (for the 3rd time) to this 4th workshop on โContinuous Advances in QCDโ. He is also grateful to Jac Verbaarschot and the other organisers of the INT-00-1 Program โQCD at Nonzero Baryon Densityโ for their invitation, and he thanks the Institute for Nuclear Theory at the University of Washington for its hospitality and for partial support during the completion of this work. This work was also supported in part by a grant from โStichting Nationale Computer Faciliteiten (NCF)โ for use of the Cray Y-MP C90 at SARA. T. Kovรกcs was supported by FOM and M. Garcรญa Pรฉrez by CICYT under grant AEN97-1678.
## References
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# Untitled Document
IFT-P.000/2000
Cohomology in the Pure Spinor Formalism for the Superstring
Nathan Berkovits<sup>1</sup> e-mail: nberkovi@ift.unesp.br
Instituto de Fรญsica Teรณrica, Universidade Estadual Paulista
Rua Pamplona 145, 01405-900, Sรฃo Paulo, SP, Brasil
A manifestly super-Poincarรฉ covariant formalism for the superstring has recently been constructed using a pure spinor variable. Unlike the covariant Green-Schwarz formalism, this new formalism is easily quantized with a BRST operator and tree-level scattering amplitudes have been evaluated in a manifestly covariant manner.
In this paper, the cohomology of the BRST operator in the pure spinor formalism is shown to give the usual light-cone Green-Schwarz spectrum. Although the BRST operator does not directly involve the Virasoro constraint, this constraint emerges after expressing the pure spinor variable in terms of SO(8) variables.
June 2000
1. Introduction
Ever since the light-cone Green-Schwarz (GS) superstring formalism was constructed , physicists have searched for a manifestly covariant version of the formalism. Such a formalism would have the advantage over the Ramond-Neveu-Schwarz formalism that scattering amplitudes could be computed in a manifestly super-Poincarรฉ covariant manner. Although there exists a classical covariant GS description of the superstring . quantization problems have prevented this description from being used to compute scattering amplitudes. Recently, a new super-Poincarรฉ covariant formalism for the superstring was constructed using pure spinor worldsheet variables in addition to the usual GS variables. Unlike all other covariant versions of the GS superstring, this pure spinor formalism is easy to quantize and was used to compute spacetime-supersymmetric tree amplitudes involving an arbitrary number of external massless states .
Physical states in this new formalism are defined as states in the cohomology of the nilpotent operator
$$Q=๐\sigma \lambda ^\alpha (z)d_\alpha (z)$$
where $`\lambda ^\alpha `$ is the pure spinor variable and $`d_\alpha `$ is the worldsheet variable for the spacetime-supersymmetric derivative . Although it is easy to check that the massless states in the cohomology of $`Q`$ are those of ten-dimensional super-Yang-Mills , it is a bit mysterious how the correct massive spectrum can be obtained since $`Q`$ does not directly involve the Virasoro constraint. In this paper, this mystery will be resolved and it will be shown that the cohomology of $`Q`$ indeed reproduces the desired light-cone GS spectrum.
As will be discussed in section 2, the first step in resolving the mystery is to express the pure spinor variable $`\lambda ^\alpha `$ in terms of SO(8) variables. The pure spinor constraint $`\lambda \gamma ^\mu \lambda =0`$ implies that $`(\gamma ^+\lambda )^a=s^a`$ and $`(\gamma ^{}\lambda )^{\dot{a}}=\sigma _j^{a\dot{a}}s^av^j`$ where $`s^a`$ is a null SO(8) spinor satisfying $`s^as^a=0`$ and $`v^j`$ is an unconstrained SO(8) vector. In terms of $`s^a`$ and $`v^j`$,
$$Q=๐\sigma s^a[(\gamma ^{}d)^a+\sigma _j^{a\dot{a}}v^j(\gamma ^+d)^{\dot{a}}]$$
plus contributions from an infinite chain of ghosts-for-ghosts coming from the gauge invariance $`\delta v^j=\sigma _{a\dot{a}}^js^aฯต^{\dot{a}}`$.
The second step in resolving the mystery is to enforce the first-class constraint $`s^as^a=0`$ by modifying the BRST operator to
$$Q^{}=Q+๐\sigma [bs^as^a+c(\frac{1}{2}\mathrm{\Pi }^{}+v^j\mathrm{\Pi }^j+\frac{1}{2}v^jv^j\mathrm{\Pi }^+)]$$
where $`(b,c)`$ is the ghost and anti-ghost for the $`s^as^a`$ constraint, $`\mathrm{\Pi }_\mu =x_\mu \frac{1}{2}\theta \gamma _\mu \theta `$ is the spacetime-supersymmetric momentum, and the term $`c(\frac{1}{2}\mathrm{\Pi }^{}+v^j\mathrm{\Pi }^j+\frac{1}{2}v^jv^j\mathrm{\Pi }^+)`$ is required for nilpotency of $`Q^{}`$. As will be argued in section 3, $`Q^{}`$ has the same cohomology as $`Q`$ and is SO(9,1) super-Poincarรฉ invariant.
Finally, it will be shown in section 4 that the cohomology of $`Q^{}`$ reproduces the desired light-cone GS spectrum. Note that if one shifts $`v^jv^j\mathrm{\Pi }^j/\mathrm{\Pi }^+`$ in $`Q^{}`$,
$$Q^{}=๐\sigma [(\mathrm{\Pi }^+)^1s^a(\mathrm{\Pi }_\mu (\gamma ^+\gamma ^\mu d)^a+\mathrm{})bs^as^a+(\mathrm{\Pi }^+)^1c(\frac{1}{2}\mathrm{\Pi }^\mu \mathrm{\Pi }_\mu +\mathrm{})].$$
One can recognize $`\mathrm{\Pi }_\mu \gamma ^+\gamma ^\mu d`$ as the first-class part of the GS fermionic constraints and $`\frac{1}{2}\mathrm{\Pi }^\mu \mathrm{\Pi }_\mu `$ as the GS Virasoro constraint. The dependence of $`Q^{}`$ on $`v^j`$ and the infinite chain of ghosts-for-ghosts is responsible for imposing the second-class part of the GS fermionic constraints. This use of an infinite set of fields for imposing second-class constraints resembles the treatment of chiral bosons in and self-dual four-forms in .
2. Construction of $`Q`$ using SO(8) Variables
2.1. Review of massless cohomology
Physical states in the pure spinor formalism of the superstring are defined as ghost-number one states in the cohomology of
$$Q=๐\sigma \lambda ^\alpha (z)d_\alpha (z)$$
where
$$d_\alpha =p_\alpha +\frac{1}{2}\gamma _{\alpha \beta }^\mu x_\mu \theta ^\beta +\frac{1}{8}\gamma _{\alpha \beta }^\mu \gamma _{\mu \gamma \delta }\theta ^\beta \theta ^\gamma \theta ^\delta $$
is the worldsheet variable for the supersymmetric derivative , $`p_\alpha `$ is the conjugate momentum to $`\theta ^\alpha `$, and $`\lambda ^\alpha `$ is a worldsheet variable carrying $`+1`$ ghost number and satisfying the pure spinor constraint
$$\lambda ^\alpha (z)\gamma _{\alpha \beta }^\mu \lambda ^\beta (z)=0$$
for $`\mu =0`$ to 9. Since $`d_\alpha (y)d_\beta (z)(yz)^1\gamma _{\alpha \beta }^\mu \mathrm{\Pi }_\mu (z)`$ where $`\mathrm{\Pi }^\mu =x^\mu \frac{1}{2}\theta ^\alpha \gamma _{\alpha \beta }^\mu \theta ^\beta `$, $`Q`$ is nilpotent.
To see that the open superstring<sup>2</sup> Although only the open superstring will be discussed in this paper, all results are easily generalized to the heterotic and closed superstrings. massless states are correctly reproduced by the cohomology of the zero modes of $`Q`$, recall that on-shell super-Yang-Mills can be described by a spinor superfield $`A_\alpha (x,\theta )`$ satisfying $`D_\alpha (\gamma ^{\mu _1\mathrm{}\mu _5})^{\alpha \beta }A_\beta =0`$ for any five-form direction $`\mu _1\mathrm{}\mu _5`$ where $`D_\alpha =\frac{}{\theta ^\alpha }\frac{1}{2}\theta ^\beta \gamma _{\alpha \beta }^\mu _\mu `$ . Using the gauge invariance $`\delta A_\alpha =D_\alpha \mathrm{\Omega }`$, $`A_\alpha `$ can be gauge-fixed to
$$A_\alpha (x,\theta )=a_\mu (x)\gamma _{\alpha \beta }^\mu \theta ^\beta +\xi ^\gamma (x)\gamma _{\alpha \beta }^\mu \gamma _{\mu \gamma \delta }\theta ^\beta \theta ^\delta +\mathrm{}$$
where $`a_\mu (x)`$ and $`\xi ^\alpha (x)`$ are the linearized on-shell gluon and gluino of super-Yang-Mills and the component fields in $`\mathrm{}`$ are auxiliary fields which can be expressed in terms of $`a_\mu `$ and $`\xi ^\gamma `$.
Since a massless vertex operator only depends on the worldsheet zero modes, $`V=\lambda ^\alpha A_\alpha (x,\theta )`$ for some $`A_\alpha (x,\theta )`$. But $`QV=0`$ implies that $`\lambda ^\alpha \lambda ^\beta D_\alpha A_\beta =0`$, which can be decomposed into $`(\lambda \gamma ^\mu \lambda )(D\gamma _\mu A)+(\lambda \gamma ^{\mu _1\mathrm{}\mu _5}\lambda )(D\gamma _{\mu _1\mathrm{}\mu _5}A)=0.`$ Since $`\lambda \gamma ^\mu \lambda =0`$, $`QV=0`$ implies the desired equation that $`D\gamma _{\mu _1\mathrm{}\mu _5}A=0.`$ Furthermore, the gauge invariance $`\delta V=Q\mathrm{\Omega }=\lambda ^\alpha D_\alpha \mathrm{\Omega }`$ reproduces the desired gauge transformation $`\delta A_\alpha =D_\alpha \mathrm{\Omega }`$.
So the cohomology of the zero modes of $`Q`$ correctly reproduces on-shell super-Yang-Mills. However, since $`Q`$ does not directly involve the Virasoro constraint, it is a bit mysterious how the mass-shell condition for the physical massive states is implied by $`QV=0`$. As mentioned in the introduction, the first step to resolving this mystery is to express the pure spinor $`\lambda ^\alpha `$ in terms of SO(8) representations.
2.2. SO(8) parameterization of a pure spinor
An SO(9,1) spinor $`\lambda ^\alpha `$ satisfying $`\lambda \gamma ^\mu \lambda =0`$ contains eleven independent complex degrees of freedom. Together with their conjugate momenta, these eleven degrees of freedom contribute $`+22`$ to the central charge which cancels the sum of the central charge contributions of $`+10`$ from $`x^\mu `$ and $`32`$ from $`(\theta ^\alpha ,p_\alpha )`$.
A convenient parameterization of $`\lambda ^\alpha `$ is
$$\lambda ^+=\gamma ,\lambda _{AB}=\gamma u_{AB},\lambda ^A=\frac{1}{8}\gamma ฯต^{ABCDE}u_{BC}u_{DE}$$
where $`A=1`$ to 5, $`u_{AB}=u_{BA}`$ parameterizes the ten-dimensional complex space $`SO(10)/U(5)`$, and $`\lambda ^\alpha `$ has been decomposed (after Wick rotation) into its U(5) components. However, since $`\gamma `$ is an overall scale parameter, this parameterization is singular when the $`\lambda ^+`$ component of $`\lambda `$ vanishes. Since physical states can exist with vanishing $`\lambda ^+`$, the parameterization of (2.1) is inappropriate for computations of cohomology.<sup>3</sup> For example, the massless vertex operator $`V=\lambda ^\alpha A_\alpha `$ has physical degrees of freedom when $`\lambda ^+=0`$. For this reason, the fact that $`V=\{Q,\gamma ^1\theta ^+V\}`$ does not imply that $`V`$ is BRST-trivial since $`\gamma ^1\theta ^+V`$ is not a well-defined operator.
An alternative parameterization of $`\lambda ^\alpha `$ is in terms of its SO(8) components $`(\gamma ^+\lambda )^a`$ and $`(\gamma ^{}\lambda )^{\dot{a}}`$ where $`\gamma ^\pm =\frac{1}{2}(\gamma ^0\pm \gamma ^9)`$ and $`(a,\dot{a})=1`$ to 8 are chiral and anti-chiral SO(8) spinor indices. The constraint $`\lambda \gamma ^{}\lambda =0`$ implies that $`s^a=(\gamma ^+\lambda )^a`$ satisfies $`s^as^a=0`$. Furthermore, the constraint $`\lambda \gamma ^j\lambda =0`$ implies that $`(\gamma ^{}\lambda )^{\dot{a}}=\sigma _j^{a\dot{a}}v^js^a`$ for some SO(8) vector $`v^j`$ where $`\sigma _j^{a\dot{a}}`$ are the SO(8) Pauli matrices satisfying $`\sigma _{(j}^{a\dot{a}}\sigma _{k)}^{b\dot{a}}=2\delta _{jk}\delta ^{ab}`$. One can check that the constraint $`\lambda \gamma ^+\lambda =0`$ implies no further conditions on $`s^a`$ and $`v^j`$. So the eleven degrees of freedome of $`\lambda ^\alpha `$ can be parameterized by the seven degrees of freedom of a null spinor $`s^a`$ together with the eight degrees of freedom of $`v^j`$ as
$$(\gamma ^+\lambda )^a=s^a,(\gamma ^{}\lambda )^{\dot{a}}=\sigma _j^{a\dot{a}}v^js^a.$$
Unlike the U(5) parameterization of $`(2.1)`$, this SO(8) parameterization is singular only when all eight components of $`(\gamma ^+\lambda )^a`$ are zero. However, there are no physical states with vanishing $`(\gamma ^+\lambda )^a`$, so the parameterization of (2.1) is appropriate for computing the cohomology.<sup>4</sup> For example, the gauge invariance $`\delta A_\alpha =D_\alpha \mathrm{\Omega }`$ implies that one can choose the gauge $`(\gamma ^+A)^{\dot{a}}`$ for the super-Yang-Mills spinor prepotential . In this gauge, the massless vertex operator $`V=\lambda ^\alpha A_\alpha `$ vanishes when $`(\gamma ^+\lambda )^a=0`$. One expects that a similar gauge choice is possible for physical massive vertex operators such that they vanish when $`(\gamma ^+\lambda )^a=0`$.
Since (2.1) is invariant under
$$\delta v^j=\sigma _{a\dot{a}}^js^aฯต^{\dot{a}}$$
for arbitrary $`ฯต^{\dot{a}}`$, this parameterization of $`\lambda ^\alpha `$ has a gauge invariance which needs to be correctly treated. This can be done in the usual BRST manner by introducing a fermionic ghost SO(8) spinor variable $`t^{\dot{a}}`$. However, since $`\delta ฯต^{\dot{a}}=\sigma _{a\dot{a}}^js^ay^j`$ leaves the gauge transformation of (2.1) unchanged, one also needs to introduce a bosonic ghost-for-ghost SO(8) vector variable $`v_{(1)}^j`$. This line of reasoning continues ad infinitum to produce an infinite chain of bosonic SO(8) vectors, $`v_{(0)}^j,v_{(1)}^j,\mathrm{}`$, and an infinite chain of fermionic SO(8) spinors, $`t_{(0)}^{\dot{a}},t_{(1)}^{\dot{a}},\mathrm{}`$, where the original $`v^j`$ and $`t^{\dot{a}}`$ variables have been relabeled as $`v_{(0)}^j`$ and $`t_{(0)}^{\dot{a}}`$.
Since $`s^a,v_{(n)}^j`$ and $`t_{(n)}^{\dot{a}}`$ carry zero conformal weight, they contribute (together with their conjugate momenta) $`+2(7+88+88+\mathrm{})`$ to the central charge. Using the regularization familiar from $`\kappa `$-symmetry computations that
$$88+88+\mathrm{}=\underset{x1}{lim}8(1x^2+x^3x^4+\mathrm{})=\underset{x1}{lim}8(1+x)^1=4,$$
one recovers the desired $`+22`$ contribution to the central charge.
Including the contribution of the ghost-for-ghosts, the BRST charge is $`Q=๐\sigma s^aG^a`$ where
$$G^a=(\gamma ^{}d)^a+\sigma _j^{a\dot{a}}[v_{(0)}^j(\gamma ^+d)^{\dot{a}}+\underset{n=0}{\overset{\mathrm{}}{}}(w_{(n)}^jt_{(n)}^{\dot{a}}+v_{(n+1)}^ju_{(n)}^{\dot{a}})],$$
$`w_{(n)}^j`$ is the conjugate momentum to $`v_{(n)}^j`$, and $`u_{(n)}^{\dot{a}}`$ is the conjugate momentum to $`t_{(n)}^{\dot{a}}`$. Note that $`Q^2=0`$ since $`s^as^a=0`$ and $`G^a(y)G^b(z)2\delta ^{ab}(yz)^1T(z)`$ where
$$T=\frac{1}{2}\mathrm{\Pi }^{}+v^j\mathrm{\Pi }^j+\frac{1}{2}v^jv^j\mathrm{\Pi }^++t_{(0)}^{\dot{a}}(\gamma ^+d)^{\dot{a}}+\underset{n=0}{\overset{\mathrm{}}{}}(v_{(n+1)}^jw_{(n)}^j+t_{(n+1)}^{\dot{a}}u_{(n)}^{\dot{a}})$$
and $`\mathrm{\Pi }^\pm =\mathrm{\Pi }^0\pm \mathrm{\Pi }^9`$.
Although $`G^a(y)G^b(z)2\delta ^{ab}(yz)^1T(z)`$ suggests an $`N=8`$ super-Virasoro algebra, $`G^a`$ and $`T`$ are not super-Virasoro generators since, for example, $`G^a`$ and $`T`$ have $`+1`$ conformal weight and $`T`$ has no singular OPEโs with either $`G^a`$ or $`T`$. Nevertheless, the resemblance with an $`N=8`$ algebra suggests that the BRST operator $`Q`$ can be modified to
$$Q^{}=๐\sigma (s^aG^a+cTbs^as^a)$$
where $`(b,c)`$ are fermionic ghosts of conformal weight $`(1,0)`$. It will be shown in the following section that $`Q^{}`$ indeed has the same cohomology as $`Q`$.
3. BRST treatment of the $`s^as^a=0`$ Constraint
3.1. Equivalence of cohomology of $`Q`$ and $`Q^{}`$
Since the constraint $`s^as^a`$ is included in the BRST operator $`Q^{}`$ of (2.1), one expects that all eight components of $`s^a`$ can be treated as independent degrees of freedom in the โoff-shellโ Hilbert space of $`Q^{}`$. Note that this does not affect the central charge computation since the $`2`$ contribution of the $`(b,c)`$ ghosts cancels the $`+2`$ contribution of the extra degree of freedom in $`s^a`$ and its conjugate momentum.
It will now be argued that the cohomology of $`Q^{}`$ with $`s^a`$ unconstrained is equivalent to the cohomology of $`Q`$ with $`s^a`$ constrained to satisfy $`s^as^a=0`$. Consider a state $`V`$ annihilated by $`Q`$ up to terms involving $`s^as^a`$, i.e. $`QV=s^as^aW`$ for some $`W`$. Then $`Q^2=s^as^aT`$ implies that $`QW=TV`$. Using this information, one can check that the operator $`V^{}=V+cW`$ is annihilated by $`Q^{}`$. Furthermore, if $`V`$ is BRST-trivial up to terms involving $`s^as^a`$, i.e. $`V=Q\mathrm{\Omega }+s^as^aY`$ for some $`Y`$, then $`V+cW=Q^{}(\mathrm{\Omega }cY)`$ so $`V^{}`$ is also BRST-trivial.
At the end of section 4, it will be shown that all physical states (with non-zero $`P^+`$) in the cohomology of $`Q^{}`$ can be written in the form $`V^{}=V+cW`$ for some $`V`$ and $`W`$. Reversing the arguments of the previous paragraph, one learns that $`V`$ is in the cohomology of $`Q`$ up to terms involving $`s^as^a`$. This proves equivalence of the cohomologies.
3.2. Super-Poincarรฉ invariance of $`Q^{}`$
Although $`Q^{}`$ of (2.1) is expressed in terms of SO(8) variables, it will now be argued that $`Q^{}`$ is invariant under SO(9,1) transformations. Since $`Q^{}`$ is manifestly spacetime-supersymmetric, this implies the super-Poincarรฉ invariance of $`Q^{}`$. In terms of SO(8) representations, the pure spinor contribution to the SO(9,1) Lorentz currents is
$$N^{jk}=\frac{1}{2}s^a(\sigma ^{jk})_{ab}r^b+\underset{n=0}{\overset{\mathrm{}}{}}[v_{(n)}^{[j}w_{(n)}^{k]}+\frac{1}{2}t_{(n)}^{\dot{a}}(\sigma ^{jk})_{\dot{a}\dot{b}}u_{(n)}^{\dot{b}}],$$
$$N^{j+}=w_{(0)}^j,$$
$$N^+=bc\frac{1}{2}s^ar^a+\underset{n=0}{\overset{\mathrm{}}{}}[(n+1)v_{(n)}^jw_{(n)}^j+(n+\frac{3}{2})t_{(n)}^{\dot{a}}w_{(n)}^{\dot{a}}],$$
$$N^j=3v_{(0)}^jv_{(0)}^kN^{jk}v_{(0)}^jN^+\frac{1}{2}v_{(0)}^kv_{(0)}^kw_{(0)}^j+v_{(0)}^jv_{(0)}^kw_{(0)}^k+\frac{1}{2}c\sigma _{a\dot{a}}^jt_{(0)}^{\dot{a}}r^a+F^j,$$
where $`r^a`$ is the conjugate momentum to $`s^a`$ and it should be possible to determine the term $`F^j`$ by requiring that
$$[๐\sigma N^j,\underset{n=0}{\overset{\mathrm{}}{}}\left(s^a\sigma _j^{a\dot{a}}(w_{(n)}^jt_{(n)}^{\dot{a}}+v_{(n+1)}^ju_{(n)}^{\dot{a}})+c(v_{(n+1)}^jw_{(n)}^j+t_{(n+1)}^{\dot{a}}u_{(n)}^{\dot{a}})\right)s^as^ab]=0.$$
Note that $`[s^a,\sigma _j^{a\dot{a}}v_{(0)}^js^a+ct_{(0)}^{\dot{a}}]`$ transform as the sixteen components of an SO(9,1) spinor and $`[\frac{1}{2}(c+cv_{(0)}^kv_{(0)}^k),cv_{(0)}^j,\frac{1}{2}(ccv_{(0)}^kv_{(0)}^k)]`$ transform as the ten components of an SO(9,1) vector, so the terms $`[s^a(\gamma ^{}d)^a+(\sigma _j^{a\dot{a}}s^av_{(0)}^j+ct_{(0)}^{\dot{a}})(\gamma ^+d)^{\dot{a}}]`$ and $`[\frac{1}{2}c\mathrm{\Pi }^{}+cv_{(0)}^j\mathrm{\Pi }^j+\frac{1}{2}cv_{(0)}^kv_{(0)}^k\mathrm{\Pi }^+]`$ in $`Q^{}`$ are easily seen to be Lorentz invariant.
Furthermore, one can check (up to the determination of $`F^j`$) that $`N^{\mu \nu }`$ of (3.1) satisfies the OPE
$$N^{\mu \nu }(y)N^{\rho \sigma }(z)\frac{\eta ^{\rho [\nu }N^{\mu ]\sigma }(z)\eta ^{\sigma [\nu }N^{\mu ]\rho }(z)}{yz}3\frac{\eta ^{\mu \sigma }\eta ^{\nu \rho }\eta ^{\mu \rho }\eta ^{\nu \sigma }}{(yz)^2}$$
where the factor of 3 in the double pole comes from the pure spinor condition and is crucial for equivalence with the Lorentz generators in the Ramond-Neveu-Schwarz formalism for the superstring . For example, the double pole in $`N^{jk}`$ with $`N^{jk}`$ gets a contribution of $`+2`$ from the first term in $`N^{jk}`$ and a contribution of $`+22+22+\mathrm{}`$ from the remaining terms. Using the regularization of ,
$$+22+22+\mathrm{}=\underset{x1}{lim}2(1+x)^1=1,$$
so the total double pole contribution is $`+3`$ as desired. Simlilarly, the double pole of $`N^+`$ with $`N^+`$ gets a contribution of $`+1`$ from the first term, $`2`$ from the second term, and $`2(2^23^2+4^25^2+\mathrm{})`$ from the remaining terms. This last expression can be regularized using the formula
$$\underset{n=0}{\overset{\mathrm{}}{}}n^2(x)^n=2(1+x)^33(1+x)^2+(1+x)^1,$$
which can be obtained by taking derivatives of the formula $`_{n=0}^{\mathrm{}}(x)^n=(1+x)^1`$. So
$$2^23^2+4^25^2+\mathrm{}=1+\underset{x1}{lim}\underset{n=0}{\overset{\mathrm{}}{}}n^2(x)^n=1+\underset{x1}{lim}[2(1+x)^33(1+x)^2+(1+x)^1]=1,$$
implying that the sum of the double pole contributions is $`3`$ as desired.
So $`Q^{}`$ has been shown to be a super-Poincarรฉ invariant operator whose cohomology is equivalent to that of $`Q=๐\sigma \lambda ^\alpha d_\alpha `$. The cohomology of $`Q^{}`$ will now be computed to be the light-cone GS spectrum.
4. Evaluation of Cohomology of $`Q^{}`$
4.1. Light-cone operators
As mentioned earlier, $`Q^{}`$ resembles the BRST operator for an $`N=8`$ super-Virasoro algebra. This can be made more evident by shifting $`v_{(0)}^jv_{(0)}^j(\mathrm{\Pi }^+)^1\mathrm{\Pi }^j`$ (where the zero mode of $`\mathrm{\Pi }^+`$ is assumed to be non-vanishing), so that $`G^a=(\mathrm{\Pi }^+)^1\mathrm{\Pi }_\mu (\gamma ^+\gamma ^\mu d)^a+\mathrm{}`$ and $`T=\frac{1}{2}(\mathrm{\Pi }^+)^1\mathrm{\Pi }_\mu \mathrm{\Pi }^\mu +\mathrm{}`$. The first term in $`G^a`$ can be recognized as the first-class part of the fermionic GS constraint and the first term in $`T`$ can be recognized as the GS Virasoro constraint. As will be explained below, the second-class part of the fermionic GS constraint will be implied by the infinite ghost-for-ghost dependence of $`Q^{}`$ in a manner similar to the treatment of chiral bosons in and self-dual four-forms in .
To compute the cohomology of $`Q^{}`$, it is useful to first write $`Q^{}=Q_1+Q_2`$ where
$$Q_1=๐\sigma [s^a(\gamma ^{}p)^a+\frac{1}{2}c(x^{}P^{})],Q_2=Q^{}Q_1,$$
and $`P^\mu `$ is the zero mode of $`x^\mu `$. If $`[(\gamma ^{}p)^a,(\gamma ^+\theta )^a]`$ are assigned charge $`(+1,1)`$, $`[(x^{}P^{}),(x^{}P^+)]`$ are assigned charge $`(+1,1)`$, and all other variables are assigned zero charge, then $`Q_1`$ has charge $`+1`$ and all terms in $`Q_2`$ have non-positive charge.
So the cohomology of $`Q^{}`$ is given by the cohomology of $`Q_2`$ restricted to operators in the cohomology of $`Q_1`$ . But the cohomology of $`Q_1`$ consists of operators which are independent of $`[(\gamma ^{}p)^a,(\gamma ^+\theta )^a,(x^{}P^{}),(x^+P^+),s^a,r^a]`$ and the non-zero modes of $`(b,c)`$. So the only term in $`Q_2`$ which survives in the cohomology of $`Q_1`$ is $`c_0(T_0+\frac{1}{2}P^{})`$ where
$$T_0=d\sigma [\frac{1}{2}\theta \gamma ^{}\theta +v_{(0)}^jx^j+\frac{1}{2}v_{(0)}^jv_{(0)}^jP^+$$
$$+t_{(0)}^{\dot{a}}(\gamma ^+p+\frac{1}{2}P^+\gamma ^{}\theta )^{\dot{a}}+\underset{n=0}{\overset{\mathrm{}}{}}(v_{(n+1)}^jw_{(n)}^j+t_{(n+1)}^{\dot{a}}u_{(n)}^{\dot{a}})].$$
A general operator in the cohomology of $`Q_1`$ can be written as $`๐ช=A+b_0B+c_0C`$ where $`A,B,C`$ are independent of $`[(\gamma ^{}p)^a,(\gamma ^+\theta )^a,(x^{}P^{}),(x^+P^+),s^a,r^a]`$. Furthermore, $`[Q_2,๐ช]=0`$ implies that $`[T_0+\frac{1}{2}P^{},A]=0`$ and $`B=0`$. Finally, the gauge invariance $`\delta ๐ช=Q_2\mathrm{\Omega }`$ implies $`\delta C=[T_0+\frac{1}{2}P^{},\mathrm{\Omega }]`$, so the cohomology associated with $`C`$ is related to that of $`A`$ by the usual doubling phenomenon associated with the $`c_0`$ ghost. So the cohomology of $`Q^{}`$ can be evaluated by solving the equation $`[T_0+\frac{1}{2}P^{},A]=0`$.
Note that this same result can be obtained by using โold covariant quantizationโ where one ignores the $`(s^a,r^a)`$ and $`(c,b)`$ ghosts. Using this method, one first uses $`G^a`$ and the non-zero modes of $`T`$ to gauge away $`(\gamma ^+\theta )^a`$ and $`x^+`$. Requiring that the operator $`A`$ commutes with $`G^a`$ and $`T`$ fixes $`(\gamma ^{}p)^a`$ and $`x^{}`$ in terms of the remaining light-cone variables and implies that $`[T_0+\frac{1}{2}P^{},A]=0`$.
Since $`T_0`$ is quadratic in the remaining worldsheet variables, any operator $`A`$ satisfying $`[T_0+\frac{1}{2}P^{},A]=0`$ can be constructed from products of linear combinations of the variables, $`a_N`$, which satisfy $`[T_0,a_N]=Na_N`$ for some $`N`$. Then $`[T_0+\frac{1}{2}P^{},A]=0`$ implies the mass-shell condition that $`\frac{1}{2}P^{}`$ is equal the sum of the eigenvalues in the product. For convenience, a Lorentz frame will be chosen where $`P^+`$ is a non-zero fixed constant and $`P^j=0`$ for $`j=1`$ to 8.
One can easily check that $`[T_0,y^j]=(P^+)^1y^j`$ and $`[T_0,q^{\dot{a}}]=(P^+)^1q^{\dot{a}}`$ where
$$y^j=x^j+\underset{n=0}{\overset{\mathrm{}}{}}(P^+)^{n1}^{n+1}w_{(n)}^j,q^{\dot{a}}=(\gamma ^+p\frac{1}{2}P^+\gamma ^{}\theta )^{\dot{a}}+\underset{n=0}{\overset{\mathrm{}}{}}(P^+)^{n1}^{n+1}u_{(n)}^{\dot{a}}.$$
So the $`M^{th}`$ mode of $`y^j`$ and $`q^{\dot{a}}`$ are eigenvectors of $`T_0`$ which carry eigenvalue $`N=M/P^+`$. In fact, as will now be shown, these are the only normalizable eigenvectors of $`T_0`$ which can be constructed from linear combinations of the remaining variables.
First, suppose one has a bosonic eigenvector of $`T_0`$ of the form
$$a_N=๐\sigma [f_N^jx^j+\underset{n=0}{\overset{\mathrm{}}{}}(g_{N(n)}^jv_{(n)}^j+h_{N(n)}^jw_{(n)}^j)]$$
where $`(f_N^j,g_{N(n)}^j,h_{N(n)}^j)`$ are coefficients of the eigenvector. Then $`[T_0,a_N]=Na_N`$ implies that
$$h_{N(0)}^j=Nf_N^j,P^+h_{N(0)}^jf_N^j=Ng_{N(0)}^j,$$
$$g_{N(n)}^j=Ng_{N(n+1)}^j,h_{N(n+1)}^j=Nh_{N(n)}^j.$$
Using the normalizability condition that $`๐\sigma [f_N^jf_N^j+_{n=0}^{\mathrm{}}g_{N(n)}^jh_{N(n)}^j]`$ is finite, one finds that the only normalizable solution of (4.1) is
$$f_N^j=P^+Nf_N^j,g_{N(n)}^j=0,h_{N(n)}^j=(N)^{n+1}f_N^j,$$
which is the $`(P^+N)^{th}`$ mode of the eigenvector $`y^j`$ of (4.1).
Second, suppose one has a fermionic eigenvector of $`T_0`$ of the form
$$a_N=๐\sigma [j_N^{\dot{a}}(\gamma ^+p)^{\dot{a}}+k_N^{\dot{a}}(\gamma ^{}\theta )^{\dot{a}}+\underset{n=0}{\overset{\mathrm{}}{}}(l_{N(n)}^{\dot{a}}t_{(n)}^{\dot{a}}+m_{N(n)}^{\dot{a}}u_{(n)}^{\dot{a}})]$$
where $`(j_N^{\dot{a}},k_N^{\dot{a}},l_{N(n)}^{\dot{a}},m_{N(n)}^{\dot{a}})`$ are coefficients of the eigenvector. Then $`[T_0,a_N]=Na_N`$ implies that
$$m_{N(0)}^{\dot{a}}=Nj_N^{\dot{a}},\frac{1}{2}P^+m_{N(0)}^{\dot{a}}j_N^{\dot{a}}=Nk_N^{\dot{a}},\frac{1}{2}P^+j_N^{\dot{a}}+k_N^{\dot{a}}=Nl_{N(0)}^{\dot{a}},$$
$$l_{N(n)}^{\dot{a}}=Nl_{N(n+1)}^{\dot{a}},m_{N(n+1)}^{\dot{a}}=Nm_{N(n)}^{\dot{a}}.$$
Using the normalizability condition that $`๐\sigma [j_N^{\dot{a}}k_N^{\dot{a}}+_{n=0}^{\mathrm{}}l_{N(n)}^{\dot{a}}m_{N(n)}^{\dot{a}}]`$ is finite, one finds that the only normalizable solution of (4.1) is
$$j_N^{\dot{a}}=P^+Nj_N^{\dot{a}},k_N^{\dot{a}}=\frac{1}{2}P^+j_N^{\dot{a}},l_{N(n)}^{\dot{a}}=0,m_{N(n)}^{\dot{a}}=(N)^{n+1}j_N^{\dot{a}},$$
which is the $`(P^+N)^{th}`$ mode of the eigenvector $`q^{\dot{a}}`$ of (4.1).
So any operator satisfying $`[T_0+\frac{1}{2}P^{},A]=0`$ can be expressed as a product of the modes of $`y^j`$ and $`q^{\dot{a}}`$ multiplied by $`e^{iP^{}x^+}`$ where $`\frac{1}{2}P^+P^{}`$ is the sum of the mode numbers. By acting on a โground stateโ with non-zero $`P^+`$, these light-cone operators will now be used to construct physical states in the cohomology of $`Q^{}`$.
4.2. Physical states
Using the usual DDF construction , the light-cone operators $`y^j`$ and $`q^{\dot{a}}`$ of (4.1) can be extended to operators $`\widehat{y}^j`$ and $`\widehat{q}^{\dot{a}}`$ which commute with $`G^a`$ and $`T`$, and therefore commute with $`Q^{}`$. Although $`\widehat{y}^j`$ and $`\widehat{q}^{\dot{a}}`$ will depend on the variables $`x^+`$ and $`(\gamma ^+\theta )^a`$, they will be independent of the $`(c,b)`$ and $`(s^a,r^a)`$ ghosts. Any operator (with $`P^+`$ non-zero and $`P^j=0`$) in the cohomology of $`Q^{}`$ can be constructed from products of modes of $`\widehat{y}^j`$ and $`\widehat{q}^{\dot{a}}`$ multiplied by the appropriate factor of $`e^{iP^{}x^+}`$.
Physical states in the cohomology of $`Q^{}`$ are constructed by acting with these operators on a โground stateโ with non-zero $`P^+`$ and $`P^j=0`$. Using the construction of section 3.1 together with the massless vertex operator of section 2.1, a suitable such ground state is
$$V_0^{}=\left(s^a[(\gamma ^{}A)^a+\sigma _j^{a\dot{a}}v_{(0)}^j(\gamma ^+A)^{\dot{a}}]+c[(D\gamma ^{}A)+v_{(0)}^j(D\gamma ^jA)+v_{(0)}^jv_{(0)}^j(D\gamma ^+A)]\right)e^{iP^+x^{}}$$
where $`A_\alpha `$ is the on-shell super-Yang-Mills prepotential and $`D_\alpha `$ is the supersymmetric derivative. This state is annihilated by all negative modes of $`\widehat{y}^j`$ and $`\widehat{q}^{\dot{a}}`$, and the zero mode of $`\widehat{q}^{\dot{a}}`$ acts as a spacetime supersymmetry transformation on $`V_0^{}`$.
So the physical states in the cohomology of $`Q^{}`$ (with non-zero $`P^+`$ and $`P^j=0`$) can be represented by
$$V^{}=\underset{j=1}{\overset{8}{}}\underset{\dot{a}=1}{\overset{8}{}}\underset{m,n=1}{\overset{\mathrm{}}{}}(^m\widehat{y}^j)^{\alpha _m^j}(^n\widehat{q}^{\dot{a}})^{\beta _n^{\dot{a}}}e^{iP^{}x^+}V_0^{}$$
where $`\frac{1}{2}P^+P^{}=_{j,\dot{a},m,n}(m\alpha _m^j+n\beta _n^{\dot{a}})`$. This is the usual light-cone GS spectrum. Note that all such states are of the form $`V^{}=V+cW`$, which was needed in section 3.1 for proving equivalence of the $`Q`$ and $`Q^{}`$ cohomologies.
Acknowledgements: I would like to especially thank Edward Witten for suggesting the comparison with light-cone Green-Schwarz, for his ideas concerning the cohomology computation, and for his collaboration during the initial stage of this work. I would also like to thank Cumrun Vafa for suggesting the importance of the $`N=8`$ algebra, Michael Bershadsky, Warren Siegel and Stefan Vandoren for useful conversations, CNPq grant 300256/94-9 for partial financial support, and the univerisities of Caltech, Harvard and SUNY at Stony Brook for their hospitality. This research was partially conducted during the period the author was employed by the Clay Mathematics Institute as a CMI Prize Fellow.
References
relax M.B. Green and J.H. Schwarz, Supersymmetrical Dual String Theory, Nucl. Phys. B181 (1981) 502. relax M.B. Green and J.H. Schwarz, Covariant Description of Superstrings, Phys. Lett. B136 (1984) 367. relax N. Berkovits, Super-Poincarรฉ Covariant Quantization of the Superstring, JHEP 04 (2000) 018, hep-th/0001035. relax N. Berkovits and B.C. Vallilo, Consistency of Super-Poincarรฉ Covariant Superstring Tree Amplitudes, hep-th/0004171. relax W. Siegel, Classical Superstring Mechanics, Nucl. Phys. B263 (1986) 93. relax P.S. Howe, Pure Spinor Lines in Superspace and Ten-Dimensional Supersymmetric Theories, Phys. Lett. B258 (1991) 141. relax B. McClain, Y.S. Wu and F. Yu, Covariant Quantization of Chiral Bosons and OSp(1,1/2) Symmetry, Nucl. Phys. B343 (1990) 689; C. Wotzasek, The Wess-Zumino Term for Chiral Bosons, Phys. Rev. Lett. 66 (1991) 129. relax N. Berkovits, Manifest Electromagnetic Duality in Closed Superstring Field Theory, Phys. Lett. B388 (1996) 743, hep-th/9607070. relax W. Siegel, Superfields in Higher-Dimensional Spacetime, Phys. Lett. 80B (1979) 220; B.E.W. Nilsson, Off-shell Fields for the Ten-Dimensional Supersymmetric Yang-Mills Theory, Gotenburg preprint 81-6 (Feb. 1981), unpublished; B.E.W. Nilsson, Pure Spinors as Auxiliary Fields in the Ten-Dimensional Supersymmetric Yang-Mills Theory, Class. Quant. Grav. 3 (1986) L41. relax E. Witten, Twistor-like Transform in Ten Dimensions, Nucl. Phys. B266 (1986) 245. relax W. Siegel, Lorentz Covariant Gauges for Green-Schwarz Superstrings, talk at Strings โ89, College Station Workshop (1989) 211; S.J. Gates Jr., M.T. Grisaru, U. Lindstrom, M. Rocek, W. Siegel and P. van Nieuwenhuizen, Lorentz Covariant Quantization of the Heterotic Superstring, Phys. Lett. B225 (1989) 44; R.E. Kallosh, Covariant Quantization of Type IIA,B Green-Schwarz Superstring, Phys. Lett. B225 (1989) 49; M.B. Green and C.M. Hull, Covariant Quantum Mechanics of the Superstring, Phys. Lett. B225 (1989) 57. relax E. Witten, private communication. relax E. DelGiudice, P. DiVecchia and S. Fubini, General Properties of the Dual Resonance Model, Ann. Phys. 70 (1972) 378.
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# Magnetic collimation of the solar and stellar winds
## 1 Introduction
Several stellar and extragalactic astrophysical systems have been observed to exhibit collimated outflows in the form of jets (young stellar objects, low and high mass X-ray binaries, black hole X-ray transients, symbiotic stars, planetary nebulae nuclei, supersoft X-ray sources, active galactic nuclei and quasars). In recent reviews of observations from all such classes of astrophysical objects it has been argued that an interconnecting element may be a rotating accretion disk threaded by a magnetic field (Livio 1999, Kรถnigl & Pudritz, 1999). Such connection between the disk and the jet is particularly evident in HST observations of several young stars in the nearby Orion nebula (Ray 1996). This rather convincing observational evidence of a close jet-disk relation is the basis for the presently prevailing view that an accretion disk is the necessary ingredient for the production of collimated jets.
On the other hand, theoretically it has been shown for quite some time by now that gas outflows from a rotating magnetized object of any nature can be magnetically self-collimated to form a jet (Heyvaerts & Norman 1989, Chiueh et al 1991, Sauty & Tsinganos 1994, Bogovalov 1995). This result seems to be a rather intrinsic property of magnetized winds with polytropic thermodynamics or not, where the self-compression of the plasma is provided by the toroidal magnetic field induced by the rotation of the central source. Henceforth emerges the generally accepted opinion that all observed jets are magnetically collimated (Livio 1999). However, no direct observational evidence exists today that most observed jets are indeed collimated solely by magnetic fields. Recently, it has been pointed out that the toroidal magnetic field is unstable and cannot collimate the jet effectively (Spruit et al. 1997, Lucek & Bell 1997) and it has been argued that magnetized winds do not collimate without an external help, such as the channelling effects of a thick accretion disk and/or confinement from the ambient medium (Okamoto 1999). It is thus crucially important to find direct observational evidence that the magnetic field mainly collimates the plasma in observed jets and by this way to test the theory of magnetic collimation.
Nevertheless, plasma outflows do also emanate from isolated magnetized and rotating stars without an accretion disk, of which the solar wind (SW) is the classical and best studied example. The natural question which arises then is to what observable degree dynamical effects are capable to collimate outflows from such single stars too. Theoretical studies on the angular momentum evolution of solar-type stars have concluded that at the end of the early accretion phase (PTTS) the star may be span up by more than 10 times the present solar rotation rate while its magnetic field is also strong (Bouvier et al. 1997). And, in recent studies it has been shown that cold winds from such rapidly rotating and highly magnetized stars lead to considerable collimation of the outflow (Bogovalov & Tsinganos 1999, henceforth Paper I). Similar is the result from studies of hot plasma outflows from efficient magnetic rotators (Sauty & Tsinganos 1994, Sauty et al. 1999). Hence, observation of the collimation effect in outflows from single stars could be the most reliable observational test of the theory of magnetic collimation.
The question of the degree of collimation of the SW is an interesting possibility that has not been fully answered theoretically and observationally for quite some time now. Suess (1972) and Nerney & Suess (1975) were the first to model the axisymmetric interaction of magnetic fields with rotation in stellar winds by a linearisation of the MHD equations in inverse Rossby numbers and to find a poleward deflection of the streamlines of the solar wind caused by the toroidal magnetic field. Later, Sakurai (1985) addressed the same problem by numerically solving the system of the polytropic MHD equations for the stationary outflow. Washimi & Shibata (1993) modelled time dependent axisymmetric thermo-centrifugal winds with a dipole magnetic flux distribution on the stellar surface and a radial field in Washimi & Sakurai (1993). Polytropic MHD simulations of magnetized winds containing both a โwindโ and a โdeadโ zone (Tsinganos & Low 1989, Mestel 1999) have also been performed up to distances of 0.25 AU (Keppens & Goedbloed 1999). All these studies show some small deflection of the flow toward the axis of rotation.
In the observational front, information on the degree of collimation of the SW can be inferred from anisotropies in the Lyman alpha emission. These solar UV photons are scattered by neutral H atoms of interstellar origin and where the SW mass flux is increased the neutral H atoms are destroyed and thus the Lyman alpha emission is reduced. Early observations by the Mariner 10 (Kumar & Broadfoot 1979) and Prognoz (Bertaux et al. 1985) satellites have shown that there is less Lyman alpha emission near the equator in comparison to the ecliptic poles, than predicted by an isotropic SW (Bertaux et al. 1997). Therefore, these Lyman alpha observations imply that the SW mass efflux should be maximum at the equator and minimum at the poles. The same trend is confirmed by in situ observations of Ulysses (Goldstein et al. 1996) and the SWAN instrument onboard of the SOHO spacecraft (Kyrรถlรค et al. 1998). However, the effect of SW collimation around the ecliptic poles would cause the opposite effect on Lyman alpha observations. In other words, although UV observations infer a SW mass efflux peaked at the equator, magnetic collimation would cause a SW mass efflux peaked at the poles, for an isotropic at the base wind.
One of the main purposes of this paper is to resolve this paradox. We shall follow the idea of magnetic collimation of the SW and show which values of the parameters characterizing the heliolatitudinal dependance of the SW (Lima et al. 1997, Gallagher et al. 1999), such as density, bulk flow speed, mass efflux, etc are consistent with the observations by the Lyman alpha method. Furthermore, we shall follow the increase of the degree of collimation of a hot stellar wind by increasing the rotation rate of the star and show that a ten-fold increase of angular velocity, as is the case in the majority of the young rapid rotators, leads to a dramatic increase of the degree of stellar wind collimation.
The paper is organised as follows. In Sect. 2 we justify the use of a split monopole model in our analysis for the collimation properties of the realistic solar wind at large distances from the Sun. In order to establish notation in Sect. 3 we give briefly the basic equations describing a stationary and polytropic Parker wind. In Sect. 4, the initial configuration used together with the boundary conditions for the numerical simulation in the nearest zone are discussed. In Sect. 5 the analytical method for extending the integration to unlimited large distances outside the near zone is briefly described while in Sect. 6 the parametrization of the presented solutions is given. In Sect. 7 we discuss the results for the isotropic SW in the near zone containing the critical surfaces and in the asymptotic regime of the collimated outflow, for a uniform rotation. In Sect. 8 the case of a stellar wind from a star rotating faster than the Sun is taken up. A brief summary with a discussion of the main results is finally given in Sect. 9.
## 2 The assumption of a split-monopole model for a stellar wind
Fig. 1a is a sketch of the magnetic field structure in the corona of a star. Close to the stellar base the structure of the magnetosphere may be rather complicated. In this paper we are interested in the study of winds at distances much larger than the radius of the star where no closed field lines exist. It is therefore reasonable to consider the plasma flow starting at distances shown in Fig. 1a by the dashed line. For the solar wind the location of this surface can be put somewhere between the slow magnetosonic surface and the Alfvรฉnic surface. We choose this location of the starting surface to avoid the solution of the problem of the wind acceleration in the very vicinity of the star which is defined not only by thermal pressure gradients but also by nonthermal processes of acceleration where the acceleration mechanisms have not still studied sufficienty well and are beyond the scope of the present study (e.g., see Holzer & Leer 1997, Hansteen et al. 1997, Wang et al. 1998). Above this base surface we can assume that the dynamics of the wind is mainly controlled by thermal and electromagnetic forces. In this approach the density and velocity of the plasma, together with the tangential components of the electric field and the normal component of the magnetic field are specified on this base surface while the tangential components of the magnetic field are free.
Nevertheless, the solution of this problem is still too complicated. Open poloidal magnetic field lines go to infinity and change their direction on the so called current sheets, some of which are indicated with dotted lines in Fig. 1a. These current sheets are present in any realistic wind from a stellar atmosphere, since the total magnetic flux of the open poloidal magnetic field lines is equal to zero while the mass loss rate is finite. The invariance principle summarized in the Appendix in a form appropriate to hot winds in a gravitational field allows us to simplify the structure of the magnetic field in the wind (Bogovalov 1999). According to this principle, we can reverse the direction of some field lines so that the magnetic field is unipolar in each hemisphere, e.g., outward in the upper and inwards in the lower hemisphere. In ideal MHD wherein we neglect all dissipative processes such as magnetic reconnection, this operation does not affect the dynamics of the plasma as long as the streamlines are not modified. This results in the configuration shown in Fig. 1b where since we are not interested in the region upstream of the base surface, this region is not shown. In this structure the current sheet is located only around the equatorial plane. To proceed, we further assume that the distribution of the normal component of the poloidal magnetic field is uniform in the upper and lower hemispheres. In that case we get the model of the axisymmetric rotator with an initially split-monopole magnetic field. The field lines are magnetically focused toward the systemโs axis, as shown in Fig. 2a.
We would like to stress that the model of the axisymmetric rotator describes not only axisymmetric outflows but also a wide class of nonstationary and axially nonsymmetric outflows. This is due to the fact that according to the invariance principle (c.f. Appendix) the change of the direction of a magnetic field line in some flux tube does not affect the dynamics of the plasma. For example, letโs assume that we obtain a solution for the axisymmetric rotator, as shown schematically in Fig. 2a. Then, a reversal of the sign of some magnetic field lines in an arbitrary poloidal flux tube gives us a solution which is not axisymmetric and nonstationary, as shown in Fig. 2b. This is a solution for the plasma outflow from a rotator with uniform magnetic field at the base surface but with a magnetic spot of the opposite polarity on the upper hemisphere. Fig. 2b shows the cross-section of such a magnetic field by the poloidal plane. The stream lines are the same as for the axisymmetric case. But the poloidal magnetic field changes sign in magnetic spots corresponding to the flux tube of the opposite polarity. The path of the field line in this flux tube in 3D is shown by a dashed line. These spots propagate in the poloidal plane with the velocity of the plasma and hence the pattern is nonstationary.
It is clear that the number of such magnetic spots and their position at the base surface can be arbitrary. Therefore the study of the plasma outflow in the model of the axisymmetric rotator with an initially split-monopole magnetic field allows us to study a much more wider classes of nonstationary and nonaxisymmetric flows.
## 3 The stationary polytropic Parker wind
A Parker wind is taken as the initial state (t=0) for the solution of the time-dependent problem. In this initial state, the wind is assumed to flow along the radial magnetic field lines of an isotropic magnetic field (Parker 1963), although in general, the flow is not isotropic such that the wind has its own integrals of motion on every stream line $`\psi =const`$. For simplicity, a polytropic relationship between the pressure $`P`$ and the density $`\rho `$ is assumed
$$P=Q(\psi )\rho ^\gamma ,$$
(1)
where $`\gamma `$ is the polytropic index. Then, the Bernoulli equation for energy conservation along a radial line in such an anisotropic wind from a nonrotating star has the form
$$\frac{V^2}{2}+\frac{\gamma }{\gamma 1}Q(\psi )\rho ^{\gamma 1}\frac{GM}{R}=E(\psi ).$$
(2)
Denote by $`V_{\mathrm{}}(\psi )`$ the terminal velocity of the plasma on each fieldline. In order to get equations in dimensionless variables, we shall use for the radial distance $`\stackrel{~}{R}=R/R_{\mathrm{s},\mathrm{eq}}`$, the density $`\stackrel{~}{\rho }=\rho /\rho _{\mathrm{s},\mathrm{eq}}`$, the entropy function $`\stackrel{~}{Q}=Q/Q_{\mathrm{eq}}`$ and the velocity $`v=V/V_{\mathrm{s},\mathrm{eq}}`$, in terms of the equatorial values of the sonic distance $`R_{\mathrm{s},\mathrm{eq}}`$, density $`\rho _{\mathrm{s},\mathrm{eq}}`$, entropy function $`Q_{\mathrm{eq}}`$ and sound speed $`V_{\mathrm{s},\mathrm{eq}}`$.
The mass flux conservation in these dimensionless variables takes the form
$$\stackrel{~}{\rho }v\stackrel{~}{R}^2=\dot{m}(\psi ),$$
(3)
while the Bernoulli integral becomes,
$$\frac{v^2}{2}+\frac{\gamma }{\gamma 1}\stackrel{~}{Q}(\psi )\stackrel{~}{\rho }^{(\gamma 1)}\left(\frac{GM}{V_{\mathrm{s},\mathrm{eq}}^2R_{\mathrm{s},\mathrm{eq}}}\right)\frac{1}{\stackrel{~}{R}}=\frac{v_{\mathrm{}}^2(\psi )}{2}.$$
(4)
Since $`v_{\mathrm{}}(\psi )`$ can be regarded as a function of $`\stackrel{~}{R}`$ and $`\stackrel{~}{\rho }`$ along a particular streamline $`\psi `$, by taking the partial derivative of $`v_{\mathrm{}}^2`$ with respect to $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{R}`$ we obtain the usual Parker criticality relations which give the sound speed $`v_\mathrm{s}(\psi )`$ and the spherical distance $`\stackrel{~}{R}_\mathrm{s}(\psi )`$ of the sonic critical surface along each streamline $`\psi `$ =const.,
$$v_\mathrm{s}^2(\psi )=\gamma \stackrel{~}{Q}(\psi )\stackrel{~}{\rho }_\mathrm{s}^{(\gamma 1)}(\psi ),$$
(5)
and
$$\stackrel{~}{R}_\mathrm{s}(\psi )=\frac{GM}{2V_{\mathrm{s},\mathrm{eq}}^2R_{\mathrm{s},\mathrm{eq}}}\frac{1}{v_\mathrm{s}^2(\psi )},$$
(6)
with the lower index $`s`$ refering to the respective value of the variable at the sonic surface. Since, $`\stackrel{~}{R}_{\mathrm{s},\mathrm{eq}}=v_{\mathrm{s},\mathrm{eq}}=1`$ we have from the two criticality conditions,
$$\frac{GM}{2V_{\mathrm{s},\mathrm{eq}}^2R_{\mathrm{s},\mathrm{eq}}}=1,$$
(7)
such that
$$\stackrel{~}{R}_\mathrm{s}(\psi )=\frac{1}{v_\mathrm{s}^2(\psi )}.$$
(8)
We are interested in obtaining the flow at large distances from the central source. Therefore we shall take the distribution of the velocity and mass flux at infinity as the input parameters of the problem and introduce the parameter
$$\xi (\psi )=\frac{V_{\mathrm{}}(\psi )}{V_{\mathrm{},\mathrm{eq}}}.$$
Taking into account the above two criticality conditions we have,
$$\frac{v_\mathrm{s}^2(\psi )}{2}+\frac{v_\mathrm{s}^2(\psi )}{\gamma 1}2v_\mathrm{s}^2(\psi )=\frac{v_{\mathrm{},\mathrm{eq}}^2\xi ^2(\psi )}{2},$$
(9)
which gives
$$v_\mathrm{s}^2(\psi )=\xi ^2(\psi ),$$
(10)
and
$$v_{\mathrm{},\mathrm{eq}}^2=\frac{53\gamma }{\gamma 1}.$$
(11)
Note that $`v_{\mathrm{},\mathrm{eq}}1`$ only if $`\gamma 3/2`$. The enthalpy function $`\stackrel{~}{Q}(\psi )`$ can be calculated in terms of $`\xi (\psi )`$ and $`\dot{m}(\psi )`$ from Eq. (3) evaluated at the sonic surface and Eqs. (8) - (5),
$$\gamma \stackrel{~}{Q}(\psi )=\frac{\xi ^2(\psi )}{\stackrel{~}{\rho _\mathrm{s}}^{\gamma 1}(\psi )}=\frac{\xi ^{53\gamma }(\psi )}{\dot{m}^{\gamma 1}(\psi )}.$$
(12)
From Eqs. (3) - (8), the density at the critical surface is given in terms of $`\xi (\psi )`$ and $`\dot{m}(\psi )`$,
$$\stackrel{~}{\rho }_\mathrm{s}(\psi )=\xi ^3(\psi )\dot{m}(\psi ).$$
(13)
The Bernoulli equation in dimensionless variables has the form
$$\frac{v^2}{2}+\frac{\xi ^{53\gamma }(\psi )}{\gamma 1}\left(v\stackrel{~}{R}^2\right)^{(1\gamma )}\frac{2}{\stackrel{~}{R}}=\frac{53\gamma }{(\gamma 1)}\frac{\xi ^2(\psi )}{2}.$$
(14)
The above Bernoulli equation determines the plasma flow $`v(\stackrel{~}{R};\psi )`$ along the prescribed radial magnetic field, once the polytropic index $`\gamma `$ and the distribution of the asymptotic velocity $`\xi (\psi )`$ are given. Then, Eq. (3) gives the density $`\stackrel{~}{\rho }=\dot{m}/v\stackrel{~}{R}^2`$ once the mass flux $`\dot{m}(\psi )`$ accross the poloidal streamlines is given. Note that in order to finally calculate the physical variables $`V`$ and $`\rho `$ we need in addition, as input parameter of the problem, the equatorial sound speed $`V_{\mathrm{s},\mathrm{eq}}`$ while $`\rho _{\mathrm{s},\mathrm{eq}}`$ can be calculated from the given $`\dot{m}_{\mathrm{eq}}`$.
Finally, consider the initial radial magnetic field
$$B=B_{\mathrm{s},\mathrm{eq}}\left(\frac{R_{\mathrm{s},\mathrm{eq}}}{R}\right)^2=\frac{B_{\mathrm{s},\mathrm{eq}}}{\stackrel{~}{R}^2},$$
(15)
where $`B_{\mathrm{s},\mathrm{eq}}`$ is the magnetic field at the equatorial sonic transition. To define a dimensionless magnetic field, $`\stackrel{~}{B}`$, we need to normalize $`B`$ to some characteristic value $`B_\mathrm{c}`$ which we choose to be given by the condition $`B_\mathrm{c}^2=4\pi \rho _{\mathrm{s},\mathrm{eq}}V_{\mathrm{s},\mathrm{eq}}^2`$. The dimensionless magnetic field $`\stackrel{~}{B}B/B_\mathrm{c}`$ then has the form
$$\stackrel{~}{B}=\frac{B_{\mathrm{s},\mathrm{eq}}}{\sqrt{4\pi \rho _{\mathrm{s},\mathrm{eq}}}V_{\mathrm{s},\mathrm{eq}}}\left(\frac{R_{\mathrm{s},\mathrm{eq}}}{R}\right)^2=\frac{V_{\mathrm{A},\mathrm{s},\mathrm{eq}}}{V_{\mathrm{s},\mathrm{eq}}}\frac{1}{\stackrel{~}{R}^2},$$
(16)
where $`V_{\mathrm{A},\mathrm{s},\mathrm{eq}}=B_{\mathrm{s},\mathrm{eq}}/\sqrt{4\pi \rho _{\mathrm{s},\mathrm{eq}}}`$ is the Alfvรฉnic velocity at the equatorial sonic point. Evidently, the strength of the initial dimensionless magnetic field is controlled by the magnitude of the ratio of the Alfvรฉn and sound speeds at the equatorial sonic distance, $`V_{\mathrm{A},\mathrm{s},\mathrm{eq}}/V_{\mathrm{s},\mathrm{eq}}`$.
## 4 The time-dependent stellar wind problem
To obtain a stationary solution of the problem in the nearest zone of the star containing the sonic critical surface, it is needed to solve the complete system of the time-dependent MHD equations and look for an asymptotic stationary state. Then, the plasma flow in a gravitational field with the thermal pressure included is described by the following set of the familiar MHD equations,
$$๐_\mathrm{p}=\frac{\psi \times \widehat{\phi }}{r},$$
(17)
$$\frac{\psi }{t}=V_r\frac{\psi }{r}V_z\frac{\psi }{z},$$
(18)
$$\frac{\rho }{t}=\frac{1}{r}\frac{}{r}(\rho rV_r)\frac{}{z}(\rho V_z),$$
(19)
$$\frac{B_\phi }{t}=\frac{}{z}(V_\phi B_zV_zB_\phi )\frac{}{r}(V_rB_\phi V_\phi B_r),$$
(20)
$`{\displaystyle \frac{V_\phi }{t}}`$ $`=`$ $`{\displaystyle \frac{V_r}{r}}{\displaystyle \frac{}{r}}(rV_\phi )V_z{\displaystyle \frac{V_\phi }{z}}`$ (21)
$`+{\displaystyle \frac{1}{4\pi \rho }}\left(B_r{\displaystyle \frac{}{rr}}(rB_\phi )+B_z{\displaystyle \frac{B_\phi }{z}}\right),`$
$`{\displaystyle \frac{V_z}{t}}`$ $`=`$ $`V_r{\displaystyle \frac{V_z}{r}}V_z{\displaystyle \frac{V_z}{z}}{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{P}{z}}{\displaystyle \frac{GMz}{R^3}}{\displaystyle \frac{1}{8\pi \rho r^2}}\times `$ (22)
$`{\displaystyle \frac{}{z}}(rB_\phi )^2{\displaystyle \frac{B_r}{4\pi \rho }}\left({\displaystyle \frac{B_r}{z}}{\displaystyle \frac{B_z}{r}}\right),`$
$`{\displaystyle \frac{V_r}{t}}`$ $`=`$ $`V_r{\displaystyle \frac{V_r}{r}}V_z{\displaystyle \frac{V_r}{z}}{\displaystyle \frac{1}{\rho }}{\displaystyle \frac{P}{r}}{\displaystyle \frac{GMr}{R^3}}{\displaystyle \frac{1}{8\pi \rho r^2}}\times `$ (23)
$`{\displaystyle \frac{}{r}}(rB_\phi )^2+{\displaystyle \frac{V_\phi ^2}{r}}+{\displaystyle \frac{B_z}{4\pi \rho }}\left({\displaystyle \frac{B_r}{z}}{\displaystyle \frac{B_z}{r}}\right),`$
where we have used cylindrical coordinates $`(z,r,\phi )`$ and the magnetic field B has a poloidal magnetic flux denoted by $`\psi (z,r)`$. In the simulation we assumed a polytropic equation of state, so that the relationship of pressure and density in the plasma is $`P=Q(\psi )\rho ^\gamma `$, at any point along the flow.
A correct solution of the problem requires a specification of the appropriate boundary conditions at the base surface. In this paper our main intention is to compare our results with observations at large distances from the source. In other words, we are interested in the asymptotic properties of the plasma flow in stellar winds. It is reasonable to start our numerical integration at a boundary surface $`R_o`$ placed just downstream of the slow mode critical surface. In this way we avoid the problems connected with the correct description of the acceleration of the flow below the slow mode critical surface. Nevertheless, our boundary sourface will be placed below the Alfvรฉn and fast mode critical surfaces. The correct passage of the physical solution from these two critical surfaces will yield the appropriate values of the toroidal component of the magnetic field which is important in controlling the process of outflow collimation.
Then, the appropriate physical conditions at the boundary surface of integration are in dimensional variables:
1. The density of the plasma at $`R=R_o`$ kept constant in time, although it may depend on the colatitude $`\theta `$, $`\rho =\rho _o(\theta )`$.
2. The total plasma speed $`V_o(\theta )`$ in the corotating frame of reference at $`R=R_o`$, kept constant in time, although it may also depend on the colatitude $`\theta `$, $`V_{(r,o)}^2+V_{(z,o)}^2+(V_{(\phi ,o)}\mathrm{\Omega }r_o)^2=V_o^2(\theta )`$ where $`V_o(\theta )`$ is the plasma speed on the surface $`R_o`$ of the initial flow. The value of the initial velocity $`V_o(\theta )`$ was taken such as to yield the observable values of the terminal velocity of the wind from a nonrotating star, i.e., typical solar wind velocities at 1 AU.
3. A constant and uniform in latitude distribution of the magnetic flux function at $`R=R_o`$, $`\psi =\psi _o`$.
4. Finally, the continuity of the tangential component of the electric field across the stellar surface in the corotating frame gives the last condition, $`(V_{(\phi ,o)}\mathrm{\Omega }r_o)B_{(p,o)}V_{(p,o)}B_{(\phi ,o)}=0`$.
Recently it was realized by Ustyugova et al. (1999) that the boundary conditions at the outer box of simulation are important for obtaining the correct physical stationary solution. The importance of a correct specification of the outer boundary conditions in MHD outflows has been emphasized previously in Bogovalov (1996, 1997) where we controlled the position of the outer boundary in the region where no signal can propagate from this boundary into the box of the simulation. For the solution of the full system of equations on the outer boundary we used only internal derivatives.
## 5 Method of numerical solution of the problem of stationary plasma flow to large distances from the star
The asymptotic solution of the time-dependent problem in the nearest zone containing the Alfvรฉn and fast mode surfaces was used as the boundary condition for the far zone wherein we have a supersonic stationary flow. This boundary condition was then used in order to solve the system of the MHD equations describing the stationary outflow of superfast magnetosonic plasma. This system of equations consists of the set of the MHD integrals and of the transfield equation.
As is well known, the stationary MHD equations admit four integrals. They are the ratio of the poloidal magnetic and mass fluxes, $`F(\psi )=B_\mathrm{p}/4\pi \rho V_\mathrm{p}`$; the total angular momentum per unit mass, $`rV_\phi FrB_\phi =L(\psi )`$; the corotation frequency $`\mathrm{\Omega }(\psi )`$ in the frozen-in MHD condition $`V_\phi B_pV_\mathrm{p}B_\phi =rB_\mathrm{p}\mathrm{\Omega }(\psi )`$ and finally the total energy $`E(\psi )`$ in the equation for total energy conservation,
The method of the solution of the transfield equation in the super fast magnetosonic region is described in detail in our previous Paper I. An orthogonal curvilinear coordinate system ($`\psi ,\eta `$) is used, formed by the tangent to the poloidal magnetic field line $`\widehat{\eta }=\widehat{p}`$ and the first normal towards the center of curvature of the poloidal lines, $`\widehat{\psi }=\psi /|\psi |`$. A geometrical interval in these coordinates can be expressed as
$$(d๐ซ)^2=g_\psi ^2d\psi ^2+g_\eta ^2d\eta ^2+r^2d\phi ^2,$$
(24)
where $`g_\psi ,g_\eta `$ are the corresponding line elements, i.e., the components of the metric tensor.
According to Landau & Lifshitz (1975) the equation $`T_{\psi ;k}^k=\rho \frac{}{\psi }(\frac{GM}{R})`$, where $`T^{ik}`$ is the energy-momentum tensor, will have the following form in these coordinates in the nonrelativistic limit,
$$\begin{array}{c}\frac{}{\psi }\left[P+\frac{B^2}{8\pi }\right]\frac{1}{r}\frac{r}{\psi }\left[\rho V_\phi ^2\frac{B_\phi ^2}{4\pi }\right]\\ \frac{1}{g_\eta }\frac{g_\eta }{\psi }\left[\rho V_\mathrm{p}^2\frac{B_\mathrm{p}^2}{4\pi }\right]=\rho \frac{}{\psi }(\frac{GM}{R}).\end{array}$$
(25)
It is convenient to solve the transfield equation in the system of the curvilinear coordinates ($`\psi ,\eta `$) introduced above. The unknown variables are $`z(\eta ,\psi )`$ and $`r(\eta ,\psi )`$. Therefore we need to know the quantities $`r_\psi `$, $`z_\psi `$, $`r_\eta `$, $`z_\eta `$, where $`r_\eta =r/\eta `$, $`z_\eta =z/\eta `$, $`r_\psi =r/\psi `$, $`z_\psi =z/\psi `$ and $`g_\eta `$, $`g_\psi `$.
First, the metric coefficient $`g_\eta `$ is obtained from the above transfield equation (25),
$$g_\eta =\mathrm{exp}(\underset{a}{\overset{\psi }{}}G(\eta ,\psi )๐\psi ),$$
(26)
where
$$G(\eta ,\psi )=\frac{\frac{}{\psi }\left[P+\frac{B^2}{8\pi }\right]\rho \frac{}{\psi }(\frac{GM}{R})\frac{1}{r}\frac{r}{\psi }\left[\rho V_\phi ^2\frac{B_\phi ^2}{4\pi }\right]}{\left[\rho V_\mathrm{p}^2\frac{B_\mathrm{p}^2}{4\pi }\right]}.$$
(27)
The lower limit of the integration in (26) is chosen to be 0 such that the coordinate $`\eta `$ is uniquely defined. In this way $`\eta `$ coincides with the coordinate $`z`$ where the surface of constant $`\eta `$ crosses the axis of rotation.
The metric coefficient $`g_\psi `$ is given in terms of the magnitude of the poloidal magnetic field,
$$g_\psi =\frac{1}{rB_\mathrm{p}}.$$
(28)
To obtain the expressions of $`r_\psi `$, $`z_\psi `$, $`r_\eta `$, $`z_\eta `$ we may use the orthogonality condition
$$r_\eta r_\psi +z_\eta z_\psi =0,$$
(29)
and also the fact that they are related to the metric coefficients $`g_\eta `$ and $`g_\psi `$ as follows,
$$g_\eta ^2=r_\eta ^2+z_\eta ^2,g_\psi ^2=r_\psi ^2+z_\psi ^2.$$
(30)
Finally, by combining the condition of orthogonality (29) and Eqs. (30) the remaining values of $`r_\eta `$, $`z_\eta `$ are obtained,
$$r_\eta =\frac{z_\psi g_\eta }{g_\psi },z_\eta =\frac{r_\psi g_\eta }{g_\psi },$$
(31)
with $`g_\eta `$ above defined by the expression (26). For the numerical solution of the system of equations (31) the two step Lax-Wendroff method on the lattice with a dimension equal to 1000 is used.
Eqs. (31) should be supplemented by appropriate boundary conditions on some initial surface of constant $`\eta `$. The equations for $`r_\psi `$, $`z_\psi `$ defining this initial surface in cylindrical coordinates are,
$$\frac{r}{\psi }=\frac{B_z}{rB_\mathrm{p}^2},\frac{z}{\psi }=\frac{B_r}{rB_\mathrm{p}^2}.$$
(32)
We need to specify on this surface the integrals $`E(\psi ),L(\psi ),\mathrm{\Omega }(\psi ),F(\psi )`$ as the boundary conditions for the initial value problem. To specify the initial surface of constant $`\eta `$ and the above integrals, we use the results of the solution of the problem in the nearest zone when a stationary solution is obtained for the time-dependent problem.
## 6 Parametrization of the stationary solution
It is convenient to consider the solution in dimensionless variables. In the present paper we express the velocities in units of the initial sound speed at the sound point on the equator $`V_{\mathrm{s},\mathrm{eq}}`$, all the geometrical variables in units of the initial radius of the sound point on the equator $`R_{\mathrm{s},\mathrm{eq}}`$ and the magnetic field in units of $`B_\mathrm{c}=\sqrt{4\pi \rho _{\mathrm{s},\mathrm{eq}}}V_{\mathrm{s},\mathrm{eq}}`$.
In this notation the solution depends on a few parameters. Among them is the ratio of the radius of the star to the radius of the initial sound point $`\stackrel{~}{R}_{}=R_{}/R_{\mathrm{s},\mathrm{eq}}`$, the parameters
$$\beta =\frac{\mathrm{\Omega }R_{\mathrm{s},\mathrm{eq}}}{V_{\mathrm{s},\mathrm{eq}}},$$
(33)
and
$$V_a=\frac{V_{\mathrm{A},\mathrm{s},\mathrm{eq}}}{V_{\mathrm{s},\mathrm{eq}}},$$
(34)
together with the two dimensionless functions $`\xi (\psi )`$ and $`\dot{m}(\psi )`$ which are equal to 1 in the case of uniform ejection of plasma at the base.
Since we are not interested here in the dependence of the solution on the radius of the star, basically the flow is defined by the two parameters $`\beta `$ and $`V_a`$.
Using the above definition of $`\beta `$ and the relationships at the critical surface, Eqs. (7) - (8), this parameter can be expressed through observable parameters as
$$\beta =\frac{\mathrm{\Omega }GM}{2V_{\mathrm{}}^3}(\frac{53\gamma }{\gamma 1})^{3/2},$$
(35)
where $`V_{\mathrm{}}`$ is the terminal velocity of the plasma for the nonrotating star with mass $`M`$. The parameter
$$V_a=\frac{\psi _t}{\sqrt{\dot{M}R_{\mathrm{s},\mathrm{eq}}^2V_{\mathrm{s},\mathrm{eq}}}},$$
(36)
where $`\psi _t=lim_r\mathrm{}Br^2`$ is estimated on the equator of the nonrotating star and $`\dot{M}`$ is the total mass loss of the nonrotating star.
In Paper I the degree of collimation of the outflow depended critically on a parameter $`\alpha `$ which was defined for cold plasmas as the ratio of the corotation speed at the Alfvรฉn transition to the initial velocity of the plasma. However for hot winds where the velocity depends on the radial distance we should introduce a more general definition of this parameter $`\alpha `$.
In general, winds from astrophysical objects can be driven by a combination of several mechanisms of acceleration such as the gradients of thermal pressure, Alfvรฉn wave and radiation pressures, magnetocentrifugal forces, etc. It is natural to characterize the efficiency of the magnetocentrifugal forces by the ratio $`V_m/V_{\mathrm{},0}`$ where $`V_m=(\mathrm{\Omega }^2\psi _t^2/\dot{M})^{1/3}`$is Michelโs (1969) terminal velocity of a plasma accelerated only by magnetocentrifugal forces in the split-monopole model provided that the initial velocity is zero while $`V_{\mathrm{},0}`$ is the terminal wind speed due to all other mechnisms of acceleration. In other words, $`V_{\mathrm{},0}`$ is the terminal velocity of the plasma for the nonrotating star. In this case the generalized $`\alpha `$ can be defined as
$$\alpha =\left(\frac{V_m}{V_{\mathrm{},0}}\right)^{3/2}.$$
(37)
In the special case of cold plasma outflow this definition of the parameter $`\alpha `$ coincides with the parameter introduced in our previous Paper I. It can be easily shown that for polytropic winds this parameter can be expressed as
$$\alpha =\beta V_a(\frac{\gamma 1}{53\gamma })^{3/4},$$
(38)
or,
$$\alpha =\frac{\psi _t\mathrm{\Omega }}{\sqrt{\dot{M}}V_{\mathrm{},0}^{3/2}}.$$
(39)
Magnetic rotators with $`\alpha >1`$ shall be called fast magnetic rotators and those with $`\alpha <1`$ slow magnetic rotators. It is useful to note that for a slow magnetic rotator such as the Sun, $`R_A\psi _t/(\dot{M}V_{\mathrm{},0})^{1/2}`$ (MacGregor 1996), and hence $`\alpha \mathrm{\Omega }R_A/V_{\mathrm{},0}`$.
A quantitative classification of magnetic rotators on slow and fast (Belcher & MacGregor 1976) has also been introduced in Ferreira (1997) by using the parameter $`\mathrm{\Omega }R_A/V_A`$, where $`V_A`$ is the Alfvรฉn velocity in the Alfvรฉn transition located at the radius $`R_A`$. This parameter is also less than 1 for slow rotators, but for fast rotators it is of the order of 1, since for fast magnetic rotators $`V_A\mathrm{\Omega }R_A`$ (Michel 1969). Nevertheless, physically this classification of magnetic rotators to fast and slow coincides in both cases. Note also in passing that in terms of an energetic criterion for collimation deduced in Sauty & Tsinganos (1994) and Sauty et al. (1999) magnetic rotators are analogously classified as efficient (with cylindrical asymptotics) and inefficient (with radial asymptotics).
## 7 Results for the isotropic and nonisotropic solar wind
The most often used magnetized polytropic solar wind model is the classical one proposed by Weber & Davis (1967) where the poloidal magnetic field and stream lines are radial (see also MacGregor 1996). This model reproduces the observed properties of the low speed streams at 1 AU within the observed fluctuations (Charbonneau 1995).
We will choose in our analysis the polytropic index to the value $`\gamma =1.1`$ such that the wind is heated. The spherical distance will be expressed in units of the distance of the slow magnetosonic point $`R_{\mathrm{slow}}8.4R_{}`$ and the velocity in units of the slow magnetosonic speed there, $`V_{\mathrm{slow}}106`$ km/s. The fast magnetosonic transition occurs at $`R_{\mathrm{fast}}38R_{}`$ where the fast magnetosonic speed is $`V_{\mathrm{fast}}230`$ km/sec. Note that for slow magnetic rotators like our Sun, the slow magnetosonic speed almost coincides with the sound speed and the Alfvรฉn critical point with the fast magnetosonic critical point. In particular, at the axis the Alfvรฉn and fast transitions coincide but at the equator the Alfvรฉn transition occurs earlier as in Figs. 3 (see also Paper I and Keppens & Goedbloed 1999)
In Fig. 3a we plot the shape of the poloidal magnetic field lines and streamlines in the near zone of a wind which is isotropic at the base with $`\gamma =1.1`$, $`V_a=6.15`$ and $`\beta =0.165`$. With these parameters $`\alpha =0.12`$, i.e., in our terminology the Sun is a slow rotator. Careful inspection of this figure shows that the flow is very slightly collimated to the axis of rotation. The solution in the far zone is presented in Fig. 4.
In Fig. 4a the poloidal field lines of the SW are plotted in a logarithmic scale, which magnifies their slight bending towards the axis. This logarithmic scale extends to the huge distance of $`10^{10}R_{\mathrm{slow}}`$, i.e, about $`4\times 10^8`$ AU $`60`$ light years. This figure shows that the solar wind is indeed collimated toward the axis of rotation. But this collimation is indeed very weak. Fig. 4b shows the same field in a linear scale which shows that a jet is still not formed even at these huge distances.
As is shown in Bogovalov (1995), the dependence of the magnitude of the poloidal magnetic field and density on the cylindrical distance $`r`$ becomes rather simple if we assume for convenience that the MHD integrals $`E(\psi ),L(\psi ),F(\psi ),\mathrm{\Omega }(\psi )`$ and the terminal velocity of the jet $`V_j`$ are constants and do not depend on $`\psi `$ and also that $`V_jV_A(0)`$, where $`V_A(0)`$ is the Alfvรฉnic velocity at the axis of rotation $`r=0`$. In such a case, an approximate estimate of the dependence of the magnetic field on $`r`$ is given in terms of the magnetic field and the density of the plasma on the axis of the jet, $`B_\mathrm{p}(0)`$ and $`\rho (0)`$, respectively,
$$\frac{B_\mathrm{p}(r)}{B_\mathrm{p}(0)}=\frac{\rho (r)}{\rho (0)}=\frac{1}{1+(r/R_j)^2}.$$
(40)
The radius of the core of the jet $`R_j`$ is given in terms of the sound and Alfvรฉn speeds along the jetโs axis $`V_\mathrm{s}(0)`$ and $`V_A(0)`$,
$$R_j=\sqrt{\left(1+\frac{V_\mathrm{s}(0)^2}{V_A(0)^2}\right)}\frac{V_j}{\mathrm{\Omega }},$$
(41)
Hence, the poloidal magnetic field and density remain practically constant up to axial distances of order $`R_j`$ and then they decay fast like $`1/r^2`$ outside the jetโs core.
The comparison of this theoretical prediction with the characteristics of the solar wind is shown in Fig. 5. There is a remarkable discreapancy between them which tells us that even at these unrealistically huge distance (the SW wind is presumably terminated earlier) the jet has still not formed. The reason is that the collimation of the wind occurs logarithmically with distance (Paper I) provided that the jet is not formed in the nearest zone, as it happens for fast rotators. For the solar parameters, there isnโt enough radial distance to form the jet.
In spite of the absence of a jet core in the solar wind, the lines of the plasma flow are certainly bent to the axis of rotation. And some observable effects can arise due to this bending. If the base density is isotropic, the SW mass efflux increases with the latitude $`\theta `$ because of the magnetic focusing by about 20% from the equator to the pole (Fig. 6a) at a distance from the Sun of about 5.8 AU. Approximately at this distance the interplanetary $`L_\alpha `$ emission is formed, as observed by the SWAN instrument on board of SOHO. This theoretical anisotropy is in contradiction with the measurements of the anisotropy of the SW at large distance from the Sun by SWAN. This discreapency however, can be eliminated if we take into account some initial anisotropy in the SW.
To study in more detail the effect of the focusing of the SW, we peformed calculations for a more realistic model of the SW including some initial anisotropy of the wind at its base.
In Fig. 3b the shape of the streamlines and Alfvรฉn/fast critical surfaces is shown in the near zone of a wind which is latitudinally anisotropic in density and speed at the reference base at $`R=1.5R_{\mathrm{s},\mathrm{eq}}`$. For this simulation we used the latitudinal dependence of an exact MHD solution for the solar wind (Lima et al. 1997, Gallagher et al. 1999) with
$$\rho (\theta )=\rho _0\left(1+\delta \mathrm{sin}^{2ฯต}\theta \right),V_r(\theta )=V_o\sqrt{\frac{1+\mu \mathrm{sin}^{2ฯต}\theta }{1+\delta \mathrm{sin}^{2ฯต}\theta }},$$
(42)
where $`V_0`$, and $`\rho _0`$ correspond to the reference values of the flow speed and density and the distribution depends on the three parameters $`\delta `$, $`\mu `$ and $`ฯต`$. The values of $`ฯต`$, $`\delta `$ and $`\mu `$ have been chosen in Lima et al. (1997) as to best reproduce the observed values of the wind speed at various latitudes, as obtained recently by Ulysses (Goldstein et al. 1996). Their deduced values which we adopted in this study are $`\delta =1.17`$, $`\mu =0.38`$ and $`ฯต=8.6`$. A similar density enhancement about the ecliptic and an associated increase of the wind speed around the poles is also found in recent MHD simulations as well (Keppens & Goedbloed 1999).
The distribution of the mass efflux at the distance of 5.8 AU for the anisotropic at the base SW is shown in Fig. 6b. The effect of the magnetic focusing almost totally disappers at high latitudes. Near the equator the excess of the mass efflux remains remarkable in the region below 30 degrees, although evidently the mass efflux decreases below 15 degrees. Therefore these results are in reasonable agreement with the distribution of the mass efflux of the SW which is deduced by SWAN at distances 5-7 AU.
The drastical decrease of the effect of the focusing of the solar wind in the anisotropic case can be naturally explained by the larger velocity of the SW at high latitudes. According to observations by ULYSSES, the velocity at high latitudes is almost twice higher than the velocity at the equator (Feldman et al. 1996). It follows from the equation of motion Eq. (25) that the curvature radius $`R_c`$ of the streamlines in the poloidal plane at large distances can be estimated as (Paper I)
$$\frac{1}{r^2}\frac{}{\psi }\frac{r^2B_\phi ^2}{8\pi }\frac{\rho V_p^2}{rR_cB_p}.$$
(43)
The toroidal magnetic field at large distances can be estimated from the frozen in condition as $`B_\phi =(r\mathrm{\Omega }/V_p)B_p`$. In this case we have
$$\frac{1}{R_c}\frac{1}{8\pi \rho V_p^2r^3}\frac{}{\theta }\left(\frac{r\mathrm{\Omega }}{V_p}\right)^2B_p^2r^2.$$
(44)
The latitudinal distributon of $`\rho V_p`$ is almost constant with an $`15\%`$ increase only near the equator. Therefore the curvature radius depends on $`V_p`$ as
$$\frac{1}{R_c}\frac{1}{V_p^3},$$
(45)
provided that the mass flux density is fixed. Due to this strong dependence of the effect of collimation on the velocity of the plasma, the focusing practically disappears at high latitudes where the velocity is almost twice the velocity near the equator and the distribution of the mass efflux is in pretty good agreement with the observed one. The decrease of the mass efflux below $`15^o`$ cannot be found by the present SWAN data analysis since it was assumed in this analysis that the mass efflux can only monotonically increase with decreasing latitude.
Up to now we have discussed the results of calculations for the polytropic wind with $`\gamma =1.1`$. The flow with this polytropic index is almost isothermal and approximates the SW near the Sun, up to several dozens of solar radii. But at larger distances the effective polytropic index should increase and at infinity it should go to the Parker value $`3/2`$. At a first glance, it seems reasonable to expect that the focusing of the plasma will be stronger for a higher polytropic index.
To study this possibility we also performed calculations for the isotropic solar wind with a polytropic index $`\gamma =1.2`$, a reasonable value at the distance of several AU (Weber 1970). The change of the polytropic index results to a change of the other parameters $`\beta `$ and $`V_a`$ so that the total magnetic flux, mass flux and terminal velocity of the plasma remain constant as in the case with $`\gamma =1.1`$. In particular, for $`\gamma =1.2`$ we have $`\beta =0.044`$ and $`V_a=11.9`$. With these values of $`\beta `$ and $`V_a`$ the parameter $`\alpha `$ remains constant.
The distribution of the mass flux for $`\gamma =1.2`$ is shown in Fig. 7.
It follows from this figure that the focusing of the flow to the axis of rotation becomes even smaller at distances below 5.8 AU than it does for $`\gamma =1.1`$. This is explained by the fact that the higher is the polytropic index, the less is the variation of the plasma velocity with the distance. With a fixed terminal velocity, the wind with $`\gamma =1.2`$ has a higher velocity at the base than the wind with $`\gamma =1.1`$. But we already have discussed above the dependence of the focusing on the velocity of the flow. It follows from this discussion that the focusing is less for the wind with higher velocity. Therefore the focusing of the wind at several AU is maximal for $`\gamma =1.1`$. Since we have agreement of theory and observations of the solar wind anisotropy by SWAN for this polytropic index, it is expected that the wind with a higher polytropic index will not provide a higher level of collimation which could be inconsistent with the observations.
The dependence of the focusing effect on the polytropic index becomes opposite at very large distances where the plasma velocity has already achived the terminal value. In this case it becomes important how fast the thermal pressure which tends to decollimate the plasma falls down with distance. The higher the polytropic index is, the faster the pressure falls down with the distance. Therefore at very large distances we should expect stronger collimation of the plasma for higher values of the polytropic index. This tendency is indeed found. Fig. 5 demostrates a comparison of the characteristics of the flow near the axis of rotation for polytropic indices 1.1 and 1.2. It is seen that the wind for $`\gamma =1.2`$ is stronger collimated although the formation of the jets is also not completed at these huge distances.
## 8 Stellar winds from magnetic rotators faster than the Sun
As we have seen in the previous section, the Sun is a relatively slow magnetic rotator with $`\alpha <1`$. A plausible senario for the Sun (and similar low mass stars) is that it has lost a large fraction of its angular momentum via magnetized a outflow while in its youth it was in a state of higher rotation, similar to the observed high rotation states of young stars (Bouvier et al. 1997) corresponding to larger values of $`\alpha `$. It is interesting then to examine the change of the shape of the magnetic field of a stellar magnetic rotator more efficient that the Sun, in the context of our simple modelling. For convenience and comparison with the present era Sun, we may keep constant the parameters of the polytropic index and sound speed. In rapid rotators, the magnetic flux also increases roughly in proportionality to the rotation rate $`\mathrm{\Omega }`$ (Kawaler 1988, 1990). For simplicity let us neglect this increase and assume that the ratio of the Alfvรฉn and sound speed remains the same, $`V_a=6.15`$, as in the previous example, but the parameter $`\beta `$ increases by 5 and 10 times, from $`\beta `$ = 0.165 ($`\alpha =0.121`$) to $`\beta `$ = 0.825 ($`\alpha =0.6`$) and then to $`\beta `$ = 1.65 ($`\alpha =1.21`$).
We shall again consider in our numerical experiment that the star has a radial magnetic field and at t=0 rotation starts which via the Lorentz forces distorts this magnetic field. After some time, a final equilibrium state is reached (Figs. 8) where the poloidal magnetic field and the plasma density are increased along the axis because of the focusing of the field lines towards the pole. A test that the steady state solution is reached is the constancy of the MHD integrals of motion, $`E(\psi ),L(\psi ),F(\psi )`$ and $`\mathrm{\Omega }(\psi )`$. Note that the wiggles appearing at the midlatitude in Figs. 8 are due to the step-like function representation of the surface of the star in the cylindrical coordinate system used in our calculations. This artifact is unavoidable in this system of coordinates and is also present in the calculations reported in Washimi & Shibata (1993).
The shape of the poloidal field lines is shown in the near zone in Fig. 8. Collimation of the plasma to the axis of rotation already close to the source is evident. As in the cold plasma case of Paper I, the elongation of the subsonic region along the axis of rotation is present. The most surprising result is that this elongation occurs faster with an increase of the parameter $`\alpha `$ than it does for a cold plasma. It is easy to compare the flow in the nearest zone for $`\alpha =1.2`$ shown in Fig. 8b with the corresponding figure for similar $`\alpha `$ presented in Fig. 2 of Paper I. It appears that although the shape of the field lines is the same, the subsonic region for the cold plasma remains almost spherical at this parameter in contract to the shape of the subsonic region for the hot plasma. The physics of this interest behaviour is as follows.
The Alfvรฉn transition at a given point of the Z-axis occurs when $`V=(B_p/4\pi \rho V)B_p`$. The ratio $`B_p/\rho V`$ remains constant along a field line. Therefore the right hand side in this expression increases with collimation as $`B_p`$. In the cold plasma limit $`V`$ is constant and the displacement of the Alfvรฉn point down the flow in the cold plasma occurs only due to an increase of $`B_p`$. In the hot plasma case, the collimation also modifies the velocity $`V`$.
This modification is shown in Fig. 9. The solid line shows the velocity at the axis and the dashed line shows the velocity at the equator. Collimation results in an decrease of the thermal pressure gradient. Therefore the thermal acceleration of the plasma becomes less efficient. The velocity of the plasma even slightly decreases due to the gravitation force. Therefore the Alfvรฉn surface in the hot case elongates along the axis of rotation with an increase of $`\alpha `$, faster than it does in the cold plasma case. It is clear that at some value of $`\alpha `$ specific for every flow, the subsonic region near the axis will be elongated to infinity in the Z-direction. In the hot plasma this happens at smaller $`\alpha `$ than it does in the cold plasma case. This subfast region should be certainly unstable. Therefore, the plasma flow at these conditions cannot be stationary. Those jets with $`\alpha 1`$ eventually should become turbulent with properties differing from the properties of the stationary jets found for $`\alpha <1`$. The physics of these jets should be examined in a separate study.
In Fig. 10 the shape of the poloidal fieldlines is shown for the case of the rapid rotator. Their bending towards the rotation axis is evident not only in the logarithmic plot of Fig. (10a) but also in the linear plot of Fig. 10b where a tightly collimated jet is formed already at a relatively small distance from the source.
In Figs. 11 the poloidal component of the magnetic field is plotted together with the magnetic flux enclosed by a cylindrical distance $`X`$. The poloidal magnetic field $`B_p(X)/B_o`$ (solid line) is given in units of its reference value $`B_o`$, corresponding to the magnetic field at the symmetry axis $`r=0`$ and some reference height $`Z_o=510^8`$ for $`\beta =0.825`$ (Fig. 11a) and $`Z_o=1.66\times 10^6`$ for $`\beta =1.65`$ (Fig. 11b). The asymptotic regime of the jet is achived at these distances. The dashed curve gives the analytically predicted solution for the poloidal magnetic field $`B_p(X)/B_o`$, Eq. (42). Note that the agreement between the calculated and analytically predicted values of the radius of the jet is pretty good. It follows from this comparison that for these parameters we indeed achieve the distance where the jets are really formed.
## 9 Discussion of the results
One of the basic results from the numerical simulations reported in this paper as well as in Paper I is that plasma ejected by rotating magnetized objects has the property of self-collimation. No other special conditions are needed to get a collimated outflow. Therefore, jets should be a rather common phenomenon in astrophysics. This is the most important prediction of the theory of magnetic collimation which is in pretty good agreement with observations, since numerous jets are observed to be associated with astrophysical objects of different nature.
However, a direct application of the theory of magnetic collimation to an isotropic solar wind predicts an increase of the mass efflux near the poles while observations of the distribution of the solar wind mass efflux with heliolatitude at distances 5 - 7 AU by a range of instruments have given the opposite result. In this work we eliminated this apparent contradiction by taking into account in the calculations more realistic parameters for the anisotropic solar wind, as those inferred recently by ULYSSES and SOHO. Then, a recalculation of the heliolatitudinal distribution of the SW mass efflux at large distances with an initially anisotropic distribution of the density and flow speed at the base show that the initial excess of the mass flux near the equator is preserved up to the outer boundary of the SW. Magnetic collimation is remarkable only in the region of the lower speed wind near the equator. It results in a relative decrease of the mass efflux in comparison with the flux at the low latitudes less than $`15^o`$. Can this effect be found in the SWAN data? To answer this question a detailed comparison of the calculations with these data is necessary.
It is widely believed that due to the observed close disk-jet connection collimated outflows are possible only from systems containing accretion disks. It is clearly demonstrated in this study that fast rotating stars without disks can also produce jet-like outflows. This prediction is crucially important for the theory of magnetic collimation, since it gives a most reliable observational test of the theory. Up to now there has been no direct observational evidence that observed jets are really collimated by the magnetic field. And, observation of jet-like outflows from objects which do not contain accretion disks would be this needed evidence.
Young fast rotating stars of solar mass are among the objects which produce jets. The effect of magnetic self-collimation of the winds is parameterized by $`\alpha `$, which can be presented in the form
$$\alpha =0.12\frac{(\psi _t/\psi _{})(\mathrm{\Omega }/\mathrm{\Omega }_{})}{\sqrt{(\dot{M}/\dot{M}_{})}(V_{\mathrm{}}/V_{})^{3/2}},$$
(46)
for $`V_{}400`$ km/s. Some young stars with solar mass have angular velocities up to 100 times the angular velocity of the Sun (Bouvier et al. 1997). For example, in AB Doradus $`\mathrm{\Omega }_{}=54\mathrm{\Omega }_{}`$ (Jardine et al. 1999). A phenomenological dynamo mechanism (MacGregor 1996) predicts a magnetic flux which scales as $`\psi _{}/\psi _{}\mathrm{\Omega }_{}/\mathrm{\Omega }_{}`$. However, the dependence of the mass flux on $`\mathrm{\Omega }_{}`$ is not known. The theoretical analysis in the Weber & Davis (1967) approximation shows that the mass flux is practically independent of the angular velocity. In such a case AB Doradus would have $`\alpha 350`$. On the other hand, if the mass loss rate is proportional to the magnetic pressure, $`\dot{M}_{}/\dot{M}_{}B_{}^2/B_{}^2`$, a value of $`\alpha `$ which is 54 times smaller results, i.e., $`\alpha 6.5`$. This star is certainly a rapid rotator and should produce a collimated outflow. However, can such jets be observed ? Unfortunately their mass flux may be too small and thus it may be practically impossible to observe these jets directly.
Outflows from stars with much higher mass loss rates could be modelled with this study. For example, B/Be stars have massive radiation driven winds. Usually these stars also rotate rapidly, at least Be stars. Their mass loss rate lies in the range $`\dot{M}_{}=(10^610^8)M_{}/`$year, while their angular velocity is about $`\mathrm{\Omega }_{}20\mathrm{\Omega }_{}`$. The average magnetic field on the surface of B/Be stars can vary from 200 G to 1600 G (MacGregor 1996). Assuming that $`R_{}=10R_{}`$, the magnetic flux from such a star is $`\psi _{}=(7\times 10^35.6\times 10^4)\psi _{}`$. With wind speeds of the order of $`V_{\mathrm{}}=1000km/s`$, the parameter $`\alpha `$ lies in the range $`\alpha =0.055`$. This means that some of these B/Be stars (but not all) could be fast magnetic rotators producing therefore jet-like outflows. Due to their huge mass loss comparable to the mass loss of classical T Tauri stars, these jets could be more easily observable. It is interesting in this connection to note observations by Marti et al. (1993) of jets from a B star in the HH 80/81 complex.
The most strikingly unwanted result obtained in this study is that the part of the total magnetic flux (and mass flux correspondingly) going in to the jet is only of the order of $`1\%`$, as it may be seen in Fig. 11. Almost all magnetic flux goes in to the radially expanding wind with mass loss $`\dot{M}_w`$. In this case the results of our calculations can not be directly applied to jets from YSO because in most of them it appears that the mass flux in the jets $`\dot{M}_j`$ is about $`1\%`$ of the accretion rate $`\dot{M}_a`$ (Hartigan et al. 1995). If we assume that only about $`1\%`$ of the outflowing wind goes in to the jet, like in our results, then we will have the uncomfortably high ratio $`\dot{M}_w/\dot{M}_a1`$, which apparently should not be so high for outflows from accretion disks (Pelletier & Pudritz, 1992). This means that some of our assumptions are not valid in the central source of jets from YSO. Modifications of the input parameters of the model which provide collimation of an arbitrary high fraction of the wind into the jet will be discussed in our next paper.
Finally we would like to emphasize once more the situation concerning wind flows from sources with $`\alpha 1`$. It seems that the majority of interesting sources of outflows, such as rapidly rotating stars and systems with accretion disks are just those which satisfy this condition. Jets from such sources should be nonstationary and turbulent with properties which may strongly differ from the properties of the laminar jets conidered in this paper. The physics of such jets still remains to be studied.
*
SB was partially supported by Russian Ministry of education in the framework of the programm โUniversities of Russia - basic researchโ, project N 897. This research has been supported in part by a NATO collaborative research grant CRG.CRGP.972857.
## A Appendix
We show that the dynamics of plasma in ideal MHD flows is invariant in relation to a reversal of the direction of the magnetic field lines in an arbitrary flux tube. Firstly this property of ideal MHD flows was used for the solution of the problem of plasma outlow from oblique rotators in pulsar conditions (Bogovalov 1999). Here we simply show that it is also valid for flows in a gravitational field with thermal pressure.
The plasma flow in the nonrelativistic limit is described by the familiar set of the ideal MHD equations
$$\rho \frac{๐}{t}+\rho (๐)๐=P\rho \mathrm{\Phi }+\frac{1}{4\pi }(\times ๐)\times ๐,$$
(A1)
$$\frac{๐}{t}=\times (๐\times ๐),$$
(A2)
$$๐=0,$$
(A3)
$$\frac{\rho }{t}+(\rho ๐)=0,$$
(A4)
where $`\mathrm{\Phi }`$ is the gravitational potential and $`P`$ is the pressure.
Let us assume that we have some solution which is described by the functions $`๐(r,t)`$, $`\rho (r,t)`$, $`๐(r,t)`$ and $`P(r,t)`$. We show that the change of the direction of the magnetic field in an arbitrary magnetic flux tube does not change the dynamics of the plasma.
Let us introduce a scalar function $`\eta (r,t)`$ with the property that $`\eta =1`$ everywhere except inside the choosen flux tube where $`\eta =1`$. This function satisfies the following 2 conditions
$$๐\eta =0,$$
(A5)
and
$$\frac{\eta }{t}+๐\eta =0.$$
(A6)
The second equation is the consequence of the frozen-in condition such that the value of $`\eta `$ is advected together with the plasma.
Then the solution $`\eta ๐(r,t)`$, $`\rho (r,t)`$, $`๐(r,t)`$ and $`P(r,t)`$ also satisfies the system of Eqs. (A1-A4). Indeed, the Lorentz force in the right hand side of (A1) is,
$`[\times (\eta ๐)]\times (\eta ๐)=\eta [\eta \times ๐+\eta \times ๐]\times ๐=`$
$`(\eta ^2/2)\times ๐+\eta ^2(\times ๐)\times ๐=(\times ๐)\times ๐,`$ (A7)
since $`\eta ^2=1`$. This means that the forces affecting the plasma do not change with this transformation. Eqs. (A2, A3) are satisfied due to conditions (A5, A6).
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# References
Mathematical investigation of the Boltzmann
collisional operator
C.Y. Chen
Dept. of Physics, Beijing University of Aero. and Astro., Beijing 100083, PRChina, Email: cychen@buaa.edu.cn
PACS 51.10.+y Kinetic and transport theory of gases
## Abstract
Problems associated with the Boltzmann collisional operator are unveiled and discussed. By careful investigation it is shown that collective effects of molecular collisions in the six-dimensional position and velocity space are more sophisticated than they appear to be.
The Boltzmann equation was strongly criticized by Boltzmannโs contemporaries and successors. As a subject of serious debate it involved a large number of scientists and philosophers. One of the main reasons for having such debate lay in the fact that Boltzmann explicitly employed the time reversibility of Newtonโs law to derive his kinetic equation while the equation itself appeared to be time-irreversible. Even today, related paradoxes still bother some of us and stimulate serious studies (for instance those in chaos theory).
In this brief paper, we wish to report on our recent investigation of the Boltzmann collisional operator. It is shown that collective effects of molecular collisions in the six-dimensional phase space are more sophisticated than they appear to be.
Letโs recall key points in the derivation of the Boltzmann collisional operator given by textbooks of statistical mechanics . For purposes of this paper, only collisions between identical, but still distinguishable, molecules are considered here. (Such consideration makes sense in classical mechanics, not in quantum mechanics.) Suppose that a beam of molecules with the initial velocity $`๐ฏ_1`$ collide with a molecule with the initial velocity $`๐ฏ_2`$. The scattering cross section $`\overline{\sigma }`$ in the laboratory frame is, according to the standard theory, defined in such a way that
$$N=\overline{\sigma }(๐ฏ_1,๐ฏ_2๐ฏ_1^{},๐ฏ_2^{})d๐ฏ_1^{}d๐ฏ_2^{}$$
(1)
represents the number of type 1 molecules per unit time, per unit flux emerging after collisions between $`๐ฏ_1^{}`$ and $`๐ฏ_1^{}+d๐ฏ_1^{}`$ while the type 2 molecule emerging between $`๐ฏ_2^{}`$ and $`๐ฏ_2^{}+d๐ฏ_2^{}`$. For exactly the same situation, the scattering cross section in the center-of-mass frame is defined as such that $`N=\sigma (\mathrm{\Omega })d\mathrm{\Omega }`$ represents the number of type 1 molecules per unit time emerging after scattering within the range $`d\mathrm{\Omega }`$ where $`\mathrm{\Omega }`$ is the solid angle between $`๐ฎ=๐ฏ_2๐ฏ_1`$ and $`๐ฎ^{}=๐ฏ_2^{}๐ฏ_1^{}`$. The two cross sections are related to each other by
$$_\mathrm{\Omega }\sigma (\mathrm{\Omega })d\mathrm{\Omega }=_{๐ฏ_1^{}}_{๐ฏ_2^{}}\overline{\sigma }(๐ฏ_1,๐ฏ_2๐ฏ_1^{},๐ฏ_2^{})d๐ฏ_1^{}d๐ฏ_2^{}.$$
(2)
It is assumed in the standard theory that there is time-reversibility of collision expressed by
$$\overline{\sigma }(๐ฏ_1,๐ฏ_2๐ฏ_1^{},๐ฏ_2^{})=\overline{\sigma }(๐ฏ_1^{},๐ฏ_2^{}๐ฏ_1,๐ฏ_2).$$
(3)
By making use of (3) and (2), the net increase of molecules in a given volume $`d๐ซd๐ฏ_1`$ within the time interval $`dt`$ is obtained as
$$dtd๐ซd๐ฏ_1_{๐ฏ_2,\mathrm{\Omega }}[f(๐ฏ_1^{})f(๐ฏ_2^{})f(๐ฏ_1)f(๐ฏ_2)]u\sigma (\mathrm{\Omega })๐\mathrm{\Omega }๐๐ฏ_2.$$
(4)
In the standard collisionless theory, the net increase per unit time and per unit phase volume is found to be $`df/dt=0`$. By assuming (4) to be a correction term, we arrive at the Boltzmann equation
$$\frac{f}{t}+๐ฏ_1\frac{f}{๐ซ}+\frac{๐
}{m}\frac{f}{๐ฏ_1}=_{๐ฏ_2,\mathrm{\Omega }}[f(๐ฏ_1^{})f(๐ฏ_2^{})f(๐ฏ_1)f(๐ฏ_2)]u\sigma (\mathrm{\Omega })๐\mathrm{\Omega }๐๐ฏ_2.$$
(5)
Although the derivation outlined above seems quite stringent, there exist hidden loopholes. Interestingly enough, even a simple comparison between the left side and right side of the above Boltzmann equation offers us delicate things to think about. On the left side, there is a symmetry between $`๐ซ`$ and $`๐ฏ_1`$ (in terms of differentiations). On the right side, the position vector $`๐ซ`$ serves as an inactive โparameterโ and all the operations are performed in the velocity space. Along this line, many mathematical difficulties manifest themselves.
Our first concrete concern is associated with the scattering cross section in the laboratory frame, namely $`\overline{\sigma }`$ defined by (1). Reconsider the situation in which type 1 molecules (with $`๐ฏ_1`$ and $`๐ฏ_1^{}`$) collide with a type 2 molecule (with $`๐ฏ_2`$ and $`๐ฏ_2^{}`$). The conservation laws of energy and momenta imply that $`๐ฏ_1^{}`$ and $`๐ฏ_2^{}`$ obey, for any given $`๐ฏ_1`$ and $`๐ฏ_2`$,
$$|๐ฏ_2^{}๐ฏ_1^{}|=|๐ฏ_2๐ฏ_1|=|๐ฎ|\mathrm{and}๐ฏ_1^{}+๐ฏ_2^{}=๐ฏ_1+๐ฏ_2=2๐.$$
(6)
This simply means that all scattered molecules will fall on a spherical surface with the diameter $`|๐ฎ|`$ in the velocity space, called the accessible surface hereafter. By investigating what takes place in the velocity space thoroughly, two misconcepts associated with the definition of $`\overline{\sigma }`$ can readily be found. One is that after $`d๐ฏ_1^{}`$ is specified, specifying $`d๐ฏ_2^{}`$ in the definition is a work overdone. The other is that the cross section should be defined with respect to an area element on the accessible surface (infinitely thin) rather than with respect to a volume element (like $`d๐ฏ_1^{}`$ in the definition). The second misconcept is particularly serious in the following sense. If we assume the volume element $`d๐ฏ_1^{}`$ in (1) to be a small spherical ball whose center lies on the accessible surface, as shown in Fig. 1a, the number of molecules entering the small spherical ball per unit time can be expressed by $`N=\rho \pi r^2`$, where $`r`$ is the radius of the small ball and $`\rho `$ is the surface density of melecules on the area of the accesible surface per unit flux of type 1 molecules. By noting that $`\rho `$ is finite, we find that the cross section in (1) is equal to, with $`d๐ฏ_2^{}`$ neglected,
$$\overline{\sigma }=\frac{N}{d๐ฏ_1^{}}=\frac{\rho \pi r^2}{4\pi r^3/3}=\frac{3\rho }{4r},$$
(7)
and it tends to infinity as $`r0`$. In contrast with that, if the volume element $`d๐ฏ_1^{}`$ is assumed to be one like a tall-and-slim cylindrical box shown in Fig. 1b, $`\overline{\sigma }`$ tends to zero. Finally, if $`d๐ฏ_1^{}`$ is one shown in Fig. 1c, $`\overline{\sigma }`$ tends to infinity again. All these mean that the scattering cross section defined by (1) depends on the chosen shape and size of the volume element $`d๐ฏ_1^{}`$ and should not be considered as a well-defined quantity. \begin{picture}(300.0,165.0)\par\put(85.0,86.0){\makebox(8.0,8.0)\[c\]{$S$}}\put(175.0,86.0){\makebox(8.0,8.0)\[c\]{$S$}}\put(265.0,86.0){\makebox(8.0,8.0)\[c\]{$S$}} \put(57.0,35.0){\makebox(8.0,8.0)\[c\]{\bf(a)}} \put(147.0,35.0){\makebox(8.0,8.0)\[c\]{\bf(b)}} \put(237.0,35.0){\makebox(8.0,8.0)\[c\]{\bf(c)}} \par\put(46.0,105.0){\makebox(30.0,8.0)\[c\]{$d{\bf v}\_{1}^{\prime}$}} \put(136.0,118.0){\makebox(30.0,8.0)\[c\]{$d{\bf v}\_{1}^{\prime}$}} \put(226.0,105.0){\makebox(30.0,8.0)\[c\]{$d{\bf v}\_{1}^{\prime}$}} \par\put(150.0,95.0){\oval(10.0,40.0){}} \put(240.0,95.0){\oval(40.0,10.0){}} \put(60.0,95.0){\circle{15.0}} \put(95.0,60.0){\circle\*{1.0}}\put(185.0,60.0){\circle\*{1.0}}\put(275.0,60.0){\circle\*{1.0}} \put(95.0,60.0){\circle\*{1.0}}\put(185.0,60.0){\circle\*{1.0}}\put(275.0,60.0){\circle\*{1.0}} \put(94.89,62.82){\circle\*{1.0}}\put(184.89,62.82){\circle\*{1.0}}\put(274.89,62.82){\circle\*{1.0}} \put(94.55,65.61){\circle\*{1.0}}\put(184.55,65.61){\circle\*{1.0}}\put(274.55,65.61){\circle\*{1.0}} \put(93.98,68.38){\circle\*{1.0}}\put(183.98,68.38){\circle\*{1.0}}\put(273.98,68.38){\circle\*{1.0}} \put(93.2,71.08){\circle\*{1.0}}\put(183.2,71.08){\circle\*{1.0}}\put(273.2,71.08){\circle\*{1.0}} \put(92.2,73.72){\circle\*{1.0}}\put(182.2,73.72){\circle\*{1.0}}\put(272.2,73.72){\circle\*{1.0}} \put(90.99,76.27){\circle\*{1.0}}\put(180.99,76.27){\circle\*{1.0}}\put(270.99,76.27){\circle\*{1.0}} \put(89.58,78.71){\circle\*{1.0}}\put(179.58,78.71){\circle\*{1.0}}\put(269.58,78.71){\circle\*{1.0}} \put(87.98,81.03){\circle\*{1.0}}\put(177.98,81.03){\circle\*{1.0}}\put(267.98,81.03){\circle\*{1.0}} \put(86.2,83.21){\circle\*{1.0}}\put(176.2,83.21){\circle\*{1.0}}\put(266.2,83.21){\circle\*{1.0}} \put(84.25,85.24){\circle\*{1.0}}\put(174.25,85.24){\circle\*{1.0}}\put(264.25,85.24){\circle\*{1.0}} \put(82.14,87.11){\circle\*{1.0}}\put(172.14,87.11){\circle\*{1.0}}\put(262.14,87.11){\circle\*{1.0}} \put(79.88,88.8){\circle\*{1.0}}\put(169.88,88.8){\circle\*{1.0}}\put(259.88,88.8){\circle\*{1.0}} \put(77.5,90.31){\circle\*{1.0}}\put(167.5,90.31){\circle\*{1.0}}\put(257.5,90.31){\circle\*{1.0}} \put(75.0,91.62){\circle\*{1.0}}\put(165.0,91.62){\circle\*{1.0}}\put(255.0,91.62){\circle\*{1.0}} \put(72.41,92.73){\circle\*{1.0}}\put(162.41,92.73){\circle\*{1.0}}\put(252.41,92.73){\circle\*{1.0}} \put(69.74,93.62){\circle\*{1.0}}\put(159.74,93.62){\circle\*{1.0}}\put(249.74,93.62){\circle\*{1.0}} \put(67.0,94.29){\circle\*{1.0}}\put(157.0,94.29){\circle\*{1.0}}\put(247.0,94.29){\circle\*{1.0}} \put(64.22,94.74){\circle\*{1.0}}\put(154.22,94.74){\circle\*{1.0}}\put(244.22,94.74){\circle\*{1.0}} \put(61.41,94.97){\circle\*{1.0}}\put(151.41,94.97){\circle\*{1.0}}\put(241.41,94.97){\circle\*{1.0}} \put(58.59,94.97){\circle\*{1.0}}\put(148.59,94.97){\circle\*{1.0}}\put(238.59,94.97){\circle\*{1.0}} \put(55.78,94.74){\circle\*{1.0}}\put(145.78,94.74){\circle\*{1.0}}\put(235.78,94.74){\circle\*{1.0}} \put(53.0,94.29){\circle\*{1.0}}\put(143.0,94.29){\circle\*{1.0}}\put(233.0,94.29){\circle\*{1.0}} \put(50.26,93.62){\circle\*{1.0}}\put(140.26,93.62){\circle\*{1.0}}\put(230.26,93.62){\circle\*{1.0}} \put(47.59,92.73){\circle\*{1.0}}\put(137.59,92.73){\circle\*{1.0}}\put(227.59,92.73){\circle\*{1.0}} \put(45.0,91.62){\circle\*{1.0}}\put(135.0,91.62){\circle\*{1.0}}\put(225.0,91.62){\circle\*{1.0}} \put(42.5,90.31){\circle\*{1.0}}\put(132.5,90.31){\circle\*{1.0}}\put(222.5,90.31){\circle\*{1.0}} \put(40.12,88.8){\circle\*{1.0}}\put(130.12,88.8){\circle\*{1.0}}\put(220.12,88.8){\circle\*{1.0}} \put(37.86,87.11){\circle\*{1.0}}\put(127.86,87.11){\circle\*{1.0}}\put(217.86,87.11){\circle\*{1.0}} \put(35.75,85.24){\circle\*{1.0}}\put(125.75,85.24){\circle\*{1.0}}\put(215.75,85.24){\circle\*{1.0}} \put(33.8,83.21){\circle\*{1.0}}\put(123.8,83.21){\circle\*{1.0}}\put(213.8,83.21){\circle\*{1.0}} \put(32.02,81.03){\circle\*{1.0}}\put(122.02,81.03){\circle\*{1.0}}\put(212.02,81.03){\circle\*{1.0}} \put(30.42,78.71){\circle\*{1.0}}\put(120.42,78.71){\circle\*{1.0}}\put(210.42,78.71){\circle\*{1.0}} \put(29.01,76.27){\circle\*{1.0}}\put(119.01,76.27){\circle\*{1.0}}\put(209.01,76.27){\circle\*{1.0}} \put(27.8,73.72){\circle\*{1.0}}\put(117.8,73.72){\circle\*{1.0}}\put(207.8,73.72){\circle\*{1.0}} \put(26.8,71.08){\circle\*{1.0}}\put(116.8,71.08){\circle\*{1.0}}\put(206.8,71.08){\circle\*{1.0}} \put(26.02,68.38){\circle\*{1.0}}\put(116.02,68.38){\circle\*{1.0}}\put(206.02,68.38){\circle\*{1.0}} \put(25.45,65.61){\circle\*{1.0}}\put(115.45,65.61){\circle\*{1.0}}\put(205.45,65.61){\circle\*{1.0}} \put(25.11,62.82){\circle\*{1.0}}\put(115.11,62.82){\circle\*{1.0}}\put(205.11,62.82){\circle\*{1.0}} \end{picture}
Figure 1: Several possible shapes of the velocity element $`d๐ฏ_1^{}`$.
The investigation above states that many formulas in the standard derivation, from (1) to (4), are not as meaningful as the conventional wisdom assumes. To view the issue in a clearer perspective, we now follow the standard approach as closely as possible and evaluate the net change of molecular number as directly as possible (which means the evaluation will be done without using $`\overline{\sigma }`$).
Firstly, we are concerned with the molecules leaving, due to collisions, a fixed volume $`d๐ซd๐ฏ_1`$ during $`dt`$. To formulate these molecules, the following three steps appear to be essential. (i) $`f(๐ฏ_1)d๐ฏ_1`$ and $`f(๐ฏ_2)d๐ฏ_2`$ are identified as two colliding beams in the laboratory frame. (ii) By switching to the center-of-mass frame, the number of collisions is formulated as $`dt_\mathrm{\Omega }u[f(๐ฏ_2)d๐ฏ_2][d๐ซd๐ฏ_1f(๐ฏ_1)\sigma (\mathrm{\Omega })d\mathrm{\Omega }]`$, where the cross section $`\sigma (\mathrm{\Omega })`$, instead of the troublesome $`\overline{\sigma }`$, has been employed. (iii) Integrating the formula in the last step over $`๐ฏ_2`$, the number of the molecules in $`f(๐ฏ_1)d๐ซd๐ฏ_1`$ involving collisions during $`dt`$ is found to be
$$dtd๐ซd๐ฏ_1_{๐ฏ_2,\mathrm{\Omega }}f(๐ฏ_1)f(๐ฏ_2)u\sigma (\mathrm{\Omega })๐\mathrm{\Omega }๐๐ฏ_2.$$
(8)
Comparing (8) with the second term of (4) seemingly suggests that things went as smoothly as expected, but, if one wishes to further conclude that the molecules represented by (8) are just those that leave $`d๐ซd๐ฏ_1`$ during $`dt`$ because of collisions, a mathematical paradox arises sharply. Note that $`dt`$, $`d๐ซ`$ and $`d๐ฏ_1`$ are three quantities that are chosen independently. If $`|๐ฏ_1dt|`$ is much larger than $`|d๐ซ|`$, where $`|d๐ซ|`$ represents the length scale of $`d๐ซ`$, it is easy to see that all the molecules in $`d๐ซd๐ฏ_1`$, suffering collisions or not, will leave the volume element during $`dt`$ anyway. In other words, in order for (8) to make the โproperโ sense, we need to assume that $`|๐ฏ_1dt|<<|d๐ซ|`$. This assumption is, unfortunately, not more correct than the contrary.
Then, molecules that enter $`d๐ซd๐ฏ_1`$ during $`dt`$ due to collisions are under investigation. We take the following four steps to do that. (i) $`f(๐ฏ_1^{})d๐ฏ_1^{}`$ and $`f(๐ฏ_2^{})d๐ฏ_2^{}`$ are identified as two colliding beams. (ii) The number of collisions is similarly formulated in the center-of-mass frame as
$$dtd๐ซ^{}_\mathrm{\Omega }u[f(๐ฏ_1^{})d๐ฏ_1^{}][f(๐ฏ_2^{})d๐ฏ_2^{}]\sigma (\mathrm{\Omega })๐\mathrm{\Omega },$$
(9)
where $`d๐ซ^{}`$ has purposely been assumed to be different from $`d๐ซ`$ for a reason that will be given soon. (iii) It is now in order to return the laboratory frame, where $`d๐ซd๐ฏ_1`$ is defined, and determine what fraction of the type 1 colliding molecules expressed by (9) enter $`d๐ซd๐ฏ_1`$. Surprisingly enough, the task, if defined as that in the standard approach, cannot be accomplished in any meaningful way. For this to be seen, follow the standard approach and let $`d๐ซ^{}`$ be identical with $`d๐ซ`$, which reduces, with oneโs notice or not, the spread issue (how molecules spread after collisions) in the six-dimensional phase space to the one only in the three-dimensional velocity space. Along this road, we come back to the โold location of the mazeโ: for the given $`f(๐ฏ_1^{})d๐ฏ_1^{}`$ and $`f(๐ฏ_2^{})d๐ฏ_2^{}`$, the density of the type 1 molecules entering $`d๐ฏ_1`$ after collisions depends on the shape and size of $`d๐ฏ_1`$ (varying from zero to infinity). With this kind of uncertainty, the entire formulation becomes meaningless. (iv) If the last step were somehow completed meaningfully (which will be done elsewhere) appropriate integrations should be performed to get the entire number of molecules entering $`d๐ซd๐ฏ_1`$ during $`dt`$ because of collisions.
To get a brief and heuristic understanding of the issues raised above, let us think about the following thought experiment. Suppose that all the microscopic states of molecules in a gas are completely known at $`t=0`$. At $`t=T>0`$, we measure all molecules and find that the molecules that suffered collisions during $`0<t<T`$ acquire not only new velocities but also new positions (in comparison with the โoldโ positions determined by their collisionless trajectories). That is to say, for any given time period, collisions alter molecular velocities and molecular positions with roughly the same โefficiencyโ and the two effects have to be investigated in the six-dimensional phase space on an equal footing.
A complete discussion on involved questions and problems is much beyond the scope of this brief paper. In some of our recent works, we make more analyses and try to introduce an alternative approach.
The work is partly supported by the fund provided by Education Ministry, PRC.
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# Slow Crossover in Yb๐Cu4 Intermediate Valence Compounds
## I <br>Introduction
The rare earth intermediate valence (IV) compounds are moderately heavy fermion compounds where the characteristic (Kondo) energy is large compared to the crystal field splitting ($`T_\mathrm{K}>T_{\mathrm{cf}}`$). Unlike the truly heavy fermion (HF) compounds (where $`T_\mathrm{K}<T_{\mathrm{cf}}`$) the IV compounds do not reside close to a quantum critical point for a transition to antiferromagnetism, so non-Fermi liquid behavior is neither expected nor observed and the scaling behavior that is observed does not reflect proximity to such a phase transition. Furthermore most of the IV compounds are cubic, so that anisotropy and low-dimensionality are not issues. Hence the IV compounds are physical realizations of the isotropic orbitally degenerate ($`N_J=2J+1=8`$ for Yb) Anderson Lattice Model for three spatial dimensions. This is an archetypal problem that is both simple and elegant for exploring the physics of electronic correlations in solids.
A key issue for the Anderson Lattice is the role of lattice coherence, which can be thought of as dispersive or band-like behavior of the 4$`f`$ electrons or alternatively as correlations between the 4$`f`$ electrons on different lattice sites. This contrasts the Anderson Lattice (AL) with the Anderson Impurity Model (AIM) where no such coherence is present. For the HF and IV compounds the transport behavior, which depends crucially on the periodicity of the scattering potential, clearly manifests lattice coherence: the low temperature resistivity (which is finite for the AIM) vanishes for the periodic compounds, as expected for a system obeying Blochโs Law; the de Haas-van Alphen signals are characteristic of renormalized $`f`$ bands; and the optical conductivity exhibits a Drude response at low temperatures that also reflects renormalized masses. On the other hand, the dynamic susceptibility $`\chi ^{\prime \prime }(\omega )`$ shows a Lorentzian power spectrum with very little $`Q`$-dependence, suggesting that the spin/valence fluctuations are very local and uncorrelated, as expected for the AIM; and thermodynamic properties that are dominated by the spin/valence fluctuations such as the temperature dependence of the susceptibility $`\chi (T)`$, specific heat $`C(T)`$ and 4$`f`$ hole occupation number $`n_f(T)`$ (the Yb valence is $`z`$ = 2+$`n_f`$) seem to follow the predictions of the AIM, at least qualitatively. Recent theory of the Anderson Lattice suggests, however, that there should be observable differences between the behavior of the AL and the AIM for these quantities. In particular, โprotracted screeningโ can occur in the AL, which means that the crossover from the low temperature Fermi Liquid state to the high temperature local moment state is slower for the lattice case than for the impurity case.
Protracted screening has been invoked to explain photoemission results which show far less temperature dependence than expected based on the AIM. Such results are controversial. To search for such effects in the bulk thermodynamic behavior we herein compare our measurements of $`\chi (T)`$, $`C(T)`$ and $`n_f(T)`$ for the series of related cubic (C15b) compounds Yb$`X`$Cu<sub>4</sub> ($`X`$ = Ag, Cd, In, Mg, Tl and Zn) to the predictions of the Anderson Impurity Model, calculated within a single approximation scheme, the non-crossing approximation (NCA). By making this comparison for several measurements for several related compounds, we put strong constraints on the applicability of the model. In addition, we include measurements of the dynamic susceptibility $`\chi ^{\prime \prime }(\omega )`$ for $`X`$ = Ag, Mg, Tl and Zn; these allow us to determine whether the deviations from AIM behavior could arise from crystal field effects and also give a fourth experiment for comparison to the predictions of the model. Finally, we include measurements of the x-ray absorption fine structure (XAFS) from the $`X`$-atom $`K`$ edges for Yb$`X`$Cu<sub>4</sub> and $`X`$ = Ag, Cd and In and the L<sub>3</sub> edge for $`X=`$ Tl to determine whether deviations from AIM behavior could arise from local lattice disorder in the samples.
## II Experimental details
The data for the 4f occupation number $`n_f(T)`$ (Fig. 1), the susceptibility $`\chi (T)`$ (Fig. 2) and the linear coefficient of specific heat $`\gamma =C/T`$ (Table 1) are taken from Sarrao et al. As explained in that paper, the samples were small, high quality single crystals grown in $`X`$Cu flux. The specific heat was measured using a thermal relaxation technique. The susceptibility was measured using a SQUID magnetometer. In this work we have subtracted a small โCurie tailโ (with Curie constant typically of order 10<sup>-2</sup>emu-K/mol) from the susceptibility. The occupation number $`n_f(T)`$ was determined from the near-edge structure in Yb $`L_3`$ x-ray absorption measurements.
The neutron scattering measurements were performed in the time-of-flight mode using the LRMECS spectrometer at IPNS (Argonne National Laboratory). The experimental conditions were similar to those discussed in a recent study of YbInCu<sub>4</sub>; we refer the reader to that publication for a more detailed account. The temperature of the measurement was 10K, which is considerably smaller than $`T_\mathrm{K}`$ in each case. The samples utilized in these experiments were powders, typically of 50g mass, grown from the melt inside evacuated tantalum tubes for $`X`$ = Ag, Mg and Zn; for $`X`$ = In and Tl, a large number of single crystals grown as described in Sarrao et al. were powdered to form the sample. The susceptibilities of these samples were identical to those shown in Fig. 2 except for $`X`$ = Ag, where the temperature $`T_{max}`$ of the maximum in the susceptibility was 10% smaller for the neutron sample, and for $`X`$ = Tl where a fraction of the crystals used to create the powder had large Curie tails indicative of disorder or impurities. For each sample, given that the elastic energy resolution (FWHM) varies as $`\delta E`$ $``$ 0.07-0.1 E<sub>i</sub>, we used several incident neutron energies $`E_i`$ (e.g. 35, 80 and 150meV) to give greater dynamic range in energy transfer $`\mathrm{\Delta }E`$ for the measurement. To improve statistics we took advantage of the lack of $`Q`$-dependence of the magnetic scattering and grouped detectors into three bins, with average scattering angle 20 (low Q), 60 and 100 (high Q). The scattering was put on an absolute scale by comparison to the measured scattering of a vanadium sample. We also measured the scattering of YAgCu<sub>4</sub>, LuMgCu<sub>4</sub>, YMgCu<sub>4</sub>, YTlCu<sub>4</sub> and LuZnCu<sub>4</sub> in order to help determine the nonmagnetic scattering.
The XAFS experiments were performed on Beam Line 4-3 at the Stanford Synchrotron Radiation Laboratory (SSRL) using a half-tuned Si(220) double-crystal monochromator. Samples were ground, passed through a 30 $`\mu `$m sieve and brushed onto scotch tape. Pieces of tape were stacked such that the change in the absorption at the Yb $`L_{\mathrm{III}}`$ edge was $``$ unity. The samples were the same flux-grown crystals as used in Sarrao et al. and whose susceptibilities are shown in Fig. 2. For temperature control, we utilized a LHe flow cryostat.
## III Theoretical details
The predictions of the Anderson Impurity Model were calculated in the Non-Crossing Approximation (NCA). This approximation allows for calculation of all relevant experimental quantities, both static ($`\chi `$, $`n_f`$, $`\gamma =C/T`$) and dynamic ($`\chi ^{\prime \prime }(\mathrm{\Delta }E)`$), for realistic orbital degeneracy and for realistic spin-orbit and crystal-field splitting. It agrees well over a broad temperature range with calculations using the Bethe Ansatz, but does produce spurious and unphysical non-Fermi Liquid artifacts in the low frequency density of states and in the dynamic susceptibility at very low temperatures. These artifacts are not significant for the temperatures and frequencies studied here. The conduction band was assumed to have a Gaussian density of states of width $`W`$ and centered at the Fermi energy, i.e. $`N(\epsilon )=e^{\epsilon ^2/W^2}/(\sqrt{\pi }W)`$. The hybridization matrix elements were assumed to be $`๐ค`$-independent, i.e. $`V_{kf}=V`$, which may be a good approximation if the thermodynamic and magnetic properties are predominately determined by the conduction band states within $`kT_\text{K}`$ of the Fermi energy. The finite temperature NCA self-consistency equations were solved using three overlapping linear meshes. The thermodynamic and spectroscopic results for Ce impurities with spin-orbit splitting and in various crystal fields were compared with those published in Bickers et al and good agreement was found despite the difference in procedure and the different choice of conduction band density of states.
For Yb IV compounds where crystal fields can be ignored the magnetic orbital degeneracy is $`N_J=`$ 8 and there are essentially four input parameters for the AIM calculation: the spin-orbit splitting (which we fixed at $`\mathrm{\Delta }_{so}=`$ 1.3eV, the value typically observed in photoemission experiments), the width $`W`$ of the Gaussian conduction band, the hybridization constant $`V`$ and the $`f`$-level energy (relative the Fermi level) $`E_f`$. Since it is only the conduction states within $`\mathrm{max}\{kT,kT_\mathrm{K}\}`$ of the Fermi level that contribute significantly to the experimental quantities discussed here, the bandwidth parameter $`W`$ must be chosen to give the correct value of $`N(ฯต_\text{F})`$ for the background conduction band. Assuming the background bandstates in Yb$`X`$Cu<sub>4</sub> are similar to those in Lu$`X`$Cu<sub>4</sub>, we choose $`W`$ to reproduce the linear specific heat coefficient $`\gamma (`$Lu$`)`$ of the corresponding Lu$`X`$Cu<sub>4</sub> compounds, using the free electron approximation to convert the measured value of $`\gamma (`$Lu$`)`$ to $`N(ฯต_\text{F})`$. This is an important constraint since (as we found in the earlier paper) it is possible to force fits to $`n_f(T)`$ over the whole temperature range if unrealistically small values of the bandwidth are used in the model. In Yb$`X`$Cu<sub>4</sub> compounds, the valence bands have a width of order 10 eV; since the 2$`\sigma `$ full-width of the Gaussian band is $`4W`$, the values of $`W`$ ($`1eV`$, see Table I) obtained from $`\gamma (`$Lu$`)`$ are quite reasonable.
Once $`\mathrm{\Delta }_{\mathrm{so}}`$ and $`W`$ are fixed, $`V`$ and $`E_f`$ can be uniquely determined by fitting to the ground state values of the susceptibility and occupation number. The values of these parameters are given in Table I; the Kondo temperature is calculated from the formula
$$T_\mathrm{K}=(\frac{V^2}{\sqrt{\pi }W\left|E_f\right|})^{\frac{1}{8}}\text{ (}\frac{W}{\mathrm{\Delta }_{so}})^{\frac{6}{8}}\text{ }W\text{ }e^{\frac{\sqrt{\pi }WE_f}{8V^2}}\text{ }$$
(1)
which includes the effect of spin orbit splitting but ignores crystal field splitting.
For these values of input parameters, we calculated the frequency dependence of the dynamic susceptibility at 10K and the temperature dependence of the static susceptibility, the 4f occupation number and the free energy. From the latter we determined the linear coefficient of specific heat by fitting to the formula $`F=E_0\frac{\gamma }{2}(\frac{T}{T_\text{K}})^2`$ in the temperature range $`0.03(T/T_\text{K})0.07`$; the values of $`\gamma `$ so determined have a systematic error of order 5-10%.
## IV Results and Analysis
### A Neutron scattering
The primary goal of the neutron scattering measurements was to determine whether crystal field excitations can be resolved in these compounds. Determination of the magnetic scattering in polycrystals of IV compounds requires correct subtraction of the nonmagnetic scattering. We have adopted a variant on the conventional procedure for accomplishing this where the Y$`X`$Cu<sub>4</sub> (and/or Lu$`X`$Cu<sub>4</sub>) nonmagnetic counterpart to the corresponding Yb$`X`$Cu<sub>4</sub> sample is measured to determine the factor $`h(\mathrm{\Delta }E)`$ = $`S`$(high $`Q`$; $`\mathrm{\Delta }E`$;Y)/$`S`$(low $`Q`$; $`\mathrm{\Delta }E;`$Y) by which the high-$`Q`$ scattering (which is almost totally nonmagnetic scattering) scales to the low $`Q`$ values where the magnetic scattering is strongest. This factor varies smoothly from a value $``$4-5, at $`\mathrm{\Delta }E=0,`$ to a value of 1 at large $`\mathrm{\Delta }E`$ where $`Q`$-independent multiple scattering dominates the nonmagnetic scattering. (When this decrease in $`h(\mathrm{\Delta }E)`$ is neglected the nonmagnetic scattering will be underestimated at large energy transfer.) In addition we have included an energy-independent multiplicative factor $`\kappa `$ which is needed to account for the fact that the multiple scattering, which dominates the low-$`Q`$ nonmagnetic scattering, has different strengths for Yb than for Y or Lu. (When this factor is neglected the magnetic scattering is overestimated.) That is, we determine the magnetic scattering from the formula
$$S_{\text{mag}}\text{(low }Q)=S_{\text{tot}}\text{(low }Q)\kappa \text{ }h(\mathrm{\Delta }E)\text{ }S_{\text{tot}}\text{(high }Q\text{)}$$
(2)
The magnetic scattering is related to the dynamic susceptibility through the formula
$$S_{\text{mag}}=\frac{2N}{\pi \mu _B^2}f^2(Q)(1e^{\mathrm{\Delta }E/k_BT})^1\chi ^{\prime \prime }(Q,\mathrm{\Delta }E)$$
(3)
where $`f^2(Q)`$ is the Yb 4$`f`$ form factor. For each $`\kappa `$ we fit the dynamic susceptibility assuming that it is $`Q`$-independent and assuming a Lorentzian power spectrum:
$$\chi ^{\prime \prime }(Q,\mathrm{\Delta }E)=\chi _{dc}(T)\text{ }\mathrm{\Delta }E\text{ }(\frac{\mathrm{\Gamma }}{2\pi })\{(\frac{1}{[(\mathrm{\Delta }EE_0)^2+\mathrm{\Gamma }^2]})+(\frac{1}{[(\mathrm{\Delta }E+E_0)^2+\mathrm{\Gamma }^2]})\}$$
(4)
The prediction of the Anderson Impurity Model for $`\chi ^{\prime \prime }`$ at $`T<<T_\mathrm{K}`$ also can be fit to this formula; we have included in Table 1 the values of $`E_0`$ and $`\mathrm{\Gamma }`$ deduced from the fits to the NCA results. The fits to the experimental data include corrections for absorption and for instrumental resolution. The data for every $`E_i`$ is included in the fit. We then find the value of $`\kappa `$ that gives the smallest reduced $`\chi ^2`$ for the fit. The best-fit values of $`\kappa `$ were consistently in the range 0.65-0.75; furthermore, the best-fit values of $`\kappa `$ gave better agreement (10-20%) between the fit value of $`\chi _{dc}`$ and the value shown in Fig. 2 than was seen for $`\kappa =1`$. Use of this multiplicative factor also leads to excellent agreement between the values of magnetic scattering estimated at different incident energies. In Fig. 3 we show the data (symbols) for the magnetic scattering at low $`Q`$ (fixed average scattering angle $`\varphi =`$20) and the fits (solid lines). (Plots of the data for YbInCu<sub>4</sub> are given in the earlier publication.) We note that in the time-of-flight experiment $`Q`$ varies with both $`E_i`$ and $`\mathrm{\Delta }E`$ at fixed $`\varphi `$ and consequently the form factor, the absorption and the instrumental resolution all depend on $`E_i`$; this explains why the data and the fits for different $`E_i`$ donโt overlap. The parameters $`E_0`$ and $`\mathrm{\Gamma }`$ for the best fits are given in Table 1, where they are compared to the values predicted by the AIM calculation. We note that our results agree well with an earlier measurement of YbAgCu<sub>4</sub>. Although the fits are of reasonable statistical quality with reduced $`\chi ^21`$, the degree of systematic uncertainty due to the assumptions made about the nonmagnetic scattering is unknown. The problem is especially serious for IV compounds where $`T_\mathrm{K}`$ is large so that large incident energies are required, with the result that multiple scattering is large. To be cautious, we expect a 10% error in the determination of $`E_0`$ and $`\mathrm{\Gamma }`$.
### B XAFS
The primary goal of the XAFS measurements was to determine whether $`X`$/Cu site interchange is significant in these compounds. Such disorder is a real possiblity given that YbCu<sub>5</sub> can grow in the C15b structure, and given that UPdCu<sub>4</sub>, which also grows in the C15b struucture, has been shown to have significant Pd/Cu site interchange. Our earlier neutron diffraction measurements of flux-grown crystals of YbInCu<sub>4</sub>, coupled with Rietveld refinement, suggest the average crystal structure is very well ordered. We employ the XAFS technique here both because the measurement does not depend on lattice periodicity (i.e. it is a local probe and is thus complimentary to diffraction) and because it is atomic-species specific. In such a measurement, a fine-structure function $`\chi (k)`$ is extracted from the absorption data and related to the radial bond length distribution around the absorbing $`X`$ atomic species. This measurement is particularly sensitive to $`X`$/Cu site interchange because if any $`X`$ atoms rest on the Cu sites, a short $`X`$-Cu bond length at about 2.55 ร
will appear that corresponds to the Cu-Cu nearest neighbor bond length in the nominal structure. This bond length is significantly shorter than the nearest neighbor $`X`$-Cu pairs at $``$ 2.93 ร
or the $`X`$-Yb pairs at $``$ 3.06 ร
, and so is easy to resolve if the site interchange is frequent. In addition to searching for $`X`$/Cu site interchange, we also look for more generic disorder in the nominal $`X`$-Cu and $`X`$-Yb pairs by analyzing the distribution widths extracted from the $`r`$-space fits as a function of temperature between 15-300 K. Bond length distribution widths should follow a correlated-Debye model as a function of temperature if the structure does not have any static (positional) disorder. This model differs from the usual Debye model because it includes the correlations in the motions between the atoms in a given pair. It has been shown to be accurate to within $``$5% for metals. Any static disorder should manifest as a constant offset, as is clearly shown, for example, for La<sub>1-x</sub>Ca<sub>x</sub>MnO<sub>3</sub>.
The XAFS data were fit in $`r`$-space, following procedures in Ref. \[\]. Initial fits included a short $`X`$-Cu pair at $``$2.55 ร
. The relative amplitude of this peak compared to the amplitude of the nominal $`X`$-Cu at $``$2.93 ร
gives the percentage of $`X`$ atoms on Cu sites. Errors in this measurement were determined by assuming that the fitted statistical $`\chi ^2`$ was equal to the degrees of freedom in the fit as given by Stern and then increasing the amount of site interchange until $`\chi ^2`$ increased by one, while allowing all the other parameters in the fit to vary. These results are presented in Table II. For $`X=`$ In, Cd and Ag the site interchange has the same value as the error, and hence the results are consistent with the zero site interchange. For YbTlCu<sub>4</sub> the error is smaller than the site interchange but it is also smaller than the error in the other cases. Furthermore, the fitted Tl-Cu bond length was very low (2.40 ร
) even though Tl has the largest atomic radius of all the $`X`$โs measured. We note that sytematic errors in the fit can arise from use of an incorrect theoretic backscattering amplitude . Given all this, we think that the error is underestimated for YbTlCu<sub>4</sub>. Therefore, we conclude that, within $``$3%, none of the materials measured have any $`X`$/Cu site interchange.
Once the lack of site interchange was determined, we fit the data assuming no site interchange and determined the pair distribution widths to search for any other disorder. Examples of two of these fits are shown in Fig. 4. The bond lengths of the nominal $`X`$-Cu and $`X`$-Yb pairs do not deviate from the average C15b structure assuming lattice parameters from Ref. by more than 0.02 ร
. The distribution widths are shown in Fig. 5, as are the fits to the correlated-Debye model. Parameters of the correlated-Debye fits are given in Table II. The fits are quite good and the observed values of the static disorder $`\sigma _{stat}^2`$ are typical of values seen in well-ordered compounds.
### C Susceptibility, 4$`f`$ occupation number and specific heat
The results of our calculations for $`\chi (T)`$ and $`n_f(T)`$ for the different Yb$`X`$Cu<sub>4</sub> compounds are shown in Figs. 1 and 2 where they are compared to the experimental behavior. The most noteable feature is that for $`X`$ = Cd, Mg and Zn, the experimentally determined occupation number $`n_f(T)`$ and the effective moment $`\mu _{eff}^2=T\chi /C_J`$ (where $`C_J`$ is the $`J`$ = 7/2 Curie constant) rise towards the high temperature limit more slowly than predicted by the impurity theory. The effect is somewhat weaker but still apparent for $`X`$ = Ag. For $`X`$ = Tl the experimental occupation number shows a weak retardation compared to theory but the experimental susceptibility tracks the impurity theory up to room temperature. The linear coefficients of specific heat determined from our calculation are given in Table 1 where they are compared to the experimental values; the experimental and calculated values of the Wilson Ratio $`=(\pi ^2R/3C_J)\chi (0)/\gamma `$ are also compared in the table.
## V Discussion
Figures 1 and 2 give our basic result: the crossover from the ground state Fermi Liquid to the high temperature local moment state is slower for the real materials than predicted by the Anderson Impurity Model.
There are several reasons why this comparison to theory might be incorrect. The first is that crystal fields may be large in these compounds. Crystal fields can cause the ground state multiplet to have a lower degeneracy than the value $`N_J=8`$ expected for $`J=7/2`$. Since the AIM results depend on $`N_J`$ this could lead to a discrepancy between theory and experiment if $`N_J`$ were incorrectly assigned in the calculation. Indeed, in the earlier paper we found that for some cases we could fit the data assuming a lower degeneracy, e.g. $`J=5/2`$ for YbMgCu<sub>4</sub>. Our inelastic magnetic neutron scattering experiments were designed to test for this possibility. As mentioned above, there is a systematic error of order 10-20% in the determination of the peak position and width of the magnetic scattering. For our present purposes, however, the basic point is that the data can be well-fit by a single broadened Lorentzian whose peak energy $`E_0`$ is in reasonable accord with the predicted value (i.e. it is of order $`T_\mathrm{K}`$); there are no sharp crystal field levels in evidence. This also is in accord with the fact that the crystal fields seen in trivalent compounds such as YbInNi<sub>4</sub> or YbAuCu<sub>4</sub> are of order 2-4meV which is significantly smaller than $`T_\mathrm{K}`$ for most of these compounds.
A second potential problem for our analysis is that if Yb atoms are in a disordered environment, there can be a distribution of Kondo temperatures. In this case, the measured susceptibility involves an integral over this distribution of Kondo temperatures, which would spread the crossover over a broader range of temperature. This effect may be relevant in UPdCu<sub>4</sub>, where there is significant ($`25\%`$) Pd/Cu site exchange. Our XAFS results for the Yb$`X`$Cu<sub>4</sub> compounds show that within $``$3% there is no $`X`$/Cu site interchange; furthermore, the observed values of the static disorder $`\sigma _{stat}^2`$ are typical of values seen in well-ordered compounds. Basically, the XAFS results are consistent with a very high degree of order for the flux-grown crystals. We thus believe that Kondo disorder is not a significant factor for these compounds. (A possible exception is YbZnCu<sub>4</sub> for which we could not analyse the Zn $`K`$-edge XAFS because it is superimposed on the Cu $`K`$-edge XAFS. Given the chemical similarity of Zn and Cu, Zn/Cu site disorder seems a real possibility.)
A third problem for this analysis concerns the interpretation of the Yb $`L_3`$ x-ray absorption used to determine the occupation number n<sub>f</sub>(T). The analysis relies on rather simple assumptions: the divalent and trivalent absorption edges are assumed to have the same shape and the same absorption matrix element, so that n<sub>f</sub> is determined from the fractional weights of the two features. Similar assumptions are made for other methods (XPS core levels; valence band UPS; Mossbauer isomer shift) for determining valence. While the resulting systematic error is not well-understood, it has been argued that the $`L_3`$ method is superior to use of isomer shift or lattice constant anomalies for the determination of valence. It has been pointed out that the values of $`n_f`$ estimated from the $`L_3`$ experiments are consistently and significantly larger than those estimated from valence band photoemission. The latter estimate also requires the assumption of equal absorption matirix elements for the di- and tri-valent configurations and is extremely sensitive to choice of background. A point in favor of the use of x-ray absorption is that, unlike photoemission it truly samples the bulk of the compound; indeed it has been argued that near-surface reconstruction gives rise to differences between the $`L_3`$ and UPS estimates of $`n_f`$. Whether this is so and what the sytematic errors are in both measurements are, in our opinion, topics for future research. In any case, the deviations from the AIM that we observe for $`n_f(T)`$ using the $`L_3`$ measurement (Fig. 1) are qualitatively very similar to those observed for the effective moment (Fig. 2), the measurement of which is not subject to significant systematic error. (In our earlier paper we showed that at room temperature for all cases except $`X=`$ Ag, $`n_f`$ is nearly equal to the effective moment.) The photoemission analysis yields an extremely slow crossover, to the extent that the hole occupancy is found to be $`n_f0.6`$ in the high temperature state of YbInCu<sub>4</sub> which is much smaller than the value ($`>0.9`$) that we have observed using $`L_3`$. The latter value is, in our opinion, more realistic given the essentially trivalent behavior of the susceptibility of YbInCu<sub>4</sub> at high temperature.
We therefore argue that we have ruled out most of the major sources of error in our analysis, so that we can have a reasonable degree of confidence that the slow crossover is a real effect. As mentioned in the introduction, recent theory for the ($`S`$ = 1/2) Anderson Lattice, treated in the 1/$`d`$ approximation (where $`d`$ is the spatial dimension of the system) predicts such a slow crossover, referring to it as โprotracted screeningโ. The degree of slowness is sensitive to the filling of the background conduction band; the crossover is slowest for partial filling of the background band. At present it is unclear the extent to which the effect depends on the orbital degeneracy.
The deviations of the data (Figs. 1 and 2) for Yb$`X`$Cu<sub>4</sub> from the predictions of the AIM are strongest for $`X=`$ Mg, Zn and Cd, weaker for $`X=`$ Ag and weakest for $`X=`$ Tl. We note that there is no correlation between this trend and the magnitude of the Kondo temperature (Table 1) nor of the ground state occupation number (Fig. 1). There does appear to be a correlation with the magnitude of the Hall coefficient for Lu$`X`$Cu<sub>4</sub>: $`R_0=1.8,1.0`$ and $`0.8\times 10^{10}m^3/C`$ for $`X=`$ Mg, Zn, Cd; $`0.6\times 10^{10}m^3/C`$ for $`X=`$ Ag; and $`<1\times 10^{11}m^3/C`$ for $`X=`$ Tl. This quantity can be taken as a measure of the conduction electron density in the background band. In a one-band model, where $`R_0=1/ne`$ and where there are 24 atoms in a unit cell of side 7.1ร
these values of $`R_0`$ correspond to the values 0.52, 0.93, 1.16 and 1.55 electrons per atom for the sequence $`\{X=`$ Mg, Zn, Cd, Ag$`\}`$. While the one-band assumption is unrealistic, nevertheless these results suggest that the deviations from the AIM become weaker as the carrier density becomes larger. This accords with theory which predicts no deviation for half filling of the background band and increasing deviation as the conduction electron density decreases.
We should point out that a slow crossover is expected on rather general grounds. In the single impurity calculations the position of the chemical potential $`\mu `$ is set by the host metal conduction band density of states, and the chemical potential is independent of temperature to order $`kT/W`$. In the hypothetical case of a periodic array of impurities that are noninteracting and incoherent the appreciable $`f`$-weight and its asymmetric temperature dependence will lead to a significant temperature dependence of $`\mu (T)`$ and hence lead to a deviation of $`n_f(T)`$ from the behavior found in the solution to the single impurity model. It is not clear to us the extent to which this effect contributes to the predicted protracted screening.
In addition to our main conclusion, we would like to point to two more features of the analysis. The first is that the experimentally determined linear coefficients $`\gamma `$ of specific heat for $`X`$ = Mg, Cd, Ag and Zn are 20-30% larger than the values predicted by the AIM. This means that the experimental value of the Wilson ratio $``$ is smaller than predicted by the AIM. This has been noticed before. For YbInCu<sub>4</sub> there is excellent agreement between the experimental and calculated values; for YbTlCu<sub>4</sub> the calculated value of $`\gamma `$ is 30% smaller than the experimental value. The second feature is that there is considerable disagreement between the measured and predicted values of the neutron lineshape parameters $`E_0`$ and $`\mathrm{\Gamma }`$ given in Table 1. We remind the reader that the degree of systematic error for this determination is poorly understood, due to the difficulty of determining the nonmagnetic scattering for large $`T_\mathrm{K}`$ compounds. In addition, all $`Q`$ dependence of the lineshape in polycrystals is automatically averaged out. In the case of YbInCu<sub>4</sub>, we have confidence in the results, since an alternate means of subtracting the nonmagnetic scattering agrees with the method used here and since a neutron scattering study of a single crystal showed that the $`Q`$-dependence of the lineshape is quite small. For that case we note that the experimental peak energy $`E_0`$ agrees well with the prediction of the AIM but the measured linewidth $`\mathrm{\Gamma }`$ is a factor of two smaller than predicted, as though the spin fluctations have a longer lifetime than predicted by the AIM. On the other hand for YbMgCu<sub>4</sub>, YbTlCu<sub>4</sub> and YbZnCu<sub>4</sub> the experimental values of peak energy differ significantly from the calculated values and the linewidths are larger than the predicted values. Such a large linewidth could be a consequence of a $`Q`$-dependence of the peak parameter $`E_0`$($`Q`$); studies of single crystals are necessary to establish whether such a $`Q`$-dependence is present. Finally we note that if the lineshape parameters for YbAgCu<sub>4</sub> are increased by 10% to account for the 10% smaller value of $`T_{max}`$ observed for the neutron sample, they are in excellent agreement with the AIM predictions.
In conclusion, we have given evidence that the crossover from low temperature Fermi Liquid behavior to high temperature local moment behavior is slower for periodic intermediate valence compounds than predicted by the Anderson Impurity Model. We have included supporting experiments to rule out the possibility that the disagreements between the data and the AIM predictions are due to large crystal fields or to Kondo disorder. We feel that the results are fairly robust. It will be interesting to see whether similar โprotracted screeningโ is observed in other compounds, especially in those based on Ce where the orbital degeneracy is smaller ($`N_J=6`$) and where the size of the 4$`f`$ orbital is considerably larger.
## VI Acknowledgments
Work at UC Irvine was supported by UCDRD funds provided by the University of California for the conduct of discretionary research by the Los Alamos National Laboratory. Work at Polytechnic was supported by DOE FG02ER84-45127. Work at Lawrence Berkeley National Laboratory was supported by the Office of Basic Energy Sciences (OBES), Chemical Sciences Division of the Department of Energy (DOE), Contract No. DE-AC03-76SF00098. Work at Los Alamos was performed under the auspices of the DOE. Work at Argonne was supported by the DOE Office of Science under Contract No. W-31-109-ENG-38. The XAFS experiments were performed at SSRL, which is operated by the DOE/OBES.
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# On the mean value of the energy for resonant states
## I Introduction
The use of resonant(Gamow) states in nuclear structure calculations was proposed years ago by the Stockholm-Debrecen group and since then the notion has been widely applied to a variety of physical situations, with a remarkable success. The reader is kindly referred to Refs. and references therein for a comprehensive introduction on the subject. Although Gamowโs idea of decaying states was immediately recognized as a major breakthrough in Quantum Mechanics , its use in modern nuclear structure calculations was delayed for nearly forty years until the work of Tore Berggren shows that single-particle basis (Beggrenโs basis) can accommodate single particle resonant states of complex energy. Berggrenโs suggestions were adopted by Liotta and co-workers thus given structural identity to a modern view of the continuum and its effects upon nuclear structure observables . Mathematically speaking the Stockholm approach is, as a matter of fact, based on the identification of single-particle resonances, in the standard one-body nuclear central potential , and in the numerical calculation of the needed matrix elements of nuclear two-body interactions . So far, the numerical treatment of resonant states, either by performing explicitly the needed integrals in the complex plane or by projecting them on the real axis as non-overlapping states with a Breit-Wigner broadening, has proved its feasibility. A parallel formal development on Gamowโs resonances followed from the work of Bohm and Gadella, which is documented in a rigorous mathematical way in . However, a link between these two fronts of research on Gamow resonant states is missed. Particularly, we have noticed that basic notions, as the one of the value of the expectation value of the Hamiltonian on a resonant state, still need to be clarify and/or discuss in detail. In this paper we focus on the question about the definition of the expectation value of the Hamiltonian on a resonant state. We shall illustrate this point as follows. In ordinary Quantum Mechanics the mean value of the energy on a state represented by the density $`\rho `$ is given by $`\mathrm{Tr}\rho \mathrm{H}`$, where $`H`$ is the Hamiltonian. If $`\rho `$ represents a pure state it has the form $`\rho =|\psi \psi |`$ and the quantity $`\mathrm{Tr}\rho \mathrm{H}`$ gives the usual formula for the mean value of the energy on the state $`|\psi `$, which is written as $`\psi |H|\psi `$. Gamow resonant states (or Gamow states, for short), are state vectors representing exponentially decaying states. They are not ordinary quantum states. Such a quantum state has a Breit-Wigner energy distribution, which is strictly nonzero for all values of the energy $`E`$, i.e. $`\mathrm{}<E<\mathrm{}`$. This contradicts the fact that the spectrum of the physical Hamiltonian $`H`$ should be lower-bound. Therefore, the Gamow state cannot be represented as a vector in a Hilbert space in which $`H`$ is a self-adjoint operator . In addition, if $`\phi `$ is a Gamow state, it must fulfill a condition of the kind $`e^{itH}\phi =Ae^{\gamma t}\phi `$, $`A`$ being a phase ($`A=e^{\varphi (t)}`$ with $`\varphi (t)`$ real). Thus, $`H\phi =(\varphi (t)/t+i\gamma )\phi `$ and the Gamow vectors must be eigenvectors of the total Hamiltonian with complex eigenvalues. Obviously this condition cannot be satisfy in the ordinary Hilbert space, since $`H`$ must be self adjoint. In fact, Gamow states can be properly defined as functionals on a certain space of test vectors, in the same form that the generalized eigenstates of the position and momentum operators are defined . The space of functionals contains also the Hilbert space of ordinary states, so that no information is lost from ordinary Quantum Mechanics. Thus, we have a triplet of spaces $`\mathrm{\Phi }\mathrm{\Phi }^\times `$, called the rigged Hilbert space or Gelfand triplet.
Here $``$ is the Hilbert space, $`\mathrm{\Phi }`$ the space of test vectors and $`\mathrm{\Phi }^\times `$ its antidual<sup>*</sup><sup>*</sup>*$`F\mathrm{\Phi }^\times `$ if it is a mapping from $`\mathrm{\Phi }`$ into the complex plane $`C`$ with the following conditions (i) Antilinearity: $`F(\alpha \phi +\beta \varphi )=\alpha ^{}F(\phi )+\beta ^{}F(\varphi )`$, for all $`\alpha ,\beta C`$ and all $`\phi ,\varphi \mathrm{\Phi }`$. (ii) Continuity: $`F`$ must be a continuous mapping. $`\mathrm{\Phi }^\times `$ is a topological vector space with a topology which is coarser than the Hilbert space topology on $``$.. In this context, Gamow states will exist in the dual space $`\mathrm{\Phi }^\times `$ . At this point a difficulty arises, namely: $`\mathrm{\Phi }^\times `$ is not an inner product space. If we represent the Gamow vector as $`|f_0`$, the bracket $`f_0|H|f_0`$ and the bracket $`f_0|f_0`$ are not defined. Thus, in principle, we cannot define the mean value of $`H`$ on $`|f_0`$ as we would do in ordinary Quantum Mechanics. This is precisely the sort of questions which we meant above.
The aim of the present paper is to recall on the attempts to define the mean value of $`H`$ on a Gamow state and discuss their advantages or disadvantages. These attempts use the following concepts:
1.- The mean value of the energy of a decaying state must be zero, because the energy of a decaying process should be invariant. A non-zero energy will be in contradiction with the principle of conservation of the energy .
2.- The energy average of a Gamow state should be complex because the Gamow state is an eigenvalue of $`H`$ with complex energy.
3.- If we admit that Gamow states are genuine quantum states they must have a real energy average that should be determined from first principles .
4.- Gamow states admit a representation as normalizable vectors in a Hilbert space in which the Hamiltonian is not a self adjoint operator and it has an spectrum of eigenvalues extending from $`\mathrm{}`$ to $`\mathrm{}`$. In this case, we can define scalar products of Gamow vectors and a mean value of the energy, which is real .
In the last section, we shall present and evaluate these four possibilities. Before, in the next section, we recall the definition of a Gamow vector and enumerate some of its properties.
## II The Gamow vectors and their properties.
In ordinary Quantum Mechanics, it is customary to associate a normalizable vector (with unitary norm ) to each pure quantum state. If we have a quantum decaying state and we want to assign to it a vector $`\psi `$ in a separable Hilbert space we can define its non-decay probability for $`t>0`$ as
$$P(t)=|A(t)|^2,\mathrm{where}A(t)=<\psi |e^{itH}|\psi >.$$
(1)
Since $`\psi `$ is normalized one has $`0P(t)1`$ and the decay probability is given by $`1P(t)`$. $`A(t)`$ is called the non-decay amplitude. It has been shown that $`A(t)`$ is roughly exponential for values of time which are not too short neither too long. At $`t=0`$ the time derivative of $`A(t)`$ is zero and this excludes the exponential time behaviour of $`\psi `$ for small times. For large values of time $`A(t)`$ goes to zero slower than an exponential .
This is what the theory predicts provided that a decaying state can be represented by a vector in a Hilbert space. We have already mentioned in the Introduction another argument to show that an exponentially decaying state cannot be represented by a vector in a Hilbert space.
The experimental evidence on decaying states shows a decay which seems to be exponential up to the degree of experimental accuracy. In consequence, it is natural to consider exponentially decaying vector states as true physical states. But, we have to find out the mathematical nature of these objects. This problem has been satisfactorily solved by Arno Bohm and coworkers, in terms of rigged Hilbert spaces or Gelfand triplets \[Bohm81\].
In fact, we can look at a decaying process as the second half of a resonant scattering process in which the process of formation of a resonance is ignored . Resonances can be defined in several ways, but it is generally accepted that, under rather general conditions, we can associate a resonance to each of the pairs of poles of the analytic continuation of the $`S`$-matrix, $`S(E)`$, on the real semi-axis of the energy values . In many implementable physical cases we can assume that in the resonant scattering process both the โfreeโ Hamiltonian $`H_0`$ and the โperturbedโ Hamiltonian $`H=H_0+V`$, where $`V`$ is a suitable potential, have the same continuous spectrum. This spectrum coincides with the positive semi-axis $`R^+=[0,\mathrm{})`$ and the identity of both continuous spectra is a consequence of the asymptotic completeness of the scattering. This property implies that the Moller operators $`\mathrm{\Omega }_\pm `$ exist and fulfill the following relation
$$\mathrm{\Omega }_\pm H_0=H\mathrm{\Omega }_\pm \mathrm{or}H=\mathrm{\Omega }_\pm H_0\mathrm{\Omega }_\pm ^{}$$
(2)
Furthermore, to simplify the formalism, we can assume that the energy spectrum is non-degenerate (which is the case of a spherically symmetric potential in the $`l=0`$ channel). In this case, it exists a unitary operator which connects the abstract Hilbert space of states and $`L^2(R^+)`$ (the Hilbert space of the energy representation) such that $`UH_0U^1\varphi (E)=E\varphi (E)`$, where $`U`$ diagonalizes the free Hamiltonian $`H_0`$.
The explicit construction of the rigged Hilbert spaces for the decay process is relevant in our discussion and, therefore, we want to summarize it here. Further details can be found in the literature . First, we take the spaces of the so called very well behaved functions. These spaces are defined by analytic functions on the upper or the lower half planes of the complex plane $`C`$ that vanish at infinity. The boundary values of these functions on the positive semi-axis $`R^+`$ are uniquely defined and, furthermore, it is possible to recover all the values of these functions knowing their boundary values on $`R^+`$ . Let us call $`\mathrm{\Delta }_\pm `$ the spaces of these boundary values. We can construct a rigged Hilbert space suitable for the definition of decaying Gamow vector as follows. Firstly, we define $`\mathrm{\Phi }_+=\mathrm{\Omega }_+U^1\mathrm{\Delta }_+`$, where $`\mathrm{\Omega }_+`$ is the outgoing Moller operator. Then, if $``$ is the Hilbert space of scattering states I.e., the absolutely continuous space for the total Hamiltonian $`H`$., we have the following rigged Hilbert space
$$\mathrm{\Phi }_+(\mathrm{\Phi }_+)^\times $$
(3)
Since every function in $`\mathrm{\Delta }_+`$ determines uniquely an analytic function on the upper half plane for every vector $`\phi _+\mathrm{\Phi }_+`$ we have an analytic function $`\varphi (E)_+`$ on the upper half plane. Its complex conjugate $`\varphi _+^\mathrm{\#}(E)=[\varphi _+(E)]^{}`$ is an analytic function on the lower half plane. Then, if $`z_R=E_Ri\mathrm{\Gamma }/2`$ denotes a resonance pole ($`\mathrm{\Gamma }>0`$) the Gamow vector $`|f_0>`$ can be defined as a functional on $`\mathrm{\Phi }_+`$ asHere, we are using the notation in
$$<\phi _+|f_0>=\varphi _+^\mathrm{\#}(z_R)$$
(4)
This definition implies several important properties namely: (i) $`|f_0>\mathrm{\Phi }_+^\times `$ is a continuous anti-linear functional on $`\mathrm{\Phi }_+`$, (ii) $`|f_0>`$, (iii) the Hamiltonian $`H`$ satisfies $`H\mathrm{\Phi }_+\mathrm{\Phi }_+`$ and is continuous with the topology on $`\mathrm{\Phi }_+`$. It means that $`H`$ can be continuously extended (with the weak topology) to a continuous operator on $`\mathrm{\Phi }_+^\times `$, so that the action of $`H`$ on $`|f_0>`$ is a well defined operation. Then, we have $`H|f_0>=z_R|f_0>`$, which means that the Gamow vector $`|f_0>`$ is an eigenvector of $`H`$ with eigenvalue $`z_R`$. This is possible because $`\mathrm{\Phi }_+^\times `$ is not a Hilbert space, and, (iv) the time evolution of $`|f_0>`$ is only possible for positive values of $`t`$. We can show that
$$e^{itH}|f_0>=e^{itE_R}e^{\mathrm{\Gamma }t}|f_0>$$
(5)
This means that $`|f_0>`$ decays exponentially. All these properties justify the choice of $`|f_0>`$ as a representation of the decaying Gamow vector.
In a resonant scattering process, together with the decaying channel, it exists a process of capture or formation of a resonance. This is called the growing or capture process and it can be described by the evolution of another functional, which is the growing Gamow vector $`|\stackrel{~}{f}_0>`$<sup>ยง</sup><sup>ยง</sup>ยงThe question about the physical meaning of this functional i.e.: whether it is related to the capture or creation of a resonance, has not been answered yet. If capture and decaying processes are not equally probable they can not be symmetric in the sense presented here. Thus, in this interpretation, $`|\stackrel{~}{f}_0>`$ would be the time reversal of the Gamow vector $`|f_0>`$.. This is a functional on $`\mathrm{\Phi }_{}`$ and therefore an element of the vector space $`\mathrm{\Phi }_{}^\times `$. As functional its definition coincides with the one given in Eq. (4) by replacing the function $`\varphi _+(E)`$ by $`\varphi _{}(E)`$, which is analytic on the lower half plane, and the point $`z_R`$ by its complex conjugate $`z_R^{}=E_R+i\mathrm{\Gamma }/2`$
$$<\phi _{}|\stackrel{~}{f}_0>=\varphi ^\mathrm{\#}(z_R^{}).$$
(6)
Its properties are the following: (i) $`|\stackrel{~}{f}_0>`$, (ii) $`H|\stackrel{~}{f}_0>=z_R^{}|\stackrel{~}{f}_0>`$ and, (iii) its time evolution is well defined if $`t<0`$
$$e^{itH}|\stackrel{~}{f}_0>=e^{itE_R}e^{\mathrm{\Gamma }t}|\stackrel{~}{f}_0>$$
(7)
i.e., $`|\stackrel{~}{f}_0>`$ increases exponentially until $`t=0`$, which is conventionally the time at which the capture process is completed and the decay starts.
From these definitions it can be concluded that Gamow vectors obey
$$<f_0|\phi _+>=<\phi _+|f_0>\mathrm{and}<\stackrel{~}{f}_0|\phi _{}>=<\phi _{}|\stackrel{~}{f}_0>^{},$$
(8)
where the star denotes complex conjugation. The bra vectors $`<f_0|`$ and $`<\stackrel{~}{f}_0|`$ are continuous linear functionals on $`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$, respectively,
$$<f_0|H=z_R^{}<f_0|;<\stackrel{~}{f}_0|H=z_R<\stackrel{~}{f}_0|.$$
(9)
The time evolution of $`<f_0|`$ is defined for $`t>0`$ only and it gives
$$<f_0|e^{itH}=<f_0|e^{itE_R}e^{\mathrm{\Gamma }t}$$
(10)
and the time evolution of $`<\stackrel{~}{f}_0|`$ is defined for $`t<0`$ as
$$<\stackrel{~}{f}_0|e^{itH}=<\stackrel{~}{f}_0|e^{itE_R}e^{\mathrm{\Gamma }t}$$
(11)
In this context, it seems that exponentially behaving state vectors are the only class of vectors which can represent Gamow states. To construct a representation, one has to consider these states and also a background, physically produced by the interaction with the environment, re-scattering processes, etc and mathematically by contour integrals in the complex plane . Usually, the resonant scattering process is produced by the interaction of a free prepared state with a potential, creating the resonance. The prepared state must be represented by a Hilbert space vector, say $`\phi `$. Then, if $`\mathrm{\Omega }_{}\phi =\phi _{}`$, we can show that $`\phi _{}`$ is the sum of two contributions. One of these contributions is proportional to the decaying Gamow vector $`|f_0>`$ and the other to the background, represented by a vector in $`\mathrm{\Phi }_+^\times `$, so that
$$\phi _{}=a|f_0>+|\mathrm{background}>$$
(12)
where $`a`$ is a complex number. This background would be responsible for the deviations of the exponential law on the range of short and large times.
Our next goal is to present and compare the definitions of the energy average on Gamow vectors.
## III Definitions of energy average on Gamow vectors.
In this section we shall review the known results obtained in dealing with the definition of energy averages on Gamow states, which are available in the literature, as well as our own definition of it.
### A The mean value of the energy is equal to zero.
It was Nakanishi who first proposed this idea . In fact, if $`H|f_0>=z_R|f_0>`$ and $`<f_0|H=z_R^{}<f_0|`$, we have that $`<f_0|H|f_0>=z_R<f_0|f_0>=z_R^{}<f_0|f_0>`$. This implies that $`(z_Rz_R^{})<f_0|f_0>=0<f_0|f_0>=0`$ and, therefore, $`<f_0|H|f_0>=0`$. The weak point of this argument is that the bracket $`<f_0|f_0>`$ is not defined. Further attempts to define it have been made , but the results are not convincing from a mathematical point of view.
### B The averages are complex.
In specific models, like Friedrichsโs model, the bracket $`<\stackrel{~}{f}_0|f_0>`$ is well defined and its value is one . If we try to obtain this result in a general model independent setting we conclude that $`<\stackrel{~}{f}_0|f_0>`$ can be defined as a distribution-kernel and that it has the value one, although it is not clear if this is the unique choice . If we now define $`\mathrm{\Pi }=|f_0><\stackrel{~}{f}_0|`$, it is now obvious that $`\mathrm{\Pi }^2=\mathrm{\Pi }`$. This idempotency suggest us that that $`\mathrm{\Pi }`$ could be taken as the density operator for the decaying Gamow vector $`|f_0>`$. Now if it would be possible to define Tr$`\{H\mathrm{\Pi }\}`$ and this would be a candidate for the average value of $`H`$ on $`|f_0>`$. In fact, with the help of some generalized spectral decompositions for the Hamiltonian in terms of the Gamow vectors and the generalized eigenvectors of $`H`$ with eigenvalues in the continuous spectrum of $`H`$, we can define this trace in such a way that Tr$`\{H\mathrm{\Pi }\}=<\stackrel{~}{f}_0|H|f_0>`$ , thus
$$<\stackrel{~}{f}_0|H|f_0>=z_R<\stackrel{~}{f}_0|f_0>=z_R$$
(13)
Yet this result cannot be acceptable from the physical point of view. Due to the time-energy uncertainty principle we cannot measure simultaneously the real part of $`z_R`$, which is the resonant energy, and its imaginary part, which is proportional to the inverse of the half life. Thus, $`z_R`$ cannot be the average of any measurement process and cannot be accepted as the energy average. Also, from these considerations, we conclude that the energy average of a Gamow vector, if it can be defined, should be real.
### C The averages are real in the interpretation of Bohm.
This point of view is based in the idea that it is possible to construct a rigged Hilbert space, in which the Gamow vector is a vector in the Hilbert space, under the following conditions:
1. The continuous spectrum of $`H`$ is the whole real axis,
2. $`H`$ is not self adjoint (although it is still symmetric, i.e., $`<\varphi |H\psi >=<H\varphi |\psi >`$ for all $`\varphi `$ and $`\psi `$ in the domain of $`H`$), and,
3. from the point of view of the Hilbert space, the Gamow vector is not in the domain of $`H`$, but the action of $`H`$ on the Gamow vector is well defined in the dual space (that includes the Hilbert space).
The spaces of analytic functions on a half plane that we are using here are spaces of Hardy functions . These functions are determined by their boundary values on the positive semi-axis $`R^+=[0,\mathrm{})`$. Moreover, we have an explicit formula to recover their values on the half plane (including the negative semi-axis, $`R^{}=(\mathrm{},0]`$) from their values on the positive semi-axis . If we denote by $`_\pm ^2`$, the spaces of Hardy functions on the upper (+) and lower (-) half planes, and by $`_\pm ^2|_{R^+}`$ the spaces of the restrictions of the functions of $`_\pm ^2`$ on the positive semi-axis, there is a one to one mapping $`\theta _\pm `$ such that
$$\theta _\pm _\pm ^2_\pm ^2|_{R^+}$$
(14)
As a matter of fact, as our spaces of analytic functions, we take certain regular subspaces of $`_\pm ^2`$. Let $`S`$ be the space of all functions from $`R`$ to $`C`$ which are differentiable to all orders and that vanish at $`\pm \mathrm{}`$ faster than the inverse of any polynomial (Schwartz space). Then, let us consider the spaces $`\mathrm{\Psi }_\pm =_\pm ^2S`$. We have the following relation between $`\mathrm{\Psi }_\pm `$ and $`\mathrm{\Phi }_\pm `$
$$\theta _\pm \mathrm{\Psi }_\pm \mathrm{\Delta }_\pm ;V_\pm =\mathrm{\Omega }_\pm U^1\mathrm{\Delta }_\pm \mathrm{\Phi }_\pm ,$$
(15)
or, equivalently,
$$\mathrm{\Phi }_\pm =V_\pm \theta _\pm \mathrm{\Psi }_\pm $$
(16)
The spaces of Hardy functions $`_\pm ^2`$ are Hilbert spaces as subspaces of $`L^2(R)`$. Therefore, the norms in $`_\pm ^2`$ and in $`L^2(R)`$ coincide. The mappings $`\theta _\pm `$ are one to one transformations from $`_\pm ^2`$ into $`L^2(R^+)`$. In this sense $`\theta _\pm `$ are not unitary, from $`L^2(R)`$ onto $`L^2(R^+)`$, because for any $`\phi _\pm (E)_\pm ^2`$
$$\theta _\pm \phi _\pm _{L^2(R^+)}=_0^{\mathrm{}}|\phi _\pm (E)|^2๐E<_{\mathrm{}}^{\mathrm{}}|\phi _\pm (E)|^2๐E=\phi _\pm _{L^2(R)}<\mathrm{}$$
(17)
In fact, $`\phi _\pm `$ are boundary values of analytic functions and cannot be zero on the negative semi-axis unless they vanish identically.
Now, we can construct a new rigged Hilbert space which is given by $`\mathrm{\Psi }_\pm _\pm ^2\mathrm{\Psi }_\pm ^\times `$. The mappings $`\theta _\pm `$, induce two one to one mappings, $`\theta _\pm ^\times `$, from $`\mathrm{\Psi }_\pm ^\times `$ onto $`\mathrm{\Delta }_\pm ^\times `$, by means of the identity
$$<\theta _\pm \phi _\pm |\theta _\pm ^\times G_\pm >=<\phi _\pm |G_\pm >,$$
(18)
where $`\phi _\pm \mathrm{\Psi }_\pm `$ and $`G_\pm \mathrm{\Psi }_\pm ^\times `$. The mappings $`\theta _\pm ^\times `$ are not extensions of $`\theta _\pm `$ because of the non-unitary of $`\theta _\pm `$. On the other hand, the unitary of $`V_\pm `$ allows us to extend them into the dual spaces by means of a similar formula:, i.e. if $`\varphi _\pm \mathrm{\Delta }_\pm `$ then $`V_\pm \varphi _\pm \mathrm{\Phi }_\pm `$ and if $`F_\pm \mathrm{\Delta }_\pm ^\times `$ then $`V_\pm F_\pm \mathrm{\Phi }_\pm ^\times `$ such that
$$<V_\pm \varphi _\pm |V_\pm F_\pm >=<\varphi _\pm |F_\pm >$$
(19)
Thus, to any $`\phi \mathrm{\Phi }_\pm `$ corresponds an analytic function $`\varphi _\pm (E)\mathrm{\Psi }_\pm `$ and $`\varphi _\pm (E)=\theta _\pm ^1V_\pm ^1\phi _\pm `$. Therefore, the Gamow vectors can be represented as vectors in $`\mathrm{\Psi }_\pm `$ as $`(\theta _+^\times )^1V_+^1|f_0>`$ and $`(\theta _{}^\times )^1V_{}^1|\stackrel{~}{f}_0>`$. However these formulas are unpractical to obtain the Gamow vectors in the new representation. In order to find them we shall use the definition of $`|f_0>`$ and $`|\stackrel{~}{f}_0>`$ and the Titchmarsh theorem on Hardy functions. Then, we have
$$<\phi _+|f_0>=\varphi _+^\mathrm{\#}(z_R^{})=\frac{1}{2\pi i}_{\mathrm{}}^{\mathrm{}}\frac{\varphi _+^\mathrm{\#}(E)}{Ez_R^{}}๐E$$
(20)
and
$$<\phi _{}|\stackrel{~}{f}_0>=\varphi _{}^\mathrm{\#}(z_R)=\frac{1}{2\pi i}_{\mathrm{}}^{\mathrm{}}\frac{\varphi _{}^\mathrm{\#}(E)}{Ez_R}๐E$$
(21)
These formulas imply that
$$(\theta _+^\times )^1V_+^1|f_0>=\frac{1}{2\pi i}\frac{1}{Ez_R^{}}$$
(22)
and
$$(\theta _{}^\times )^1V_{}^1|\stackrel{~}{f}_0>=\frac{1}{2\pi i}\frac{1}{Ez_R}$$
(23)
In this representation the Gamow vectors are square integrable, i.e., they belong to the Hilbert space $`L^2(R)`$. Therefore, we can define brackets and scalar products between them. We can also define energy averages on these vectors. This is, however, not an easy task. First of all, we must observe that in the new representation, the Hamiltonian $`H`$ is given by $`\widehat{E}=V_\pm ^1HV_\pm `$, where $`V_\pm =V_\pm \theta _\pm ^1`$. It is easy to show that $`\widehat{E}\varphi _\pm (E)=E\varphi _\pm (E)`$, i.e., the multiplication operator on $`L^2(R)`$. This is why we do not add subscripts in $`\widehat{E}`$. On $`_\pm ^2`$, $`\widehat{E}`$ is still symmetric but it is not self adjoint (has different deficiency indices on $`_\pm ^2`$). Its spectrum is purely continuous, simple and coincides with $`R`$. The definition of energy averages in this representation is hampered by the fact that
$$\widehat{E}\frac{1}{Ez_R}=\frac{E}{Ez_R}$$
(24)
is not square integrable. This only means that the function $`(Ez_R)^1`$ does not belong to the domain of the multiplication operator $`\widehat{E}`$. However, since $`\widehat{E}`$ can be extended by continuity to $`\mathrm{\Psi }^\times `$, the identity (24) makes sense.
The representations (Eqs (22)) and (Eqs (23)) of the Gamow vectors, when properly normalized, could be used now to define a mean value of the energy for these states. The normalization that we are going to use is the Hilbert space normalization, i.e., if we call
$$\psi ^D=\alpha \frac{1}{Ez_R};\psi ^G=\alpha \frac{1}{Ez_R^{}},$$
(25)
then
$$\psi ^D^2=\alpha ^2_{\mathrm{}}^{\mathrm{}}\frac{dE}{(Ez_R)^2+(\mathrm{\Gamma }/2)^2}=\alpha ^2\pi $$
(26)
Therefore, $`\psi ^D=\psi ^G=1`$ if $`\alpha =1/\sqrt{\pi }`$.
Now, let us define the mean value of the energy on the decaying Gamow vector as
$$<\psi ^D|\widehat{E}|\psi ^D>$$
(27)
and let us evaluate its value. Since $`\widehat{E}\psi ^D(E)=E\psi ^D(E)`$, we have that
$$<\psi ^D|\widehat{E}|\psi ^D>=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}\frac{1}{Ez_R^{}}\frac{E}{Ez_R}๐E=\frac{2}{\pi \mathrm{\Gamma }}_{\mathrm{}}^{\mathrm{}}\frac{EdE}{\left(\frac{EE_R}{\mathrm{\Gamma }/2}\right)^2+1}$$
(28)
The change of variables
$$x=\frac{EE_R}{\mathrm{\Gamma }/2}$$
(29)
transforms the last integral in (28) into
$$\frac{E_R}{\pi }_{\mathrm{}}^{\mathrm{}}\frac{dx}{x^2+1}+\frac{\mathrm{\Gamma }}{2\pi }_{\mathrm{}}^{\mathrm{}}\frac{xdx}{x^2+1}$$
(30)
The first integral in (30) has the value $`\pi `$. The second admits a Cauchy principal value equal to zero. Thus, we find
$$<\psi ^D|\widehat{E}|\psi ^D>=E_R$$
(31)
and
$$<\psi ^G|\widehat{E}|\psi ^G>=E_R$$
(32)
We see that this definition of the energy average of Gamow vectors gives the same real value for both Gamow vectors and coincides with the resonant energy. In addition, due to the adopted normalization, we have that $`<\psi ^D|\psi ^D>=<\psi ^G|\psi ^G>=1`$. Furthermore
$$<\psi ^G|\psi ^D>=\frac{1}{\pi }_{\mathrm{}}^{\mathrm{}}\frac{dE}{(Ez_R)^2}=0$$
(33)
Analogously, $`<\psi ^D|\psi ^G>=0`$.
### D The averages are real in Berggrenโs interpretation.
Berggrenโs approach to the mean value of the Hamiltonian on a Gamow state can be formulated very similarly to Bohmโs. Following , we shall not use Hardy functions to construct our Gelfand triplets. Instead, we consider here another triplet $`\stackrel{~}{\xi }\stackrel{~}{\xi }^\times `$ for which the space $`\stackrel{~}{\xi }^\times `$ consists of tempered ultra-distributions. A simple definition of these objects can be found in and a complete account in . Vectors in $`\stackrel{~}{\xi }`$ are entire analytic functions. Vectors in $`\stackrel{~}{\xi }^\times `$ are represented by pairs of analytic functions on the open upper and lower half planes, respectively. If we call $`\psi _u(z)`$ and $`\psi _l(z)`$ these functions, we can write
$$\psi (E)=\psi _u(E+i0)\psi _l(Ei0),$$
(34)
where $`\psi _u(E+i0)`$ and $`\psi _l(Ei0)`$ represent the boundary limits of $`\psi _u(z)`$ and $`\psi _l(z)`$ on the real axis, respectively. For any $`\psi \stackrel{~}{\xi }^\times `$ and any $`zCR`$, we have
$$\psi (z)=\pm \frac{1}{2\pi i}_{\mathrm{}}^{\mathrm{}}\frac{\psi (E)}{Ez}๐E$$
(35)
were we use in (35) the sign $`+`$ or $``$ for $`z`$ on the upper or lower half plane, respectively,
$$\psi (z_R)=\frac{1}{2\pi i}_{\mathrm{}}^{\mathrm{}}\frac{\psi (E)}{Ez_R}๐E,\psi (z_R^{})=\frac{1}{2\pi i}_{\mathrm{}}^{\mathrm{}}\frac{\psi (E)}{Ez_R^{}}๐E$$
(36)
Now, we have a similar scheme to that presented in the previous section. The total Hamiltonian $`H`$ is represented by the multiplication operator on $`\stackrel{~}{\xi }`$ and it can be extended as a continuous operator into the dual $`\stackrel{~}{\xi }^\times `$. The nuclear spectral theorem guarantees the existence of a complete set of eigenvectors $`|E>`$ of $`H`$ . As eigenvectors, they obey the identity $`H|E>=E|E>`$. The Gamow vectors are now defined asThe decaying Gamow vector is denoted in \[35-36\] as $`|E_G^{}>`$ and the growing Gamow vector as $`|E_G>`$.
$$|f_0>=\frac{1}{2\pi i}_{\mathrm{}}^{\mathrm{}}\frac{|E>dE}{Ez_R},|\stackrel{~}{f}_0>=\frac{1}{2\pi i}_{\mathrm{}}^{\mathrm{}}\frac{|E>dE}{Ez_R^{}}.$$
(37)
Within this scheme, the mean value of the Gamow vectors is defined as in the previous section and it gives the same resultsIn both cases, we can define the probability distribution associated to the Gamow states and it is given by (for the decaying Gamow vector) $`P(E)=|<E|f_0>|^2=\frac{1}{\pi }\frac{\mathrm{\Gamma }}{(EE_R)^2+\mathrm{\Gamma }^2}`$. The same expression is found for the growing Gamow vector..
The coincidence between this last result for the mean value of the Gamow states and Bohmโs one, presented in the last sub-section, comes from a re-interpretation of Berggrenโs definition given in . In fact, for a spherically symmetric potential and for an arbitrary value of the angular momentum $`l`$, we can write the normalized decaying Gamow vector as
$$|f_0>=i\sqrt{\frac{2\mathrm{\Gamma }}{\pi }}_0^{\mathrm{}}\sqrt{\frac{k}{m}}\frac{|k,\widehat{k},l>}{E(๐ค)z_R}๐k,$$
(38)
where, $`k=|๐ค|`$, $`E(๐ค)=k^2/2m`$ and $`\widehat{k}`$ is the unit vector in the direction of $`๐ค`$. For the growing Gamow vector, we have
$$|\stackrel{~}{f}_0>=i\sqrt{\frac{2\mathrm{\Gamma }}{\pi }}_0^{\mathrm{}}\sqrt{\frac{k}{m}}\frac{|k,\widehat{k},l>}{E(๐ค)z_R^{}}๐k.$$
(39)
Now, let $`A`$ be an arbitrary observable. We can define the mean value of $`A`$ on $`|f_0>`$ as
$$<f_0|A|f_0>=\frac{2\mathrm{\Gamma }}{\pi }\underset{l,l^{}}{}_0^{\mathrm{}}๐k_0^{\mathrm{}}๐k^{}\frac{\sqrt{kk^{}}}{m}\frac{<k^{},\widehat{k}^{},l^{}|A|k,\widehat{k},l>}{(E(๐ค^{})z_R)(E(๐ค)z_R^{})}.$$
(40)
If we replace $`A`$ by $`H`$ we obtain, straightforwardly, the value $`E_R`$ for this average. Instead, Berggren defines this mean value as $`\mathrm{Real}<\stackrel{~}{f}_0|A|f_0>`$. As a matter of fact, one can easily show that
$$<f_0|A|f_0>=\mathrm{Real}\{<\stackrel{~}{f}_0|A|f_0>\}+o(\mathrm{\Gamma }^2),$$
(41)
which means that Berggrenโs approximation coincides with Bohmโs to the first order in $`\mathrm{\Gamma }`$.
## IV Conclusions
In this paper we have compared different definitions of Gamow vectors. We have shown the equivalence between Bohmโs and Berggrenโs definitions of the mean value of the Hamiltonian on a resonant state. Our main result, concerning this equivalence, is the realization of the average value of the Hamiltonian on a resonance as a real function which depends on both the real and the imaginary parts of the complex energy. This result is supported, mathematically, by a proper treatment of Gamow vectors in a rigged Hilbert space.
## V Acknowledgements
This work has been partialy supported by the Junta de Castilla y Leรณn, project number CO2/199, the Spanish DGICYT PB 95-0719, the Intercampus Programme, the CONICET (Argentina) and the University of La Plata (Argentina).
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# Superextendons with a modified measure
## I Introduction
There are reasons to consider changing the way we think and formulate generally covariant theories. If these are generally covariant theories of gravity, one of these reasons is the cosmological constant problem, which is a consequence of the fact that in gravitational theory, as usually formulated, the origin of the energy density is important.
This is very much related to the fact that the action for generally covariant theories, which is usually writen as
$$S=d^dx\sqrt{\gamma }L$$
(1)
where $`\gamma `$ is the determinant of the metric and $`L`$ is a scalar, is not invariant under the shift $`LL+const.`$ .
If in (1) we were to change the measure of integration $`d^dx\sqrt{\gamma }`$ by $`d^dx\mathrm{\Phi }`$, where $`\mathrm{\Phi }`$ is a total derivative, then the shift $`LL+const.`$ will indeed be a symmetry.
This possibility was studied in the context of gravitational theories which can handle the cosmological constant problem and as a tool for the construction of new types of scale invariant theories consistent with non trivial masses and potentials which are of the form required by inflation ,, , . In the models of Refs. ,, , no fundamental dimensionfull parameter really appears in the fundamental lagrangian (one can indeed introduce such parameters, but they can be reabsorbed for example by a rescaling of the fields that define the measure $`\mathrm{\Phi }`$).
It is very interesting that the issues raised above in the case of gravitational theories have their analogs in string and brane theories, even before we attempt using these theories as theories of gravity, that is we are talking here of string or brane world sheet analogs of the issues raised above.
To begin with, string and brane theory have appeared as candidates for unifying all interactions of nature. One aspect of string and brane theories seems to many not quite appealing however: this is the introduction from the begining of a fundamental scale, the string or brane tension. The idea that the fundamental theory of nature, whatever that may be, should not contain any fundamental scale has attracted a lot of attention. According to this point of view, whatever scale appears in nature, must not appear in the fundamental lagrangian of physics. Rather, the appearence of these scales must be spontaneous, for example due to boundary conditions in a classical context or a process of dimensional transmutation to give an example of such effect in the context of quantum field theory. Such issue, that is the spontaneous appearence of a scale in scale invariant theories which use a modified measure was addressed (in a four dimensional context) and satisfactory solved in Refs. ,, , .
Interestingly enough, the cosmological constant of gravitational theories has its analog in brane theory. It is well known that the generalization of the Polyakov formalism to branes must incorporate an explicit world brane cosmological term, unlike the string case, where such term is forced to vanish. A definite asymmetry between string and higher branes gets established this way.
Here we will see what we obtain from string and brane theories with a modified measure. As we will see, string theories or more generally brane theories without a fundamental scale are possible if the extended objects do not have boundaries (i.e., they are closed). Also for higher dimensional branes no explicit world brane cosmological constant needs to be included, therefore restoring the symmetry between strings and branes. How the โbrane cosmological constant problemโ is related to the cosmological constant problem of the gravitational low energy theory is not known, but that connection may very well exist.
The situation for bosonic strings and branes with a modified measure was already sudied in a previous work . Here we review this and proceed then to generalize this to the supersymmetric case.
## II Bosonic string and brane theories with a modified measure
In this section we review the previous work on bosonic extendons with a modified measure before going into the supersymmetric case. The Polyakov action for the bosonic string is
$$S_P[X,\gamma _{ab}]=T๐\tau ๐\sigma \sqrt{\gamma }\gamma ^{ab}_aX^\mu _bX^\nu g_{\mu \nu }$$
(2)
Here $`\gamma _{ab}`$ is the metric defined in the $`1+1`$ world sheet of the string and $`\gamma =det(\gamma _{ab})`$. $`g_{\mu \nu }`$ is the metric of the embedding space. $`T`$ is here the string tension, a dimensionfull quantity introduced into the theory, which defines a scale.
We recognize the measure of integration $`d\tau d\sigma \sqrt{\gamma }`$ and as we anticipated before, we want to replace this measure of integration by another one which does not depend on $`\gamma _{ab}`$ .
If we introduce two scalars (both from the point of view of the $`1+1`$ world sheet of the string and from the embedding $`D`$-dimensional universe) $`\phi _i`$, $`i=1,2`$, we can construct the world sheet density
$$\mathrm{\Phi }=\epsilon ^{ab}\epsilon _{ij}_a\phi _i_b\phi _j$$
(3)
where $`\epsilon ^{ab}`$ is given by $`\epsilon ^{01}=\epsilon ^{10}=1`$, $`\epsilon ^{00}=\epsilon ^{11}=0`$ and $`\epsilon _{ij}`$ is defined by $`\epsilon _{12}=\epsilon _{21}=1`$, $`\epsilon _{11}=\epsilon _{22}=0`$.
It is interesting to notice that $`d\tau d\sigma \mathrm{\Phi }=2d\phi _1d\phi _2`$, that is the measure of integration $`d\tau d\sigma \mathrm{\Phi }`$ corresponds to integrating in the space of the scalar fields $`\phi _1,\phi _2`$.
We proceed now with the construction of an action that uses $`d\tau d\sigma \mathrm{\Phi }`$ instead of $`d\tau d\sigma \sqrt{\gamma }`$. When considering the types of actions we can have under these circumtances, the first one that comes to mind ( a straightforward generalization of the Polyakov action) is
$$S_1=๐\tau ๐\sigma \mathrm{\Phi }\gamma ^{ab}_aX^\mu _bX^\nu g_{\mu \nu }$$
(4)
Notice that multiplying $`S_1`$ by a constant, before boundary or initial conditions are specified is a meaningless operation, since such a constant can be absorbed in a redefinition of the measure fields $`\phi _1,\phi _2`$ that appear in $`\mathrm{\Phi }`$.
The form (4) is however not a satisfactory action, because the variation of $`S_1`$ with respect to $`\gamma ^{ab}`$ leads to the rather strong condition
$$\mathrm{\Phi }_aX^\mu _bX^\nu g_{\mu \nu }=0$$
(5)
If $`\mathrm{\Phi }0`$, it means that $`_aX^\mu _bX^\nu g_{\mu \nu }=0`$, which means that the metric induced on the string vanishes, clearly not an acceptable dynamics. Alternatively, if $`\mathrm{\Phi }=0`$, no further information is available, also a not desirable situation.
To make further progress, it is important to notice that terms that when considered as contributions to $`L`$ in
$$S=๐\tau ๐\sigma \sqrt{\gamma }L$$
(6)
which do not contribute to the equations of motion, i.e., such that $`\sqrt{\gamma }L`$ is a total derivative, may contribute when we consider the same $`L`$, but in a contribution to the action of the form
$$S=๐\tau ๐\sigma \mathrm{\Phi }L$$
(7)
This is so because if $`\sqrt{\gamma }L`$ is a total divergence, $`\mathrm{\Phi }L`$ in general is not.
This fact is indeed crucial and if we consider an abelian gauge field $`A_a`$ defined in the world sheet of the string, in addition to the measure fields $`\phi _1,\phi _2`$ that appear in $`\mathrm{\Phi }`$, the metric $`\gamma ^{ab}`$ and the string coordinates $`X^\mu `$, we can then construct the non trivial contribution to the action of the form
$$S_{gauge}=๐\tau ๐\sigma \mathrm{\Phi }\frac{\epsilon ^{ab}}{\sqrt{\gamma }}F_{ab}$$
(8)
where
$$F_{ab}=_aA_b_bA_a$$
(9)
So that the total action to be considered is now
$$S=S_1+S_{gauge}$$
(10)
with $`S_1`$ defined as in eq. 4 and $`S_{gauge}`$ defined by eqs.8 and 9.
The action (10) is invariant under a set of diffeomorphisms in the space of the measure fields combined with a conformal transformation of the metric $`\gamma _{ab}`$,
$$\phi _i\phi _i^{^{}}=\phi _i^{^{}}(\phi _j)$$
(11)
So that,
$$\mathrm{\Phi }\mathrm{\Phi }^{^{}}=J\mathrm{\Phi }$$
(12)
where J is the jacobian of the transformation (11) and
$$\gamma _{ab}\gamma _{ab}^{^{}}=J\gamma _{ab}$$
(13)
The combination $`\frac{\epsilon ^{ab}}{\sqrt{\gamma }}F_{ab}`$ is a genuine scalar. In two dimensions is proportional to $`\sqrt{F_{ab}F^{ab}}`$.
Working with (10), we get the following equations of motion: From the variation of the action with respect to $`\phi _j`$
$$\epsilon ^{ab}_b\phi _j_a(\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }+\frac{\epsilon ^{cd}}{\sqrt{\gamma }}F_{cd})=0$$
(14)
If $`det(\epsilon ^{ab}_b\phi _j)0`$, which means $`\mathrm{\Phi }0`$, then we must have that all the derivatives of the quantity inside the parenthesis in eq.14 must vanish, that is, such a quantity must equal a constant which will be determined later, but which we will call $`M`$ in the mean time,
$$\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }+\frac{\epsilon ^{cd}}{\sqrt{\gamma }}F_{cd}=M$$
(15)
The equation of motion of the gauge field $`A_a`$, tells us about how the string tension appears as an integration constant. Indeed this equation is
$$\epsilon ^{ab}_b(\frac{\mathrm{\Phi }}{\sqrt{\gamma }})=0$$
(16)
which can be integrated to give
$$\mathrm{\Phi }=c\sqrt{\gamma }$$
(17)
Notice that (17) is perfectly consistent with the conformal symmetry (11), (12) and (13). Equation 15 on the other hand is consistent with such a symmetry only if $`M=0`$. Indeed, we will check that the equations of motion indeed imply that $`M=0`$. In the case of higher dimensional branes, the equations of motion will imply that $`M`$ is non vanishing.
By calculating the Hamiltonian, after dropping boundary terms (this is totally justified in the case of closed strings) and (only at the end of the process) using eq.17, we find that $`c`$ equals the string tension.
Now let us turn our attention to the equation of motion derived from the variation of (10) with respect to $`\gamma ^{ab}`$. We get then,
$$\mathrm{\Phi }(_aX^\mu _bX^\nu g_{\mu \nu }\frac{1}{2}\gamma _{ab}\frac{\epsilon ^{cd}}{\sqrt{\gamma }}F_{cd})=0$$
(18)
From the constraint (15), we can solve $`\frac{\epsilon ^{cd}}{\sqrt{\gamma }}F_{cd}`$ and insert back into (18), obtaining then (if $`\mathrm{\Phi }0`$)
$$_aX^\mu _bX^\nu g_{\mu \nu }\frac{1}{2}\gamma _{ab}\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }\frac{1}{2}\gamma _{ab}M=0$$
(19)
Multiplying the above equation by $`\gamma ^{ab}`$ and summing over $`a,b`$, we get that $`M=0`$, that is the equations are exactly those of the Polyakov action. After eq.16 is used, the eq. obtained from the variation of $`X^\mu `$ is seen to be exactly the same as the obtained from the Polyakov action as well.
Let us now consider a $`d+1`$ extended object, described (generalizing the action (9)),
$$S=S_d+S_{dgauge}$$
(20)
where
$$S_d=d^{d+1}x\mathrm{\Phi }\gamma ^{ab}_aX^\mu _bX^\nu g_{\mu \nu }$$
(21)
and
$$S_{dgauge}=d^{d+1}x\mathrm{\Phi }\frac{\epsilon ^{a_1a_2\mathrm{}a_{d+1}}}{\sqrt{\gamma }}_{[a_1}A_{a_2\mathrm{}a_{d+1}]}$$
(22)
and
$$\mathrm{\Phi }=\epsilon ^{a_1a_2\mathrm{}a_{d+1}}\epsilon _{j_1j_2\mathrm{}j_{d+1}}_{a_1}\phi _{j_1}\mathrm{}._{a_{d+1}}\phi _{j_{d+1}}$$
(23)
This model does not have a symmetry which involves an arbitrary diffeomorphism in the space of the measure fields coupled with a conformal transformation of the metric, except if $`d=1`$ (eqs. (11), (12) and (13)). For $`d1`$, there is still a global scaling symmetry where the metric transforms as ($`\theta `$ being a constant),
$$\gamma _{ab}e^\theta \gamma _{ab}$$
(24)
the $`\phi _j`$ are transformed according to
$$\phi _j\lambda _j\phi _j$$
(25)
(no sum on $`j`$) which means $`\mathrm{\Phi }\left(_j\lambda _j\right)\mathrm{\Phi }\lambda \mathrm{\Phi }`$
Finally, we must demand that $`\lambda =e^\theta `$ and that the transformation of $`A_{a_2\mathrm{}a_{d+1}}`$ be defined as
$$A_{a_2\mathrm{}a_{d+1}}\lambda ^{\frac{d1}{2}}A_{a_2\mathrm{}a_{d+1}}$$
(26)
Then we have a symmetry. Also no scale is introduced into the theory from the beginning. This is apparent from the fact that any constants multiplying the separate contributions to the action (21) or (22) is meaningless if no boundary or initial conditions are specified, because then such factors can be absorbed by a redefinition of the measure fields and of the gauge fields. Notice that the existence of a symmetry alone is not enough to guarantee that no fundamental scale appears in the action. For example string theory, as usually formulated has conformal symmetry, but the string tension is still a fundamental scale in the theory.
Another interesting symmetry of the action (up to the integral of a total divergence) consists of the infinite dimensional set of transformations $`\phi _j\phi _j+f_j(L)`$, where $`f_j(L)`$ are arbitrary functions of
$$L=\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }+\frac{\epsilon ^{a_1a_2\mathrm{}a_{d+1}}}{\sqrt{\gamma }}_{[a_1}A_{a_2\mathrm{}a_{d+1}]}$$
(27)
This symmetry does depend on the explicit form of the lagrangian density $`L`$ , but only the fact that $`L`$ is $`\phi _a`$ independent.
Now we go through the same steps we went through in the case of the string. The variation with respect to the measure field $`\phi _j`$ gives
$$K_j^a_a(\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }+\frac{\epsilon ^{a_1a_2\mathrm{}a_{d+1}}}{\sqrt{\gamma }}_{[a_1}A_{a_2\mathrm{}a_{d+1}]})=0$$
(28)
where
$$K_j^a=\epsilon ^{aa_2\mathrm{}a_{d+1}}\epsilon _{jj_2\mathrm{}j_{d+1}}_{a_2}\phi _{j_2}\mathrm{}._{a_{d+1}}\phi _{j_{d+1}}$$
(29)
Since $`det(K_j^a)=\frac{(d+1)^{(d+1)}}{(d+1)!}\mathrm{\Phi }^d`$, it therefore follows that for $`\mathrm{\Phi }0`$, $`det(K_j^a)0`$ and
$$\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }+\frac{\epsilon ^{a_1a_2\mathrm{}a_{d+1}}}{\sqrt{\gamma }}_{[a_1}A_{a_2\mathrm{}a_{d+1}]}=M$$
(30)
where $`M`$ is some constant of integration. If $`d1`$ then $`M0`$ as we will see. Furthermore, under a scale transformation (24), (25) and (26), $`M`$ does change from one constant value to another.
The variation with respect to the gauge field $`A_{a_2\mathrm{}a_{d+1}}`$ leads to the equation
$$\epsilon ^{a_1a_2\mathrm{}a_{d+1}}_{a_1}\frac{\mathrm{\Phi }}{\sqrt{\gamma }}=0$$
(31)
which means
$$\mathrm{\Phi }=c\sqrt{\gamma }$$
(32)
once again. As in the case of the string the brane tension has been generated spontaneously instead of appearing as a parameter of the fundamental lagrangian. Again a simple calculation of the Hamiltonian and using after this the above equation, we obtain that $`c`$ is proportional to the brane tension.
The variation of the action with respect to $`\gamma ^{ab}`$ leads to
$$\mathrm{\Phi }(_aX^\mu _bX^\nu g_{\mu \nu }\frac{1}{2}\gamma _{ab}\frac{\epsilon ^{a_1a_2\mathrm{}a_{d+1}}}{\sqrt{\gamma }}_{[a_1}A_{a_2\mathrm{}a_{d+1}]})=0$$
(33)
We can now solve for $`\frac{\epsilon ^{a_1a_2\mathrm{}a_{d+1}}}{\sqrt{\gamma }}_{[a_1}A_{a_2\mathrm{}a_{d+1}]}`$ from equation (30) and then reinsert in the above equation, obtaining then,
$$_aX^\mu _bX^\nu g_{\mu \nu }=\frac{1}{2}\gamma _{ab}(\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }+M)$$
(34)
This is the same equation that we would have obtained from a Polyakov type action augmented by a cosmological term.
As in the case of the string, $`M`$ can be found by contracting both sides of the equation. For $`d1`$, $`M`$ is non zero and equal to
$$M=\frac{\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }(1d)}{1+d}$$
(35)
We can also solve for $`\gamma ^{cd}_cX^\mu _dX^\nu g_{\mu \nu }`$ in terms of $`M`$ from (35) and insert in the right hand side of (34), obtaining,
$$\gamma _{ab}=\frac{1d}{M}_aX^\mu _bX^\nu g_{\mu \nu }$$
(36)
Which means that $`\gamma _{ab}`$ is up to the constant factor $`\frac{1d}{M}`$ equal to the induced metric. Since there is the scale invariance (24), (25) and (26) an overall constant factor in the evolution of $`\gamma _{ab}`$ cannot be determined. The same scale invariance means however that there is a field redefinition which does not affect any parameter of the lagrangian and which allows us to set $`\gamma _{ab}`$ equal to the induced metric (at least if we start from any negative value of $`M`$), that is,
$$\gamma _{ab}=_aX^\mu _bX^\nu g_{\mu \nu }$$
(37)
In such case $`M`$ is consistently given (inserting (37) into (36) or (35)),
$$M=1d$$
(38)
Notice that in contrast with the standard approach for Polyakov type actions in the case of higher dimensional branes , here we do not have to fine tune a parameter of the lagrangian the brane โcosmological constantโ, so as to force that (37) be satisfied. Here instead, it is an integration constant, that appears from an action without an original cosmological term, which can be set to the value given by eq. (38) by means of a scale transformation. Such choice ensures then that (38) is satisfied (and therefore (37)). Furthermore, it appears that this treatment is more appealing if one thinks of all branes on similar footing, since in the approach of this paper they can all be described by a similar looking lagrangian, unlike in the usual aproach which discriminates in a radical way between strings, these having no cosmological constant associated to them, and the higher dimensional branes, which require a fine tuned cosmological constant.
If we do not make the choice (38), the constant $`c`$ is not directly the brane tension, which is instead $`c(\frac{1d}{M})^{\frac{d1}{2}}`$, which can be checked is scale invariant combination, since under a scale transformation $`Me^\theta M`$ and $`ce^{\theta \frac{(d1)}{2}}c`$. If the choice $`M=1d`$ is made the brane tension is simply $`c`$. The principle remains the same as in the case of the string and the constant $`c`$ is still responsible for the spontaneous generation of a brane tension.
One should notice that other authors have also constructed actions for branes that do not contain a brane-cosmological term . Such formulations depend, unlike what has been developed here, on the dimensionality, in particular whether this is even or odd, so that it is clear that those formulations do not have much relation with what has been done here. Yet other approaches to an action without a brane cosmological involve lagrangians with non linear dependence on the invariant $`\gamma ^{cd}_cX^\alpha _dX^\beta g_{\alpha \beta }`$, also a rather different path to the one followed here. For an interesting analysis of different possible Lagrangians for extendons see .
An approach that has some common features to the one developed here is that of Refs. and where also the tension of the brane is found as an integration constant. Here also gauge fields are introduced, but they appear in a quadratic form rather than in a linear form. Also scale invariance is discussed in , but it is a target space scale invariance since no metric defined in the brane is studied there, i.e. no connection to a Polyakov type action, which is known to be more useful in the quantum theory, is made. For the case of superstrings and superbranes we will follow a procedure that keeps the basic structure found in the bosonic case, except that the gauge fields introduced here in order to obtain a consistent dynamics turn out to be composites of other fields, a rather different approach to that of Ref. . The linearity of the lagrangian on the (in this case composite) gauge fields will be mantained, also unlike Ref. (Ref. does not discuss the super symmetric case).
## III Superstrings with a modified measure
The general structure that we have found for the bosonic strings and branes suggest what is the way to follow in the case of superstrings and supermembranes.
In fact, the additional term with the gauge fields defined by eqs.(8), (9), being associated with the alternating symbol in two dimensions, appears very much related to the Wess Zumino term in the Green Shwarz formulation of the superstring .
It is important to notice that in the Green Schwarz formulation, the Wess Zumino term is not invariant under supersymmetry, but only invariant up to a total divergence. And since we have already discussed, in our formulation total derivatives have to be handled with care, since if $`\sqrt{\gamma }L`$ is a total divergence, $`\mathrm{\Phi }L`$ in general is not.
Under these circumtances, Siegel reformulation of the Green Schwarz superstring, where the Wess Zumino term is manifestly supersymmetric becomes of special interest from our point of view.
In Siegel reformulation, the action of the superstring in a flat embedding spacetime (with metric $`\eta _{\mu \nu }`$) is written as
$$S=TL\sqrt{\gamma }d^2x$$
(39)
where the scalar $`L`$ is given by
$$L=\frac{1}{2}\gamma ^{ab}J_a^\mu J_b^\nu \eta _{\mu \nu }i\frac{\epsilon ^{ab}}{\sqrt{\gamma }}J_a^\alpha J_{\alpha b}$$
(40)
where the currents $`J_a^\mu `$, $`J_a^\alpha `$ and $`J_{\alpha b}`$ are defined as
$$J_a^\alpha =_a\theta ^\alpha ,$$
(41)
$$J_a^\mu =_aX^\mu i_a\theta ^\alpha \mathrm{\Gamma }_{\alpha \beta }^\mu \theta ^\beta ,$$
(42)
$$J_{\alpha a}=_a\varphi _\alpha 2i(_aX^\mu )\mathrm{\Gamma }_{\mu \alpha \beta }\theta ^\beta \frac{2}{3}(_a\theta ^\beta )\mathrm{\Gamma }_{\beta \delta }^\mu \theta ^\delta \mathrm{\Gamma }_{\mu \alpha ฯต}\theta ^ฯต$$
(43)
Then, there is the following symmetry of the lagrangian (exact, not up to total divergence)
$$\delta \theta ^\alpha =ฯต^\alpha ,\delta X^\mu =iฯต^\alpha \mathrm{\Gamma }_{\alpha \beta }^\mu \theta ^\beta ,$$
(44)
and
$$\delta \varphi _\alpha =2iฯต^\beta \mathrm{\Gamma }_{\mu \alpha \beta }X^\mu +\frac{2}{3}(ฯต^\beta \mathrm{\Gamma }_{\beta ฯต}^\mu \theta ^ฯต)\mathrm{\Gamma }_{\mu \alpha \kappa }\theta ^\kappa $$
(45)
If the Dirac $`\mathrm{\Gamma }_{\alpha \beta }^\mu `$ matrices satisfy a condition which requires the target space dimensionality to be 3, 4, 6 or 10. In this formalism the fields $`\varphi _\alpha `$ are not determined at all by the equations of motion, since their dependence enters only as a total divergence.
The situation changes if in eq. (39) , $`T\sqrt{\gamma }d^2x\mathrm{\Phi }d^2x`$ and we now consider
$$S=L\mathrm{\Phi }d^2x$$
(46)
with $`L`$ still given by eqs. (40), (41), (42) and (43).
It is now crucial to recognize that the abelian gauge field defined in the world sheet of the string, which was introduced in order to obtain sensible equations of motion in the case of the bosonic string, appears here induced by the additional fields introduced by Siegel.
The identification of the abelian gauge field proceeds according to the equation
$$i\epsilon ^{ab}_a\theta ^\alpha _b\varphi _\alpha \epsilon ^{ab}_aA_b$$
(47)
which can be indeed solved by the composite gauge field construction
$$A_bi\theta ^\alpha _b\varphi _\alpha $$
(48)
Such composite gauge field construction is indeed very closely related to the ones studied by E.I.Guendelman, E.Nissimov and S.Pacheva and also by C.Castro in Ref. .
One can then see that if no singularities or degenerate situations are present, then all of the equations, except one, are the same as those obtained in the standard Siegel formulation of the Green Schwarz superstring .
The difference is due to the fact that the abelian gauge field $`A_b`$, and therefore the $`\varphi _\alpha `$ fields play a dynamical role, unlike the case of the Siegel formalism. Unlike the Siegel formalism, there is an equation that tells us something about the $`\varphi _\alpha `$ fields. This is the equation obtained from the variation of the measure fields.
$$\epsilon ^{ab}_b\phi _j_aL=0$$
(49)
which means, if $`\mathrm{\Phi }0`$ that
$$L=M=constant$$
(50)
The variation with respect to $`\varphi _\alpha `$ gives the equation
$$\epsilon ^{ab}_a\theta ^\alpha _b(\frac{\mathrm{\Phi }}{\sqrt{\gamma }})=0$$
(51)
If we have a non degenerate situation, that is for enough linearly independent non vanishing components of $`_a\theta ^\alpha `$, it follows that,
$$\frac{\mathrm{\Phi }}{\sqrt{\gamma }}=c=constant.$$
(52)
and as in the bosonic case, the integration constant $`c`$ is the string tension.
Following the steps of section $`2`$, we can once again find, by combining (50) and the equation obtained from the variation with respect to the world sheet metric that
$$M=0$$
(53)
As anticipated, once (52) is used, all the resulting equations are exactly those in Ref. , except for (50) with $`M=0`$, i.e. the vanishing on the mass shell of the lagrangian. Such condition imposses a constraint on the $`\varphi _\alpha `$ fields, which in are totally undetermined.
The interesting role of the new fields $`\varphi _\alpha `$ in obtaining a perfect balance, so as to ensure that the lagrangian is exactly zero, may very well be connected to a resolution of the cosmological constant is the effective low energy gravitational theory. Recall that the ideas of using a modified measure were motivated in the first place in this context .
## IV Superbranes with a modified Measure and without a Cosmological Term
For higher dimensional superbranes Bergshoeff and Sezgin have generalized the auxiliary field formalism of Siegel.
As we saw in the bosonic case, the new feature that appears when considering higher dimensional branes, instead of strings is that in the usual Polyakov type formalism, a wold brane cosmological term must be included, but when the modified measure is used, no explicit cosmological term is required. Instead, when the equations of motion are considered, we are forced to consider a non vanishing value of the constant of integration $`M`$. These features are mantained when we formulate the supermembrane generalization of the above.
We begin our discussion of the higher dimensional branes with the consideration of the $`2+1`$ dimensional brane, which will be treated in some detail. Once this is understood, the higher dimensional cases follow more or less in a similar fashion, provided the results of Ref. are properly applied.
Once again, as in the superstring case, we want to write the lagrangian as the sum of products of invariant supercurrents. For this to be achieved, we need to introduce, in the case of the $`2+1`$ brane, the additional fields $`\varphi _{\mu \nu }`$ (field with two target space indices), $`\varphi _{\mu \alpha }`$ (field with one target space index and one spinor index) and also $`\varphi _{\alpha \beta }`$ (field with two spinor indices), in addition to the original $`\theta ^\alpha `$ and $`X^\mu `$ fields of the brane.
Then we are in a position to define the currents (where an abreviated notation is used in what follows, like $`\overline{\theta }\mathrm{\Gamma }^\mu _b\theta `$ being a short cut for $`\theta ^\alpha \mathrm{\Gamma }_{\alpha \beta }^\mu _b\theta ^\beta `$, etc. . Also in this section we follow normalizations of the $`\theta `$ fields and other conventions of Ref. rather than those of Ref. )
$$L_a^\alpha =_a\theta ^\alpha ,$$
(54)
$$L_a^\mu =_aX^\mu +\frac{1}{2}\overline{\theta }\mathrm{\Gamma }^\mu _a\theta ,$$
(55)
$$L_{a\mu \nu }=_a\varphi _{\mu \nu }+\frac{1}{2}\overline{\theta }\mathrm{\Gamma }_{\mu \nu }_a\theta ,$$
(56)
$`L_{a\mu \alpha }=_a\varphi _{\mu \alpha }+_a\varphi _{\mu \nu }(\mathrm{\Gamma }^\nu \theta )_\alpha +_aX^\nu (\mathrm{\Gamma }_{\mu \nu }\theta )_\alpha +{\displaystyle \frac{1}{6}}(\mathrm{\Gamma }_{\mu \nu }\theta )_\alpha \overline{\theta }\mathrm{\Gamma }^\nu _a\theta `$ (57)
$`+{\displaystyle \frac{1}{6}}(\mathrm{\Gamma }^\nu \theta )_\alpha \overline{\theta }\mathrm{\Gamma }_{\mu \nu }_a\theta ,`$ (58)
$`L_{a\alpha \beta }=_a\varphi _{\alpha \beta }{\displaystyle \frac{1}{2}}X^\mu _a\varphi _{\mu \nu }(\mathrm{\Gamma }^\nu )_{\alpha \beta }+_a\varphi _{\mu \nu }(\mathrm{\Gamma }^\mu \theta )_{(\alpha }(\mathrm{\Gamma }^\nu \theta )_{\beta )}+{\displaystyle \frac{1}{4}}(\overline{\theta }_a\varphi _\mu )(\mathrm{\Gamma }^\mu )_{\alpha \beta }`$ (59)
$`+2(\mathrm{\Gamma }^\mu \theta )_{(\alpha }_a\varphi _{\mu \beta )}{\displaystyle \frac{1}{2}}X^\mu _aX^\nu (\mathrm{\Gamma }_{\mu \nu })_{\alpha \beta }(\mathrm{\Gamma }^\nu \theta )_{(\alpha }(\mathrm{\Gamma }_{\mu \nu }\theta )_{\beta )}_aX^\mu `$ (60)
$`{\displaystyle \frac{1}{12}}(\mathrm{\Gamma }_\nu \theta )_{(\alpha }(\mathrm{\Gamma }^{\mu \nu }\theta )_{\beta )}(\overline{\theta }\mathrm{\Gamma }_\mu _a\theta ){\displaystyle \frac{1}{12}}(\mathrm{\Gamma }_\nu \theta )_{(\alpha }(\mathrm{\Gamma }_\mu \theta )_{\beta )}(\overline{\theta }\mathrm{\Gamma }^{\mu \nu }_a\theta )`$ (61)
And the supersymmetry under which the above currents are invariant is
$$\delta \theta ^\alpha =ฯต^\alpha ,$$
(62)
$$\delta X^\mu =\frac{1}{2}\overline{ฯต}\mathrm{\Gamma }_\mu \theta ,$$
(63)
$$\delta \varphi _{\mu \nu }=\frac{1}{2}\overline{ฯต}\mathrm{\Gamma }_{\mu \nu }\theta ,$$
(64)
$$\delta \varphi _{\mu \alpha }=X^\nu (\mathrm{\Gamma }_{\mu \nu }ฯต)_\alpha \varphi _{\mu \nu }(\mathrm{\Gamma }^\nu ฯต)_\alpha +\frac{1}{6}(\overline{ฯต}\mathrm{\Gamma }_{\mu \nu }\theta )(\mathrm{\Gamma }^\nu \theta )_\alpha +\frac{1}{6}(\overline{ฯต}\mathrm{\Gamma }^\nu \theta )(\mathrm{\Gamma }_{\mu \nu }\theta )_\alpha ,$$
(65)
$`\delta \varphi _{\alpha \beta }={\displaystyle \frac{1}{4}}(\mathrm{\Gamma }^\mu )_{\alpha \beta }\overline{ฯต}\varphi _\mu 2(\mathrm{\Gamma }^\mu ฯต)_{(\alpha }\varphi _{\mu \beta )}{\displaystyle \frac{1}{4}}X^\mu (\overline{ฯต}\mathrm{\Gamma }_{\mu \nu }\theta )(\mathrm{\Gamma }^\nu )_{\alpha \beta }`$ (66)
$`{\displaystyle \frac{1}{4}}X^\mu (\overline{ฯต}\mathrm{\Gamma }^\nu \theta )(\mathrm{\Gamma }_{\mu \nu })_{\alpha \beta }{\displaystyle \frac{1}{12}}\overline{ฯต}\mathrm{\Gamma }_{\mu \nu }\theta (\mathrm{\Gamma }^\mu \theta )_{(\alpha }(\mathrm{\Gamma }^\nu \theta )_{\beta )}`$ (67)
$`{\displaystyle \frac{1}{12}}\overline{ฯต}\mathrm{\Gamma }_\mu \theta (\mathrm{\Gamma }^{\mu \nu }\theta )_{(\alpha }(\mathrm{\Gamma }_\nu \theta )_{\beta )}`$ (68)
Such transformations are indeed a symmetry if the gamma matrices satisfy a condition which requires the dimensionality of the target space to be 4, 5, 7 and 11.
Given those supersymmetric currents, Bergshoeff and Sezgin construct the invariant action
$$S=Td^3x\sqrt{\gamma }[\frac{1}{2}\gamma ^{ab}L_a^\mu L_{b\mu }+\frac{1}{2}\frac{\epsilon ^{abc}}{\sqrt{\gamma }}(L_a^\mu L_b^\nu L_{c\mu \nu }+\frac{9}{10}L_a^\mu L_b^\alpha L_{c\mu \alpha }\frac{1}{5}L_a^\alpha L_b^\beta L_{c\alpha \beta })]$$
(69)
The coefficients of the three last terms, which are cubic in the currents, and which are contracted to $`\epsilon ^{abc}`$ are chosen so that all the dependence on the additional fields $`\varphi _{\mu \nu }`$, $`\varphi _{\mu \alpha }`$ and $`\varphi _{\alpha \beta }`$ is through a total divergence. This is exactly the total divergence by means of which we can once again define a composite gauge field analogous to the one used in the bosonic case, as it was done in the case of the superstring.
We now consider the $`2+1`$ brane action with a modified measure. For this we first get rid of the cosmological term and second consider the change $`T\sqrt{\gamma }d^3x\mathrm{\Phi }d^3x`$, where
$$\mathrm{\Phi }\epsilon ^{abc}\epsilon _{ijk}_a\phi _i_b\phi _j_c\phi _k$$
(70)
That is, we consider the action,
$$S=Td^3x\mathrm{\Phi }[\frac{1}{2}\gamma ^{ab}L_a^\mu L_{b\mu }\frac{\epsilon ^{abc}}{\sqrt{\gamma }}(L_a^\mu L_b^\nu L_{c\mu \nu }+\frac{9}{10}L_a^\mu L_b^\alpha L_{c\mu \alpha }\frac{1}{5}L_a^\alpha L_b^\beta L_{c\alpha \beta })]$$
(71)
In spite of the higher complexity, the basic structure of the theory and the way how the equations of motion work is that same as that of the superstring, explained in section 3.
As in any case, the variation with respect to the measure fields $`\phi _i`$ imposes the constraint that the Lagrangian equals a constant, if $`\mathrm{\Phi }0`$, that is
$`L={\displaystyle \frac{1}{2}}\gamma ^{ab}L_a^\mu L_{b\mu }{\displaystyle \frac{\epsilon ^{abc}}{\sqrt{\gamma }}}(L_a^\mu L_b^\nu L_{c\mu \nu }+{\displaystyle \frac{9}{10}}L_a^\mu L_b^\alpha L_{c\mu \alpha }`$ (72)
$`{\displaystyle \frac{1}{5}}L_a^\alpha L_b^\beta L_{c\alpha \beta })=M=constant`$ (73)
Second, all the conditions obtained from extremizing with respect to variations of the fields $`\varphi _{\mu \nu }`$, $`\varphi _{\mu \alpha }`$ and $`\varphi _{\alpha \beta }`$, are satisfied if
$$\mathrm{\Phi }=c\sqrt{\gamma }$$
(74)
where $`c`$ is a constant. From here we once again obtain that the brane tension appears as an integration constant.
The consideration of the equations obtained from the variation with respect to the world brane metric follow the same general structure to the one discused in the bosonic case.
Once this is realized, it is clear that, except for the existence of the constraint (67), all of the equations are the same as the ones we obtain in the Bergshoeff-Sezgin case after an appropriate rescaling of the metric $`\gamma _{ab}`$, which is equivalent to making the choice
$$M=1d=1$$
(75)
(as discussed in section 2, $`M`$ is not invariant under scaling transformations and through the use of scalings it can be changed continously).
The constraint (67) however is totally absent in the case of Ref. , where the fields $`\varphi _{\mu \nu }`$, $`\varphi _{\mu \alpha }`$ and $`\varphi _{\alpha \beta }`$, although playing an interesting group theoretical role are totally irrelevant dynamically and therefore totally undetermined.
## V The case of higher branes with a modified measure
It is clear that for higher branes, once the Bergshoeff Sezgin construction is known , the two operations quoted in the case of the $`2+1`$ superbrane could also apply, that is: take the Bergshoeff Sezgin lagrangian, first eliminate the cosmological term and second, modify the integration measure (in a way that generalizes straightforwardly from what we have done in the string and in the $`2+1`$ brane) by making the replacement $`T\sqrt{\gamma }d^{d+1}x\mathrm{\Phi }d^{d+1}x`$, with $`\mathrm{\Phi }`$ given as in eq. (23).
Then the gauge fields, which we had to introduce in the bosonic case in order to have a consistent dynamics, are provided by the extra fields required by the Bergshoeff Sezgin formalism, who got to these constructions from a group theoretic point of view .
## VI Discussion and Conclusions
In this paper, we have seen that a formulation of superstrings and superbranes with a modified measure is possible.
Due to the construction of this measure as $`\mathrm{\Phi }d^{d+1}x`$, to the lagrangian that multiplies this structure we can add an arbitrary constant, since $`\mathrm{\Phi }`$ is a total derivative. In this sense, the origin of the vacuum energy density need not be specified in the theory. It may appear through the initial conditions.
In these theories, the tension of the string or brane appears as an integration constant.
Furthermore, such a formulation appears to give a dynamical role and not just a group theoretical role to the extra fields introduced by Siegel and Bergoshoeff and Sezgin .
This may be important in the quantization of the theory and may be also important in the consequences for the low energy gravitational theory that follows from these kind of brane theories. Recall that the original motivation for introducing a modified measure was in this context .
Finally, a very interesting phenomena takes place in the formalism studied here, which is the fact that what we used to think was a total divergence becomes dynamically relevant, even at the classical level and beyond purely topological effects. This is of course due to the use of the modified measure. Such observation raises new possibilities concerning the study and resolution of fundamental questions concerning the dynamical role of total divergences like in the strong CP problem. Some observations concerning a possible resolution of the strong CP problem by the use of composite scalar field structures have been made already in the last paper of Ref .
## VII Acknowledgements
I want to thank J.Bekenstein, R.Brustein, C.Castro, S. de Alwis, A.Davidson, A.Kaganovich, E.Nissimov, S.Pacheva, J.Portnoy and L.C.R. Wijewardhana for discussions.
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# Untitled Document
hep-th/0006236 RUNHETC-2000-28 CALT-68-2285 CITUSC/00-038
On Theories With Light-Like Noncommutativity
Ofer Aharony$`^1`$, Jaume Gomis$`^2`$ and Thomas Mehen$`^2`$
<sup>1</sup>Department of Physics and Astronomy, Rutgers University, Piscataway, NJ 08855
<sup>2</sup> Department of Physics, California Institute of Technology, Pasadena, CA 91125
and
Caltech-USC Center for Theoretical Physics
University of Southern California
Los Angeles, CA 90089
oferah@physics.rutgers.edu; gomis, mehen@theory.caltech.edu
We show that field theories with light-like noncommutativity, that is with $`\theta ^{0i}=\theta ^{1i}`$, are unitary quantum theories, and that they can be obtained as decoupled field theory limits of string theory with D-branes in a background NS-NS $`B`$ field. For general noncommutativity parameters, we show that noncommutative field theories which are unitary can be obtained as decoupled field theory limits of string theory, while those that are not unitary cannot be obtained from string theory because massive open strings do not decouple. We study the different theories with light-like noncommutativity which arise from Type II D-branes. The decoupling limit of the D4-brane seems to lead to a noncommutative field theory deformation of the $`(2,0)`$ SCFT of M5-branes, while the D5-brane case leads to a noncommutative variation of โlittle string theoriesโ. We discuss the DLCQ description of these theories.
June 2000
1. Introduction
Theories on noncommutative spaces, in which the coordinates satisfy $`[x^\mu ,x^\nu ]=i\theta ^{\mu \nu }`$, have been a very active topic of research in the last few years. They appear in decoupling limits of D-branes in string theory in backgrounds with non-zero NS-NS $`B`$ fields \[1,,2,,3\]. The initial research focused on theories with only space-like noncommutativity, that is with $`\theta ^{0i}=0`$. Gauge theories with space-like noncommutativity arise from a decoupling limit of string theory involving D-branes with non-zero space-like $`B`$ fields , in which all string modes decouple and one is left with a field theory (coming from the massless open strings ending on the D-branes). Field theories on such spaces are unitary.
Recently, it was realized that theories with time-like noncommutativity, that is $`\theta ^{0i}0`$, may also exist. However, field theories on such spaces exhibit acausal behaviour \[4,,5\] and the quantum theories are not unitary . In \[7,,8,,9\] it was found that a decoupled field theory limit for D-branes with a time-like $`B`$ field does not exist. However, references \[7,,8\] found a limit in which the closed strings decouple but the massive open strings do not, so this limit describes a noncommutative open string theory (NCOS) rather than a field theory. These open string theories were further analyzed in \[10,,11\]. Several related aspects were recently considered in \[12,,13,,14,,15,,16,,17\].
In this paper we wish to analyze a third type of noncommutativity, in which the noncommutativity parameter $`\theta ^{\mu \nu }`$ is light-like, for example with $`\theta ^{0i}=\theta ^{1i}`$ (in light-cone coordinates this corresponds to $`\theta ^i0`$). We will argue that despite the nonlocality in the time coordinate due to $`\theta ^{0i}0`$, field theories with light-like noncommutativity are quantum mechanically unitary and exhibit interesting properties.
In section $`2`$ we determine which string backgrounds with a constant $`B`$ field admit a decoupled noncommutative field theory limit, and verify for a light-like $`B`$ (say, for $`B_{0i}=B_{1i}0`$) that such a field theory limit exists. In section $`3`$ we analyze perturbative unitarity of noncommutative field theories with arbitrary noncommutativity matrix $`\theta ^{\mu \nu }`$. We show that noncommutative field theories which can be obtained as decoupled field theory limits of string theory are perturbatively unitary quantum theories. On the other hand, those noncommutative field theories that are not unitary cannot be obtained from string theory because massive open string modes do not decouple. Such theories can be made unitary by adding massive open string degrees of freedom, decoupled from the closed strings, and lead to NCOS theories. The relation between unitarity in field theory and decoupling in string theory is physically very appealing.
In section $`4`$ we analyze the decoupling limits of D-branes in Type II string theory which lead to theories with light-like noncommutativity, decoupled from closed strings and from massive open strings. In the case of light-like noncommutativity, the open string coupling constant is identical to the closed string coupling constant. Therefore, the analysis of the decoupling limits is completely analogous to the analysis of decoupling limits of D-branes without a $`B`$ field. For D2-branes and D3-branes, we find decoupling limits giving $`2+1`$ dimensional and $`3+1`$ dimensional super-Yang Mills (SYM) theories (with light-like noncommutativity). The light-like noncommutative $`3+1`$ dimensional SYM theory exhibits a conventional field theoretic S-duality, such that the strong coupling limit of the noncommutative field theory on the D3-brane is also a noncommutative $`\mathrm{๐๐๐๐๐}`$ theory with light-like noncommutativity<sup>1</sup> For a similar two-dimensional phenomenon see .. For D4-branes we find that the decoupling limit seems to lead to a $`5+1`$ dimensional field theory (compactified on a circle), which is a noncommutative version of the $`(2,0)`$ six dimensional SCFT<sup>2</sup> Note that no such decoupled field theory exists for space-like fields, since the self-duality of the 3-form on the 5-brane forces a time-like noncommutativity to accompany any space-like noncommutativity.. For D5-branes we find in the decoupling limit a noncommutative version of โlittle string theoriesโ, which reduces to $`5+1`$ dimensional noncommutative SYM at low energies. Similar theories arise also from NS5-branes with non-zero light-like RR backgrounds. For the various six dimensional theories we also describe the discrete light-cone quantization (DLCQ) of the light-like noncommutative theories, which is a simple variation of the DLCQ for the same theories on a commutative space.
2. Open Strings and Noncommutativity
Consider open strings on a single D-brane (the generalization to several overlapping D-branes is straightforward) in a constant background electromagnetic field (or, equivalently, in a constant background NS-NS two-form field) $`B_{\mu \nu }`$. The conformal field theory of this background was solved in \[19,,20\]. The dynamics of the open string is determined in terms of the sigma model metric (closed string metric) $`g_{\mu \nu }`$, the background two-form field $`B_{\mu \nu }`$ and the closed string coupling constant $`g_s`$. The signature of space-time will be taken to be $`(,+,\mathrm{},+)`$. The propagator of open string worldsheet coordinates between boundary points $`\tau `$ and $`\tau ^{}`$ on the real axis of the upper half-plane is<sup>3</sup> Analogous expressions can be written for the worldsheet superpartners $`\psi ^\mu `$.
$$<X^\mu (\tau )X^\nu (\tau ^{})>=\alpha ^{}G^{\mu \nu }\mathrm{log}(\tau \tau ^{})^2+\frac{i}{2}\theta ^{\mu \nu }\text{sign}(\tau \tau ^{}),$$
where
$$\begin{array}{cc}\hfill G^{\mu \nu }& =\left(\frac{1}{g+2\pi \alpha ^{}B}\right)_S^{\mu \nu }=\left(\frac{1}{g+2\pi \alpha ^{}B}g\frac{1}{g2\pi \alpha ^{}B}\right)^{\mu \nu },\hfill \\ \hfill \theta ^{\mu \nu }& =2\pi \alpha ^{}\left(\frac{1}{g+2\pi \alpha ^{}B}\right)_A^{\mu \nu }=(2\pi \alpha ^{})^2\left(\frac{1}{g+2\pi \alpha ^{}B}B\frac{1}{g2\pi \alpha ^{}B}\right)^{\mu \nu },\hfill \end{array}$$
and the effective open string coupling is given by
$$G_o=g_s\sqrt{\frac{det(g+2\pi \alpha ^{}B)}{det(g)}}.$$
The classical effective action on the D-brane is obtained from the S-matrix of open string states on the disc worldsheet. The presence of the term proportional to $`\theta ^{\mu \nu }`$ in the propagator replaces the conventional product of fields in the effective action with the $``$-product of fields.
We are interested in finding which electromagnetic backgrounds $`B`$ admit a decoupled field theory limit such that the low energy effective description is given by a noncommutative field theory of the massless open string modes<sup>4</sup> Clearly, there is always a low energy limit whose description is given by conventional (commutative) field theory. Here we are interested in a noncommutative field theory description.. Moreover, we want to determine which noncommutative field theories are unitary quantum theories (see section $`3`$). We will see that those four dimensional noncommutative field theories that are perturbatively unitary are precisely those that can be obtained as a decoupled field theory limit of string theory. Moreover, the noncommutative field theories that are not unitary correspond to string backgrounds in which the noncommutative massless open strings do not decouple from the massive ones.
Our analysis will be based on looking at the Dirac-Born-Infeld action describing constant electromagnetic background fields and seeing when it describes a sensible theory on its own. We start by discussing the case of a D3-brane, for which we give a Lorentz-invariant description of the admissible backgrounds. Given a background $`B_{\mu \nu }`$ field, with particular values for the electromagnetic Lorentz invariants<sup>5</sup> We take $`B_{0i}=๐_i`$ and $`B_{ij}=ฯต_{ijk}๐_k`$.
$$\begin{array}{cc}\hfill I_1& =\frac{1}{2}B_{\mu \nu }B^{\mu \nu }=๐^2๐^2,\hfill \\ \hfill I_2& =\frac{1}{8}ฯต^{\mu \nu \rho \sigma }B_{\mu \nu }B_{\rho \sigma }=๐๐,\hfill \end{array}$$
one can perform a Lorentz transformation to go to a standard frame where it is simple to study the existence of a decoupled field theory limit. In the standard frame, $`๐`$ can be chosen to be parallel, anti-parallel or orthogonal to $`๐`$. There are 9 separate possibilities depending on $`I_1`$ and $`I_2`$. The standard frames are :
1) $`I_1>0`$ $`I_2>0`$ : $`๐๐`$$`๐^2>๐^2`$;
2) $`I_1>0`$ $`I_2<0`$ : $`๐๐`$$`๐^2>๐^2`$;
3) $`I_1<0`$ $`I_2>0`$ : $`๐๐`$$`๐^2<๐^2`$;
4) $`I_1<0`$ $`I_2<0`$ : $`๐๐`$$`๐^2<๐^2`$;
5) $`I_1=0`$ $`I_2>0`$ : $`๐๐`$$`๐^2=๐^2`$;
6) $`I_1=0`$ $`I_2<0`$ : $`๐๐`$$`๐^2=๐^2`$;
7) $`I_1>0`$ $`I_2=0`$ : $`๐๐`$$`๐^2>๐^2`$;
8) $`I_1<0`$ $`I_2=0`$ : $`๐๐`$$`๐^2<๐^2`$;
9) $`I_1=0`$ $`I_2=0`$ : $`๐๐`$$`๐^2=๐^2.`$
It is known that a space-like noncommutative field theory can be obtained as a decoupled limit of background 7), since one can always go to a frame in which only the $`๐`$ field is non-zero. Moreover, background 8) can be boosted to a frame in which only the $`๐`$ field is non-zero, and \[7,,8,,9\] showed that no decoupled field theory limit exists for this background. It is easy to see that whenever $`๐`$ is either parallel or antiparallel to $`๐`$ (backgrounds 1)-6)) there is no decoupled noncommmutative field theory limit. The physical origin for the nonexistence of a decoupled field theory limit is that in order to decouple the theory one must take both $`๐`$ and $`๐`$ large , but whenever $`I_20`$ there is an upper critical value of the electric field $`E_c`$ beyond which the theory becomes unstable and, therefore, no sensible decoupled field theory exists. In such a background the $`๐`$ field reduces the tension of a string when the string is stretched in the direction of $`๐`$, and it becomes tensionless precisely at $`E_c`$. Having a parallel (anti-parallel) $`๐`$ field does not change this phenomenon. More explicitly, consider the Dirac-Born-Infeld Lagrangian density for a single D-brane in a background metric $`g_{\mu \nu }=\text{diag}(g,g,g,g)`$ and with arbitrary background $`๐`$ and $`๐`$ fields,
$$_{DBI}=T_3\sqrt{\text{det}(g_{\mu \nu }+2\pi \alpha ^{}B_{\mu \nu })}=T_3\sqrt{g^4+(2\pi \alpha ^{})^2g^2(๐^2๐^2)(2\pi \alpha ^{})^4(๐๐)^2}.$$
Clearly, whenever $`I_20`$ the theory becomes unstable for $`|๐|>E_cg/(2\pi \alpha ^{})`$ and, therefore, there is no decoupled noncommutative field theory limit.
The only case left to consider is when $`I_1=I_2=0`$ (note that one cannot always transform this case to $`๐=๐=0`$, except by an infinite Lorentz boost). This is the light-like noncommutative case, where $`๐^2=๐^2`$ and $`๐๐=0`$. Clearly, there is no obstruction to taking the decoupled field theory limit since there is no instability for any value of the $`๐`$ field. In this case, the presence of the $`๐`$ field perpendicular to $`๐`$ forbids the $`๐`$ field from reducing the energy of the string so that it becomes tensionless. Summarizing, the Lorentz invariant criterion for backgrounds from which one can find a four dimensional decoupled field theory limit is $`I_10`$ and $`I_2=0`$. The remaining backgrounds can be made unitary by adding massive open string degrees of freedom, decoupled from closed strings, and can lead to NCOS theories in an appropriate limit. This criterion will be recovered in the following section from a field theoretic analysis of unitarity.
Similarly, it is easy to show for any Dp-brane with $`p2`$ that a light-like noncommutative field theory can also be obtained from string theory in a background NS-NS $`B`$-field $`B_{0i}=B_{1i}`$. For D2-branes the only Lorentz-invariant that can be constructed from the background field is $`I_1=\frac{1}{2}B_{\mu \nu }B^{\mu \nu }`$. The possible cases are $`I_1>0`$ leading to the usual noncommutative Yang-Mills theory, $`I_1<0`$ leading to the noncommutative open string theory, and $`I_1=0`$ which is the light-like case that we will discuss here.
3. Unitarity Constraints
In unitarity of space-like noncommutative field theories and time-like noncommutative theories was studied at the one loop level, and it was found that space-like noncommutative theories are unitary while time-like noncommutative theories are not unitary. One can easily perform a general analysis of which types of noncommutativity lead to unitary theories and which do not.
Unitarity requires that the inner product $`pp`$ is never negative, where $`p`$ is some external momentum and
$$ppp_\mu \theta ^{\mu \rho }G_{\rho \sigma }\theta ^{\sigma \nu }p_\nu p_\mu g_\theta ^{\mu \nu }p_\nu 0,$$
where $`\theta ^{\mu \nu }`$ is the noncommutativity matrix and $`G_{\rho \sigma }`$ is the background metric of the field theory. The reason behind this requirement is that in order to define loop integrals in these theories, one must analytically continue the momentum and $`\theta ^{\mu \nu }`$ to Euclidean space such that the Euclidean expression for $`pp`$ is positive<sup>6</sup> We will avoid values of the external momenta for which $`pp=0`$, which lead to peculiar infrared divergences., so that Feynman graphs are well-defined. In order to check unitarity of the theory one must analytically continue answers to Minkowski space. Therefore, if in Minkowski space $`pp<0`$, Greenโs functions acquire branch cuts as a function of momentum. It is the presence of these extra branch cuts<sup>7</sup> Greenโs functions in these theories also have the conventional physical branch cuts associated with threshold production of multiparticle states. that causes nonunitary answers, since they lead to extra imaginary pieces for S-matrix elements that violate the optical theorem.
We will analyze in detail the four dimensional case and comment below on the other cases. A necessary condition for unitarity is that the eigenvalues of $`g_\theta ^{\mu \nu }`$ are nonnegative. This ensures that $`pp0`$ and that no unphysical branch cuts in Greenโs functions appear. Therefore, we demand that
$$\text{det}(g_\theta ^{\mu \nu })=\text{det}(\theta ^{\mu \rho }G_{\rho \sigma }\theta ^{\sigma \nu })0.$$
It is useful to rewrite the background metric of the field theory as
$$G_{\mu \nu }=\left((g2\pi \alpha ^{}B)g^1(g+2\pi \alpha ^{}B)\right)_{\mu \nu }.$$
Using (2.1) it follows that
$$\text{det}(g_\theta ^{\mu \nu })=(2\pi \alpha ^{})^4\text{det}\left(\frac{1}{g+2\pi \alpha ^{}B}Bg^1B\frac{1}{g2\pi \alpha ^{}B}\right).$$
Using the fact that $`\text{det}(g+2\pi \alpha ^{}B)=\text{det}(g2\pi \alpha ^{}B)`$ one gets
$$\text{det}(g_\theta ^{\mu \nu })=(2\pi \alpha ^{})^4\frac{1}{\text{det}^2(g+2\pi \alpha ^{}B)\text{det}(g)}\text{det}^2(B).$$
Now, since $`\text{det}(g)<0`$ and $`\text{det}^2(g+2\pi \alpha ^{}B)0`$, and
$$\text{det}^2(B)=(๐๐)^4=I_2^4,$$
a necessary condition for unitarity is that
$$I_2=๐๐=0.$$
Therefore, there are three cases to be considered that can lead to a unitary quantum field theory<sup>8</sup> We will take the open string metric to be $`G^{\mu \nu }=\eta ^{\mu \nu }`$ in the equations below, a different metric with the same signature will lead to the same results. :
7) In this case one can transform to a frame in which only the $`๐`$-field is non-zero, for example $`B_{12}0`$. This leads to space-like noncommutativity with $`\theta ^{12}=\theta `$. Then, we have $`pp=\theta ^2(p_1^2+p_2^2)0`$ and the theory is unitary.
8) In this case one can go to a frame in which only the $`๐`$-field is non-zero, for example $`B_{01}0`$. This leads to time-like noncommutativity with $`\theta ^{01}=\theta `$. Then, $`pp=\theta ^2(p_0^2p_1^2)`$ can be negative and the theory is not unitary.
9) In this case one can go to a frame with $`B_{02}=B_{12}`$. This leads to light-like noncommutativity with $`\theta ^{02}=\theta ^{12}=\theta `$. Then, $`pp=\theta ^2(p_0p_1)^20`$ and the theory is unitary.
Therefore, there is precise agreement between the backgrounds which have a decoupled noncommutative field theory limit and the field theories which have a perturbatively unitary S-matrix. It is easy to generalize this also to other dimensions : the behavior of $`pp`$ in the presence of space-like, time-like and light-like noncommutativity is always as in the cases 7), 8) and 9) discussed above (respectively). In the rest of the paper we will concentrate on theories with light-like noncommutativity.
4. Decoupling Limit With Light-Like Noncommutativity
In the previous two sections we showed that there could exist a decoupled light-like noncommutative field theory limit of string theory, and that the resulting field theory is quantum mechanically unitary. In this section we will study this decoupled field theory limit in detail for all D-branes of Type II string theory. It is convenient to analyze such decoupled field theories in light-cone coordinates, $`x^\pm =\frac{1}{\sqrt{2}}(x^0\pm x^1)`$.
By a Lorentz transformation we can always choose the light-like noncommutativity parameter to be $`\theta ^2\mathrm{\Theta }0`$, with all other noncommutativity parameters vanishing. In the usual coordinates such noncommutativity appears whenever $`\theta ^{20}=\theta ^{21}=\mathrm{\Theta }/\sqrt{2}`$. Such a configuration involves noncommutativity in the time direction ($`\theta ^{20}0`$), which results in a theory non-local in time. Naively, one would not expect such a theory to be unitary, nor would one expect that it can be obtained from a decoupled limit of string theory. However, we can always choose to perform a light-cone quantization in which $`x^+`$ is the time coordinate. The field theory is local in the $`x^+`$ time coordinate since $`\theta ^{i+}=0`$. Therefore, one would expect the light-cone Hamiltonian $`HP_+`$ to be Hermitean, and the field theory to be well-defined. In this section we describe how to get a field theory with this type of noncommutativity as a limit of string theory.
We start with $`k`$ D$`p`$-branes with general $`p`$, but we will focus only on the first three coordinates<sup>9</sup> In order to have a light-like noncommutative field theory $`p2`$. since the others will always have a flat metric and no background fields. We take the closed string metric to be the Minkowski metric $`g_{\mu \nu }=\eta _{\mu \nu }`$, and turn on a non-zero $`B_{2+}`$. Using (2.1) , we find the open string metric $`G^+=G^{22}=1`$, $`G^{}=(2\pi \alpha ^{}B_{2+})^2`$, and the noncommutativity parameter $`\theta ^2=(2\pi \alpha ^{})^2B_{2+}`$. We wish to discuss a decoupling limit in which we take $`\alpha ^{}0`$ to decouple the closed strings and the massive open strings. In order to obtain a finite noncommutativity parameter $`\theta ^2\mathrm{\Theta }`$ in the gauge theory we need to take a very large $`B_{2+}=\mathrm{\Theta }/(2\pi \alpha ^{})^2`$. Equivalently, one can turn on a constant flux in the overall $`U(1)`$ factor in the D-brane gauge group, $`F_{2+}=\mathrm{\Theta }/(2\pi \alpha ^{})^2`$ (times the identity matrix). This requires taking a very large electric field $`E_2`$. As discussed in section $`2`$, when the background flux is light-like, a large electric field does not lead to an instability.
At first sight, we end up in this limit with a strange open string metric with an infinite $`G^{}`$ component. However, this does not actually have any physical effect, and we can easily fix this<sup>10</sup> This was suggested to us by N. Seiberg. by a change of coordinates
$$y^+x^+;y^{}x^{}+\frac{1}{2}G^{}x^+;y^ix^i(i=2,\mathrm{},p).$$
In the new coordinates the open string metric is $`G^{\mu \nu }=\eta ^{\mu \nu }`$ and we have a finite noncommutativity parameter $`\theta ^2=\mathrm{\Theta }`$, so we obtain precisely the field theories discussed above. Equivalently, we could have started with a closed string metric with $`g_{++}`$ which goes to infinity such that the open string metric is diagonal; this situation is related to the situation we describe here by a shift similar to (4.1).
It is important to note that the theories with light-like noncommutativity which we discuss here do not have a typical noncommutativity scale in them, since there is no Lorentz-invariant scalar one can make out of $`\theta ^2`$. Longitudinal Lorentz boosts can rescale $`\theta ^2`$ to any (non-zero) value we wish it to be. The scaling of $`B_{2+}`$ which we describe above is the one which gives $`\theta ^2=\mathrm{\Theta }=constant`$ in the decoupling limit, but any scaling of these parameters (which gives a non-zero and finite $`\theta ^2`$) is related by a boost to the scaling we describe above. Correlation functions in these theories depend on the longitudinal boost invariant combination $`\theta ^2P_{}`$.
Using (2.1) we find that the open string coupling constant in this case is the same as it was without the $`B`$ field, namely $`G_o=g_s`$, so that the Yang-Mills (YM) coupling constant is given by the usual formula $`g_{YM}^2=(2\pi )^{p2}g_s(\alpha ^{})^{(p3)/2}`$. The discussion of the possible decoupling limits is thus exactly the same as without the $`B`$ field and not the same as in the case of a space-like $`B`$ field. One scales $`\alpha ^{}0`$ to decouple the field theory from the bulk and scales $`g_s`$ such that one is left with a non-trivial field theory on the brane ($`g_{YM}`$ is kept fixed). We will now analyze the decoupled theories that we get in different dimensions:
4.1. D3-branes
For $`k`$ D3-branes we can take $`\alpha ^{}0`$ keeping $`g_s`$ fixed, and we get a $`U(k)`$ NCYM theory with finite noncommutativity, which is decoupled from the closed strings and from the massive open strings by the same arguments used in the absence of the $`B`$ field.
It is interesting to note that in the $`3+1`$ dimensional case the $`U(k)`$ gauge theories that we find go to themselves under S-duality, unlike the theories with space-like noncommutativity which are S-dual to noncommutative open string theories (NCOS) . In the light-like case the $`3+1`$ dimensional decoupled theories inherit the S-duality transformation from Type IIB string theory. This transformation inverts the (complexified) gauge coupling and changes the background flux; to leading order in the background flux it exchanges $`F_{\mu \nu }`$ with $`(F)_{\mu \nu }`$ , where $``$ denotes the Hodge operation, and for light-like fields this is actually the exact transformation. This leads to a field theory with a light-like noncommutativity parameter $`\theta ^3`$. Generally, S-duality changes the light-like noncommutativity parameter by $`\theta ^iฯต^{ij}\theta ^j`$, where the epsilon symbol involves the directions transverse to the light-cone coordinates.
4.2. D2-branes
For $`k`$ D2-branes, if we want to keep the YM coupling constant fixed as we take $`\alpha ^{}0`$ we must also scale $`g_s(\alpha ^{})^{1/2}0`$ at the same time, but this obviously does not affect the decoupling arguments. In this limit we find precisely the $`2+1`$ dimensional $`U(k)`$ light-like noncommutative supersymmetric gauge theory.
4.3. D4-branes
Things become more interesting if we discuss the decoupling limit for $`k`$ D4-branes. In this case, if we wish to take $`\alpha ^{}0`$ and keep the YM coupling constant fixed, we must scale $`g_s`$ to infinity as $`(\alpha ^{})^{1/2}`$. Thus, it is more appropriate to think of the theory as M theory compactified on a circle. The Planck scale in M theory scales as $`M_p^3=M_s^3/g_s(\alpha ^{})^1`$ so it goes to infinity, while the radius of the M theory circle remains finite (as in the absence of the $`B`$ field), $`R_{11}=g_s(\alpha ^{})^{1/2}g_{YM}^2`$. The decoupled theory on the D4-branes should thus be viewed as a decoupled theory on $`k`$ M5-branes compactified on a finite circle. This is not surprising since the $`4+1`$ dimensional gauge theory on its own is non-renormalizable even before we add the noncommutativity.
When we go to M theory it is natural to keep the metric on the brane (which is the same as the metric in the bulk up to an infinite $`g_{++}`$ which we discussed above) in the form $`G^{\mu \nu }=\eta ^{\mu \nu }`$. In these coordinates the $`x^{11}`$ direction has periodicity $`2\pi R_{11}`$. Translating the relation $`B_{2+}\mathrm{\Theta }/(2\pi \alpha ^{})^2`$ to M theory variables, we find that the 3-form of M theory scales as
$$C_{2(11)+}\mathrm{\Theta }R_{11}M_p^6$$
in the limit we are taking, with $`R_{11}`$ constant and $`M_p`$ going to infinity.
We claim that this limit, for $`k`$ M5-branes oriented in the $`(0,1,2,3,4,11)`$ directions, defines a decoupled โnoncommutativeโ variation of the $`(2,0)`$ theory living on the M5-branes. In M theory, one can gauge away any constant components of the background $`C`$ field that are transverse to the M5-branes, as well as the anti-self-dual components of $`C`$ along the M5-branes. So, we can take the background $`C`$ field to be self-dual, with nonvanishing $`C_{34+}=C_{2(11)+}`$. Equivalently, instead of the $`C`$ field we can take the self-dual 3-form worldvolume field $`H_{34+}=H_{2(11)+}`$ on the M5-branes to scale in the same way that we scaled the $`C`$ field in the decoupling limit. Here, we used the fact that for light-like fields the non-linear self-duality condition on the 3-form field $`H`$ actually becomes linear .
It is not clear how to characterize the โnoncommutativityโ (or whatever generalizes this notion) in the six dimensional theory. It seems reasonable to expect that this theory has a 3-form โgeneralized noncommutativity parameterโ, which would be (for example) the coefficient of the leading (dimension 9) irrelevant operator appearing in the low-energy expansion of the theory. If we call this parameter $`\psi ^{\mu \nu \rho }`$, dimensional analysis and Lorentz covariance determine that in the light-like โnoncommutativeโ case described above it will be given by $`\psi ^{2(11)}=C_{2(11)+}/M_p^6\mathrm{\Theta }R_{11}`$. This means if we take the $`R_{11}\mathrm{}`$ (or $`g_{YM}\mathrm{}`$) limit in the theory described above, we do not get a theory with finite โnoncommutativityโ. Rather, such a theory would arise from taking $`C_{2(11)+}\psi M_p^6`$ with $`\psi `$ kept constant as $`M_p\mathrm{}`$. However, since we do not understand the notion of โgeneralized noncommutativityโ we cannot rigorously justify these claims. In \[12,,13\] it was suggested that six dimensional โnoncommutativeโ theories can be characterized by an open membrane metric which could be analogous to the open string metric described above; in our case this โopen membraneโ metric turns out to be $`\eta ^{\mu \nu }`$, just like the open string metric on the D4-brane. The fact that the โopen membrane metricโ remains finite as we take $`M_p`$ to infinity is consistent with our claim the the six dimensional theory is a field theory, with no additional open strings or membranes.
A theory which seems to describe the DLCQ of the six dimensional theory described above was discussed in section 4 of . The decoupled theory of $`k`$ M5-branes with $`N`$ units of light-like momentum ($`P_{}=N/R`$) was described in terms of the $`g_{YM}\mathrm{}`$ limit of the Higgs branch of the $`๐ฉ=8`$ $`U(N)`$ $`0+1`$ dimensional SYM theory with $`k`$ hypermultiplets in the fundamental representation , and the Fayet-Iliopoulos (FI) parameters of this theory were identified (in a particular normalization) with $`C_{ij+}/RM_p^6`$ (where $`R`$ is the radius of the compact light-like direction). Note that in the DLCQ, where the $`x^{}`$ direction is compact, we can no longer perform arbitrary longitudinal Lorentz boosts since these also rescale the radius $`R`$; the combination $`C_{ij+}/R`$ appearing in the DLCQ is boost-invariant and can thus be used to characterize the โnoncommutativityโ of the theory. The fact that the DLCQ depends on $`C_{ij+}/M_p^6`$ is consistent with our conjecture for the โgeneralized noncommutativity parameterโ described above. The infinite shift we found (4.1) between the closed string and open string coordinates can be identified with the infinite shift found in the DLCQ between the vacuum energies of the Higgs and Coulomb branches (in the decoupling limit).
The relation between the six dimensional theory we described here and the โopen membraneโ theories discussed in \[10,,12,,13\] is not clear. Those theories involve additional degrees of freedom in addition to the six dimensional field theory, while such degrees of freedom do not seem to appear in our case.
4.4. D5-branes and NS5-branes
For $`k`$ D5-branes, again we have to take $`g_s`$ to infinity as we take $`\alpha ^{}`$ to zero, in order to keep the Yang-Mills coupling fixed. The strong coupling limit of type IIB string theory is described by the S-dual theory, in which the string coupling goes to zero. Thus, it is best to describe the limit we are discussing in the S-dual theory. In this theory we find that we have $`k`$ NS 5-branes, the string coupling goes to zero, and the string tension (which is the inverse gauge coupling on the NS5-branes) remains constant. This is the same limit used to define โlittle string theoriesโ (LSTs) \[24,,25,,26\], so the theory we get in this limit is a noncommutative version of the LSTs. The S-duality turns the NS-NS $`B`$ field into a RR B-field. Therefore, we are discussing NS 5-branes with a constant RR $`B_{2+}`$ field which goes to infinity. Equivalently (as in the previous cases) we can just take the gauge field strength $`F_{2+}`$ on the 5-branes to go to infinity. At low energies (compared to the string tension) this limit gives a (non-renormalizable) light-like noncommutative $`5+1`$ dimensional gauge theory, while at energies of the order of the string scale we have the full noncommutative LST.
As in the previous discussion, the DLCQ of this NCLST is given by a simple deformation of the DLCQ of the LST with $`(1,1)`$ supersymmetry \[27,,28\]. This DLCQ description (which is reviewed in ), for the theory of $`k`$ 5-branes with $`N`$ units of light-like momentum, is given by the low-energy SCFT of the Coulomb branch of the $`1+1`$ dimensional $`U(N)^k`$ gauge theory with bifundamental hypermultiplets for consecutive $`U(N)`$ groups (arranged in a circle). The noncommutative deformation is realized in the DLCQ by adding an equal mass to the $`k`$ bifundamental hypermultipets. Note that this mass, like the light-like noncommutative parameter, is a vector of the $`SO(4)`$ rotation group acting on the four transverse coordinates of the 5-branes.
A similar deformation exists also for the $`(2,0)`$-supersymmetric LST arising from NS 5-branes in type IIA string theory. The โnoncommutativeโ deformation now involves a constant RR 3-form field $`C_{ij+}`$, or equivalently a constant 3-form field in the 5-brane worldvolume. In the DLCQ this deformation corresponds (as discussed in ) to turning on a Fayet-Iliopoulos term in the corresponding $`1+1`$ dimensional gauge theory \[23,,30\]. At low energies (compared to the string scale) the $`(2,0)`$ โnoncommutativeโ LST reduces to the $`(2,0)`$ โnoncommutativeโ field theory arising from $`k`$ M5-branes, which we described in the previous subsection.
For higher dimensional D-branes there seems to be no decoupling limit from the bulk, just like in the case without the noncommutativity.
Acknowledgements: We would like to thank M. Berkooz and especially N. Seiberg for useful discussions. The work of O.A. was supported in part by DOE grant DE-FG02-96ER40559. The work of J.G. and T.M. is supported in part by the DOE under grant no. DE-FG03-92-ER 40701. O.A. would like to thank the USC/Caltech Center for Theoretical Physics and the Erwin Schrรถdinger Institute in Vienna for hospitality during the course of this work. J.G. would like to thank CERN for hospitality during part of this work.
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# 1 Introduction
## 1 Introduction
Free solvable groups were studied by algebraists in the 40sโ50s in works by F.Hall, W.Magnus and others ). The main results were concerned with imbedding to the wreath product. Later in 60-s the growth of the lower central series , and so called GolodโShafarevich series were discussed in the literature (e.g. see ) were considered. Now these groups have become an object of study from the viewpoint of harmonic analysis and asymptotic characteristics. For this we need in more precise model of these groups. Unfortunately the imbedding to the wreath product which was stuied before is not effective because the image of the groups is difficult to describe explicitly.
The free solvable groups of level two and higher have not exact matrix representations,in a sense they are โinfinite-dimensionalโ (or โbigโ) groups, as we shall see further โ in contrary, say, to the free nilpotent groups. In this paper we give a new topological model of the free metabelian groups, i.e. the free solvable groups of level two, and calculate their boundaries. Our realization differs from the known ones (NilsenโSchraer basis of commutant) by its invariance.
Some of wreath products are very similar to the free solvable groups, its had been considered for a long time in the theory of growth and random walks as a natural source of examples and counterexamples. For example in the wreath product $`\mathrm{๐น๐น}\mathrm{๐น๐น}`$ was used as an example of a group with superexponential growth of Folner sets. Later in the group $`\mathrm{๐น๐น}^d\mathrm{๐น๐น}`$, $`d>2`$ โ were used as examples of a solvable and thus amenable groups with non-trivial boundary. The term โwreath productโ was not used in these works, but the suggested terms โlamplighter groupโ and โgroup of dynamical configurationsโ became popular. Thus the wreath products $`\mathrm{๐น๐น}^d\mathrm{๐น๐น}`$ for $`d>2`$ give an important example of amenable groups with positive entropy - it was a surprise โ a common opinion before was that all amenable groups have zero entropy (). The Furstenberg-Poisson boundary in this example was not calculated completely, only a natural candidate was presented โ moreover, it is this candidate that was used to prove positivity of the entropy (owing to the entropy criterion ). These kind of examples were used also in the theory of index of von Neumann factors (see ). Recently, the wreath products were used by a student A. Dyubina - see in construction of an example of quasi-isometric groups, one of which is solvable, and the other one is not virtually solvable, as well as in construction of an example of intermediate drift growth. But the boundary was not explicitly calculated upto now - we give the precise description as a corollary of the theorem about the boundary for free solvable group.
Now it becomes clear that the free solvable groups are much more natural and important class of examples than the wreath products with lattices, and the effects which were discovered in the wreath products manifest themselves yet more explicitly in the free solvable groups.
In this paper we shall give:
a new topological model of metaabelean (= free solvable group of level 2),
a new (geometrical) normal form for the elements of it
and finally we describe the Poisson-Furstenberg boundary of these groups.
Using the same method and reduction to the free solvable group, we also descirbe the boundary of wreath products - old problems which appeared in .
## 2 Topological model of free solvable groups of the level two
We start with a new, as far as we know, model of the free solvable group of level two having a topological interpretation.
Let $`Sol_d^2`$ be the free solvable group of level two with $`d`$ generators, i.e. the universal object of the variety of solvable groups of level two with $`d`$ generators. This group may be defined in a more constructive way as the factor group of the free group with $`d`$ generators with respect to the second commutant:
$$Sol_d^2=F_d/(F_d)^{\prime \prime }$$
where $`F_d`$ is free groups with $`d`$ generators, and $`G^{\prime \prime }`$ is the second comutant of the group $`G`$. Sometimes we omit โ2โ in $`Sol_d^2`$ because in this paper we consider solvable group of level two only.
The commutant of this group is an abelian group with infinite number of generators which may be indexed by the elements of the $`d`$-dimensional lattice. Namely, they are the images of the commutators $`[x_i,x_j]`$, $`i,j=1,\mathrm{},r`$; $`ij`$ of the original generators under the action of the inner automorphisms defined by the monoms $`x_1^{k_1}\dot{x}_2^{k_2}\mathrm{}x_r^{k_r}`$ (the order of factors does not matter since such automorphism of the commutant, as one can easily check, depends only on the degrees of variables $`k_1,k_2,\mathrm{},k_d`$ and does not depend on their order). The group $`Sol_d`$ is isomorphic to the extension of the commutant by the group $`\mathrm{๐น๐น}^d`$ acting on the commutant and some $`2`$-cocycle. (The author follows the terminology in which the extending group is the group which acts by automorphisms rather than the group on which it acts, as is accepted in algebra).
For $`d=2`$, the commutant is completely defined, since the described generators of the commutant are not subject to any relations, and they are the free generators of an abelian group. But for $`d3`$ the description becomes more cumbersome, since the generators are subject to some relations. One can easily see this: for example the element
$$x_1x_2x_3x_1^1x_2^1x_3^1$$
admits two different notations in pairwise commutators of the group generators and adjoined elements, i.e. in the above described generators of the commutant. Easy to see that this element is a cycle on the one-dimensional skeleton of the three-dimensional cube, and there are two ways to decompose it into the product of cycles of plane faces. Thus the use of these generators is not convenient. It was proved in classical works ( and others) that this group is embedded into the wreath product $`\mathrm{๐น๐น}^d\mathrm{๐น๐น}^d`$, but this embedding is not fit for our purposes either, since the image of these groups under this embedding is not easy to describe.
However, there is a direct way to describe the commutant and the whole group which is partially borrowed from analogies with the theory of cubical homologies, see f.e. . The same method also allows to describe easily the cocycle defining the extension.
Let us consider the lattice as a one-dimensional complex, i.e. a topological space, namely, as the union of all shifts of the coordinate axes by integer vectors. In another word this is the Caley graph of $`\mathrm{๐น๐น}^d`$ under the ordinary generators as one-dimensional complex. To distinguish it from the lattice as a discrete group, denote this one-dimensional complex by $`E^d`$. Consider the additive group $`๐_d`$ of oriented closed $`1`$-cycles on the space $`E^d`$ as a one-dimensional complex. We will consider nontrivial in homotopy sense cycles or simply the groups of the first homologies of $`E^d`$ with integer coefficients - $`H_1(E^d)B_d/Z_d`$, where $`Z_d`$ is the group of the homotopivcally trivial cycles. The generators of $`H_1(E^d)`$ are elementary cycles (plackets in the physical terminology, or standard $`1`$-cycles in sense of the theory of cubical homologies, see), i.e. the cycles that go around two-dimensional cell of the lattice. A path around the cell with nodes $`(0,e_i,e_i+e_j,e_j)`$ in the indicated order, where $`e_i`$, $`e_j`$ are coordinate unit vectors, is called the elementary $`(i,j)`$-coordinate cycle. There is a natural action of the group $`\mathrm{๐น๐น}^d`$ by shifts on the group of homologies $`H_1(E^d)`$. Each elementary cycle is a translation of one of the elementary coordinate cycles.
Now we define a $`2`$-cocycle $`\beta (,)`$ of the group $`\mathrm{๐น๐น}^d`$ with values in the group of homology $`H_1(E^d)`$ or in the group of cycles $`๐_d`$, and then the element of the group $`H^2(\mathrm{๐น๐น}^d;H_1(E^d))`$ with respect to action defined above. More exactly, we define at once the cohomology class of cocycles. For this, we associate with every element $`v\mathrm{๐น๐น}^d`$ of the lattice an arbitrary connected path $`\tau _v`$ connecting the zero with the element $`v`$ (โpathโ as well as โlatticeโ are understood literally: a path is a continuous mapping of the half-line $`R_+`$ or a segment into the lattice as a topological space which sends integer points $`\mathrm{๐จ๐ญ}R_+`$ to integer vectors, and which is linear at each integer segment). Then, given a pair $`(v,w)`$ of elements of the lattice $`\mathrm{๐น๐น}^d`$, we define a cycle $`\beta (v,w)๐_d`$ formed by three paths:
$$(\tau _v,v+\tau _w,\tau _{v+w}).$$
This cycle regarded as an element of $`๐_d`$ is exactly the value of the $`2`$-cocycle $`\beta (v,w)`$, or more exactly as element of the group $`H_1(E^d)`$.
###### Lemma 1
Different choices of the system of paths $`v\tau _v`$ lead to cohomological cocycles.
Proof. Indeed, if $`v\tau _v`$ and $`v\rho _v`$ are two such systems, then the cycle $`(v\tau _v,(v\rho _v)^1)`$ realizes the cohomology.
As a corollary we obtain that the cocycle correctly defined the class of cohomology, Denote by $`\overline{\beta }`$ the cohomology class of the constructed cocycle. Note that by construction this cocycle is trivial in the group of paths, however it is non-trivial as a cocycle in the group of cycles (or homologies) of $`E^d`$. So we obtain the extension of infinitely generated abelian group $`H_1(E^d)`$ by the group $`\mathrm{๐น๐น}^d`$ with the 2-cocycle $`\beta `$. The generators of this group are the genrator of $`\mathrm{๐น๐น}^d`$.
###### Theorem 1
The extension of the group $`H_1(E^d)`$ by the group of shifts $`\mathrm{๐น๐น}^d`$ with the cohomology class $`\overline{\beta }`$ is canonically isomorphic to the free solvable group of level two with $`d`$ generators $`Sol_d`$. The image of the group $`H_1(E^d)`$ under this isomorphism is exactly the commutant of the group $`Sol_d`$, the image of the elementary $`(i,j)`$-coordinate cycle being the commutator of the generators $`[x_i,x_j]`$, and the action of $`\mathrm{๐น๐น}^d`$ on cycles turning into the action of $`\mathrm{๐น๐น}^d`$ by the inner automorphisms on the commutant of the group $`Sol_d`$.
Proof. Let us define homomorphism from $`Sol_d`$ to the groups we have defined by putting the generators of $`Sol_d`$ to the generator of $`\mathrm{๐น๐น}^d`$. It is clear that the commutators if the elements of $`\mathrm{๐น๐น}^d`$ go to the subgorup of cycles (homologies), so we have the surjection of $`Sol_d`$ onto our group. It is clear also that the kernal is trivial.
###### Remark 1
It is possible to prove that $`H^2(\mathrm{๐น๐น}^r;๐_r)=\mathrm{๐น๐น}`$, and the constructed cocycle is a generator of this group.
This construction admits far generalizations. For example, it becomes clear how to understand a continual analogue of the free solvable groups of level two โ one should replace the group of cycles on the lattice by an additive group of some $`1`$-cycles on $`R^d`$ (or De Rham flows), and define the action of $`R^d`$ and the cocycle exactly as above. Such generalization makes clear the above remark that one should consider the free solvable group as an infinite-dimensional group.
More exactly. Let $`M`$ a homogeneous space of the Lie group $`G`$ and $`H_1(M)`$ is the first homologies with compact support with scalar coefficients (say $`๐ข`$). The group $`G`$ acts on $`H_1(M)`$, and we can define the cocycle $`\beta `$ in the same way: to choose the path $`\gamma _x`$ from some fixed point $`0`$ to an arbitrary point $`x`$ which depends continiously on the point $`x`$ in the space of pathes, and then define the 2-cocycle with the same formula.
It is interesting to define also the analogue of this construction with smooth differenctial 1-forms instead of $`H_1`$. andto define canonical 2-cocycle and element of $`H^2(G;\mathrm{\Omega }^1(M)`$ related to de Rham cohomology. The same technique may be applied to construct the free solvable groups of higher levels โ for example, the group of level three may be represented in the same way, since its commutant is the free solvable group with infinite number of generators, hence it is natural to represent the second commutant as the group of $`2`$-cycles on the lattice, and by induction we can constract
$$\mathrm{๐น๐น}^d_\beta (H_1(E^d)_\theta H_1(H_1(E^d)))$$
where $`H_1(H_1(E^d))`$ is the group of the first homologies on the abelian group $`H_1(E^d)`$ with respect to $`\mathrm{๐๐๐๐}`$ generators, and $`\theta `$ the corresponding 2-cocycle of the same type as $`\beta `$ above.
## 3 Space of the pathes and normal forms
We are going to present a general simple technique which reduces the word identity problem in finitely generated groups to the combinatorial geometry on the lattice. We shall see that the word identity problem has a pronounced geometric character. The word identity in a group is equivalent to a notion of equivalence of paths on the lattice which depends on the group; to find a normal form is to solve an isoperimetric problem, etc. In fact, we replace the space of paths on the Cayley graph by a canonically isomorphic space of paths on the lattice. In some cases like the one we study below this method is very efficient.
Given a group $`G`$ with a system $`S=S^1`$ of $`d`$ generators, each its element can be represented by a word in the alphabet $`S`$, and with this word we may associate a connected path on the lattice $`\mathrm{๐น๐น}^๐`$ starting at zero as follows. Identify the $`i`$th generator with the $`i`$th coordinate unit vector of a fixed basis of the lattice, $`i=1,\mathrm{},d`$. Now associate with each oriented edge of the lattice a generator or its inverse which corresponds to the coordinate axis parallel to this edge, taking the generator, if we pass the edge in the direction of growing distance from zero, and the inverse generator, if the direction is opposite. It is clear, that the space of pathes of the given l (finite or infinite length) in the Cayley graph of the groups with the fixed set of $`d`$ generators canonically isomorphic to the space of pathes of the same length on the lattices $`\mathrm{๐น๐น}^d`$.
Thus each word is a path on the lattice: the empty word (the unity of the group) turns into the path consisting of one zero point of the lattice, let us call it trivial. Adding some generator (or its inverse) to the end of a given word means adding the oriented edge corresponding to this generator or its inverse, depending on orientation, to the end of the constructed path.
###### Definition 1
Two paths are $`G`$-equivalent if they define the same element of the group $`G`$.
Thus the word identity problem is reformulated as the problem of $`G`$-equivalence of paths on the lattice. Of course this reformulation looks like tauthology, but sometimes it is very useful.
If the relations between generators of the group are generated by the elements of the commutant of the free group, then it suffices to define the equivalence of a closed path (=cycle) to the trivial path (=cycle). This is the case in some of the below examples. But sometimes (e.g. the Heisenberg group) a non-closed path may be equivalent to a closed one. In this case it does not suffice to define the equivalence of closed paths to the trivial one.
Example 1.
Free abelian groups If $`G=\mathrm{๐น๐น}^๐`$, then two paths are $`G`$-equivalent if their ends coincide. The group is identified with the lattice. Every closed path (terminating at zero) is equivalent to the trivial one and defines the unity of the group.
Example 2.
Free groups
Another trivial example is given by the free group. In this case two paths are equivalent if they will coincide if we successively cancel in each path all neighbouring edges differing only by orientation.
Example 3.
Free nilpotent groups of level 2.
A less trivial example. Let $`G`$ be the free nilpotent group of level $`2`$ with $`d`$ generators. First consider the case $`d=2`$ โ this is the discrete Heisenberg group, i.e. the group of integer-valued upper triangular matrices of third order with ones on the main diagonal. Denote the generators by $`a`$, $`b`$, then the relations are as follows:
$$[a,b]a=a[a,b],[a,b]b=b[a,b],[a,b]=aba^1b^1.$$
In this case a closed path is equivalent to the zero path if and only if the algebraic (oriented) area enclosed by it is zero. And two paths $`\gamma _1`$ and $`\gamma _2`$ are equivalent if the closed path formed by $`\gamma _1\gamma _2^1`$ is equivalent to the trivial path.
The same conclusion is also true for the continuous Heisenberg group โ the area is exactly the value of the symplectic $`2`$-form (defining the group) on the corresponding $`2`$-cycle. This fact is known for a long time and is used in symplectic geometry and the control theory.
For $`d>2`$, the equivalence of a closed path to the zero one is described by the same criterion but applied to all projections of the closed path on the two-dimensional coordinate subspaces of the lattice.
The following key example seems to be new.
Example 4.
Free solvable groups of level two - free metaabelian groups.
Let $`G=Sol_d`$. By definition, the relations between generators lie in the second (and hence in the first) commutant of the free group. Thus it suffices to define the equivalence of closed cycles to the trivial cycle. But we give the equivalence condition for arbitrary paths.
Given a path $`\gamma `$, an edge $`\rho `$ of the lattice may occur in $`\gamma `$ with different orientation $`+,`$. Denote by $`\gamma (\rho )`$ the algebraic sum (including signs) of all occurrences of this edge in the path $`\gamma `$.
###### Lemma 2
Two finite paths $`\gamma _1`$, $`\gamma _2`$ on the lattice $`\mathrm{๐น๐น}^๐`$ are $`Sol_d`$-equivalent if and only if $`\gamma _1(\rho )=\gamma _2(\rho )`$ for every edge $`\rho `$.
In other words, the equivalence means that all edges of the lattice occur in both paths with equal multiplicities (taking into account the directions) independently on the order. Recall that in Example 2 (the free group) only neighbouring edges of opposite orientation were canceled.
Proof. The proof follows immediately from the description of the commutant of the group $`Sol_d`$. Indeed, since all commutators of $`Sol_d`$ commute, this means that two paths differing by the order of plackets occurring in them are equivalent. Thus the equivalence class depends only on the total multiplicity of edge taking into account orientations.
This criterion may be easily reformulated as a solution of the word identity problem in the group $`Sol_d`$ in inner terms of the words, i.e. as a normal form of group elements, but the above criterion is more useful for the sequel. The detale description of this normal form was investigated by student S.Dobrunin. The main preference of this group is the cancellation property for edges \- in order to make a label on the given edge we can restrict ourself with the visits of this edge only (and ignore other parts of path). This is not the case for the solvable group of the levels more than two. A nice question -to find the groups with the natural geometrical equvalence of the pathes. The language of the equivalence of the words in initial alphbet could be more cumbersome than the language of the equvalence of the pathes (but of course both are coinsided), The group $`Sol_d`$ is just an example of that effect. Our interpretation of the classes of the group could be considered as โnormal formโ of the word - the difference with ordinary normal form is the following: we are givong the invarianats of the classes - function on the edges - instead of giving some concrete representor of classes. Of course it is not difficult using our method to give the normal form in usualk sense, but this form wonโt be minimal.
## 4 The boundary of the free solvable groups and of the wreath products
Now consider the space of infinite paths on the lattice $`\mathrm{๐น๐น}^d`$ beginning at zero. It may be identified with the space $`S^{\mathrm{๐จ๐ญ}}`$ of infinite sequences in the alphabet $`S`$ of generators and their inverses. We provide it with the natural topology and the Bernoulli measure $`\mu ^{\mathrm{}}`$ with equal probability on the generatos and its inverses.
Consider also the space $`F(E^d;\mathrm{๐น๐น}+\mathrm{})F^d`$ of all functions with integer or infinite values on the set of edges of the lattice $`E^d`$, and introduce the mapping $`\mathrm{\Phi }`$ of the space of infinite paths $`S^{\mathrm{๐จ๐ญ}}`$ in $`F^d`$ which associates with an infinite path $`\gamma `$ and an edge $`\rho `$ the number $`lim_n\mathrm{}\gamma _n(\rho )`$, if the limit exists (i.e. stabilizes), and $`+\mathrm{}`$ otherwise. Here $`\gamma _n`$ is the initial segment of the path $`\gamma `$.
We will consider a โsimple symmetricโ random walk on the free solvable group $`Sol^d`$ of the level 2 with $`d`$ generators wich means that the initial measure (transition probability) is a uniform measure with charge $`(2d)^1`$ on the canonical generators and its inverses. We will describe the Furstenberg- Poisson boundary - $`\mathrm{\Gamma }(Sol^d,\widehat{\mu })`$ (see for drfininiton and ) of that random walk, using a reduction to the classical simple symmetric random walk on the group $`\mathrm{๐น๐น}^d`$. Namely, each path (trajectory) in the $`Sol^d`$ can be projected to the $`\mathrm{๐น๐น}^d`$ so, we have a map from space of pathes in $`Sol^d`$ to the space of pathes $`\mathrm{๐น๐น}^d`$. We will use the map very intensively.
Recall a fundamental fact from the theory of simple random walks on the lattices: if $`d=1,2`$, then the random walk is recurrent, i.e. with probability one it passes infinitely many times through any node and any edge, and if $`d>2`$, the random walk is not recurrent, in particular, each edge with probability one occurs in a trajectory of the walk with finite multiplicity (see ). Further we shall consider this case $`d>2`$. Let us call the functions from $`F^d`$ stable functions. (We exclude infinite values, since the walk is non-recurrent, thus the values of stable functions are finite.) Two infinite paths with the same image under $`\mathrm{\Phi }`$ (finite or not) are called stable equivalent. Thus stable equivalence coincides with the equivalence considered in the previous section. Our aim is to prove that this equivalence coincides with the equivalence defined by the boundary partition $`\sigma `$ on $`S^{\mathrm{๐จ๐ญ}}`$, see section 3. In other words, we have to prove that there is no measurable function (it suffices to consider functions from $`L^2`$) that is orthogonal to all stable functions and is $`\sigma `$-measurable, i.e. is constant on the paths whose finite segments are equivalent in the above sense.
###### Theorem 2
1. For $`d2`$, the space of classes of infinite stable equivalent paths, and the boundary $`(\mathrm{\Gamma }(Sol_d,\mu ),\mu _\sigma )`$, where $`\mu `$ is the uniform measure on generators of the group $`Sol_d`$, are trivial ($`mod0`$), i.e. consist of a single point. More exactly, the mapping $`\mathrm{\Phi }`$ sends almost all paths to the identically infinite function on edges.
2. For $`d>2`$, the space of classes of stable equivalent paths is not trivial, and it is canonically isomorphic to the boundary $`(\mathrm{\Gamma }(Sol_d,\mu ),\widehat{\mu })`$. More exactly, the mapping
$$\mathrm{\Phi }:(S^{\mathrm{๐จ๐ญ}},\mu ^{\mathrm{}})(F^d,\widehat{\mu })$$
is well defined, for almost all paths the image is everywhere finite function on edges, and the projection $`\mathrm{\Phi }`$ is the canonical isomorphism of this space and the boundary:
$$(\mathrm{\Gamma }(Sol_d,\mu ),\widehat{\mu })=(F^d,\widehat{\mu }).$$
here $`\widehat{\mu }\mathrm{\Phi }(\mu ^{\mathrm{}})`$
Thus the PoissonโFurstenberg boundary of the pair $`\mathrm{\Gamma }(Sol_d,\mu )`$ is canonically isomorphic as a measure space to the space $`(F^d,\widehat{\mu })`$ of integer-valued functions on edges provided with the image measure.
Proof. We use a general method which is in more detals published in paper by author in which we had consider the boundary of the groups for the case when so called stable normal form exits. However, we shall make use of the stable equivalence instead of stable normal forms. Again it suffices to prove that the limits of functions depending on stable coordinates exhaust the whole space of $`\sigma `$-measurable (boundary) functions. Assuming that such function exists and is independent on all stable functions, approximate it by cylindric, i.e. $`n`$-stable functions depending on stable coordinates of length less than $`n`$ (see the theorem of section 3). By the same reasons as in general method, such functions must depend only on the coordinates of ($`\beta (\gamma )`$) that can change when continuing the path $`\gamma `$, and thus, since the walk is non-recurrent, the distance of the corresponding edges $`\beta `$ from zero must be greater than some constant depending on $`n`$ for the paths $`\gamma `$ from a set of measure close enough to one also depending on the choice of $`n`$. Choosing, as above, a sequence $`n_k`$ so that these sets of the numbers of coordinates on which depend the approximating functions, do not intersect, we obtain a contradiction (if the functions are not constant) with asymptotic independence of values of the functionals $`\beta (\gamma )`$ for edges $`\beta `$ which are far enough from each other. Thus there is no functions except constants that are orthogonal to all stable functions. Hence the boundary $`\mathrm{\Gamma }(Sol_d,\mu )`$ is mapped to $`(F(E^d;๐),๐ฝ(\mu ^{\mathrm{}}))`$ since the image of a path under this mapping depends only on stable functionals of the path, and this mapping is an isomorphism.
###### Remark 2
The properties of the measure $`\mathrm{\Phi }(\mu ^{\mathrm{}})`$, i.e. of the canonical measure on the boundary of the free solvable group, are of great interest. This is a measure on the space of integer-valued functions on the edges of the lattice. Its one-dimensional distributions (the values on one edge) can be expressed by the differences of the Green function of the simple $`d`$-dimensional ($`d3`$) random walk at the end and at the beginning of the edge. However, the author knows nothing on the correlations of this natural measure. This measure seems to be more natural than a similar measure on configurations, i.e. on the space of integer-valued functions at the nodes of the lattice which arises in the wreath product model (see below).
Let us apply this method to other groups. Consider the wreath product $`\mathrm{๐น๐น}^dHG_d(H)`$, where $`H`$ is a cyclic group of finite or infinite order (now this wreath product is called the โlamplighter groupโ, since the walk on this group is the walk on the lattice with simultaneous random switching lamps in each node of the lattice). This is also a solvable group of level $`2`$ with $`d+1`$ generators. It is convenient to represent it as the skew product of $`\mathrm{๐น๐น}^d`$ and the space $`F_0(\mathrm{๐น๐น}^d;H)`$ of all finite configurations, i.e. $`H`$-valued functions on the lattice. Therefore, this group is naturally represented as a factor group of the group $`Sol_{d+1}`$. If $`d3`$, then the boundary $`\mathrm{\Gamma }(G_d(H),\mu )`$, where $`\mu `$ is the uniform measure on generators, is not trivial, this was first noted in . Easy to see that the boundary can be mapped onto the space $`F(\mathrm{๐น๐น}^d;H)`$ of all configurations: this mapping is just the โfinalโ configuration, i.e. with each node it associates the element of the group $`H`$ that was โswitched onโ when the walk visited this node for the last time. However, till now it has not been clear whether this mapping is an isomorphism, i.e. whether each function on the boundary depends only on the final configuration. This question was reduced to some problem on ordinary simple walks on the lattice, but its solution was not obtained. In case when $`H`$ is a semigroup, the answer is positive (), but the method does not apply to a group.
###### Corollary 1
The boundary $`\mathrm{\Gamma }(G_d(H),\mu )`$ is isomorphic to the space $`(F(\mathrm{๐น๐น}^d;H),\widehat{\mu })`$, where $`\widehat{\mu }`$ is the โfinalโ measure on the space of configurations.
Proof. One may use the above theorem for the free solvable group $`Sol_{d+1}`$ and the fact that the wreath product is its factor group. But it is more instructive to carry out a similar argument for the wreath product itself making use of the described method. For simplicity, consider the case $`d=3`$ and $`H=\mathrm{๐น๐น}`$, and denote the wreath product $`\mathrm{๐น๐น}^3\mathrm{๐น๐น}`$ by $`G_3`$. In this case the wreath product has four generators, the first three of them commute, and the commutators of any element from the subgroup $`Z^3`$ formed by these three generators commute with the fourth generator too. Let us identify words in generators with paths on the lattice $`E^4`$. It follows from above that two paths are $`G_3`$-equivalent if and only if the projections of their ends on the sublattice formed by the first three axes coincide, and the algebraic sum of multiplicities of occurrences of each edge parallel to the fourth axis is the same for both paths. Further argument exactly reproduces the proof of the theorem for the free solvable group.
The previous attempts to prove this theorem ran across the following difficulty: reduction of the problem on the boundary of the group $`G_d`$ to the walk on the group $`\mathrm{๐น๐น}_d`$ (and not $`\mathrm{๐น๐น}_{d+1}`$) obscures the specific role of the fourth generator. This leads to need to investigate the conditional process and to prove non-triviality of its tail sigma-algebra, and this requires estimations of complicated functionals of trajectories. In the above argument the distinction between generators is seen very well. In particular, the projection of multiplicities of edges parallel to the fourth axis on the sublattice formed by the first three generators is exactly the final configuration which was discussed above.
We leave aside other examples, but only note that our method reduces all problems on boundaries of finitely generated groups to problems on sigma-algebras (namely, the sigma-algebras of $`G`$-equivalent paths) for the classical random walks on lattices of rank equal to the number of generators of the group. But it is not always easy to describe the $`G`$-equivalence of paths (e.g. for the braid groups). This method also shows that to find a normal form is to choose one path from the equivalence class, and the problem of a minimal normal form is an isoperimetric-like problem: to find a contour of minimal length in a given class of (closed) paths. For the continuous Heisenberg group this is the classical isoperimetric problem. In the general case these problems were called isoholonomic (see ) โ these are problems on the minimal length of a curve, given fixed values of some family of $`1`$-forms.
For the free solvable group a normal form of elements also can be described, but it is much more productive to take as coordinates the above considered generators rather than the original ones. It turns out that the description of the boundary does not involve infinite words and even cannot be interpreted in โcylindricโ (with respect to $`S^{\mathrm{๐จ๐ญ}}`$) terms. We shall consider these questions in details elsewhere.
In conclusion, we note that it is very important to make exact calculation of the main constants โ logarithmic volume -
$$v=\underset{N\mathrm{}}{lim}\frac{\mathrm{log}W_N}{N},$$
escape -
$$c=\underset{N\mathrm{}}{lim}\frac{E_{\mu ^N}L(g)}{N},$$
and entropy -
$$h=\underset{N\mathrm{}}{lim}\frac{H(\mu ^N)}{N},$$
(where $`W_N`$ is a set of the elements of the groups of the minimal length less or equal to $`N`$, $`\mu ^N`$ is the N-th convolution of the uniforn measure $`\mu `$ on, $`L(g)`$ is the minmal length of the element $`g`$ in those generators, and $`E_\nu `$ โ is an expectation with respect to measure $`\nu `$). Perhaps this calculation for the free solvable groups of the level two โ seems to be rather difficult, as well as an explicit calculation of the values of harmonic functions. It is not yet known whether fundamental inequality
$$hlv$$
(see ) turns into equality or not.
The techniques we have used to find the boundaries by means of the spaces of paths, and the very realization of groups, have a wide range of applications: the same tools may be used for calculation of other boundaries (f.e.Martin boundary), enumeration of measures with given cocycle, central measures, etc.
ACKNOLEDGEMENT.The author expresses his gratitude to the International Schroedinger Institute where this paper was finished for possibilities to work in the institute in the framework of semester on representation theory, and to Dr.Natalia Tsilevich for English translation of the first version of the paper.
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# Statistics of energy levels and eigenfunctions in disordered and chaotic systems: Supersymmetry approach
## 1 Introduction
The supersymmetry method pioneered by Efetov has proven to be a very powerful tool of study of the statistical properties of energy levels and eigenfunctions in disordered systems. The aim of these lectures is to present a tutorial introduction to the method, as well as an overview of the recent developments. One of the major achievements of Efetov was a proof of applicability of the random matrix theory (RMT) to a disordered metallic sample. More recently, the focus of the research interest shifted to the study of system-specific deviations from the universal (RMT) behavior. This will be the central topic of the present lectures. Since these deviations are determined by the underlying classical dynamics, this issue is closely related to the subject of quantum chaos.
We begin by introducing the basic notions and ideas of the supermatrix $`\sigma `$-model method in Sec. 2, considering the level statistics in the Gaussian unitary ensemble (GUE) as the simplest example. In Sec. 3 we turn to the problem of level correlations in a diffusive sample. We outline a derivation of the diffusive $`\sigma `$-model and discuss deviations of the level statistics from RMT. Section 4 is devoted to the eigenfunction statistics. Finally, in Sec. 5 we discuss very recent ideas of application of the method to chaotic ballistic systems.
It is appropriate to give here references to a few recent review articles and books which are close in their topics to the present lectures. These are the Efetovโs book , the reviews by Guhr, Mรผller-Groeling, and Weidenmรผller and by the author , and the proceedings volume of the NATO Advanced Study Institute (in particular the review by Altland, Offer, and Simons there). Other references to the relevant literature will be given in appropriate places below.
## 2 Introduction to the supersymmetry method and application to RMT
### 2.1 Greenโs function approach
We consider the Gaussian unitary ensemble (GUE) defined as an ensemble of $`N\times N`$ ($`N\mathrm{}`$) Hermitian matrices $`\widehat{H}=\widehat{H}^{}`$ with probability density
$$๐ซ(\widehat{H})=๐ฉ\mathrm{exp}\left\{\frac{N}{2}\text{Tr}\widehat{H}^2\right\},$$
(2.1)
where $`๐ฉ`$ is a normalization factor. According to (2.1), all the matrix elements of $`\widehat{H}`$ have a Gaussian distribution with variance
$$H_{ij}H_{i^{}j^{}}^{}=\frac{1}{N}\delta _{ii^{}}\delta _{jj^{}}.$$
(2.2)
The factor $`N`$ in the exponent of (2.1) allows one to keep the eigenvalues $`E_i`$ of $`\widehat{H}`$ finite in the limit $`N\mathrm{}`$, with $`E_i^2=1`$. We demonstrate below how the well-known results for the average density of states and the two-level correlation function are derived within the supermatrix $`\sigma `$-model method.
The density of states (DOS) is defined as
$$\nu (E)=\frac{1}{N}\text{Tr}\delta (E\widehat{H}).$$
(2.3)
The first step of the strategy is to express the quantity of interest in terms of the retarded and/or advanced Greenโs functions
$$\widehat{G}_{\mathrm{R},\mathrm{A}}=(E\widehat{H}\pm i\eta )^1.$$
(2.4)
We have
$$\nu (E)=\frac{1}{\pi N}\mathrm{Im}\mathrm{Tr}(E\widehat{H}+i\eta )^1|_{\eta +0}.$$
(2.5)
The second step is to write the Greenโs function (in a general case, a product of Greenโs functions) as a functional integral. More precisely, in the case of RMT this will be an integral over a vector field with the number of components proportional to $`N`$; for the problem of a particle in a random potential (Sec. 3) the discrete index will be replaced by a continuously changing spatial coordinate, which will result in a functional integral. The simplest way to do it is to introduce an $`N`$-component complex vector $`\varphi _i`$, $`i=1,2,\mathrm{},N`$, so that
$$(E\widehat{H}+i\eta )_{kl}^1=i\frac{[\mathrm{d}\varphi ^{}\mathrm{d}\varphi ]\varphi _k\varphi _l^{}\mathrm{exp}\{i\underset{ij}{}\varphi _i^{}[(E+i\eta )\delta _{ij}H_{ij}]\varphi _j\}}{[\mathrm{d}\varphi ^{}\mathrm{d}\varphi ]\mathrm{exp}\{i_{ij}\varphi _i^{}[(E+i\eta )\delta _{ij}H_{ij}]\varphi _j\}},$$
(2.6)
where $`[\mathrm{d}\varphi ^{}\mathrm{d}\varphi ]=_{i=1}^N\mathrm{d}\varphi _i^{}\mathrm{d}\varphi _i`$. We have to put the imaginary unit $`i`$ in front of the quadratic form in the exponent of Eq. (2.6) to get a convergent integral; the convergence being guaranteed by $`\eta >0`$.
The next step is to average over the ensemble of random matrices $`\widehat{H}`$. However, direct averaging of Eq. (2.6) is complicated by the fact that $`\widehat{H}`$ enters not only the numerator but also the denominator. If there were no denominator, the averaging over $`\widehat{H}`$ with the probability density (2.1) would be straightforward (a Gaussian integral over $`\widehat{H}`$). One possible way to get rid of the denominator is the replica trick first introduced by Edwards and Anderson in the context of the spin glass theory. The idea of the method is to introduce $`n`$ species of the field, $`\varphi _i^{(\alpha )}`$, $`\alpha =1,2,\mathrm{},n`$. Then the denominator $`Z`$ of Eq. (2.6) is transformed to $`Z^n`$ and disappears in the limit $`n0`$. However, the replica trick turns out to be ill-founded for the $`\sigma `$-model approach to the problem of the level and eigenfunction statistics reviewed in these lectures.<sup>1</sup><sup>1</sup>1Note that if the $`\sigma `$-model is treated perturbatively (including the renormalization group treatment which is a resummation of the perturbative expansion), then the replica trick is completely equivalent to the supersymmetry method.. An alternative method, which uses a combination of commuting and anticommuting variables instead of the $`n0`$ replica limit, was proposed by McKane and by Parisi and Sourlas . The effective theories which are obtained in this way are invariant with respect to a transformation mixing commuting (โbosonicโ) and anticommuting (โfermionicโ) degrees of freedom, which is conventionally referred to as supersymmetry.<sup>2</sup><sup>2</sup>2Mathematicians also use the term โgradedโ (or, more specifically, $`_2`$-graded) to characterize the arising algebraic structures.
A number of publications containing an introduction to the supersymmetry approach are available; we mention, in addition to the Efetovโs review and his more recent book , the papers . In particular, in Refs. a detailed exposition of the calculation of the GUE level statistics with the supersymmetry is given. In our presentation we will concentrate on โideologicalโ aspects of the method and skip some technical details of calculations, which can be found in the literature cited above.
### 2.2 Supermathematics
We describe now briefly the basic properties of anticommuting (Grassmannian) variables and introduce the notions of the supermathematics which we will use. For a detailed exposition of the Grassmannian mathematics and of the superanalysis the reader is referred to the book (see also for a physicistโs summary of the most important properties). We introduce the Grassmannian variables $`\chi _k`$, $`\chi _k^{}`$, $`k=1,\mathrm{},N`$, which all anticommute to each other:
$$\chi _k\chi _l=\chi _l\chi _k,\chi _k^{}\chi _l=\chi _l\chi _k^{},\chi _k^{}\chi _l^{}=\chi _l^{}\chi _k^{}.$$
(2.7)
Note that $`\chi _k`$ and $`\chi _k^{}`$ are to be considered as two independent variables. According to (2.7), the square of a Grassmannian variable is zero. As a consequence, any function of Grassmanians, when expanded in a power series, may contain only the terms of the zeroth and the first order in each Grassmannian variable. For this reason, integration over Grassmannians is uniquely defined by the following rules:
$$\chi _kd\chi _k=\chi _k^{}d\chi _k^{}=\frac{1}{\sqrt{2\pi }};d\chi _k=d\chi _k^{}=0,$$
(2.8)
the differentials $`\mathrm{d}\chi _k`$, $`\mathrm{d}\chi _k^{}`$ anticommuting with each other and with the Grassmannian variables. Note that the Grassmannian integration is just a formally defined algebraic operation and the question โWhat is the domain of integration in Eqs. (2.8)?โ does not make sense.
Using the rules (2.7), (2.8), one can calculate a Gaussian integral over the Grassmannians,
$$d\chi _1^{}d\chi _1\mathrm{}d\chi _N^{}d\chi _N\mathrm{exp}\{\underset{kl}{}\chi _k^{}K_{kl}\chi _l\}=\mathrm{det}\left(\frac{K}{2\pi }\right).$$
(2.9)
An analogous integral over commuting variables would give $`\mathrm{det}^1(K/2\pi )`$. This property of the anticommuting variables is the reason for introducing them: it will allow us to replace the Gaussian integral over the commuting variables in the denominator of Eq. (2.6) by an analogous Grassmannian integral in the numerator, thus solving the denominator problem!
It is convenient to define the โcomplex conjugationโ for the Grassmannians by the following rules<sup>3</sup><sup>3</sup>3The notion of complex conjugation of Grassmannian variables is introduced for notational convenience only; it allows one to make the treatment of Grassmannians similar to that of ordinary (commuting) variables and thus to introduce compact supersymmetric notations. The fact that two Grassmannian variables have been declared complex conjugate to each other is, however, irrelevant for evaluation of integrals over them, which are simply defined by the rules (2.8).
$$(\chi _k)^{}=\chi _k^{};(\chi _k^{})^{}=\chi _k;(\chi _k\chi _l)^{}=\chi _k^{}\chi _l^{}.$$
(2.10)
Furthermore, we introduce the notion of a supervector
$$\mathrm{\Phi }=\left(\begin{array}{c}S_1\\ \mathrm{}\\ S_n\\ \chi _1\\ \mathrm{}\\ \chi _n\end{array}\right);\mathrm{\Phi }^{}=(S_1^{},\mathrm{},S_n^{},\chi _1^{},\mathrm{},\chi _n^{}),$$
(2.11)
where $`S_i`$ are the commuting and $`\chi _i`$ the anticommuting components, and $`n`$ is an arbitrary positive integer. A supermatrix has the structure
$$F=\left(\begin{array}{cc}a& \sigma \\ \rho & b\end{array}\right),$$
(2.12)
where the boson-boson (bb) block $`a`$ and the fermion-fermion (ff) block $`b`$ are ordinary $`n\times n`$ matrices, while the boson-fermion (bf) and fermion-boson (fb) blocks $`\sigma `$, $`\rho `$ are $`n\times n`$ matrices with anticommuting entries. For example, for any two supervectors $`\mathrm{\Phi }`$, $`\mathrm{\Psi }`$, the tensor product $`\mathrm{\Phi }\mathrm{\Psi }^{}`$ is a supermatrix. The supertrace and the superdeterminant of the supermatrix (2.12) are defined as follows
$`\mathrm{Str}F=\mathrm{Tr}a\mathrm{Tr}b,`$ (2.13)
$`\mathrm{Sdet}F=\mathrm{exp}\mathrm{Str}\mathrm{ln}F=\mathrm{det}(a\sigma b^1\rho )\mathrm{det}^1b.`$ (2.14)
Finally, hermitian conjugation of a supermatrix is defined by
$$F^{}=\left(\begin{array}{cc}a^{}& \rho ^{}\\ \sigma ^{}& b^{}\end{array}\right),$$
(2.15)
where for the anticommuting (bf and fb) blocks the usual definition holds, $`\sigma ^{}=(\sigma ^{})^T`$.
It can be shown that with the above set of definitions, the usual properties of the vector and matrix algebra are valid for supervectors and supermatrices as well, in particular:
* if $`F`$ is a supermatrix and $`\mathrm{\Phi }`$ a supervector, then $`\mathrm{\Psi }=F\mathrm{\Phi }`$ is a supervector;
* hermitian conjugation satisfies the usual properties
$`F=\mathrm{\Phi }\mathrm{\Psi }^{}F^{}=\mathrm{\Psi }\mathrm{\Phi }^{},`$ (2.16)
$`(\mathrm{\Phi }^{}F\mathrm{\Psi })^{}=\mathrm{\Psi }^{}F^{}\mathrm{\Phi },`$ (2.17)
$`(F^{})^{}=F,\mathrm{etc}.`$ (2.18)
* supertrace and superdeterminant of a product:
$`\mathrm{Str}F_1F_2=\mathrm{Str}F_2F_1,`$ (2.19)
$`\mathrm{Sdet}F_1F_2=\mathrm{Sdet}F_1\mathrm{Sdet}F_2.`$ (2.20)
* Gaussian integrals:
$`{\displaystyle d\mathrm{\Phi }^{}d\mathrm{\Phi }\mathrm{exp}(\mathrm{\Phi }^{}K\mathrm{\Phi })}=\mathrm{Sdet}K^1`$ (2.21)
$`{\displaystyle d\mathrm{\Phi }^{}d\mathrm{\Phi }\mathrm{\Phi }_\alpha \mathrm{\Phi }_\beta ^{}\mathrm{exp}(\mathrm{\Phi }^{}K\mathrm{\Phi })}=(K^1)_{\alpha \beta }\mathrm{Sdet}K^1.`$ (2.22)
It is assumed here that the boson-boson block $`K_{\mathrm{bb}}`$ of the matrix $`K`$ defines a quadratic form with a positively defined real part, $`\mathrm{Re}๐^{}K_{\mathrm{bb}}๐>0`$, so that the integral over the bosonic components $`๐`$ of the supervector $`\mathrm{\Phi }`$ converges. Integrals of the type (2.22) with a product of a larger number of $`\mathrm{\Phi }_\alpha `$โs in the preexponential factor can be evaluated via the Wick theorem (taking into account that interchanging two anticommuting variables produces a minus sign).
The notion of a supermanifold (including integration and change of coordinates on it) will become important for us in the course of calculation of the DOS-DOS correlation function (Sec. 2.4). We restrict ourselves to saying that the corresponding definitions are natural extensions of those for ordinary analytic manifolds and refer the reader to Berezinโs book (see also for a summary). A discussion of the structure of supermanifolds relevant to the supersymmetry treatment of the random matrix ensembles and a more extended list of the related mathematical literature can be found in .
Now we return to the problem of the RMT level statistics.
### 2.3 Average DOS from supersymmetry
We have, instead of Eq. (2.6),
$$(E\widehat{H})_{kl}^1=i[\mathrm{d}\mathrm{\Phi }^{}\mathrm{d}\mathrm{\Phi }]S_kS_l^{}\mathrm{exp}\{i\underset{ij}{}\mathrm{\Phi }_i^{}[E\delta _{ij}H_{ij}]\mathrm{\Phi }_j\},$$
(2.23)
where
$$\mathrm{\Phi }_i=\left(\begin{array}{cc}S_i& \\ \chi _i& \end{array}\right)$$
is a two-component supervector, and we have included an infinitesimally small imaginary part $`+i\eta `$ in the definition of $`E`$, so that $`\mathrm{Im}E>0`$. The averaging over $`\widehat{H}`$ is now straightforward,
$$\mathrm{exp}(i\underset{ij}{}\mathrm{\Phi }_i^{}H_{ij}\mathrm{\Phi }_j)=\mathrm{exp}\left\{\frac{1}{2N}\underset{ij}{}(\mathrm{\Phi }_i^{}\mathrm{\Phi }_j)(\mathrm{\Phi }_j^{}\mathrm{\Phi }_i)\right\}.$$
(2.24)
The next step of our strategy is to decouple the $`\mathrm{\Phi }^4`$ term in Eq. (2.24) by introducing an integration over a $`2\times 2`$ supermatrix $`R`$,
$$\mathrm{exp}\left\{\frac{1}{2N}\underset{ij}{}(\mathrm{\Phi }_i^{}\mathrm{\Phi }_j)(\mathrm{\Phi }_j^{}\mathrm{\Phi }_i)\right\}=dR\mathrm{exp}\left\{\frac{N}{2}\mathrm{Str}R^2i\underset{i}{}\mathrm{\Phi }_i^{}R\mathrm{\Phi }_i\right\}.$$
(2.25)
In order that the Gaussian integral (2.25) over the commuting components of the matrix $`R`$ be convergent, the latter has to be chosen in the form<sup>4</sup><sup>4</sup>4It does not play any role whether $`\rho `$ and $`\rho ^{}`$ are considered to be complex conjugate of each other or just two independent Grassmannian variables \[see the footnote preceding Eq. (2.10)\].
$$R=\left(\begin{array}{cc}q_\mathrm{b}& \rho ^{}\\ \rho & iq_\mathrm{f}\end{array}\right);q_\mathrm{b},q_\mathrm{f}.$$
(2.26)
In other words, integration over the ff-component of the matrix $`R`$ has to be performed along the imaginary axis. Indeed, due to the factor $`i`$ in the fermion-fermion element, the quadratic form $`\mathrm{Str}R^2=q_\mathrm{b}^2+q_\mathrm{f}^2`$ is positively defined, ensuring the convergence.
Substituting (2.25), (2.24) in (2.23), we get
$$\mathrm{Tr}(E\widehat{H})^1=i[\mathrm{d}\mathrm{\Phi }^{}\mathrm{d}\mathrm{\Phi }]\underset{k}{}S_kS_k^{}\mathrm{exp}\left\{iE\underset{i}{}\mathrm{\Phi }_i^{}\mathrm{\Phi }_i\frac{N}{2}\mathrm{Str}R^2i\underset{i}{}\mathrm{\Phi }_i^{}R\mathrm{\Phi }_i\right\}.$$
(2.27)
Now we see what was the idea of the Hubbard-Stratonovich decoupling: the integral over the $`\mathrm{\Phi }`$-field, if taken first, is now Gaussian (and convergent due to $`\mathrm{Im}E>0`$). Furthermore, since the matrix $`R`$ does not has any structure in the $`N`$-dimensional space (where the matrices $`\widehat{H}`$ act), the integral over each of $`\mathrm{\Phi }_i`$, $`\mathrm{\Phi }_i^{}`$ ($`i=1,2,\mathrm{},N`$) produces the same factor $`\mathrm{Sdet}(ER)`$. As a result, we find
$`\mathrm{Tr}(E\widehat{H})^1=N{\displaystyle dR(ER)_{\mathrm{bb}}^1\mathrm{exp}\{NS[R]\}},`$ (2.28)
$`S[R]={\displaystyle \frac{1}{2}}\mathrm{Str}R^2+\mathrm{Str}\mathrm{ln}(ER).`$ (2.29)
The presence of the factor $`N1`$ in the exponent of (2.28) allows us to apply the saddle-point method. The saddle point equation for the action (2.29) has the form
$$R=(ER)^1.$$
(2.30)
We look first for diagonal solutions of (2.30). According to (2.30), the eigenvalues $`r`$ of the matrix $`R`$ can take two values $`r=\frac{E}{2}\pm i\sqrt{1E^2/4}`$, yielding four diagonal solutions<sup>5</sup><sup>5</sup>5it is implied in (2.31) that the first term is a constant ($`E/2`$) times unit (super-)matrix. Likewise, we omit the unit matrix symbol in other formulas; e.g., in the l.h.s. (r.h.s.) of (2.28) $`E`$ implicitly includes the $`N\times N`$ (resp. $`2\times 2`$) unit matrix.
$$R=\frac{E}{2}i\sqrt{1E^2/4}\left(\begin{array}{cc}s_\mathrm{b}& \\ & s_\mathrm{f}\end{array}\right);s_\mathrm{b},s_\mathrm{f}=\pm 1.$$
(2.31)
Since these matrices do not belong to the original integration manifold (2.26), a shift of the integration contours over $`R_{\mathrm{bb}}=q_\mathrm{b}`$ and $`R_{\mathrm{ff}}=iq_\mathrm{f}`$ is necessary. However, at $`q_\mathrm{b}=E`$ the integrand of (2.28) is singular,
$$\mathrm{exp}\{N\mathrm{Str}\mathrm{ln}(ER)\}\mathrm{Sdet}^N(ER)(Eq_\mathrm{b})^N\mathrm{}.$$
(2.32)
Recalling that $`\mathrm{Im}E=+\eta >0`$, we conclude that integration contour over $`q_\mathrm{b}`$ can only be shifted to the half-plane $`\mathrm{Im}q_\mathrm{b}<0`$, so that only the saddle points with $`s_\mathrm{b}=+1`$ are relevant. For $`q_\mathrm{f}`$ this argumentation is not valid, since according to the definition of the superdeterminant the integrand has at $`iq_\mathrm{f}=E`$ a zero \[$`(Eiq_\mathrm{f})^N`$\] rather than a singularity. Nevertheless, it turns out that $`s_\mathrm{f}=+1`$ is the proper choice for the fermionic sector as well. The reason is, however, different: the $`s_\mathrm{f}=1`$ saddle-point, though being legitimate, gives a contribution suppressed by $`1/N`$, as will be explained below.
The leading (at $`N1`$) contribution is thus given by the vicinity of the saddle point
$$R_0=\frac{E}{2}i\sqrt{1E^2/4}.$$
(2.33)
To calculate the integral in the saddle-point approximation, we need the action at the saddle-point and the quadratic form around it,
$`S[R_0]=0,`$ (2.34)
$`\delta ^2S[R_0]=C(\delta q_\mathrm{b}^2+\delta q_\mathrm{f}^2+2\rho ^{}\rho );C=2E\left({\displaystyle \frac{E}{2}}i\sqrt{1E^2/4}\right).`$ (2.35)
The Gaussian integration around $`R_0`$ yields
$$dq_\mathrm{b}dq_\mathrm{f}d\rho ^{}d\rho \mathrm{exp}\{NC(\delta q_\mathrm{b}^2+\delta q_\mathrm{f}^2+2\rho ^{}\rho )\}=\mathrm{Sdet}NC=1.$$
(2.36)
\[Superdeterminant of the unit matrix multiplied by a number ($`NC`$) is unity, since the contributions of bosons ($`\pi /NC`$) and fermions ($`NC/\pi `$) cancel each other.\] Finally, the preexponential factor in (2.28) can be evaluated at the saddle point,
$$(ER_0)_{\mathrm{bb}}^1=(R_0)_{\mathrm{bb}}=\frac{E}{2}i\sqrt{1\frac{E^2}{4}}.$$
(2.37)
According to (2.5), we find thus the density of states
$$\nu (E)=\{\begin{array}{cc}\frac{1}{\pi }\sqrt{1E^2/4},\hfill & |E|2\hfill \\ 0,\hfill & |E|2,\hfill \end{array}$$
(2.38)
which is Wignerโs semicircle law.
Now we return (as was promised in the paragraph below Eq. (2.32)) to another possible choice of sign of $`s_\mathrm{f}`$ in (2.31), i.e. $`s_\mathrm{b}=s_\mathrm{f}=1`$. The corresponding diagonal saddle point,
$$R_1=\frac{E}{2}i\sqrt{1\frac{E^2}{4}}\left(\begin{array}{cc}1& \\ & 1\end{array}\right),$$
generates in fact, by means of rotations with a Grassmannian generator, a whole manifold of saddle points,
$$R=UR_1U^1;U=\mathrm{exp}\left(\begin{array}{cc}& \alpha ^{}\\ \alpha & \end{array}\right)=\left(\begin{array}{cc}1+\frac{\alpha ^{}\alpha }{2}& \alpha ^{}\\ \alpha & 1\frac{\alpha ^{}\alpha }{2}\end{array}\right).$$
The quadratic form of the action around $`R_1`$ does not contain Grassmannians,
$$\delta ^2S[R_1]=C(\delta q_\mathrm{b}^2+\delta q_\mathrm{f}^2),$$
since the action is the same on the whole manifold. Therefore, the above compensation of the bosonic gaussian integral (yielding a factor $`1/N`$) by the fermionic one (producing a factor $`N`$) does not take place, and the result is suppressed by $`1/N`$ and can be neglected. We will see in Sec. 2.4 that in the problem of the level correlation function, a manifold of saddle points emerges as well; in contrast to the present case, however, the balance of fermionic and bosonic degrees of freedom will be preserved, so that the result will be of the leading order in $`1/N`$.
### 2.4 Level correlations.
The two-level correlation function characterizing the probability density to have two levels separated by an energy interval $`\omega `$ is defined as
$$R_2(\omega )=\frac{\nu (E\omega /2)\nu (E+\omega /2)}{\nu (E)^2}.$$
(2.39)
As was found by Dyson and Mehta (see ), for the GUE the two-level correlation function has the form
$$R_2(s)=\delta (s)+1\frac{\mathrm{sin}^2(\pi s)}{(\pi s)^2},$$
(2.40)
where $`s=\omega /\mathrm{\Delta }`$, and $`\mathrm{\Delta }`$ is the mean level spacing, $`\mathrm{\Delta }=1/N\nu (E)`$. Note that we assume that $`\omega `$ is much smaller than the energy band width; in particular, we neglect the change of the mean level density on the scale of $`\omega `$. This is justified by the fact that, according to (2.40), the scale for correlations is set by the mean level spacing, $`\mathrm{\Delta }1/N`$. The delta function in the r.h.s of Eq. (2.40) corresponds to a โself-correlationโ of an energy level, the second term (unity) is a disconnected part of $`R_2`$ (corresponding to the absence of correlations), and the last term is the non-trivial part of $`R_2`$ describing the correlations of different levels. We show below how Eq. (2.40) is obtained in the framework of the supersymmetric $`\sigma `$-model method.
We follow essentially the same strategy as was outlined in Sec. 2.1, 2.3 for the average DOS. The level corelation function is expressed in terms of the Greenโs functions as follows
$$R_2(\omega )=\frac{1}{2(\pi \nu N)^2}\mathrm{Re}\mathrm{Tr}G_\mathrm{R}^{E+\omega /2}\mathrm{Tr}(G_\mathrm{R}^{E\omega /2}G_\mathrm{A}^{E\omega /2}).$$
(2.41)
The product of two retarded Greenโs functions here is trivial; it can be calculated in the same way as the average DOS above, yielding
$$N^2\mathrm{Tr}G_\mathrm{R}^{E+\omega /2}\mathrm{Tr}G_\mathrm{R}^{E\omega /2}N^2\mathrm{Tr}G_\mathrm{R}^E^2=\left(E/2i\sqrt{1E^2/4}\right)^2.$$
(2.42)
In other words, the average of the product of retarded Greenโs functions decouples into the product of the averages (the same is valid for the product of the advanced Greenโs functions, of course). All the non-trivial information about correlations is contained therefore in the product of the type $`G_\mathrm{R}G_\mathrm{A}`$,
$$T_2(E_1,E_2)=\frac{1}{N^2}\mathrm{Tr}(E_1\widehat{H})^1\mathrm{Tr}(E_2\widehat{H})^1,$$
(2.43)
where
$$E_{1,2}=E\pm \left(\frac{\omega }{2}+i\eta \right)E\pm r/2N;\mathrm{Im}r>0.$$
(2.44)
To represent $`T_2(E_1,E_2)`$ as a superintegral, we introduce supervectors of a double size,
$$\mathrm{\Phi }_i=\left(\begin{array}{cc}S_1(i)& \\ \chi _1(i)& \\ S_2(i)& \\ \chi _2(i)& \end{array}\right),$$
(2.45)
with the first two components corresponding to the advanced and the last two to the retarded sector. As before, the $`S`$-components are commuting, while the $`\chi `$-components anticommuting; the index $`i`$ running from $`1`$ to $`N`$ corresponds to the vector space in which the matrix $`\widehat{H}`$ acts. We have then
$$T_2(E_1,E_2)=\frac{()^N}{N^2}[\mathrm{d}\mathrm{\Phi }^{}\mathrm{d}\mathrm{\Phi }]\underset{i,j}{}S_1^{}(i)S_1(i)S_2^{}(j)S_2(j)\mathrm{exp}\{S[\mathrm{\Phi }]\},$$
(2.46)
where the action $`S[\mathrm{\Phi }]`$ is given by (to make notations more compact, we combine all $`S_1(i)`$ into an $`N`$-component vector $`S_1`$, and the same for $`S_2`$, $`\chi _1`$, $`\chi _2`$)
$`S[\mathrm{\Phi }]`$ $`=`$ $`iS_1^{}(E_1\widehat{H})S_1i\chi _1^{}(E_1\widehat{H})\chi _1+iS_2^{}(E_2\widehat{H})S_2i\chi _2^{}(E_2\widehat{H})\chi _2`$ (2.47)
$``$ $`i\mathrm{\Phi }^{}L\left(E+{\displaystyle \frac{r}{2N}}\mathrm{\Lambda }\widehat{H}\right)\mathrm{\Phi }.`$
Here the matrices $`\mathrm{\Lambda }`$ and $`L`$ are defined as $`\mathrm{\Lambda }=\mathrm{diag}(1,1,1,1)`$, $`L=\mathrm{diag}(1,1,1,1)`$, with ordering of components according to (2.45), i.e. $`(\mathrm{Rb},\mathrm{Rf},\mathrm{Ab},\mathrm{Af})`$, where $`\mathrm{R},\mathrm{A}`$ correspond to the retarded-advanced and $`\mathrm{b},\mathrm{f}`$ to the boson-fermion decomposition. After averaging over the ensemble of matrices $`\widehat{H}`$, the action acquires the form
$$S[\mathrm{\Phi }]=i\mathrm{\Phi }^{}L\left(E+\frac{r}{2N}\mathrm{\Lambda }\right)\mathrm{\Phi }+\frac{1}{2N}\underset{ij}{}(\mathrm{\Phi }_i^{}L\mathrm{\Phi }_j)(\mathrm{\Phi }_j^{}L\mathrm{\Phi }_i).$$
(2.48)
Decoupling of the quartic term via the Hubbard-Stratonovich transformation requires the introduction of a $`4\times 4`$ supermatrix variable $`R`$,
$`T_2(E,r)`$ $`=`$ $`{\displaystyle \frac{()^N}{N^2}}{\displaystyle [\mathrm{d}\mathrm{\Phi }^{}\mathrm{d}\mathrm{\Phi }]\underset{i,j}{}S_1^{}(i)S_1(i)S_2^{}(j)S_2(j)dR}`$ (2.49)
$`\times `$ $`\mathrm{exp}\left\{i\mathrm{\Phi }^{}L^{1/2}\left(ER+{\displaystyle \frac{r}{2N}}\mathrm{\Lambda }\right)L^{1/2}\mathrm{\Phi }{\displaystyle \frac{N}{2}}\mathrm{Str}R^2\right\}.`$
The next step of our program is to interchange the integrations $`dR`$ and $`[\mathrm{d}\mathrm{\Phi }^{}\mathrm{d}\mathrm{\Phi }]`$. This leads, however, to a set of requirements of convergence of both the $`\mathrm{\Phi }`$-integral (when it is taken first) and the $`R`$-integral. It turns out that in order to satisfy these requirements, one has to choose a non-trivial manifold of integration over the matrix $`R`$. Indeed, a naive attempt to generalize Eq. (2.26) straightforwardly by choosing
$$R=\left(\begin{array}{cc}R_\mathrm{b}& \overline{\chi }\\ \chi & iR_\mathrm{f}\end{array}\right)\text{in boson-fermion decomposition}$$
(2.50)
with Hermitian matrices $`R_\mathrm{b}`$ and $`R_\mathrm{f}`$ fails, since then the $`\mathrm{\Phi }`$-dependent part of the action, $`i\mathrm{\Phi }^{}L^{1/2}(ER)L^{1/2}\mathrm{\Phi }`$, contains the term
$$S_1^{}R_{\mathrm{b};12}S_2+S_2^{}R_{\mathrm{b};21}S_1=2\mathrm{R}\mathrm{e}S_1^{}R_{\mathrm{b};12}S_2,$$
which is real and has an arbitrary sign, thus leading to a divergent integral over $`S_1`$, $`S_2`$. The natural idea to cure this problem by multiplying the components $`R_{\mathrm{b};12}`$ and $`R_{\mathrm{b};21}`$ by $`i`$ is immediately seen to fail as well, since it leads to a divergent $`R`$-integral. The way out was found by Schรคfer and Wegner for the case of the bosonic replica model. Since the problem is pertinent to the bosonic sector of the supersymmetric model, the idea of Ref. can be straightforwardly generalized to the supersymmetric case. For a thorough discussion of this issue, the reader is referred to the review paper by Verbaarschot, Weidenmรผller, and Zirnbauer .
The solution of the problem, which we are going to formulate now, is suggested by the invariance of the quartic term in (2.48) with respect to the rotations $`\mathrm{\Phi }V\mathrm{\Phi }`$, where the matrices $`V`$ satisfy $`V^{}LV=L`$, thus forming a pseudounitary supergroup<sup>6</sup><sup>6</sup>6Let us remind that $`L=\mathrm{diag}(1,1,1,1)`$; in the notation $`U(1,1|2)`$ the content of the brackets to the left of the vertical bar refers to the $`(+,)`$ metric in the bosonic sector, while that to the right corresponds to the $`(+,+)`$ metric in the fermionic sector. In other words, the group $`U(1,1|2)`$ represents a product $`U(1,1)|_{\mathrm{bb}}\times U(2)|_{\mathrm{ff}}`$, โdressedโ by Grassmannian generators transforming the commuting components into anticommuting and vice versa. $`U(1,1|2)`$. The reason for the above problem with convergence of the integral over the commuting components of $`\mathrm{\Phi }`$ lies in the fact that the set of hermitian matrices $`R_\mathrm{b}`$ is not invariant with respect to the pseudounitary group $`U(1,1)`$. The proper integration manifold is to be chosen as follows (note that we return to the ordering of components according to Eq. (2.45), so that the external block structure shown explicitly in (2.51) corresponds to the retarded-advanced decomposition; each block being a $`2\times 2`$ supermatrix):
$$R=T\left(\begin{array}{cc}P_1i\delta _0& \\ & P_2+i\delta _0\end{array}\right)T^1,$$
(2.51)
where $`\delta _0>0`$ is a constant (which is to be chosen below in such a way that the integration manifold passes through the saddle points) and $`P_1=P_1^{}`$, $`P_2=P_2^{}`$ are hermitian supermatrices. Further, the matrix $`T`$ satisfies $`T^{}LT=L`$ and belongs to the coset space<sup>7</sup><sup>7</sup>7For a group $`G`$ and its subgroup $`K`$ the space $`G/K`$ is formed by the set of (left) cosets $`gK`$ with $`gG`$. $`U(1,1|2)/U(1|1)\times U(1|1)`$. This coset space is obtained from the group $`U(1,1|2)`$, if the elements of this group which commute with $`\mathrm{\Lambda }`$ (they form the subgroup $`U(1|1)\times U(1|1)`$) are identified with unity. The matrices of this coset space can be parametrized in the following way
$$T=\left(\begin{array}{cc}(1+t_{12}t_{21})^{1/2}& t_{12}\\ t_{21}& (1+t_{21}t_{12})^{1/2}\end{array}\right);$$
(2.52)
$$t_{12}=\left(\begin{array}{cc}a& i\eta _1\\ \eta _2^{}& ib^{}\end{array}\right);t_{21}=\left(\begin{array}{cc}a^{}& \eta _2\\ i\eta _1^{}& ib\end{array}\right);|b|^21.$$
(2.53)
The matrix $`R`$ has 16 real degrees of freedom (the same number as a $`4\times 4`$ hermitian matrix); in the above parametrization 8 degrees of freedom are contained in matrices $`P_{1,2}`$ and the remaining 8 in $`t_{12},t_{21}`$. The measure $`\mathrm{d}R`$ takes in this parametrization the following form (see for details)
$$\mathrm{d}R=(P_1,P_2)\mathrm{d}P_1\mathrm{d}P_2\mathrm{d}\mu (T),$$
(2.54)
where $`\mathrm{d}P_i`$ are conventional matrix measures (product of differentials of all elements) and $`(P_1,P_2)`$ is a function depending on eigenvalues of $`P_1i\delta _0`$ and $`P_2+i\delta _0`$ and equal to unity at the saddle point manifold, for which $`P_{1,2}`$ are proportional to the unit matrix. Further, $`\mathrm{d}\mu (T)`$ is the invariant measure on the coset space; in the parametrization (2.52), (2.53) of $`T`$ it is given explicitly by
$$\mathrm{d}\mu (T)=\mathrm{d}t_{12}\mathrm{d}t_{21}.$$
(2.55)
Having specified the manifold of matrices $`R`$ over which the integration in (2.49) goes, we can interchange the order of integrals and evaluate the integral over $`\mathrm{\Phi }`$ first. The result reads, similarly to (2.28),
$`T_2(E,r)={\displaystyle dR\left(ER+\frac{r}{2N}\mathrm{\Lambda }\right)_{\mathrm{bb},11}^1\left(ER+\frac{r}{2N}\mathrm{\Lambda }\right)_{\mathrm{bb},22}^1e^{NS[R]}};`$ (2.56)
$`S[R]={\displaystyle \frac{1}{2}}\mathrm{Str}R^2+\mathrm{Str}\mathrm{ln}\left(ER+{\displaystyle \frac{r}{2N}}\mathrm{\Lambda }\right).`$ (2.57)
As in the case of the average DOS calculation, the large factor $`N1`$ in the exponent allows us to use the saddle-point approximation. The saddle-point equation that is obtained by varying the action (2.57)<sup>8</sup><sup>8</sup>8We neglect the term proportional to $`r/N`$ when deriving the saddle-point equation, since it gives a correction $`O(1)`$ to $`NS[R]`$. We will take this term into account below when integrating over the saddle-point manifold. looks identical to Eq. (2.30) \[the difference being that $`R`$ is now a $`4\times 4`$ supermatrix, while it was $`2\times 2`$ in Sec. 2.3\]. Similarly to Eq. (2.31), diagonal solutions of this equation have the form
$$R=\frac{E}{2}i\sqrt{1E^2/4}\left(\begin{array}{cccc}s_1& & & \\ & s_2& & \\ & & s_3& \\ & & & s_4\end{array}\right);s_1,\mathrm{},s_4=\pm 1.$$
(2.58)
When fixing the signs of $`s_i`$, the same reasons as for the average DOS calculation are to be taken into account:
* bosonic sector: shift of the integration contour should not cross singularities. This requires $`s_1=s_3=1`$;
* fermionic sector: the leading contribution is found to be given by the saddle points with $`s_2=s_4=1`$ and $`s_2=s_4=1`$; contributions of the two other saddle-points are suppressed by $`1/N`$.
Therefore, only 2 saddle-points out of 16 survive. In fact, it is sufficient to consider only one of them \[say, with the signs $`(,,+,+)`$\]; the second one \[with $`(,+,+,)`$\] will belong to the manifold obtained by rotating the first one by the matrices $`T`$. Indeed, if $`R_0=E/2i\sqrt{1E^2/4}\mathrm{\Lambda }`$ is a solution of Eq. (2.30), then all matrices of the form
$$R=TR_0T^1=\frac{E}{2}i\sqrt{1E^2/4}T\mathrm{\Lambda }T^1\frac{E}{2}i\pi \nu Q$$
(2.59)
are solutions \[and thus saddle points of the action (2.57)\] as well. Here $`\nu \nu (E)`$ \[see (2.38)\] and matrices $`Q`$ defined as
$$Q=T\mathrm{\Lambda }T^1$$
(2.60)
(and obviously satisfying $`Q^2=1`$) form a manifold of the supermatrix $`\sigma `$-model.
Comparing (2.59) with (2.51), we see that $`\delta _0`$ should be chosen as $`\delta _0=\pi \nu `$ and that the saddle-point manifold corresponds to $`P_1=P_2=E/2`$ (and $`T`$ running over the coset space). The Gaussian integral over $`P_1`$ and $`P_2`$ around this saddle-point value can be easily calculated, yielding unity (due to compensation of the bosonic and fermionic massive modes, cf. Eq. (2.36)). We are thus left with an integral over the manifold (2.60). Expanding the action (2.57) up to the first order in $`r/N1`$, we reduce it to the form<sup>9</sup><sup>9</sup>9since in Eq. (2.61) and below we use $`Q`$ as a variable on the coset space, we denote the corresponding invariant measure as $`\mathrm{d}\mu (Q)`$; it is identical to $`\mathrm{d}\mu (T)`$ introduced earlier.
$$T_2(E,r)=d\mu (Q)\left(\frac{E}{2}i\pi \nu Q_{\mathrm{bb},11}\right)\left(\frac{E}{2}i\pi \nu Q_{\mathrm{bb},22}\right)\mathrm{exp}\left\{\frac{i\pi \nu r}{2}\mathrm{Str}Q\mathrm{\Lambda }\right\}.$$
(2.61)
We have therefore reduced calculation of the level correlation function for an ensemble of matrices $`\widehat{H}`$ (with $`N^2\mathrm{}`$ degrees of freedom) to evaluation of an integral over a supermatrix $`Q`$ parametrized by a finite number (eight) variables and belonging to certain non-linear space. The obtained problem is known as zero-dimensional (0D) $`\sigma `$-model. The term โzero-dimensionalโ distinguishes integrals of the type (2.61) over a single matrix $`Q`$ from a field-theoretical $`\sigma `$-model studied in Sec. 3 with the matrix $`Q`$ depending on spatial coordinates.
For an explicit evaluation of integrals of the type (2.61) over the coset space the parametrization (2.52), (2.53) is inappropriate; a much more convenient parametrization was found by Efetov :
$$Q=\left(\begin{array}{cc}U_1& \\ & U_2\end{array}\right)\left(\begin{array}{cccc}\lambda _1& 0& i\mu _1& 0\\ 0& \lambda _2& 0& \mu _2^{}\\ i\mu _1^{}& 0& \lambda _1& 0\\ 0& \mu _2& 0& \lambda _2\end{array}\right)\left(\begin{array}{cc}U_1^1& \\ & U_2^1\end{array}\right);$$
(2.62)
$`U_1=\mathrm{exp}\left(\begin{array}{cc}0& \alpha ^{}\\ \alpha & 0\end{array}\right);U_2=\mathrm{exp}i\left(\begin{array}{cc}0& \beta ^{}\\ \beta & 0\end{array}\right),`$ (2.67)
$`1\lambda _1<\mathrm{},1\lambda _21,|\mu _1|^2=\lambda _1^21,|\mu _2|^2=1\lambda _2^2.`$ (2.68)
Alternatively, instead of the variables $`\lambda _{1,2}`$, $`\mu _{1,2}`$ defined in Eq. (2.68), one can introduce the set of variables $`\theta _1`$, $`\theta _2`$, $`\varphi _1`$, $`\varphi _2`$ via
$`\lambda _1=\mathrm{cosh}\theta _1,\mu _1=\mathrm{sinh}\theta _1e^{i\varphi _1},\lambda _2=\mathrm{cos}\theta _2,\mu _2=\mathrm{sin}\theta _2e^{i\varphi _2},`$
$`0\theta _1<\mathrm{},0\theta _2\pi ,0\varphi _{1,2}<2\pi .`$ (2.69)
Note that $`\lambda _{1,2}`$ are eigenvalues of the boson-boson (and fermion-fermion) block of the matrix $`Q`$; we will call them simply โeigenvaluesโ for brevity. The integral (2.61) takes in this parametrization the form
$`T_2(E,r)`$ $`=`$ $`{\displaystyle d\mu (Q)\left[\frac{E}{2}i\pi \nu (\lambda _1\alpha ^{}\alpha (\lambda _1\lambda _2))\right]}`$ (2.70)
$`\times `$ $`\left[{\displaystyle \frac{E}{2}}+i\pi \nu (\lambda _1+\beta ^{}\beta (\lambda _1\lambda _2))\right]e^{i\pi \nu r(\lambda _1\lambda _2)},`$
with the measure $`\mathrm{d}\mu (Q)`$ given by
$$\mathrm{d}\mu (Q)=\frac{\mathrm{d}\lambda _1\mathrm{d}\lambda _2}{(\lambda _1\lambda _2)^2}\mathrm{d}\varphi _1\mathrm{d}\varphi _2\mathrm{d}\alpha \mathrm{d}\alpha ^{}\mathrm{d}\beta \mathrm{d}\beta ^{}.$$
(2.71)
The crucial advantage of the above parametrization is that the exponent in (2.61) acquires a very simple form (see (2.70)) dependent on $`\lambda _1`$ and $`\lambda _2`$ only. This allows to integrate out straightforwardly the Grassmannian variables. The integration rules (2.8) imply that only the highest order term ($`\alpha ^{}\alpha \beta ^{}\beta `$) in the expansion of the integrand in a polynomial over Grassmannians gives a non-zero contribution after integration over $`\mathrm{d}\alpha ^{}\mathrm{d}\alpha \mathrm{d}\beta ^{}\mathrm{d}\beta `$. The result is easily seen to be
$$(\pi \nu )^2_1^{\mathrm{}}d\lambda _1_1^1d\lambda _2e^{i\pi \nu r(\lambda _1\lambda _2)}=\frac{2i}{r^2}\mathrm{sin}(\pi \nu r)e^{i\pi \nu r}.$$
(2.72)
There exists, however, one more contribution to the integral (2.70), namely that of the term of the zeroth order in Grassmannians. Though naively it gives zero after the Grassmannian integration, the corresponding integral over $`\lambda _{1,2}`$ has a singularity $`d\lambda _1d\lambda _2/(\lambda _1\lambda _2)^2`$ and thus diverges in the vicinity of $`\lambda _1=\lambda _2=1`$. The reason for this ambiguity is in the singular character of Efetovโs parametrization at $`Q=\mathrm{\Lambda }`$, i.e at $`\lambda _1=\lambda _2=1`$. The problem arises only for the term which does not contain Grassmannians; all higher order terms contain additional powers of $`(\lambda _1\lambda _2)`$ \[see (2.70)\], which make the integral over $`\lambda `$โs convergent. The value of the integral of the zeroth order term is determined by the following formula
$$d\mu (Q)F(\lambda _1,\lambda _2)=F(1,1)F(Q=\mathrm{\Lambda }),$$
(2.73)
where $`F`$ is an arbitrary function (depending on eigenvalues $`\lambda _1,\lambda _2`$ only) which vanishes at $`\lambda _1\mathrm{}`$. Equation (2.73) is a particular case of a theorem (often called Parisi-Sourlas-Efetov-Wegner theorem in the physical literature), which states that for a broad class of supersymmetric models an integral of an invariant function (in our case the fact that $`F(Q)`$ depends only on $`\lambda `$โs means that it is invariant with respect to rotations $`QVQV^1`$ with $`VU(1|1)\times U(1|1)`$) is given by its value at the origin (in our case $`Q=\mathrm{\Lambda }`$). For a discussion and a proof, see Refs. . A general mathematical treatment of such anomalous contributions to integrals over supermanifolds can be found in .
Applying (2.73) to the zeroth order (in Grassmannians) term of (2.70) and adding the result to the contribution (2.72) of the highest order term, we finally get
$$T_2(E,r)=\left(\frac{E}{2}i\pi \nu \right)\left(\frac{E}{2}+i\pi \nu \right)+\frac{2i}{r^2}\mathrm{sin}(\pi \nu r)e^{i\pi \nu r}.$$
(2.74)
Substituting this in (2.41), including the $`G_\mathrm{R}G_\mathrm{R}`$ contribution (2.42), and taking into account that $`\nu r=\nu \omega N=\omega /\mathrm{\Delta }=s`$, we find the two-level correlation function
$`R_2(\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2\nu ^2}}\mathrm{Re}\left[T_2(E,r)\left({\displaystyle \frac{E}{2}}i\pi \nu \right)^2\right]`$ (2.75)
$`=`$ $`1+\delta (s){\displaystyle \frac{\mathrm{sin}^2(\pi s)}{(\pi s)^2}},`$
in agreement with (2.40).
### 2.5 Comments and generalizations
#### 2.5.1 Structure of the saddle-point manifold.
We first note that the topology of the $`\sigma `$-model manifold was crucially important for the above calculation. Indeed, if we keep only the ordinary part (which does not contain Grassmannians) of each element $`Q`$ of this supermanifold<sup>10</sup><sup>10</sup>10the discarded part containing the Grassmannians is called nilpotent, we get a conventional (not super-) manifold<sup>11</sup><sup>11</sup>11called the base of the supermanifold, which is a product of the hyperboloid $`U(1,1)/U(1)\times U(1)`$ (parametrized by $`\lambda _1=\mathrm{cosh}\theta _1`$ and $`\varphi _1`$) and the sphere $`U(2)/U(1)\times U(1)`$ (parametrized by $`\lambda _2=\mathrm{cos}\theta _2`$ and $`\varphi _2`$). This combination of the compact ($`\lambda _2`$) and non-compact ($`\lambda _1`$) degrees of freedom is clearly reflected in the result, see Eq. (2.72).
It is appropriate here to add a comment concerning a somewhat subtle point of the calculation. The non-compact (hyperbolic) symmetry of the bb-sector originates from the opposite signs of the first and the third terms in Eq. (2.47). This sign choice was unambiguously dictated by the requirement of convergence of the integral over the bosonic components $`S_{1,2}`$ of the supervector $`\mathrm{\Phi }`$. On the other hand, the situation seems to be different for the two terms of (2.47) containing the Grassmannians $`\chi _{1,2}`$, since the integral over the anticommuting variables is always defined and no condition of convergence arises. Therefore, the choice of signs of the second and the fourth terms in (2.47), which has eventually led us to the compact symmetry of the ff-sector, seems to be arbitrary. A thorough analysis shows, however, that this apparent freedom is spurious, and the symmetry of the ff-block is uniquely fixed to be compact on a later stage of the calculation by the requirement of convergence of the integral over the coset space (i.e. over the matrix $`T`$).
#### 2.5.2 Gaussian ensembles of different symmetry.
Let us recall that for the sake of technical simplicity we considered the case of GUE (with the matrix $`\widehat{H}`$ being hermitian without any further restrictions) while calculating the level statistics. An analogous (though technically more involved) calculation can be performed for the two other Gaussian ensembles of Wigner and Dyson, the Gaussian Orthogonal Ensemble (GOE) of real symmetric matrices and the Gaussian Symplectic Ensemble (GSE) of real quaternionic matrices . If the matrix $`\widehat{H}`$ is considered as a Hamiltonian, the GUE describes systems without the (antiunitary) time reversal symmetry, while GOE and GSE correspond to systems with the time reversal invariance realized by an antiunitary operator $`๐ฏ`$ such that $`๐ฏ^2=1`$ (GOE) or $`๐ฏ^2=1`$ (GSE).
Calculation of the two-level correlation function for GOE within the supersymmetry approach is performed essentially in the same way as for GUE, see . However, due to the presence of an additional symmetry in the problem, one has to double the size of the supervectors $`\mathrm{\Phi }_i`$, combining $`\mathrm{\Phi }_i`$ with its time reversal $`\mathrm{\Phi }_i^{}`$. Correspondingly, one ends up with a 0D $`\sigma `$-model of $`8\times 8`$ supermatrices $`Q`$ parametrized by 16 independent variables. Now, instead of two for GUE, there are three eigenvalues, $`1\lambda _1,\lambda _2<\mathrm{}`$ and $`1\lambda 1`$. A similar structure is obtained for GSE with $`8\times 8`$ $`Q`$-matrix as well, but with two โcompactโ and one โnon-compactโ eigenvalues, $`1\lambda _11`$, $`0\lambda _21`$, $`1\lambda <\mathrm{}`$. The evaluation of the corresponding integrals reproduces again the result for the two-level correlation function obtained by Mehta and Dyson within the orthogonal polynomial method,<sup>12</sup><sup>12</sup>12Note that in the symplectic case all the levels are double degenerate (Kramers degeneracy). This degeneracy is disregarded in (2.77), which thus represents the correlation function of distinct levels only, normalized to the corresponding level spacing.
$$R_2(s)=1+\delta (s)\frac{\mathrm{sin}^2(\pi s)}{(\pi s)^2}\left[\frac{\pi }{2}\mathrm{sign}(s)\text{Si}(\pi s)\right]\left[\frac{\mathrm{cos}\pi s}{\pi s}\frac{\mathrm{sin}\pi s}{(\pi s)^2}\right](\mathrm{GOE}),$$
(2.76)
$`R_2(s)=1+\delta (s){\displaystyle \frac{\mathrm{sin}^2(2\pi s)}{(2\pi s)^2}}+\text{Si}(2\pi s)\left[{\displaystyle \frac{\mathrm{cos}2\pi s}{2\pi s}}{\displaystyle \frac{\mathrm{sin}2\pi s}{(2\pi s)^2}}\right](\mathrm{GSE}),`$ (2.77)
$`\text{Si}(x)={\displaystyle _0^x}{\displaystyle \frac{\mathrm{sin}y}{y}}๐y.`$
In the remaining part of the lecture course, we will continue considering explicitly the unitary class only; corresponding results for the other two classes will be sometimes quoted in the end of the calculation.
On top of the three โstandardโ Wigner-Dyson ensembles, seven other ensembles have been introduced more recently. They become relevant, in various physical situations, near a special point of the spectrum where the symmetry of the problem gets enlarged. Specifically, this happens (i) at the center of the band for a particle moving on a bipartite (AB) lattice with only off-diagonal (A$``$B or B$``$A) hopping allowed ; (ii) in the chiral random matrix ensembles , which model the massless Dirac operator in the quantum chromodynamics, near the zero point of the spectrum; (iii) near the Fermi energy in models of a mesoscopic metallic grain in contact with a superconductor . We will not consider such ensembles in this lecture course. An interested reader is referred to Ref. for a review of related algebraic structures.
A natural question that may be asked at this point is why is there a need in the supersymmetry formalism if the results discussed above have been obtained much earlier by the methods of โclassicalโ RMT. In fact, Sec. 3-5 will give an answer to this question, since the supersymmetry approach will be used there to study statistical properties for a much broader class of problems (disordered and chaotic systems), essentially different in their formulation from the RMT ensembles. However, already here we want to give two examples of the random matrix ensembles which, while being direct generalizations of the Gaussian ensembles, are not accessible within the classical RMT methods.
#### 2.5.3 Ensembles with non-Gaussian distributions of matrix elements.
Let us consider an ensemble of large ($`N\mathrm{}`$) $`N\times N`$ hermitian matrices with all matrix elements being independent and equally distributed, but (in contrast to GUE) with some non-Gaussian distribution function $`f(z,z^{})f(|z|^2)`$. In other words, the overall probability density for the matrix $`\widehat{H}`$ is assumed to be
$$๐ซ(\widehat{H})=\underset{ij}{}f(|H_{ij}|^2).$$
(2.78)
For the Gaussian distribution, $`f(|z^2|)=\mathrm{exp}(N|z|^2)`$, this is reduced<sup>13</sup><sup>13</sup>13The distribution of the diagonal elements $`H_{ii}`$ is not important in the leading order in $`1/N`$. to the Gaussian ensemble (2.1). However, for any other distribution function $`f`$ the probability density $`๐ซ(\widehat{H})`$ cannot be written in the form $`\mathrm{exp}\mathrm{Tr}F(\widehat{H})`$ any more. In other words, the ensemble (2.78) is no more invariant with respect to the unitary rotations, $`\widehat{H}\widehat{U}\widehat{H}\widehat{U}^1`$ and the probability distributions of eigenvalues and eigenvectors of $`\widehat{H}`$ do not decouple any more. This precludes the application of the orthogonal polynomial method, which uses an explicit form of the distribution of the eigenvalues.
On the other hand, the supersymmetry method can still be successfully used . After averaging over $`\widehat{H}`$ one gets, instead of the quartic term in the action (2.48),
$`\mathrm{exp}\{{\displaystyle \underset{ij}{}}\mathrm{\Phi }_i^{}H_{ij}L\mathrm{\Phi }_j\}={\displaystyle \underset{i<j}{}}{\displaystyle dzdz^{}\mathrm{exp}\{i\mathrm{\Phi }_i^{}L\mathrm{\Phi }_jz+i\mathrm{\Phi }_j^{}L\mathrm{\Phi }_iz^{}\}f(|z|^2)}`$
$`={\displaystyle \underset{i<j}{}}\left\{1(\mathrm{\Phi }_i^{}L\mathrm{\Phi }_j)(\mathrm{\Phi }_j^{}L\mathrm{\Phi }_i)|z^2|_f+{\displaystyle \frac{1}{4}}(\mathrm{\Phi }_i^{}L\mathrm{\Phi }_j)^2(\mathrm{\Phi }_j^{}L\mathrm{\Phi }_i)^2|z^4|_f+\mathrm{}\right\},`$ (2.79)
where $`\mathrm{}_f`$ denotes averaging over $`f(|z|^2)`$. As in the case of GUE, we will assume the normalization which keeps the band of eigenvalues of $`\widehat{H}`$ finite in the limit $`N\mathrm{}`$. This implies $`|H_{ij}|^21/N`$, i.e. $`|z^2|_f1/N`$. If $`f`$ is a smooth, non-singular function, then $`|z^4|_f1/N^2`$ etc. For this reason, one can drop all terms beyond the quartic one in the second line of (2.5.3). Indeed, the integral over $`\mathrm{\Phi }`$ (taken after the Hubbard-Stratonovich decoupling) will be dominated by $`\mathrm{\Phi }N^0`$, see Eq. (2.49). Therefore, the second line of (2.5.3) is in fact an expansion in $`1/N`$. Dropping all higher order terms and reexponentiating the quartic term (which is $`1/N`$), we get
$$\mathrm{exp}\{\underset{ij}{}\mathrm{\Phi }_i^{}H_{ij}L\mathrm{\Phi }_j\}\underset{i,j}{}\mathrm{exp}\left\{\frac{1}{2}|z^2|_f(\mathrm{\Phi }_i^{}L\mathrm{\Phi }_j)(\mathrm{\Phi }_j^{}L\mathrm{\Phi }_i)\right\},$$
(2.80)
which is the same result as for the Gaussian distribution $`f(z,z^{})=\mathrm{exp}\{|z|^2/|z^2|_f\}`$. Therefore, the spectral statistics for the ensemble (2.78) has the same Wigner-Dyson form as for the GUE.
##### Sparse random matrix ensemble.
A notable exception from this statement is formed by an ensemble of sparse random matrices for which the distribution function $`f(|z|^2)`$ is singular at $`z=0`$. More specifically,
$$f(|z|^2)=\left(1\frac{p}{N}\right)\delta (|z|^2)+\frac{p}{N}h(|z|^2),$$
(2.81)
where $`p>0`$ is a constant of order unity (i.e. independent of $`N`$) and $`h`$ is a smooth (in particular, non-singular at $`z=0`$) distribution function with $`|z^2|_h1`$. The distribution (2.81) implies that almost all matrix elements of $`\widehat{H}`$ are zero; only $`p`$ (in average) out of $`N`$ elements in each row are non-zero (and distributed according to $`h(|z|^2)`$). Because of the singular character of $`f(|z|^2)`$ truncation of the series in (2.5.3) is no more legitimate. Indeed, we have now $`|z^2|_f1/N`$, $`|z^4|_f1/N`$, etc., so that all the terms have to be taken into account. To decouple all of them via a kind of the Hubbard-Stratonovich transformation, one has to introduce, in addition to the usual matrix $`Q_{\alpha \beta }`$, also higher order tensors $`Q_{\alpha \beta \gamma \delta }^{(4)}`$, $`Q_{\alpha \beta \gamma \delta \mu \nu }^{(6)},\mathrm{}`$. It turns out that they all can be combined in a function $`Y(\mathrm{\Phi },\mathrm{\Phi }^{})`$, so that the Hubbard-Stratonovich transformation acquires a functional form. The analysis show that the model exhibits an Anderson localization transition if one of the parameters (e.g. $`p`$) is changed. At $`p<p_c`$ all eigenvectors are localized and the level statistics is Poisonnian (uncorrelated levels) in the limit $`N\mathrm{}`$; at $`p>p_c`$ the states are delocalized and the Wigner-Dyson statistics applies<sup>14</sup><sup>14</sup>14To be precise, one should speak about the states belonging to the infinite cluster only, see .; finally $`p=p_c`$ is the critical point of the Anderson transition. We mention also that this model has effectively infinite-dimensional character and is closely related to the problem of Anderson localization on the tree-like Bethe lattice, see .
#### 2.5.4 Random banded matrices.
The random banded matrix (RBM) ensemble is defined in the following way (see e.g. ). As in the Gaussian ensemble, all the matrix elements are supposed to be independent and have a Gaussian distribution. The difference is that the variance of this distribution is now not the same for all the elements but rather depends on the distance from the main diagonal,
$$|H_{ij}|^2=F(|ij|).$$
(2.82)
The function $`F(r)`$ is supposed to be roughly constant for $`rb`$ and negligibly small for $`rb`$. Therefore, all the elements of the matrix which are essentially non-zero are located within a band of width $`b`$ around the main diagonal (hence the term โbanded matricesโ). Again, the RBM ensemble is not rotationally-invariant and thus cannot be treated by the classical RMT methods. In contrast, the supersymmetry approach can be applied to this ensemble . In particular, one finds that if $`b/N`$ is kept constant while the limit $`N\mathrm{}`$ is considered, the level statistics acquire the universal Wigner-Dyson form. More generally, this ensemble describes a quasi-one-dimensional system, with statistical properties depending on a value of the ratio $`X=N/b^2`$. If $`X1`$ (as in the above limiting procedure), the level (and eigenfunction) statistics are essentially of the GUE form; in the opposite limit $`X1`$ the system is in the strong localization regime. This will be discussed in more detail in Sec. 3, 4.
#### 2.5.5 Parametric level statistics.
We have just demonstrated that the supersymmetry approach is extremely useful when the matrix ensemble different from the Gaussian ones are considered. However, also for the Gaussian ensembles the supersymmetry method has produced a bulk of new results for quantities more complicated than the conventional two-level correlation function (2.39). As an important example, we mention here the parametric level statistics which is defined in the following way. Let us perturb the set of matrices $`\widehat{H}_0`$ forming the GUE by adding some given traceless matrix $`\widehat{V}`$ multiplied by a parameter $`\alpha `$,
$$\widehat{H}(\alpha )=H_0+\alpha \widehat{V}.$$
(2.83)
Consider now the following correlation function
$$R_2(\omega ,\delta \alpha )=\mathrm{Tr}\delta (E\widehat{H}(\alpha ))\mathrm{Tr}\delta (E+\omega \widehat{H}(\alpha +\delta \alpha ))/\nu ^2.$$
(2.84)
For $`\delta \alpha =0`$ this is just the usual two-level correlation function (2.39). The parametric DOS-DOS correlation function was calculated via the supersymmetry method by Simons and Altshuler . As for the simple level correlation function (2.39), the result has a universal form if the perturbation parameter $`\delta \alpha `$ is properly rescaled,
$$R_2(\omega ,\delta \alpha )=1+\frac{1}{2}\mathrm{Re}_1^{\mathrm{}}d\lambda _1_1^1d\lambda _2\mathrm{exp}\left[i\pi s(\lambda _1\lambda _2)\frac{\pi ^2}{2}x^2(\lambda _1^2\lambda _2^2)\right],$$
(2.85)
where $`x=\delta \alpha (_\alpha E_i)^2^{1/2}/\mathrm{\Delta }`$ and, as before, $`s=\omega /\mathrm{\Delta }`$. The corresponding formulas for the other two ensembles can be found in .
## 3 Level statistics in a disordered sample: Diffusive $`\sigma `$-model.
### 3.1 Derivation of the diffusive $`\sigma `$-model.
Having introduced the main ideas and ingredients of the supersymmetry formalism for the Gaussian Ensemble, we are prepared to proceed with consideration of a much richer problem of a particle moving in a random potential. The Hamiltonian has now the form<sup>15</sup><sup>15</sup>15We set $`\mathrm{}=1`$.
$$\widehat{H}=\frac{\widehat{๐ฉ}^2}{2m}+U(๐ซ),\widehat{๐ฉ}=i$$
(3.1)
where $`U(๐ซ)`$ is a disorder potential. For simplicity we choose it to be of the white-noise type (this is not essential for the derivation of the $`\sigma `$-model)
$$U(๐ซ)U(๐ซ^{})=\frac{1}{2\pi \nu \tau }\delta (๐ซ๐ซ^{}),$$
(3.2)
where $`\tau `$ is the mean free time. We will assume that the time reversal invariance is broken (say, by weak homogeneous or random magnetic field) and restrict our consideration to the (technically simpler) case of the unitary symmetry.<sup>16</sup><sup>16</sup>16We will use a somewhat sloppy (but convenient) terminology and refer to systems having the symmetry of GOE, GUE, and GSE as to systems of orthogonal, unitary, and symplectic symmetry, respectively. For a disordered electronic problem, the orthogonal symmetry corresponds to purely potential scattering in the absence of magnetic fields (both time reversal and spin-rotation invariance preserved), the symplectic symmetry to the spin-orbit scattering (spin-rotation invariance broken, but time reversal preserved), while the unitary symmetry class is realized in the presence of homogeneous or random magnetic field breaking the time reversal invariance . The DOS and the Greenโs functions are given by a direct generalization of Eqs. (2.3)โ(2.5),
$$\nu (E)=\frac{1}{2\pi iV}\mathrm{d}^d๐ซ\left[G_\mathrm{A}^E(๐ซ,๐ซ)G_\mathrm{R}^E(๐ซ,๐ซ)\right],$$
(3.3)
$$G_{\mathrm{R},\mathrm{A}}^E(๐ซ_1,๐ซ_2)=๐ซ_1|(E\widehat{H}\pm i\eta )^1|๐ซ_2,\eta +0.$$
(3.4)
In the two-level correlation function (2.39) the $`G_\mathrm{R}G_\mathrm{R}`$ and $`G_\mathrm{A}G_\mathrm{A}`$ terms are again trivial (decouple in the product of averages), and all the non-trivial information is contained in the $`G_\mathrm{R}G_\mathrm{A}`$ terms. Introducing the supervector field
$$\mathrm{\Phi }(๐ซ)=\left(\begin{array}{c}S_1(๐ซ)\\ \chi _1(๐ซ)\\ S_2(๐ซ)\\ \chi _2(๐ซ)\end{array}\right),$$
(3.5)
we write, in analogy with (2.46), (2.47), the corresponding product of the Greenโs functions as a functional integral,
$`G_\mathrm{R}^{E+\omega /2}(๐ซ_1,๐ซ_1)G_\mathrm{A}^{E\omega /2}(๐ซ_2,๐ซ_2)={\displaystyle \mathrm{D}\mathrm{\Phi }\mathrm{D}\mathrm{\Phi }^{}S_1(๐ซ_1)S_1^{}(๐ซ_1)S_2(๐ซ_2)S_2^{}(๐ซ_2)}`$
$`\times \mathrm{exp}\left\{i{\displaystyle \mathrm{d}^d๐ซ\mathrm{\Phi }^{}(๐ซ)L[E+(\omega /2+i\eta )\mathrm{\Lambda }\widehat{H}]\mathrm{\Phi }(๐ซ)}\right\}.`$ (3.6)
Averaging over the disorder with the correlator (3.2) produces a quartic term,
$$\mathrm{exp}\{i\mathrm{d}^d๐ซ\mathrm{\Phi }^{}(๐ซ)LU(๐ซ)\mathrm{\Phi }(๐ซ)\}=\mathrm{exp}\left\{\frac{1}{4\pi \nu \tau }\mathrm{d}^d๐ซ[\mathrm{\Phi }^{}(๐ซ)L\mathrm{\Phi }(๐ซ)]^2\right\},$$
(3.7)
the Hubbard-Stratonovich decoupling of which requires the introduction of an $`๐ซ`$-dependent supermatrix field $`R(๐ซ)`$,
$`\mathrm{exp}\left\{{\displaystyle \frac{1}{4\pi \nu \tau }}{\displaystyle \mathrm{d}^d๐ซ[\mathrm{\Phi }^{}(๐ซ)L\mathrm{\Phi }(๐ซ)]^2}\right\}`$ $`=`$ $`{\displaystyle }\mathrm{D}R\mathrm{exp}\{i{\displaystyle }\mathrm{d}^d๐ซ\mathrm{\Phi }^{}(๐ซ)L^{1/2}R(๐ซ)L^{1/2}\mathrm{\Phi }(๐ซ)`$ (3.8)
$``$ $`\pi \nu \tau {\displaystyle }\mathrm{d}^d๐ซ\mathrm{Str}R^2(๐ซ)\}.`$
For any given $`๐ซ`$ the matrix $`R(๐ซ)`$ has the structure specified by Eqs. (2.51)โ(2.53). Substituting (3.8), (3.7) in (3.6) and performing the $`\mathrm{\Phi }`$-integral, we obtain, similarly to (2.57), an integral over the $`R`$-field with the action
$$S[R]=\pi \nu \tau \mathrm{d}^d๐ซ\mathrm{Str}R^2+\mathrm{Str}\mathrm{ln}\left(E+\frac{\omega }{2}\mathrm{\Lambda }\frac{\widehat{๐ฉ}^2}{2m}R\right).$$
(3.9)
The corresponding saddle-point equation reads (for $`\omega 0`$)
$$R(๐ซ)=\frac{1}{2\pi \nu \tau }g(๐ซ,๐ซ);g=\left(E\frac{\widehat{๐ฉ}^2}{2m}R\right)^1.$$
(3.10)
We look first for a diagonal, $`๐ซ`$-independent solution of (3.10), $`R=\mathrm{diag}(q_1,q_2,q_3,q_4)`$, which has, in the weak-disorder regime $`E\tau 1`$, the form
$$q_j=\frac{1}{2\pi \nu \tau }\mathrm{Re}G_\mathrm{R}(๐ซ,๐ซ)\pm \frac{i}{2\tau },$$
(3.11)
with
$$G_\mathrm{R}(๐ซ,๐ซ)=\frac{\mathrm{d}^d๐ฉ}{(2\pi )^d}(E๐ฉ^2/2m+i/2\tau )^1.$$
(3.12)
The first term in (3.11) gives a non-interesting constant real contribution to $`R`$, which can be absorbed<sup>17</sup><sup>17</sup>17As it stands, Eq. (3.12) has an ultraviolet divergence at $`p\mathrm{}`$ in $`d2`$. This is related to the white-noise (zero correlation length) character of the disorder potential. Assuming a finite correlation length of the disorder would introduce an UV-cutoff and make the integral (3.12) finite. In a realistic model of a disordered metal the correlation length is set by the screening length, which is of order of the Fermi wave length. Introducing a cutoff $`p_F=(2mE)^{1/2}`$ in (3.12), we find that the first term in (3.12) is much smaller than $`E`$ in the considered weak-disorder regime. into the energy $`E`$.
The choice of signs in the second term of (3.11) is dictated by the same considerations as in the GUE case (see the text below Eq. (2.58)), leaving us with
$$R_0=\frac{1}{2\pi \nu \tau }\mathrm{Re}G_\mathrm{R}(๐ซ,๐ซ)\frac{i}{2\tau }\mathrm{\Lambda }\sigma \frac{i}{2\tau }\mathrm{\Lambda }.$$
(3.13)
The manifold of saddle-points is generated from $`R_0`$ by rotations with matrices $`T`$ defined in (2.52), (2.53),
$$R=\sigma \frac{i}{2\tau }T\mathrm{\Lambda }T^1\sigma \frac{i}{2\tau }Q,$$
(3.14)
with $`Q`$ from Eq. (2.60). The set of matrices (3.14) constitutes a manifold of degenerate (at $`\omega 0`$) saddle points of the action (3.9).
We allow now the matrix $`T`$ (and consequently $`Q`$) to vary slowly in space,
$$R(๐ซ)=\sigma \frac{i}{2\tau }Q(๐ซ),Q(๐ซ)=T(๐ซ)\mathrm{\Lambda }T^1(๐ซ).$$
(3.15)
While (3.15) with an $`๐ซ`$-dependent $`Q`$ is not an exact saddle-point any more, the fields of this form constitute the low-lying excitations for the functional integral $`\mathrm{D}R\mathrm{}e^{S[R]}`$ with the action (3.9). Performing the gradient expansion of the second term in Eq. (3.9) for the configurations defined by Eq. (3.15)(and also expanding in $`\omega `$ up to the linear term), we find the action for these low-lying modes
$$S[Q]=\frac{\pi \nu }{4}\mathrm{d}^d๐ซ\mathrm{Str}[D(Q)^22i\omega \mathrm{\Lambda }Q],$$
(3.16)
where $`D=v_F^2\tau /d`$ is the diffusion constant (here $`v_F=(2E/m)^{1/2}`$ is the particle velocity and $`d`$ the spatial dimensionality). The two-level correlation function is thus reduced to a functional integral over the $`Q`$-matrix field slowly varying on the coset space,
$$R_2(\omega )=\left(\frac{1}{4V}\right)^2\text{Re}\mathrm{D}Q(๐ซ)\left[\mathrm{d}^d๐ซ\text{Str}Q\mathrm{\Lambda }k\right]^2e^{S[Q]},$$
(3.17)
where $`k=\mathrm{diag}(1,1,1,1)`$, i.e $`k`$ is equal to 1 $`(1)`$ in the boson-boson (resp. fermion-fermion) block.
The field theory characterized by the action (3.16) is called a ($`d`$-dimensional) non-linear $`\sigma `$-model. It characterizes the low-frequency long-wavelength physics of the original electronic problem. The fact that such a matrix $`\sigma `$-model in the replica limit $`n0`$ is the effective field theory for the problem of a particle in a random potential was first realized by Wegner ; a derivation (in the replica formulation) was given by Schรคfer and Wegner and by Efetov, Larkin, and Khmelnitskii . The supersymmetric version of the model was presented by Efetov . To elucidate the physical content of the $`\sigma `$-model (3.16), it is instructive to draw a parallel with a model of classical magnetic moments with a ferromagnetic interaction in an external magnetic field,
$$H[๐]=\underset{\mathrm{๐ซ๐ซ}^{}}{}J_{\mathrm{๐ซ๐ซ}^{}}๐(๐ซ)๐(๐ซ^{})\underset{๐ซ}{}\mathrm{๐๐}(๐ซ),$$
(3.18)
where $`๐(๐ซ)`$ are $`n`$-component vectors with $`๐^2(๐ซ)=1`$. At low temperatures, only the low-energy sector is important, which corresponds to a slowly varying vector $`๐(๐ซ)`$. The Hamiltonian (3.18) is then reduced to a vector $`\sigma `$-model,
$$H[๐]=\mathrm{d}^d๐ซ\left[\frac{\kappa }{2}(๐(๐ซ))^2\mathrm{๐๐}(๐ซ)\right],$$
(3.19)
where $`\kappa `$ is the spin stiffness. Let us now demonstrate the analogies between (3.16) and (3.19). The $`n`$-component unit vector $`๐`$ sweeps the $`(n1)`$-dimensional sphere $`S^{n1}`$ isomorphic to the coset space $`O(n)/O(n1)`$. If the external magnetic field $`๐`$ is directed, say, along $`๐_1=(1,0,\mathrm{},0)`$, then $`๐_1`$ plays in (3.19) the same role as $`\mathrm{\Lambda }`$ in (3.16). Indeed, $`O(n1)`$ is the subgroup of $`O(n)`$ which does not rotate $`๐_1`$; for this reason the space of matrices from $`O(n)`$ which generate different vectors when acting on $`๐_1`$ is the coset space $`O(n)/O(n1)`$. Fully analogously, $`U(1|1)\times U(1|1)`$ is the subgroup of those matrices from $`U(1,1|2)`$ which do not rotate (i.e commute with) $`\mathrm{\Lambda }`$, so that the manifold of matrices $`Q`$ is generated by rotations $`T`$ belonging to the coset space $`U(1,1|2)/U(1|1)\times U(1|1)`$. Furthermore, while the first term of (3.19) is invariant with respect to a global rotation of $`๐(๐ซ)`$, the second term breaks this $`O(n)/O(n1)`$ symmetry. In the ferromagnetic phase the symmetry is broken spontaneously at $`B0`$; the corresponding Goldstone modes are the spin waves. To write their Hamiltonian explicitly, one should represent $`H`$ in terms of independent degrees of freedom, i.e. in terms of the transverse (with respect to $`๐_1`$) part $`๐_{}`$ (the longitudinal component being $`S_1=(1๐_{}^2)^{1/2}`$),
$$H[๐_{}]=\frac{1}{2}\mathrm{d}^d๐ซ\left[\kappa [๐_{}(๐ซ)]^2+B๐_{}^2(๐ซ)+O(๐_{}^4(๐ซ))\right],$$
(3.20)
with the last term describing interaction of the spin waves. Equation (3.20) implies that the correlation function of the transverse magnetization has the Goldstone-type low-momentum behavior,
$$\mathrm{d}^d๐ซe^{i\mathrm{๐ช๐ซ}}๐_{}(0)๐_{}(๐ซ)\frac{1}{\kappa ๐ช^2+B}.$$
(3.21)
Comparing (3.19) with (3.16), we see that the frequency $`\omega `$ plays, in the case of a disordered electronic system, the same role of a symmetry breaking field as the magnetic field $`๐`$ for a ferromagnet. The soft modes for (3.16) are the diffusion modes. To write their action explicitly, one should choose some parametrization of $`Q`$ in terms of independent degrees of freedom. Two parametrizations, most often used for perturbative calculations, are
$`Q`$ $`=`$ $`(1W/2)\mathrm{\Lambda }(1W/2)^1=\mathrm{\Lambda }(1+W/2)(1W/2)^1`$ (3.22)
$`=`$ $`\mathrm{\Lambda }\left(1+W+{\displaystyle \frac{W^2}{2}}+{\displaystyle \frac{W^3}{4}}+{\displaystyle \frac{W^4}{8}}+\mathrm{}\right)`$
and
$$Q=\mathrm{\Lambda }\left(W+\sqrt{1+W^2/2}\right)=\mathrm{\Lambda }\left(1+W+\frac{W^2}{2}\frac{W^4}{8}+\mathrm{}\right),$$
(3.23)
with $`W`$ having the off-diagonal block structure in the RA space,
$$W=\left(\begin{array}{cc}0& W_{12}\\ W_{21}& 0\end{array}\right);W_{12}^{}=kW_{21}.$$
(3.24)
In either case the action (3.16) takes the form
$$S[W]=\frac{\pi \nu }{4}\mathrm{d}^d๐ซ\mathrm{Str}[D(W)^2i\omega W^2+O(W^3)],$$
(3.25)
with the last term on the r.h.s. describing the interaction of the diffusion modes. The analog of (3.21) is the diffusion propagator (see below),
$$\mathrm{d}^d๐ซe^{i\mathrm{๐ช๐ซ}}\mathrm{Str}kW_{12}(0)kW_{21}(๐ซ)\frac{1}{\pi \nu (D๐ช^2i\omega )}.$$
(3.26)
After this digression we return to the analysis of the two-level correlation function (3.17).
### 3.2 Reduction to the 0D $`\sigma `$-model: Universal limit.
According to (3.25), the โenergiesโ (eigenvalues of the quadratic form of the action) of the diffusion modes are given by
$$D๐ช_\mu ^2i\omega ฯต_\mu i\omega ,$$
(3.27)
with $`๐ช_\mu `$ being the allowed values of wave vectors. One can show that in an isolated sample the boundary condition for the $`Q`$-field is<sup>18</sup><sup>18</sup>18To understand the physical meaning of (3.28), one should remember that $`Q`$ was introduced as a field conjugate to the product $`\mathrm{\Phi }\mathrm{\Phi }^{}`$, i.e. it is a kind of a density field. Equation (3.28) is thus the condition of the absence of current through the sample boundary, which is precisely what should be imposed on a boundary with vacuum or with an insulator.
$$_๐งQ|_{\mathrm{boundary}}=0,$$
(3.28)
where $`_๐ง`$ is the normal derivative. If we consider a rectangular sample of a size $`L_1\times \mathrm{}\times L_d`$, the wave vectors $`๐ช_\mu `$ are quantized according to
$$๐ช_\mu =\pi (\frac{n_1}{L_1},\mathrm{},\frac{n_d}{L_d}),n_i=0,1,2,\mathrm{}.$$
(3.29)
For periodic boundary conditions, which are often used by theoreticians, we have instead
$$๐ช_\mu =2\pi (\frac{n_1}{L_1},\mathrm{},\frac{n_d}{L_d}),n_i=0,\pm 1,\pm 2,\mathrm{}.$$
(3.30)
In either case, one can distinguish the zero mode with $`๐ช_0=0`$ (and thus $`ฯต_0=0`$) from all other modes with $`ฯต_\mu D(\pi /L)^2`$, where $`L=\mathrm{max}\{L_1,\mathrm{},L_d\}`$. The energy $`E_c=D/L^2`$ is called the Thouless energy; it is of the order of the inverse time of diffusion through the sample. Equation (3.27) suggests that for $`\omega E_c`$ one can neglect all non-zero modes when calculating the level correlation function. This approximation used by Efetov is known as the zero-mode approximation. As a result, the functional integral (3.17) reduces to an integral over a single supermatrix $`Q`$, acquiring the form of the correlation function of the 0D $`\sigma `$-model, Eq. (2.61). Therefore, in the zero-mode approximation the level statistics is described by the 0D $`\sigma `$-model and thus has (according to Sec. 2.4) the RMT form (2.75).
For systems with preserved time-reversal invariance the same consideration leads to the $`\sigma `$-models of the orthogonal or symplectic symmetry (depending on the presence of spin-dependent scattering). In the zero-mode approximation they reduce to corresponding 0D $`\sigma `$-models yielding the level statistics (2.76), (2.77) of Gaussian ensembles of the corresponding symmetries.
In order for the zero-mode approximation to make sense, the Thouless energy $`E_c`$ should be much larger than the mean level spacing $`\mathrm{\Delta }`$. It is easy to see that the ratio $`g=2\pi E_c/\mathrm{\Delta }`$ is the dimensionless (measured in units of $`e^2/h`$) conductance of the sample (for a current flowing in the direction of $`L`$). Therefore, the above condition is equivalent to $`g1`$; we will term the corresponding situation โmetallic regimeโ (or โweak localization regimeโ). The opposite case, $`g1`$, corresponds to the strong localization of a particle and is realized in 2D or 3D if the disorder is not weak<sup>19</sup><sup>19</sup>19Strictly speaking, in 2D even for a weak disorder all states are localized, but the corresponding localization length is exponentially large., $`E\tau 1`$, or in sufficiently long systems of quasi-1D geometry (see below). The notion of the dimensionless conductance plays a central role in the scaling theory of localization, see for review.
### 3.3 Deviations from universality
#### 3.3.1 Perturbation theory.
Deviations from the universal (RMT) behavior are due to the non-zero diffusion modes. The first calculation of the level statistics in a diffusive grain taking into account the non-zero modes was performed by Altshuler and Shklovskii . They used the perturbation theory, which amounts to keeping only the terms of the leading order in $`W`$ in the expansion of the preexponential factor and of the action (3.25) in Eq. (3.17). This yields (for the unitary symmetry)
$`R_{2,\mathrm{AS}}(\omega )1`$ $``$ $`{\displaystyle \frac{1}{(4V)^2}}\mathrm{Re}{\displaystyle \mathrm{D}W(๐ซ)\left[\mathrm{d}^d๐ซ\mathrm{Str}Wk\right]^2}`$ (3.31)
$`\times \mathrm{exp}\left\{{\displaystyle \frac{\pi \nu }{4}}{\displaystyle \mathrm{d}^d๐ซ\mathrm{Str}W[D^2+i\omega ]W}\right\}`$
$`=`$ $`{\displaystyle \frac{\mathrm{\Delta }^2}{2\pi ^2}}\mathrm{Re}{\displaystyle \underset{\mu }{}}{\displaystyle \frac{1}{(ฯต_\mu i\omega )^2}}.`$
The same result is obtained for the other symmetry classes, with an additional factor $`2/\beta `$, where $`\beta `$ is the commonly used parameter equal to 1, 2, and 4 for the orthogonal, unitary, and symplectic symmetry, respectively.
We analyze first the perturbative expression (3.31) in the limit $`\omega E_c`$ (or, equivalently, $`s\omega \mathrm{\Delta }g`$), when the zero-mode approximation applies. Keeping only the term with $`ฯต_0=0`$ in (3.31) yields
$$R_{2,\mathrm{AS}}(\omega )1=\frac{1}{2\pi ^2s^2},sg.$$
(3.32)
To compare this perturbative formula with the exact result (2.75), we note that the connected part of the RMT correlator (2.75) can be decomposed into the smooth and the oscillatory contributions,
$$\frac{\mathrm{sin}^2(\pi s)}{(\pi s)^2}=\frac{1}{2(\pi s)^2}+\frac{\mathrm{cos}(2\pi s)}{2(\pi s)^2}.$$
(3.33)
We see that the Altshuler-Shklovskii calculation reproduces the smooth term, but fails to give the oscillatory contribution. This is because their method is perturbative in $`1/s`$, while the oscillations $`\mathrm{cos}(2\pi s)`$ are of non-perturbative (in $`1/s`$) character. Furthermore, the Altshuler-Shklovskii result gives no information about the actual small-$`s`$ behavior of $`R_2(\omega )`$.
We consider now the opposite regime, $`\omega E_c`$ ($`sg`$), in which the summation in (3.31) can be replaced by integration, yielding<sup>20</sup><sup>20</sup>20We assume the spatial dimensionality $`d<4`$ (otherwise, the sum in (3.31) has an ultraviolet divergence). We also note that in 2D the Altshuler-Shklovskii calculation gives the coefficient $`c_2=0`$; a more careful consideration taking into account higher order terms of the perturbative expansion yields $`c_21/g^2`$ for the unitary and $`c_21/g`$ for the orthogonal and symplectic symmetry.
$$R_{2,\mathrm{AS}}(\omega )1c_dg^{d/2}s^{d/22},sg,$$
(3.34)
with a numerical coefficient $`c_d`$. Therefore, in the domain $`sg`$ the level statistics differs completely from its universal (RMT) form. The slower (compared to RMT) decay of DOS correlations at $`sg`$ corresponds to the diffusive motion of the particle at times $`tt_DE_c^1`$. In contrast, at long times, $`tt_D`$, the trajectory covers ergodically the whole sample volume, and the correlations acquire their universal form.
It should be mentioned here that Altshuler and Shklovskii used in fact not the $`\sigma `$-model formalism but the impurity diagram technique, with the ladder diagrams representing the diffusion modes. This diffuson-cooperon diagrammatics (completely equivalent to the perturbative expansion of the $`\sigma `$-model) is by now a standard tool, which has allowed to discover and to study a number of remarkable effects in mesoscopic physics, in particular the weak localization, the Altshuler-Aronov effect of interplay of the Coulomb interaction and disorder, and the universal conductance fluctuations. Several excellent reviews of these subjects are available, see Refs. . However, as the above discussion shows, the perturbative methods are not sufficient for studying the statistics of energy levels (and also of eigenfunctions, see Sec. 4), and the non-perturbative $`\sigma `$-model approach has to be used.
#### 3.3.2 Deviations from universality at $`\omega E_c`$.
We return now to the region $`sg`$ and consider deviations from the universal (RMT) behavior. The method that allows us to calculate such deviations from the universality was developed in and can be outlined as follows. We first decompose $`Q`$ (in a proper way taking into account the non-linear constraint $`Q^2=1`$) into the constant part $`Q_0`$ and the contribution $`\stackrel{~}{Q}`$ of higher modes with nonโzero momenta. Then we integrate out all non-zero modes. This can be done perturbatively provided the dimensionless conductance $`g1`$. As a result, we get an integral over the matrix $`Q_0`$ only, which has to be calculated non-perturbatively.
We begin by presenting the correlator $`R_2(\omega )`$ in the form
$`R_2(\omega )={\displaystyle \frac{1}{(2\pi i)^2}}{\displaystyle \frac{^2}{u^2}}{\displaystyle \mathrm{D}Q\mathrm{exp}\{S[Q]\}}|_{u=0},`$
$`S[Q]={\displaystyle \frac{\pi \nu D}{4}}{\displaystyle \text{Str}(Q)^2}+\stackrel{~}{s}{\displaystyle \text{Str}\mathrm{\Lambda }Q}+\stackrel{~}{u}{\displaystyle \text{Str}Q\mathrm{\Lambda }k},`$ (3.35)
where $`\stackrel{~}{s}=\pi s/2iV`$, $`\stackrel{~}{u}=\pi u/2iV`$. Now we decompose $`Q`$ in the following way:
$$Q(๐ซ)=T_0\stackrel{~}{Q}(๐ซ)T_0^1,$$
(3.36)
where $`T_0`$ is a spatially uniform matrix from the coset space and $`\stackrel{~}{Q}`$ describes all modes with non-zero momenta. When $`\omega E_c`$, the matrix $`\stackrel{~}{Q}`$ fluctuates only weakly near the origin $`\mathrm{\Lambda }`$ of the coset space. In the leading order, $`\stackrel{~}{Q}=\mathrm{\Lambda }`$, thus reducing (3.35) to the 0D $`\sigma `$โmodel, which leads to the WignerโDyson result (2.75). To find the corrections, we should expand the matrix $`\stackrel{~}{Q}`$ around the origin $`\mathrm{\Lambda }`$. We use the parametrization (3.22),
$$\stackrel{~}{Q}=\mathrm{\Lambda }(1+W/2)(1W/2)^1=\mathrm{\Lambda }\left(1+W+\frac{W^2}{2}+\frac{W^3}{4}+\mathrm{}\right).$$
(3.37)
To keep the number of degrees of freedom unchanged, we should exclude the zero mode from $`\stackrel{~}{Q}`$, which is achieved by the constraint $`\mathrm{d}^d๐ซW=0`$. Substituting the expansion (3.37) into Eq. (3.35), we get
$`S=S_0[Q_0]+S_W[W]+S_1[Q_0,W];`$
$`S_0={\displaystyle \text{Str}\left[\stackrel{~}{s}Q_0\mathrm{\Lambda }+\stackrel{~}{u}Q_0\mathrm{\Lambda }k\right]},`$
$`S_W={\displaystyle \frac{\pi \nu D}{4}}{\displaystyle \text{Str}(W)^2},`$
$`S_1={\displaystyle \frac{1}{2}}{\displaystyle \text{Str}[\stackrel{~}{s}U_0\mathrm{\Lambda }W^2+\stackrel{~}{u}U_{0k}\mathrm{\Lambda }W^2]}+O(W^3),`$ (3.38)
where $`Q_0=T_0\mathrm{\Lambda }T_0^1`$, $`U_0=T_0^1\mathrm{\Lambda }T_0`$, $`U_{0k}=T_0^1\mathrm{\Lambda }kT_0`$. Let us define $`S_{\mathrm{eff}}[Q_0]`$ as a result of elimination of the fast (non-zero) modes:
$$e^{S_{\mathrm{eff}}[Q_0]}=e^{S_0[Q_0]}e^{S_1[Q_0,W]+\mathrm{ln}J[W]}_W,$$
(3.39)
where $`\mathrm{}_W`$ denote the integration over $`W`$ with the Gaussian weight $`\mathrm{exp}\{S_W[W]\}`$, and $`J[W]`$ is the Jacobian of the transformation (3.36), (3.37) from the variable $`Q`$ to $`\{Q_0,W\}`$ (the Jacobian does not contribute to the leading order correction calculated here, but is important for higher-order calculations ). Expanding up to the order $`W^4`$, we get
$$S_{\mathrm{eff}}=S_0+S_1\frac{1}{2}S_1^2+\frac{1}{2}S_1^2+\mathrm{}.$$
(3.40)
The integral over the fast modes $`W`$ can be calculated now using the Wick theorem with the contraction rules induced by the action $`S_W`$,
$`\text{Str}W(๐ซ)PW(๐ซ^{})R=\mathrm{\Pi }(๐ซ,๐ซ^{})(\text{Str}P\text{Str}R\text{Str}P\mathrm{\Lambda }\text{Str}R\mathrm{\Lambda });`$
$`\text{Str}[W(๐ซ)P]\text{Str}[W(๐ซ^{})R]=\mathrm{\Pi }(๐ซ,๐ซ^{})\text{Str}(PRP\mathrm{\Lambda }R\mathrm{\Lambda }),`$ (3.41)
where $`P`$ and $`R`$ are arbitrary supermatrices. The diffusion propagator $`\mathrm{\Pi }`$ is the solution of the diffusion equation
$$D^2\mathrm{\Pi }(๐ซ_1,๐ซ_2)=(\pi \nu )^1[\delta (๐ซ_1๐ซ_2)V^1]$$
(3.42)
with the Neumann boundary condition (normal derivative equal to zero at the sample boundary) and can be presented in the form
$$\mathrm{\Pi }(๐ซ,๐ซ^{})=\frac{1}{\pi \nu }\underset{\mu ;ฯต_\mu 0}{}\frac{1}{ฯต_\mu }\varphi _\mu (๐ซ)\varphi _\mu (๐ซ^{}),$$
(3.43)
where $`\varphi _\mu (๐ซ)`$ are the eigenfunctions of the diffusion operator $`D^2`$ corresponding to the eigenvalues $`ฯต_\mu `$ (equal to $`D๐ช^2`$ for a rectangular geometry). As a result, we find
$`S_1=0,`$
$`S_1^2={\displaystyle \frac{1}{2}}{\displaystyle \mathrm{d}^d๐ซ\mathrm{d}^d๐ซ^{}\mathrm{\Pi }^2(๐ซ,๐ซ^{})(\stackrel{~}{s}\text{Str}Q_0\mathrm{\Lambda }+\stackrel{~}{u}\text{Str}Q_0\mathrm{\Lambda }k)^2}.`$ (3.44)
Substitution of Eq. (3.44) into Eq. (3.40) yields
$`S_{\mathrm{eff}}[Q_0]={\displaystyle \frac{\pi }{2i}}s\text{Str}Q_0\mathrm{\Lambda }+{\displaystyle \frac{\pi }{2i}}u\text{Str}Q_0\mathrm{\Lambda }k+A{\displaystyle \frac{\pi ^2}{16}}(s\text{Str}Q_0\mathrm{\Lambda }+u\text{Str}Q_0\mathrm{\Lambda }k)^2;`$
$`A={\displaystyle \frac{1}{V^2}}{\displaystyle \mathrm{d}^d๐ซ\mathrm{d}^d๐ซ^{}\mathrm{\Pi }^2(๐ซ,๐ซ^{})}={\displaystyle \frac{1}{\pi ^2}}{\displaystyle \underset{\mu 0}{}}\left({\displaystyle \frac{\mathrm{\Delta }}{ฯต_\mu }}\right)^2={\displaystyle \frac{4a_d}{g^2}},`$ (3.45)
where $`a_d`$ is a numerical coefficient depending on the spatial dimensionality $`d`$ and on the sample geometry. Assuming a cubic sample with hard-wall boundary conditions, we find
$$a_d=\frac{1}{\pi ^4}\underset{\begin{array}{c}n_1,\mathrm{},n_d=0\\ n_1^2+\mathrm{}+n_d^2>0\end{array}}{\overset{\mathrm{}}{}}\frac{1}{(n_1^2+\mathrm{}+n_d^2)^2},$$
(3.46)
yielding for $`d=1,2,3`$ the values $`a_1=1/900.0111`$, $`a_20.0266`$, and $`a_30.0527`$ respectively.<sup>21</sup><sup>21</sup>21While speaking about $`d=1`$, we mean a sample of a quasi-1D geometry, i.e. either a 2D strip $`b\times L`$ with $`bL`$ or a 3D wire $`b_1\times b_2\times L`$ with $`b_1,b_2L`$. For a strictly 1D sample (a chain) the diffusive $`\sigma `$-model is not applicable. In the case of a cubic sample with periodic boundary conditions we get instead
$$a_d=\frac{1}{(2\pi )^4}\underset{\begin{array}{c}n_1,\mathrm{},n_d=\mathrm{}\\ n_1^2+\mathrm{}+n_d^2>0\end{array}}{\overset{\mathrm{}}{}}\frac{1}{(n_1^2+\mathrm{}+n_d^2)^2},$$
(3.47)
so that $`a_1=1/7200.00139`$, $`a_20.00387`$, and $`a_30.0106`$. Note that for $`d<4`$ the sum in Eqs. (3.46), (3.47) converges, so that no ultraviolet cutoff is needed.
Using now Eq.(3.35) and calculating the remaining integral over the supermatrix $`Q_0`$, we finally get the following expression for the correlator to the $`1/g^2`$ order:
$$R_2(s)=1+\delta (s)\frac{\mathrm{sin}^2(\pi s)}{(\pi s)^2}+A\mathrm{sin}^2(\pi s);A=\frac{4a_d}{g^2}.$$
(3.48)
The last term in Eq.(3.48) represents the sought correction of order $`1/g^2`$ to the WignerโDyson distribution.
The important feature of Eq.(3.48) is that it relates corrections to the smooth and oscillatory parts of the level correlation function,
$$\delta R_2(s)=A\mathrm{sin}^2\pi s=\frac{A}{2}(1\mathrm{cos}2\pi s).$$
(3.49)
While appearing naturally in the framework of the supersymmetric $`\sigma `$-model, this fact is highly non-trivial from the point of view of semiclassical theory , which represents the level structure factor $`K(\tau )`$ (Fourier transform of $`R_2(s)`$) in terms of a sum over periodic orbits. The smooth part of $`R_2(s)`$ corresponds then to the small-$`\tau `$ behavior of $`K(\tau )`$, which is related to the properties of short periodic orbits. On the other hand, the oscillatory part of $`R_2(s)`$ is related to the behavior of $`K(\tau )`$ in the vicinity of the Heisenberg time $`\tau =2\pi `$ ($`t=2\pi /\mathrm{\Delta }`$ in dimensionful units), and thus to the properties of long periodic orbits. We will return to the non-universal corrections to $`K(\tau )`$ below.
The calculation presented above can be straightforwardly generalized to the other symmetry classes. The result can be presented in a form valid for all the three cases:
$$R_2^{(\beta )}(s)=\left(1+\frac{A}{2\beta }\frac{d^2}{ds^2}s^2\right)R_{2,RMT}^{(\beta )}(s),A=\frac{4a_d}{g^2},$$
(3.50)
where $`\beta =1(2,4)`$ for the orthogonal (unitary, symplectic) symmetry; $`R_{2,\mathrm{RMT}}^{(\beta )}`$ denotes the corresponding RMT correlation function (2.75)โ(2.77).
For $`s0`$ the RMT correlation functions have the following behavior:
$`R_{2,\mathrm{RMT}}^{(\beta )}C_\beta s^\beta ,s0;`$
$`C_1={\displaystyle \frac{\pi ^2}{6}},C_2={\displaystyle \frac{\pi ^2}{3}},C_4={\displaystyle \frac{(2\pi )^4}{135}}.`$ (3.51)
As is clear from Eq.(3.50), the found correction does not change the exponent $`\beta `$, but renormalizes the prefactor $`C_\beta `$:
$$R_2^{(\beta )}(s)=\left(1+\frac{(\beta +2)(\beta +1)}{2\beta }A\right)C_\beta s^\beta ;s0$$
(3.52)
The correction to $`C_\beta `$ is positive, which means that the level repulsion becomes weaker. This is related to a tendency of eigenfunctions to localization with decreasing $`g`$.
#### 3.3.3 Stationary-point method.
Let us return now to the behavior of the level correlation function in its high-frequency tail $`sg`$. We have already discussed the non-oscillatory part of $`R_2(s)`$ in this region, see Eq. (3.34). What is the fate of the oscillations in $`R_2(s)`$ in this regime? The answer to this question was given by Andreev and Altshuler who calculated $`R_2(s)`$ using the stationary-point method for the $`\sigma `$-model integral (3.17) and treating the zero mode and the higher modes on equal footing. Their crucial observation was that on top of the trivial stationary point $`Q=\mathrm{\Lambda }`$ (expansion around which is just the usual perturbation theory), there exists another one, $`Q=k\mathrm{\Lambda }`$, whose vicinity generates the oscillatory part of $`R_2(s)`$. (In the case of symplectic symmetry there exists an additional family of stationary points, see ). The saddle-point approximation<sup>22</sup><sup>22</sup>22To avoid possible confusion, we remind that the matrices of the manifold (3.14) are exact saddle-points of the action (3.9) (i.e. they all have exactly the same action) for $`\omega =0`$ only. At finite $`\omega `$ this becomes a manifold of quasi-saddle-points, with the action difference determined by the term $`(i\pi s/2)\mathrm{Str}Q\mathrm{\Lambda }`$, see Eqs. (2.61) and (3.16). The corresponding soft ($`\sigma `$-model) modes should be contrasted to massive modes (describing fluctuations in $`P_{1,2}`$, see Eq. (2.51)), which have been integrated out in the course of derivation of the $`\sigma `$-model. Now, on this manifold of almost-saddle-points $`Q`$ there are two true (even at non-zero $`\omega `$) stationary points, namely, $`Q=\mathrm{\Lambda }`$ and $`Q=k\mathrm{\Lambda }`$. In fact, we have already mentioned the existence of the second diagonal saddle point below Eq. (2.58). It is easy to see that the choice of signs $`s_2=s_4=1`$ produces there precisely the matrix $`Q=k\mathrm{\Lambda }`$. of Andreev and Altshuler is valid for $`s1`$; at $`1sg`$ it reproduces the above results of Ref. (we remind that the method of works for all $`sg`$). The result of has the following form:
$`R_{2,\mathrm{osc}}^\mathrm{U}(s)`$ $`=`$ $`{\displaystyle \frac{\mathrm{cos}2\pi s}{2\pi ^2}}D(s),`$ (3.53)
$`R_{2,\mathrm{osc}}^\mathrm{O}(s)`$ $`=`$ $`{\displaystyle \frac{\mathrm{cos}2\pi s}{2\pi ^4}}D^2(s),`$ (3.54)
$`R_{2,\mathrm{osc}}^{\mathrm{Sp}}(s)`$ $`=`$ $`{\displaystyle \frac{\mathrm{cos}2\pi s}{4}}D^{1/2}(s)+{\displaystyle \frac{\mathrm{cos}4\pi s}{32\pi ^4}}D^2(s),`$ (3.55)
where $`D(s)`$ is the spectral determinant
$$D(s)=\frac{1}{s^2}\underset{\mu 0}{}\left(1+\frac{s^2\mathrm{\Delta }^2}{ฯต_\mu ^2}\right)^1.$$
(3.56)
The product in Eq.(3.56) goes over the non-zero eigenvalues $`ฯต_\mu `$ of the diffusion operator. This demonstrates again the relation between $`R_{2,\mathrm{osc}}(s)`$ and the perturbative part (3.31), which can be also expressed through $`D(s)`$,
$$R_{2,\mathrm{AS}}^{(\beta )}(s)1=\frac{1}{2\beta \pi ^2}\frac{^2\mathrm{ln}D(s)}{s^2}.$$
(3.57)
In the high-frequency region $`sg`$ the spectral determinant is found to have the following behavior:
$$D(s)\mathrm{exp}\left\{\frac{\pi }{\mathrm{\Gamma }(d/2)d\mathrm{sin}(\pi d/4)}\left(\frac{2s}{g}\right)^{d/2}\right\},$$
(3.58)
so that the amplitude of the oscillations vanishes exponentially with $`s`$ in this region.
Taken together, the results of and provide a complete description of the deviations of the level correlation function from universality in the metallic regime $`g1`$. They show that in the whole region of frequencies these deviations are controlled by the classical (diffusion) operator governing the dynamics in the corresponding classical system.
### 3.4 Spectral characteristics related to $`R_2(s)`$.
#### 3.4.1 Spectral formfactor.
The spectral formfactor is defined as the Fourier transform of the connected part $`R_2^{(\mathrm{c})}(s)=R_2(s)1`$ of the two-level correlation function,
$$K(\tau )=_{\mathrm{}}^{\mathrm{}}R_2^{(\mathrm{c})}(s)e^{is\tau }ds.$$
(3.59)
By definition, $`K(\tau )`$ (as well as $`R_2(s)`$) is an even function, so that it is sufficient to discuss it at $`\tau >0`$. In GUE it has the form
$$K(\tau )=\{\begin{array}{cc}\tau /2\pi ,\hfill & 0\tau /2\pi 1\hfill \\ 1,\hfill & \tau /2\pi 1.\hfill \end{array}$$
(3.60)
Let us analyze, what kind of corrections to $`K_2(\tau )`$ is implied by the deviations of $`R_2(s)`$ from universality studied in Sec. 3.3. For this purpose, let us use Eq. (3.49), forgetting for a moment about the condition of its validity ($`sg`$). The Fourier transformation of (3.49) then yields
$$\delta K(\tau )=\frac{A\pi }{2}[2\delta (\tau )\delta (\tau 2\pi )\delta (\tau +2\pi )].$$
(3.61)
Taking now into account the existence of the cutoff $`sg`$ for (3.49) leads to smearing of the $`\delta `$-functions in (3.61) over an interval $`1/g`$ around $`\tau =0`$ and $`\tau =\pm 2\pi `$, respectively. Thus, we conclude that
$$\delta K(\tau )=\delta K_0(\tau )+\delta K_{2\pi }(\tau ),\tau >0,$$
(3.62)
where $`\delta K_0(\tau )`$ is located in the interval between $`\tau =0`$ and $`\tau 1/g`$, while $`\delta K_{2\pi }(\tau )`$ is concentrated in the interval of a width $`1/g`$ around $`\tau =2\pi `$. Since $`\delta R_2(0)=0`$, the integrals of $`\delta K_0(\tau )`$ and $`\delta K_{2\pi }(\tau )`$ are equal up to a sign,
$$d\tau \delta K_0(\tau )=d\tau \delta K_{2\pi }(\tau ).$$
(3.63)
Furthermore, using the identity
$$\frac{\mathrm{d}^2}{\mathrm{d}s^2}\delta R_2(s)|_{s=0}=d\tau \tau ^2\delta K(\tau ),$$
we find
$$d\tau \delta K_{2\pi }(\tau )\frac{A}{4},$$
(3.64)
so that the correction around the Heisenberg time $`\tau =2\pi `$ is negative. Since the decay of $`R_{2,\mathrm{osc}}(s)`$ at $`s>g`$ is exponential, $`\delta K_{2\pi }(\tau )`$ is a smooth function. Using the fact that it is essentially located in an interval of width $`1/g`$ and that $`A1/g^2`$, we conclude that the magnitude of $`\delta K_{2\pi }(\tau )`$ in the above interval is $`1/g`$. The correction $`K_{2\pi }(\tau )`$ has thus both the magnitude and the width of the order of $`1/g`$ and leads to a rounding of the singularity in the spectral form-factor at the Heisenberg time $`\tau =2\pi `$, as was first realized by Andreev and Altshuler . In the quasi-1D case, the spectral determinant $`D(s)`$, Eq. (3.56), and thus the correction $`\delta K_{2\pi }(\tau )`$ can be calculated analytically, see .
As to $`\delta K_0(\tau )`$, its small-$`\tau `$ behavior depends on spatial dimensionality, in view of the the Altshuler-Shklovskii โtailโ (3.34). Taking the Fourier transform, we find<sup>23</sup><sup>23</sup>23In 3D the spectral formfactor (3.65) seems to diverge as $`\tau 0`$. It should be taken into account, however, that the above considerations are valid only for frequencies $`\omega `$ corresponding to diffusive motion, i.e. $`\omega \tau _\mathrm{e}^1`$, where $`\tau _\mathrm{e}`$ is the elastic mean free path (denoted by $`\tau `$ in Sec. 3.1). Correspondingly, the applicability of (3.65) is restricted by the condition $`\tau \tau _e\mathrm{\Delta }`$.
$$\delta K_0(\tau )\frac{1}{g}(g\tau )^{1d/2},\tau 1/g.$$
(3.65)
For semiclassical treatment of the spectral form-factor applicable for $`\tau /2\pi 1`$ \[where it reproduces the formula (3.65)\] see Ref. .
#### 3.4.2 Level number variance.
Consider the variance $`\mathrm{\Sigma }_2(s)`$ of the number of energy levels in a spectral window of a width $`\delta E=s\mathrm{\Delta }`$ (the average number of levels in this interval being equal to $`s`$). It is easy to see that $`\mathrm{\Sigma }_2(s)`$ is related to the two-level correlation function as follows:
$$\mathrm{\Sigma }_2(s)=_s^sd\stackrel{~}{s}(s|\stackrel{~}{s}|)R_2^{(\mathrm{c})}(\stackrel{~}{s}).$$
(3.66)
The relation (3.66) can be also presented in the following way
$$\frac{d}{ds}\mathrm{\Sigma }_2(s)=_s^s๐\stackrel{~}{s}R_2^{(\mathrm{c})}(\stackrel{~}{s}).$$
(3.67)
The level number variance is commonly used to characterize the long-range behavior of spectral correlations. The $`1/s^2`$ decay of the smooth part<sup>24</sup><sup>24</sup>24The oscillatory part of $`R_2(s)`$ is not important for the behavior of $`\mathrm{\Sigma }_2(s)`$ at $`s1`$, because it gives a negligible contribution after integration (3.66). of the two-level correlation function at $`s1`$ in RMT implies the $`\mathrm{ln}s`$ behavior of $`\mathrm{\Sigma }_2(s)`$. In particular, for GUE the large-$`s`$ asymptotics reads
$$\mathrm{\Sigma }_{2,\mathrm{RMT}}^\mathrm{U}(s)=\frac{1}{\pi ^2}[1+\gamma +\mathrm{ln}(2\pi s)],s1.$$
(3.68)
According to (3.49), the correction to the RMT form of $`\mathrm{\Sigma }_2(s)`$ in a diffusive sample is small (and positive) at $`sg`$ and has the form
$$\delta \mathrm{\Sigma }_2(s)=\frac{A}{2}s^2=2a_d\left(\frac{s}{g}\right)^2,sg.$$
(3.69)
On the other hand, at $`sg`$ the level number variance is determined by the Altshuler-Shklovskii behavior of $`R_2(s)`$ and is totally different from its RMT form:
$$\mathrm{\Sigma }_2(s)\left(\frac{s}{g}\right)^{d/2}\mathrm{\Sigma }_{2,\mathrm{RMT}}(s),sg.$$
(3.70)
## 4 Eigenfunction statistics.
Not only the energy levels statistics but also the statistical properties of wave functions are of considerable interest. In the case of nuclear spectra (the statistical description of which was the original motivation for the development of the RMT), they determine fluctuations of widths and heights of the resonances . A more recent growth of interest to statistical properties of eigenfunctions in disordered and chaotic systems has been motivated, on the experimental side, by the possibility of fabrication of small systems (quantum dots) with well resolved electron energy levels . Fluctuations in the tunneling conductance of such a dot measured in recent experiments are related to statistical properties of wavefunction amplitudes . Furthermore, the eigenfunction fluctuations determine the statistics of matrix elements of the Coulomb interaction, which is important for understanding the properties of excitation and addition spectra of the dot . It is also worth mentioning that the microwave cavity technique allows one to observe experimentally spatial fluctuations of the wave amplitude in chaotic and disordered cavities (though in this case one considers the intensity of a classical wave rather than of a quantum particle, all the results are equally applicable).
### 4.1 Random matrix theory
Within the RMT, the eigenfunction statistics has a very simple form in the limit $`N1`$. The components of an eigenvector $`\psi ^{(i)}`$ of a matrix $`\widehat{H}`$ from the Gaussian ensemble become then uncorrelated Gaussian random numbers (real, complex, or quaternionic for $`\beta =1`$, 2, and 4, respectively) with the distributions
$$๐ซ\left(\psi _k^{(i)}\right)\mathrm{exp}\left\{\frac{N\beta }{2}|\psi _k^{(i)}|^2\right\}.$$
(4.1)
If we introduce the โintensityโ
$$y_k^{(i)}=N|\psi _k^{(i)}|^2$$
(4.2)
(we have chosen the normalization $`y=1`$), its distribution will then have the form of the $`\chi ^2`$-distribution with $`\beta `$ degrees of freedom. In particular, for GUE and GOE we have<sup>25</sup><sup>25</sup>25For GSE this consideration gives $`๐ซ(y)=4ye^{2y}`$. Note, however, that in terms of the electronic wave function this corresponds to defining $`y`$ as the total (summed over the spin projections) intensity, $`y=V(|\psi _{}|^2+|\psi _{}|^2)`$. For the distribution of the spin-projected intensity $`y=2V|\psi _{}|^2`$ the RMT result would have the same form (4.4) as for GUE. We do not consider the symplectic symmetry below; deviations from universality have in the symplectic symmetry class a form similar to the results for the systems of the unitary and the orthogonal symmetry.
$`๐ซ^\mathrm{U}(y)=e^y,`$ (4.3)
$`๐ซ^\mathrm{O}(y)={\displaystyle \frac{e^{y/2}}{\sqrt{2\pi y}}}.`$ (4.4)
Equation (4.4) is known as the Porter-Thomas distribution; it was originally introduced to describe fluctuations of widths and heights of resonances in nuclear spectra .
### 4.2 Eigenfunction statistics in terms of the supersymmetric $`\sigma `$-model
Theoretical study of the eigenfunction statistics in a $`d`$-dimensional disordered system is again possible with making use of the supersymmetry method . We consider the local intensity of an eigenfunction at some point $`๐ซ_0`$ of the sample, $`y_i(๐ซ_0)=V|\psi _i^2(๐ซ_0)|`$ (we have again normalized it to $`y=1`$). In order to calculate the distribution function $`๐ซ(y)`$, we introduce its moments,
$$I_q(๐ซ_0)=\mathrm{\Delta }\underset{i}{}|\psi _i(๐ซ_0)|^{2q}\delta (EE_i)|\psi (๐ซ_0)|^{2q}_E.$$
(4.5)
The next step is to observe that $`I_q(๐ซ_0)`$ is related for $`q=2,3,\mathrm{}`$ to the following product of the Greenโs functions<sup>26</sup><sup>26</sup>26For $`q=0`$ and $`q=1`$ the moments are trivial, $`I_0(๐ซ_0)=1`$, $`I_1(๐ซ_0)=1/V`$.
$`K_{l,m}(๐ซ_0,\eta )`$ $`=`$ $`๐ซ_0|(E\widehat{H}+i\eta )^1|๐ซ_0^l๐ซ_0|(E\widehat{H}i\eta )^1|๐ซ_0^m`$ (4.6)
$``$ $`[G_\mathrm{R}^E(๐ซ_0,๐ซ_0)]^l[G_\mathrm{A}^E(๐ซ_0,๐ซ_0)]^m,`$
where $`l,m1`$ and $`l+m=q`$. Indeed, in the limit $`\eta 0`$ $`K_{l,m}`$ possesses a singularity $`\eta ^{1lm}`$ determined by the probability $`\eta `$ to find an eigenvalue of $`\widehat{H}`$ within a distance $`\eta `$ from $`E`$, in which case $`K_{l,m}\eta ^{lm}`$. Extracting this singularity, we get
$$I_q(๐ซ_0)=\frac{\mathrm{\Delta }}{2\pi }i^{lm}\frac{(l1)!(m1)!}{(l+m2)!}\underset{\eta +0}{lim}(2\eta )^{l+m1}K_{l,m}(๐ซ_0,\eta ).$$
(4.7)
Note that at this stage we have for $`q>2`$ the freedom in choosing $`l`$ and $`m`$ (constrained only by $`l+m=q`$). The final result will not, of course, depend on this choice.
We express now the product of Greenโs functions as an integral over the supervector field
$`K_{l,m}(๐ซ_0,\eta )={\displaystyle \frac{i^{ml}}{l!m!}}{\displaystyle D\mathrm{\Phi }D\mathrm{\Phi }^{}[S_1(๐ซ_0)S_1^{}(๐ซ_0)]^l[S_2(๐ซ_0)S_2^{}(๐ซ_0)]^m}`$
$`\times \mathrm{exp}\left\{i{\displaystyle \mathrm{d}^d๐ซ\mathrm{\Phi }^{}(๐ซ)L^{1/2}(E+i\eta \mathrm{\Lambda }\widehat{H})L^{1/2}\mathrm{\Phi }(๐ซ)}\right\}.`$ (4.8)
Proceeding in the same way as in the case of the level correlation function (Sec. 2.1), we represent the r.h.s. of Eq. (4.8) in terms of a $`\sigma `$-model correlation function. In the case of the unitary symmetry the results reads
$`K_{l,m}(๐ซ_0,\eta )`$ $`=`$ $`(i\pi \nu )^{l+m}{\displaystyle \mathrm{D}Q\underset{j}{}\left(\begin{array}{c}l\\ j\end{array}\right)\left(\begin{array}{c}m\\ j\end{array}\right)}`$ (4.13)
$`\times `$ $`Q_{11,\mathrm{bb}}^{lj}(๐ซ_0)Q_{22,\mathrm{bb}}^{mj}(๐ซ_0)Q_{12,\mathrm{bb}}^j(๐ซ_0)Q_{21,\mathrm{bb}}^j(๐ซ_0)e^{S[Q]},`$ (4.14)
where $`S[Q]`$ is the $`\sigma `$-model action,
$$S[Q]=\mathrm{d}^d๐ซ\text{Str}\left[\frac{\pi \nu D}{4}(Q)^2\pi \nu \eta \mathrm{\Lambda }Q\right].$$
(4.15)
We remind that the two pairs of indices of the $`Q`$-matrices refer to the retarded-advanced (1, 2) and the boson-fermion (b, f) decomposition, respectively.
Since the preexponential factor in (4.13) depends on the $`Q`$-field at the point $`๐ซ_0`$ only, it is convenient to introduce the function $`Y(Q_0)`$ as the result of integrating out all other degrees of freedom,
$$Y(Q_0)=_{Q(๐ซ_0)=Q_0}\mathrm{D}Q(๐ซ)\mathrm{exp}\{S[Q]\}.$$
(4.16)
With this definition, Eq.(3.4) takes the form of an integral over the single matrix $`Q_0`$,
$`K_{l,m}(๐ซ_0,\eta )`$ $`=`$ $`(i\pi \nu )^{l+m}{\displaystyle d\mu (Q_0)\underset{j}{}\left(\begin{array}{c}l\\ j\end{array}\right)\left(\begin{array}{c}m\\ j\end{array}\right)}`$ (4.21)
$`\times `$ $`Q_{0;11,\mathrm{bb}}^{lj}Q_{0;22,\mathrm{bb}}^{mj}Q_{0;12,\mathrm{bb}}^jQ_{0;21,\mathrm{bb}}^jY(Q_0).`$ (4.22)
For invariance reasons, the function $`Y(Q_0)`$ turns out to be dependent in the unitary symmetry case on the two eigenvalues $`1\lambda _1<\mathrm{}`$ and $`1\lambda _21`$ only, when the parametrization (2.62), (2.67) for the matrix $`Q_0`$ is used. Moreover, in the limit $`\eta 0`$ (at a fixed value of the system volume, and thus of the level spacing $`\mathrm{\Delta }`$) only the dependence on $`\lambda _1`$ persists,
$$Y(Q_0)Y(\lambda _1,\lambda _2)Y_\mathrm{a}(2\pi \frac{\eta }{\mathrm{\Delta }}\lambda _1),$$
(4.23)
with relevant values of $`\lambda _1`$ being $`\lambda _1\mathrm{\Delta }/\eta 1`$. One can further show that in this asymptotic domain
$$Q_{11,\mathrm{bb}}Q_{22,\mathrm{bb}}Q_{12,\mathrm{bb}}Q_{21,\mathrm{bb}},$$
so that all terms in $`_j`$ in Eq. (4.21) are equal. Evaluating the integral over all coordinates but $`\lambda _1`$ in the parametrization (2.62), (2.67) of $`Q_0`$, we get
$$I_q(๐ซ_0)=\frac{1}{V^q}q(q1)dzz^{q2}Y_\mathrm{a}(z).$$
(4.24)
Consequently, the distribution function of the eigenfunction intensity is given by
$$๐ซ^\mathrm{U}(y)=\frac{\mathrm{d}^2}{\mathrm{d}y^2}Y_\mathrm{a}(y).$$
(4.25)
In the case of the orthogonal symmetry, $`Y(Q_0)Y(\lambda _1,\lambda _2,\lambda )`$, where $`1\lambda _1,\lambda _2<\mathrm{}`$ and $`1\lambda 1`$. In the limit $`\eta 0`$, the relevant region of values is $`\lambda _1\lambda _2,\lambda `$, where
$$Y(Q_0)Y_\mathrm{a}(\pi \frac{\eta }{\mathrm{\Delta }}\lambda _1).$$
(4.26)
The distribution of eigenfunction intensities is expressed in this case through the function $`Y_\mathrm{a}`$ as follows :
$`๐ซ^\mathrm{O}(y)`$ $`=`$ $`{\displaystyle \frac{1}{\pi y^{1/2}}}{\displaystyle _{y/2}^{\mathrm{}}}dz(2zy)^{1/2}{\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}z^2}}Y_\mathrm{a}(z)`$ (4.27)
$`=`$ $`{\displaystyle \frac{2\sqrt{2}}{\pi y^{1/2}}}{\displaystyle \frac{\mathrm{d}^2}{\mathrm{d}y^2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}z}{z^{1/2}}}Y_\mathrm{a}(z+y/2).`$
In a metallic sample, typical configurations of the $`Q`$โfield are nearly constant in space, so that the zero-mode approximation is expected to be a good starting point (see Sec. 3.2). It amounts to approximating the functional integral (4.13), (4.16) by an integral over a single supermatrix $`Q`$, yielding
$$Y_\mathrm{a}(z)e^z(\mathrm{O},\mathrm{U}),$$
(4.28)
which reproduces \[after substitution in (4.25), (4.27)\] the RMT results (4.3) and (4.4). Therefore, like for the level correlations, the zero mode approximation yields the RMT results for the distribution of the eigenfunction amplitudes. To calculate deviations from RMT, one has to go beyond the zero-mode approximation and to evaluate the function $`Y_\mathrm{a}(z)`$ determined by Eqs. (4.16), (4.23) for a $`d`$-dimensional diffusive system. In the case of a quasi-1D geometry this can be done exactly via the transfer-matrix method . The result depends crucially on the ratio $`L/\xi `$, where $`L`$ is the system size and $`\xi =2\pi \nu AD`$ the localization length ($`A`$ being the transverse cross-section of the sample). The two limiting cases correspond to the metallic regime $`L\xi `$ (with the dimensionless conductance $`g=\xi /L1`$) and to the strong localization regime $`L\xi `$. For higher $`d`$, the exact solution is not available any more, and one should rely on approximate methods. Corrections to the โmain bodyโ of the distribution can be found by treating the non-zero modes perturbatively , while the asymptotic โtailโ can be found via an instanton method . For the quasi-1D geometry these approximate methods reproduced the results obtained earlier from the exact solution.
### 4.3 Quasi-one-dimensional geometry
#### 4.3.1 Exact solution of the $`\sigma `$-model
In the case of quasi-1D geometry an exact solution of the $`\sigma `$-model is possible due to the transfer-matrix method. The idea of the method, quite general for one-dimensional problems, is in reducing the functional integral of the type (4.16) to solution of a differential equation. This is completely analogous to constructing the Schrรถdinger equation from the quantum-mechanical Feynman path integral. In the present case, the role of the time is played by the coordinate along the wire, while the role of the particle coordinate is played by the supermatrix $`Q`$. In general, at a finite value of the frequency $`\eta `$ in Eq. (4.15) (more precisely, $`\eta `$ plays the role of imaginary frequency), the corresponding differential equation is too complicated and cannot be solved analytically. However, a simplification appearing in the limit $`\eta 0`$, when only the non-compact variable $`\lambda _1`$ survives, allows to find an analytical solution of the 1D $`\sigma `$-model<sup>27</sup><sup>27</sup>27Let us stress that we consider a sample with the hard-wall (not periodic) boundary conditions in the longitudinal direction, i.e a wire with two ends (not a ring)..
There are several different microscopic models which can be mapped onto the 1D supermatrix $`\sigma `$-model. First of all, this is a model of a particle in a random potential (discussed above) in the case of a quasi-1D sample geometry. Then one can neglect the transverse variation of the $`Q`$-field in the $`\sigma `$-model action, thus reducing it to the 1D form . Secondly, the random banded matrix (RBM) model (already mentioned in Sec. 2.5.4) has been mapped onto the 1D $`\sigma `$-model . The RBM model is relevant to various problems in the field of quantum chaos. In particular, the evolution operator of a kicked rotor (paradigmatic model of a periodically driven quantum system) has a structure of a quasi-random banded matrix, which makes this system belong to the โquasi-1D universality classโ (see Sec. 5.4 for a more detailed discussion). Finally, the Iida-Weidenmรผller-Zuk random matrix model of the transport in a disordered wire can be also reduced to the 1D $`\sigma `$-model, which allows to study analytically the wire conductance and its fluctuations .
The result for the function $`Y_\mathrm{a}(y)`$ determining the distribution of the eigenfunction intensity reads (for the unitary symmetry)
$$Y_\mathrm{a}(y)=W^{(1)}(y\xi /L,\tau _+)W^{(1)}(y\xi /L,\tau _{}).$$
(4.29)
Here $`\xi =2\pi \nu DA`$ is the localization length (where $`A`$ is the wire cross-section), and $`\tau _{}=x/\xi `$, $`\tau _+=(Lx)/\xi `$, with $`0<x<L`$ being the coordinate of the observation point $`๐ซ_0`$ along the sample. For the orthogonal symmetry $`\xi `$ is replaced by $`\xi /2`$. The function $`W^{(1)}(z,\tau )`$ satisfies the equation
$$\frac{W^{(1)}(z,\tau )}{\tau }=\left(z^2\frac{^2}{z^2}z\right)W^{(1)}(z,\tau )$$
(4.30)
and the boundary condition
$$W^{(1)}(z,0)=1.$$
(4.31)
The solution to Eqs.(4.30), (4.31) can be found in terms of the expansion in eigenfunctions of the operator $`z^2\frac{^2}{z^2}z`$. The functions $`2z^{1/2}K_{i\mu }(2z^{1/2})`$, with $`K_\nu (x)`$ being the modified Bessel function (Macdonald function), form the proper basis for such an expansion , which is known as the LebedevโKontorovich expansion; the corresponding eigenvalues are $`(1+\mu ^2)/4`$. The result is
$$W^{(1)}(z,\tau )=2z^{1/2}\left\{K_1(2z^{1/2})+\frac{2}{\pi }_0^{\mathrm{}}d\mu \frac{\mu }{1+\mu ^2}\mathrm{sinh}\frac{\pi \mu }{2}K_{i\mu }(2z^{1/2})e^{\frac{1+\mu ^2}{4}\tau }\right\}.$$
(4.32)
The formulas (4.25), (4.27), (4.29), (4.32) give therefore the exact solution for the eigenfunction statistics for arbitrary value of the parameter $`X=L/\xi `$. The form of the distribution function $`๐ซ(y)`$ is essentially different in the metallic regime $`X1`$ (in this case $`X=1/g`$) and in the insulating one, $`X1`$. We discuss these two limiting cases below.
#### 4.3.2 Short wire
In the case of a short wire, $`X=1/g1`$, Eq. (4.25), (4.27), (4.29), (4.32) yield
$`๐ซ^{(\mathrm{U})}(y)=e^y\left[1+{\displaystyle \frac{\alpha X}{6}}(24y+y^2)+\mathrm{}\right];`$ $`yX^{1/2}`$ (4.33)
$`๐ซ^{(\mathrm{O})}(y)={\displaystyle \frac{e^{y/2}}{\sqrt{2\pi y}}}\left[1+{\displaystyle \frac{\alpha X}{6}}\left({\displaystyle \frac{3}{2}}3y+{\displaystyle \frac{y^2}{2}}\right)+\mathrm{}\right];`$ $`yX^{1/2}`$ (4.34)
$`๐ซ^{(\mathrm{U})}(y)=\mathrm{exp}\left\{y+{\displaystyle \frac{\alpha }{6}}y^2X+\mathrm{}\right\};`$ $`X^{1/2}yX^1`$ (4.35)
$`๐ซ^{(\mathrm{O})}(y)={\displaystyle \frac{1}{\sqrt{2\pi y}}}\mathrm{exp}\left\{{\displaystyle \frac{1}{2}}\left[y+{\displaystyle \frac{\alpha }{6}}y^2X+\mathrm{}\right]\right\};`$ $`X^{1/2}yX^1`$ (4.36)
$`๐ซ(y)\mathrm{exp}\left[2\beta \sqrt{y/X}\right];`$ $`yX^1.`$ (4.37)
Here the coefficient $`\alpha `$ is equal to $`\alpha =2[13x(Lx)/L^2]`$. We see that there exist three different regimes of the behavior of the distribution function. For not too large amplitudes $`y`$, Eqs.(4.33), (4.34) are just the RMT results with relatively small corrections. In the intermediate range (4.35), (4.36) the correction in the exponent is small compared to the leading term but much larger than unity, so that $`๐ซ(y)๐ซ_{RMT}(y)`$ though $`\mathrm{ln}๐ซ(y)\mathrm{ln}๐ซ_{RMT}(y)`$. Finally, in the large-amplitude region, (4.37), the distribution function $`๐ซ(y)`$ differs completely from the RMT prediction.<sup>28</sup><sup>28</sup>28Note that Eq. (4.37) is not valid when the observation point is located close to the sample boundary, in which case the exponent of (4.37) becomes smaller by a factor of 2, see .
#### 4.3.3 Long wire
In the limit of a long sample, $`X=L/\xi 1`$, Eqs. (4.25), (4.27), (4.29), (4.32) reduce to
$`๐ซ^{(\mathrm{U})}(u){\displaystyle \frac{8\xi ^2A}{L}}\left[K_1^2(2\sqrt{uA\xi })+K_0^2(2\sqrt{uA\xi })\right],`$ (4.38)
$`๐ซ^{(\mathrm{O})}(u){\displaystyle \frac{2\xi ^2A}{L}}{\displaystyle \frac{K_1(2\sqrt{uA\xi })}{\sqrt{uA\xi }}},`$ (4.39)
with $`\xi =2\pi \nu AD`$ as before, and $`u=|\psi ^2(๐ซ_0)|`$. Note that in this case it is not appropriate to use $`y=uV`$ as a variable, since typical intensity of a localized wave function is $`u1/A\xi `$ in contrast to $`u1/V`$ for a delocalized one. The asymptotic behavior of Eqs. (4.38), (4.39) at $`u1/A\xi `$ has precisely the same form,
$$๐ซ(u)\mathrm{exp}(2\beta \sqrt{uA\xi }),$$
(4.40)
as in the region of very large amplitude in the metallic sample, Eq. (4.37). On this basis, it was conjectured in that the asymptotic behavior (4.37) is controlled by the probability to have a quasi-localized eigenstate with an effective spatial extent much less than $`\xi `$ (โanomalously localized stateโ). This conjecture was proven rigorously in where the shape of the anomalously localized state (ALS) responsible for the large-$`u`$ asymptotics was calculated via the transfer-matrix method.
The transfer-matrix method allows to study, in the quasi-1D geometry, not only statistics of the eigenfunction amplitude in a given point, but also correlation functions of amplitudes in different points. Relegating a more extensive discussion of this issue to Sec. 4.5, we mention here a distribution function which characterizes fluctuations in the rate of exponential decay of eigenfunctions (Lyapunov exponent). Specifically, let us consider the product of the eigenfunction intensity in the two points close to the opposite edges of the sample $`x_10`$, $`x_2L`$,
$$v=(2\pi \nu DA^2)^2|\psi _\alpha ^2(๐ซ_1)\psi _\alpha ^2(๐ซ_2)|.$$
(4.41)
The corresponding distribution function is found to be
$`๐ซ(\mathrm{ln}v)=F^{(\beta )}[(\beta \mathrm{ln}v)/2X]\left({\displaystyle \frac{\beta }{8\pi X}}\right)^{1/2}\mathrm{exp}\left\{{\displaystyle \frac{\beta }{8X}}\left({\displaystyle \frac{2X}{\beta }}+\mathrm{ln}v\right)^2\right\}`$
$`F^\mathrm{U}(u)=u{\displaystyle \frac{\mathrm{\Gamma }^2[(3u)/2]}{\mathrm{\Gamma }(u)}},F^\mathrm{O}(u)={\displaystyle \frac{u\mathrm{\Gamma }^2[(1u)/2]}{\pi \mathrm{\Gamma }(u)}}`$ (4.42)
Therefore, $`\mathrm{ln}v`$ is asymptotically distributed according to the Gaussian law with mean value $`\mathrm{ln}v=(2/\beta )X=L/\beta \pi \nu AD`$ and variance $`\text{var}(\mathrm{ln}v)=2\mathrm{ln}v`$. The same log-normal distribution is found for the conductance and for transmission coefficients of a quasi-1D sample from the Dorokhov-Mello-Pereyra-Kumar formalism .
Note that the formula (4.3.3) is valid in the region of $`v1`$ (i.e. negative $`\mathrm{ln}v`$) only, which contains almost all normalization of the distribution function. In the region of still higher values of $`v`$ the log-normal form of $`๐ซ(v)`$ changes into the much faster stretched-exponential fall-off $`\mathrm{exp}\{2\sqrt{2}\beta v^{1/4}\}`$, as can be easily found from the exact solution given in . The decay rate of all the moments $`v^k`$, $`k1/2`$, is four times less than $`\mathrm{ln}v`$ and does not depend on $`k`$: $`v^ke^{X/2\beta }`$. This is because the moments $`v^k`$, $`k1/2`$ are determined by the probability to find an โanomalously delocalized stateโ with $`v1`$.
### 4.4 Metallic regime (arbitrary $`d`$).
For arbitrary dimensionality $`d`$, deviations from the RMT distribution $`๐ซ(y)`$ for not too large $`y`$ can be calculated via the method of Ref. described in Section 3.3.2. Applying this method to the moments (4.7), (4.13), one gets
$$I_q(๐ซ_0)=\frac{q!}{V^q}\left[1+\frac{\kappa }{2}q(q1)+\mathrm{}\right](\mathrm{U}),$$
(4.43)
where
$$\kappa =\mathrm{\Pi }(๐ซ_0,๐ซ_0)=\underset{\mu 0}{}\frac{\varphi _\mu ^2(๐ซ_0)}{\pi \nu ฯต_\mu }.$$
(4.44)
Correspondingly, the correction to the distribution function reads
$$๐ซ^{(\mathrm{U})}(y)=e^y\left[1+\frac{\kappa }{2}(24y+y^2)+\mathrm{}\right].$$
(4.45)
Similar results are obtained for the orthogonal symmetry class,
$$I_q(๐ซ_0)=\frac{(2q1)!!}{V^q}[1+\kappa q(q1)+\mathrm{}](\mathrm{O}),$$
(4.46)
$$๐ซ^{(\mathrm{O})}(y)=\frac{e^{y/2}}{\sqrt{2\pi y}}\left[1+\frac{\kappa }{2}\left(\frac{3}{2}3y+\frac{y^2}{2}\right)+\mathrm{}\right].$$
(4.47)
Numerical studies of the statistics of eigenfunction amplitudes in the weak-localization regime have been performed in Ref. for the 2D and in Ref. for the 3D case. The found deviations from RMT are well described by the above theoretical results. Experimentally, statistical properties of the eigenfunction intensity have been studied for microwaves in a disordered cavity . For a weak disorder the found deviations are in good agreement with (4.47) as well.
As we see from the above formulas, the magnitude of the corrections is governed by the parameter $`\kappa =\mathrm{\Pi }(๐ซ_0,๐ซ_0)`$ (the one-diffuson loop in the diagrammatic language). In the quasi-one-dimensional case (with hard wall boundary conditions in the longitudinal direction), it is equal to
$$\kappa \mathrm{\Pi }(๐ซ_0,๐ซ_0)=\frac{2}{g}\left[\frac{1}{3}\frac{x}{L}\left(1\frac{x}{L}\right)\right],0xL,$$
(4.48)
where $`x`$ is the longitudinal coordinate of the observation point $`๐ซ_0`$, so that Eqs. (3.12), (3.13) agree with the results (4.33), (4.34) obtained from the exact solution. For the periodic boundary conditions in the longitudinal direction (a ring) we have $`\kappa =1/6g`$. In the case of 2D geometry,
$$\mathrm{\Pi }(๐ซ,๐ซ)=\frac{1}{\pi g}\mathrm{ln}\frac{L}{l},$$
(4.49)
with $`g=2\pi \nu D`$. Finally, in the 3D case the sum over the momenta $`\mathrm{\Pi }(๐ซ,๐ซ)=(\pi \nu V)^1_๐ช(D๐ช^2)^1`$ diverges linearly at large $`q`$. The diffusion approximation is valid up to $`ql^1`$; the corresponding cutoff gives $`\mathrm{\Pi }(๐ซ,๐ซ)1/2\pi \nu Dl=g^1(L/l)`$. This divergency indicates that more accurate evaluation of $`\mathrm{\Pi }(๐ซ,๐ซ)`$ requires taking into account also the contribution of the ballistic region ($`q>l^1`$) which depends on microscopic details of the random potential; see for details.
The formulas (4.45), (4.47) are valid in the region of not too large amplitudes, where the perturbative correction is smaller than the RMT term, i.e. at $`y\kappa ^{1/2}`$. In the region of large amplitudes, $`y>\kappa ^{1/2}`$ the distribution function was found by Falโko and Efetov who applied to Eqs. (4.25), (4.27) the saddle-point method suggested by Muzykantskii and Khmelnitskii . We relegate the discussion of the method to Sec. 4.6 and only present the results here:
$`๐ซ(y)\mathrm{exp}\left\{{\displaystyle \frac{\beta }{2}}(y+{\displaystyle \frac{\kappa }{2}}y^2+\mathrm{})\right\}\times \{\begin{array}{cc}1\hfill & (U)\hfill \\ \frac{1}{\sqrt{2\pi y}}\hfill & (O)\hfill \end{array},\kappa ^{1/2}y\kappa ^1,`$ (4.52)
$`๐ซ(y)\mathrm{exp}\left\{{\displaystyle \frac{\beta }{4\kappa }}\mathrm{ln}^d(\kappa y)\right\},y\kappa ^1.`$ (4.53)
Again, as in the quasi-one-dimensional case, there is an intermediate range where a correction in the exponent is large compared to unity, but small compared to the leading RMT term \[Eq. (4.52)\] and a far asymptotic region (4.53), where the decay of $`๐ซ(y)`$ is much slower than in RMT. Similarly to the quasi-1D result (4.37), the asymptotic behavior (4.53) is determined by anomalously localized states (see for a review).
#### 4.4.1 2D: Weak multifractality of eigenfunctions
Since $`d=2`$ is the lower critical dimension for the Anderson localization problem, metallic 2D samples (with $`g1`$) share many common properties with systems at the critical point of the metal-insulator transition. Although the localization length $`\xi `$ in 2D is not infinite (as for truly critical systems), it is exponentially large, and the criticality takes place in the very broad range of the system size $`L\xi `$.
The criticality of eigenfunctions shows up via their multifractality. The multifractal structures first introduced by Mandelbrot are characterized by an infinite set of critical exponents describing the scaling of the moments of a distribution of some quantity. Since then, this feature has been observed in various objects, such as the energy-dissipating set in turbulence , strange attractors in chaotic dynamical systems , and the growth probability distribution in diffusion-limited aggregation ; see Ref. for a review.
The fact that an eigenfunction at the mobility edge has the multifractal structure was emphasized in on the basis of renormalization group calculations done by Wegner several years earlier . For this problem, the probability distribution is just the eigenfunction intensity $`|\psi ^2(๐ซ)|`$ and the corresponding moments are the inverse participation ratios (IPRโs),
$$P_q=\mathrm{d}^d๐ซ|\psi ^{2q}(๐ซ)|.$$
(4.54)
The multifractality is characterized by the anomalous scaling of $`P_q`$ with the system size $`L`$,
$$P_qL^{D_q(q1)}L^{\tau (q)},$$
(4.55)
with $`D_q`$ different from the spatial dimensionality $`d`$ and dependent on $`q`$. Equivalently, the eigenfunctions are characterized by the singularity spectrum $`f(\alpha )`$ describing the measure $`L^{f(\alpha )}`$ of the set of those points $`๐ซ`$ where the eigenfunction takes the value $`|\psi ^2(๐ซ)|L^\alpha `$. The two sets of exponents $`\tau (q)`$ and $`f(\alpha )`$ are related via the Legendre transformation,
$$\tau (q)=q\alpha f(\alpha );f^{}(\alpha )=q;\tau ^{}(q)=\alpha .$$
(4.56)
By now, the multifractality of critical wave functions is confirmed by numerical simulations ; for more recent reviews see Refs. .
We turn now to the wave function statistics in 2D. We note first that the formulas (4.43), (4.46) for the IPRโs with $`q\kappa ^{1/2}`$ can be rewritten in the 2D case (with (4.49) taken into account) as
$$\frac{P_q}{P_q^{\mathrm{RMT}}}\left(\frac{L}{l}\right)^{\frac{1}{\beta \pi g}q(q1)},$$
(4.57)
where $`P_q^{\mathrm{RMT}}`$ is the RMT value of $`P_q`$ equal to $`q!L^{2(q1)}`$ for GUE and $`(2q1)!!L^{2(q1)}`$ for GOE. We see that (4.57) has precisely the form (4.55) with
$$D_q=2\frac{q}{\beta \pi g}$$
(4.58)
As was found in , the eigenfunction amplitude distribution (4.52), (4.53) leads to the same result (4.58) for all $`q2\beta \pi g`$. Since the deviation of $`D_q`$ from the normal dimension 2 is proportional to the small parameter $`1/\pi g`$, it can be termed โweak multifractalityโ (in analogy with weak localization). The result (4.58) was in fact obtained for the first time by Wegner via the renormalization group calculations.
The limits of validity of Eq. (4.58) are not unambiguous and should be commented here. The singularity spectrum $`f(\alpha )`$ corresponding to (4.58) has the form
$$f(\alpha )=2\frac{\beta \pi g}{4}\left(2+\frac{1}{\beta \pi g}\alpha \right)^2,$$
(4.59)
so that $`f(\alpha _\pm =0)`$ for
$$\alpha _\pm =2\left[1\pm \frac{1}{(2\beta \pi g)^{1/2}}\right]^2.$$
(4.60)
If $`\alpha `$ lies outside the interval $`(\alpha _{},\alpha _+)`$, the corresponding $`f(\alpha )<0`$, which means that the most likely the singularity $`\alpha `$ will not be found for a given eigenfunction. However, if one considers the average $`P_q`$ over a sufficiently large ensemble of eigenfunctions, a negative value of $`f(\alpha )`$ makes sense (see a related discussion in ). This is the definition which was assumed in where Eq. (4.58) was obtained for all positive $`q2\beta \pi g`$.
In contrast, if one studies a typical value of $`P_q`$, the regions $`\alpha >\alpha _+`$ and $`\alpha <\alpha _{}`$ will not contribute. In this case, Eq. (4.58) is valid only within the interval $`q_{}qq_+`$ with $`q_\pm =\pm (2\beta \pi g)^{1/2}`$; outside this region one finds
$$\tau (q)D_q(q1)=\{\begin{array}{cc}q\alpha _{},\hfill & q>q_+\hfill \\ q\alpha _+,\hfill & q<q_{}.\hfill \end{array}$$
(4.61)
Therefore, within this definition the multifractal dimensions $`D_q`$ saturate at the values $`\alpha _+`$ and $`\alpha _{}`$ for $`q+\mathrm{}`$ and $`q\mathrm{}`$ respectively. This is in agreement with results of numerical simulations .
### 4.5 Spatial correlations of eigenfunction amplitudes.
Correlations of amplitudes of an eigenfunction in different spatial points are characterized by a set of correlation functions (we consider, as usual, the unitary symmetry for definiteness)
$$\mathrm{\Delta }\underset{i}{}\psi _i^{}(๐ซ_1)\psi _i(๐ซ_1^{})\mathrm{}\psi _i^{}(๐ซ_q)\psi _i(๐ซ_q^{})\delta (EE_i)\psi ^{}(๐ซ_1)\psi (๐ซ_1^{})\mathrm{}\psi ^{}(๐ซ_q)\psi (๐ซ_q^{}).$$
(4.62)
Using the supersymmetry formalism and performing the same transformations that have led us to Eq. (4.13), we get
$`\psi ^{}(๐ซ_1)\psi (๐ซ_1^{})\mathrm{}\psi ^{}(๐ซ_q)\psi (๐ซ_q^{})`$
$`={\displaystyle \frac{1}{2V(q1)!}}\underset{\eta 0}{lim}(2\pi \nu \eta )^{q1}{\displaystyle \mathrm{D}Q\underset{\sigma }{}\underset{i=1}{\overset{q}{}}\frac{1}{\pi \nu }g_{p_ip_{\sigma (i)},\mathrm{bb}}(๐ซ_i,๐ซ_{\sigma (i)}^{})e^{S[Q]}},`$ (4.63)
where the summation goes over all transpositions $`\sigma `$ of the set $`\{1,2,\mathrm{},q\}`$, $`p_i`$ is equal to $`1`$ for $`i=1,\mathrm{},q1`$ and to 2 for $`i=q`$, and $`g`$ is the Greenโs function in the field $`Q(๐ซ)`$,
$$g=\left(E\frac{\widehat{๐ฉ}^2}{2m}+i\frac{Q}{2\tau }\right)^1.$$
(4.64)
Taking into account that the field $`Q(๐ซ)`$ varies only weakly on the scale of the mean free path $`l`$ yields<sup>29</sup><sup>29</sup>29Since $`Q`$ is a slowly varying field, the argument of $`Q`$ in the second term of (4.65) can be chosen to be either $`๐ซ_1`$ or $`๐ซ_2`$, or $`(๐ซ_1+๐ซ_2)/2`$.
$`g(๐ซ_1,๐ซ_2)\mathrm{Re}G_\mathrm{A}(๐ซ_1๐ซ_2)i\mathrm{Im}G_\mathrm{A}(๐ซ_1๐ซ_2)Q(๐ซ_1),`$ (4.65)
$`G_\mathrm{A}(๐ซ)={\displaystyle \frac{\mathrm{d}^d๐ฉ}{(2\pi )^d}\frac{e^{i\mathrm{๐ฉ๐ซ}}}{E๐ฉ^2/2mi/2\tau }}.`$ (4.66)
For $`|๐ซ_1๐ซ_2|l`$ the Greenโs function $`g(๐ซ_1,๐ซ_2)`$ vanishes exponentially, in view of $`G_\mathrm{A}(๐ซ)e^{r/2l}`$. Since in the limit $`\eta 0`$ the characteristic magnitude of $`Q`$ is $`\mathrm{\Delta }/\eta 1`$ \[see the text around Eq. (4.23)\], the real part $`\mathrm{Re}G_\mathrm{A}(๐ซ)`$ can be neglected in all the Greenโs function factors in (4.5), and only the products of the imaginary parts survive. The imaginary part $`\mathrm{Im}G_\mathrm{A}(๐ซ)`$ is given explicitly by
$$\frac{\mathrm{Im}G_\mathrm{A}(๐ซ)}{\pi \nu }f_\mathrm{F}(r)e^{r/2l}\times \{\begin{array}{cc}J_0(p_\mathrm{F}r),\hfill & 2\mathrm{D}\hfill \\ \frac{\mathrm{sin}(p_\mathrm{F}r)}{p_\mathrm{F}r},\hfill & 3\mathrm{D}\hfill \end{array}$$
(4.67)
Let us note that $`f_\mathrm{F}(r)`$ is determined by microscopic (short-scale) dimensionality of the sample rather than by its global geometry. In particular, a quasi-1D sample may be microscopically of 2D (strip) or 3D (wire) nature.
#### 4.5.1 Zero-mode approximation.
In the zero-mode approximation, Eq. (4.5) reduces to
$$V^q\psi ^{}(๐ซ_1)\psi (๐ซ_1^{})\mathrm{}\psi ^{}(๐ซ_q)\psi (๐ซ_q^{})=\underset{\sigma }{}\underset{i=1}{\overset{q}{}}f_\mathrm{F}(๐ซ_i,๐ซ_{\sigma (i)}^{}).$$
(4.68)
Equation (4.68) implies that the wave function $`\psi (๐ซ)`$ has a global Gaussian distribution,
$$๐ซ\{\psi (๐ซ)\}\mathrm{exp}\left\{\frac{\beta }{2}\mathrm{d}^d๐ซ\mathrm{d}^d๐ซ^{}\psi ^{}(๐ซ)K(๐ซ,๐ซ^{})\psi (๐ซ^{})\right\}$$
(4.69)
determined by the correlation function
$$V\psi ^{}(๐ซ)\psi (๐ซ^{})=f_\mathrm{F}(|๐ซ๐ซ^{}|),$$
(4.70)
the kernel $`K(๐ซ,๐ซ^{})`$ being the operator inverse of $`V^1f_\mathrm{F}(|๐ซ๐ซ^{}|)`$. An analogous consideration for the orthogonal symmetry class (when $`\psi (๐ซ)`$ is real) leads, in the zero-mode approximation, to the same conclusion. The result (4.69), (4.70) was first obtained by Berry from the conjecture that a wave function in a classically chaotic system is given by a random superposition of plane waves.<sup>30</sup><sup>30</sup>30Historically, the equivalence of the Berryโs conjecture and the zero-mode supersymmetry calculation has been established in a somewhat convoluted and less general way. Prigodin et al calculated, in the zero-mode approximation for the $`\sigma `$-model, the joint distribution function $`๐ซ(u,v)`$ of the wave function amplitudes in two different spatial points, $`u=|\psi ^2(๐ซ)|`$, $`v=|\psi ^2(๐ซ^{})|`$. Srednicki then demonstrated that the same results for $`๐ซ(u,v)`$ are obtained from the Berryโs conjecture of Gaussian statistics of $`\psi (๐ซ)`$. We have demonstrated this equivalence above in a more transparent and general form.
As has been explained above, quite generally there are corrections to the zero-mode approximation induced by the diffusion modes. They change the eigenfunction correlations qualitatively by inducing correlations on long scales $`rl`$ (which are exponentially small in the zero-mode approximation). Similarly to our discussion of the wave function fluctuations (Sec. 4.3, 4.4), we proceed by first presenting results of the exact solution in the quasi-1D case and then consider the metallic regime for an arbitrary dimensionality.
#### 4.5.2 Quasi-1D geometry.
In the case of the quasi-1D geometry of the sample the method described in Sec. 4.3 allows to calculate analytically all the multipoint correlation functions (4.62); the results are presented in terms of multiple integrals of the type (4.32), see reviews . Without going into technical details, we quote here some important conclusions concerning the global statistics of eigenfunctions. A wave function $`\psi (๐ซ)`$ can be represented as a product
$$\psi (๐ซ)=\mathrm{\Phi }(๐ซ)\mathrm{\Psi }(x),$$
(4.71)
where $`x`$ is the coordinate of the point $`๐ซ`$ along the sample. Here $`\mathrm{\Phi }(๐ซ)`$ is a quickly fluctuating in space function, which has the Gaussian statistics (4.69), (4.70) obtained above from the 0D $`\sigma `$-model. The (real) function $`\mathrm{\Psi }(x)`$ determines, in contrast, a smooth envelope of the wave function. Its fluctuations are long-range correlated and are described by the probability density
$$๐ซ\{\theta (x)\}e^{L/2\beta \xi }e^{[\theta (0)+\theta (L)]/2}\mathrm{exp}\left\{\frac{\beta }{8}\xi _0^Ldx\left(\frac{\mathrm{d}\theta }{\mathrm{d}x}\right)^2\right\}\delta \left(L^1dxe^\theta 1\right),$$
(4.72)
where $`\theta (x)=\mathrm{ln}\mathrm{\Psi }^2(x)`$.
The physics of these results is as follows. The short-range fluctuations of the wave function (described by the function $`\mathrm{\Phi }(๐ซ)`$) originate, as explained above, from the superposition of plane waves with random amplitudes and phases leading to the Gaussian fluctuations of eigenfunctions with the correlation function (4.67). The second factor $`\mathrm{\Psi }(x)`$ in the decomposition (4.71) describes the smooth envelope of the eigenfunction (changing on a scale $`l`$), whose statistics given by (4.72) is determined by diffusion and localization effects. This factor is responsible for the long-range correlations (i.e. those on scales $`l`$) of the wave amplitude. In the metallic regime, $`\xi /L=g1`$, $`\mathrm{\Psi }(x)`$ fluctuates relatively weakly around unity and the above long-range correlations of $`\psi (๐ซ)`$ are parametrically small (see Sec. 4.5.3). In the opposite regime of a long wire, $`L/\xi 1`$, the strong localization manifests itself in extremely strong spatial correlations of eigenfunctions.
Finally, we compare the eigenfunction statistics in the quasi-1D case with that in a strictly 1D disordered system. In the latter case, the eigenfunction can be written as
$$\psi _{1\mathrm{D}}(x)=\sqrt{\frac{2}{L}}\mathrm{cos}(kx+\delta )\mathrm{\Psi }(x),$$
(4.73)
where $`\mathrm{\Psi }(x)`$ is again a smooth envelope function. The local statistics of $`\psi _{1\mathrm{D}}(x)`$ (i.e. the moments (4.5)) was studied in , while the global statistics (the correlation functions of the type (4.62)) in . Comparison of the results for the quasi-1D and 1D systems shows that the statistics of the smooth envelopes $`\mathrm{\Psi }`$ is exactly the same in the two cases, for a given value of the ratio of the system length $`L`$ to the localization length (equal to $`\beta \pi \nu AD`$ in quasi-1D and to the mean free path $`l`$ in 1D). The equivalence of the statistics of the eigenfunction envelopes implies, in particular, that the distribution of the inverse participation ratios $`P_q`$ \[see Eq. (4.54)\] is identical in the 1D and quasi-1D cases. This is confirmed by explicit calculations of the distribution function of $`P_2`$, see Refs. (1D) and Refs. (quasi-1D).
#### 4.5.3 Metallic regime (arbitrary $`d`$).
Correlations of eigenfunction amplitudes in the regime of a good conductor can be again studied via the method of Ref. described in Sec. 3.3.2; see Refs. . The result has the form of the expansion in powers of the diffusion propagator $`\mathrm{\Pi }`$. In particular, for the simplest correlation function showing long-range correlations we find (up to the linear-in-$`\mathrm{\Pi }`$ terms)
$$V^2|\psi (๐ซ_1)|^2|\psi (๐ซ_2)|^2=1+\frac{2}{\beta }f_\mathrm{F}^2(|๐ซ_1๐ซ_2|)\left[1+\frac{2}{\beta }\mathrm{\Pi }(๐ซ_1,๐ซ_1)\right]+\frac{2}{\beta }\mathrm{\Pi }(๐ซ_1,๐ซ_2).$$
(4.74)
The last term on the r.h.s. of (4.74) describes the long-range correlations between $`|\psi (๐ซ_1)|^2`$ and $`|\psi (๐ซ_2)|^2`$ induced by diffusion (or, in other words, by classical dynamics).
In a similar way one can calculate also higher order correlation functions of the eigenfunction amplitudes. In particular, the correlation function $`|\psi ^4(๐ซ_1)||\psi ^4(๐ซ_2)|`$ determines fluctuations of the inverse participation ratio $`P_2`$, the result for the relative variance of $`\delta (P_2)=\text{var}(P_2)/P_2^2`$ being
$$\delta (P_2)=\frac{8}{\beta ^2}\frac{\mathrm{d}^d๐ซ\mathrm{d}^d๐ซ^{}}{V^2}\mathrm{\Pi }^2(๐ซ,๐ซ^{})=\frac{32a_d}{\beta ^2g^2},$$
(4.75)
with the numerical coefficient $`a_d`$ defined in Sec. 3.3.2 (see Eqs. (3.46), (3.47)). The fluctuations (4.75) have the same relative magnitude ($`1/g`$) as the famous universal conductance fluctuations. Note also that extrapolating Eq.(4.75) to the Anderson transition point, where $`g1`$, we find $`\delta (P_2)1`$, so that the magnitude of IPR fluctuations is of the order of its mean value \[which is, in turn, much larger than in the metallic regime; see Eq. (4.55)\].
Equation (4.75) can be generalized onto higher IPRโs $`P_q`$ with $`q>2`$,
$$\frac{\text{var}(P_q)}{P_q^2}\frac{2}{\beta ^2}q^2(q1)^2\frac{\mathrm{d}^d๐ซ\mathrm{d}^d๐ซ^{}}{V^2}\mathrm{\Pi }^2(๐ซ,๐ซ^{})=\frac{8q^2(q1)^2a_d}{\beta ^2g^2},$$
(4.76)
so that the relative magnitude of the fluctuations of $`P_q`$ is $`q(q1)/g`$. Furthermore, the higher irreducible moments (cumulants) $`P_q^n`$, $`n=2,3,\mathrm{}`$, have the form
$`{\displaystyle \frac{P_q^n}{P_q^n}}`$ $`=`$ $`{\displaystyle \frac{(n1)!}{2}}\left[{\displaystyle \frac{2}{\beta }}q(q1)\right]^n{\displaystyle \frac{\mathrm{d}^d๐ซ_1\mathrm{}\mathrm{d}^d๐ซ_n}{V^n}\mathrm{\Pi }(๐ซ_1,๐ซ_2)\mathrm{}\mathrm{\Pi }(๐ซ_n,๐ซ_1)}`$ (4.77)
$`=`$ $`{\displaystyle \frac{(n1)!}{2}}\text{Tr}\left[{\displaystyle \frac{2}{\beta }}q(q1)\mathrm{\Pi }\right]^n`$
$`=`$ $`{\displaystyle \frac{(n1)!}{2}}\left[{\displaystyle \frac{2}{\beta }}q(q1)\right]^n{\displaystyle \underset{\mu 0}{}}\left({\displaystyle \frac{\mathrm{\Delta }}{\pi ฯต_\mu }}\right)^n,`$
where $`\mathrm{\Pi }`$ is the integral operator with the kernel $`\mathrm{\Pi }(๐ซ,๐ซ^{})/V`$. This is valid provided $`q^2n2\beta \pi g`$. Prigodin and Altshuler obtained Eq. (4.77) starting from the assumption that the eigenfunction statistics is described by the Liouville theory. According to (4.77), the โcentral bodyโ of the distribution function $`๐ซ(P_q)`$ of the IPR $`P_q`$ (with $`q^2/\beta \pi g1`$) is determined by the spectrum of eigenvalues $`ฯต_\mu `$ of the diffusion operator $`D^2`$. For a more detailed study of this distribution function see .
The perturbative calculations show that the cumulants of the IPRโs are correctly reproduced (in the leading order in $`1/g`$) if one assumes that the statistics of the eigenfunction envelopes $`|\psi ^2(๐ซ)|_{\mathrm{smooth}}=e^{\theta (๐ซ)}`$ is governed by the Liouville theory (see e.g. and references therein) defined by the functional integral
$$\mathrm{D}\theta \delta \left(\frac{\mathrm{d}^d๐ซ}{V}e^\theta 1\right)\mathrm{exp}\left\{\frac{\beta \pi \nu D}{4}\mathrm{d}^d๐ซ(\theta )^2\right\}\mathrm{}$$
(4.78)
The โtailsโ of the IPR distribution function governed by rare realizations of disorder are described by saddle-point solutions which can also be obtained from the Liouville theory description (4.78), see . The multifractal dimensions (4.58) in 2D can be reproduced by starting from the Liouville theory as well . It should be stressed, however, that this agreement between the supermatrix $`\sigma `$-model governing the eigenfunctions statistics and the Liouville theory is not exact, but only holds in the leading order in $`1/g`$. In particular, the Liouville theory does not describe the wave function localization by weak disorder in 2D.
Up to now, we have considered correlations between amplitudes of one and the same eigenfunction at different spatial points. One can also study correlations of different eigenfunctions, see . Understanding of both types of correlations is important for evaluation of fluctuations of matrix elements (e.g. those of Coulomb interaction) computed on eigenfunctions $`\psi _k`$ of the one-particle Hamiltonian in a random potential. Such a problem naturally arises when one investigates the effect of interaction onto statistical properties of excitations in a mesoscopic sample (see Refs. ).
### 4.6 Anomalously localized states and long-time relaxation.
In this subsection we discuss one more method that can be used within the supermatrix $`\sigma `$-model formalism to investigate statistical properties of eigenfunctions. This is the instanton method introduced by Muzykantskii and Khmelnitskii in order to calculate the long-time dispersion of the average conductance $`G(t)`$. Soon after the paper appeared, it was realized that the method allows one to study the asymptotic behavior of distribution functions of different quantities, including relaxation times, eigenfunction intensities, local density of states, inverse participation ratio, and level curvatures. These asymptotics are determined by rare realization of disorder producing the states which show much stronger localization features than typical states in the system โ anomalously localized states already mentioned in Sec. 4.3.3 and 4.4. For a review of the obtained results and relevant references the reader is referred to . In fact, we have already quoted the results obtained in this way by Falโko and Efetov for the โtailโ of the eigenfunction statistics, see Eqs. (4.52), (4.53). Here we wish to present the ideas of the method by discussing the original problem considered by Muzykantskii and Khmelnitskii.
Let us consider (following Refs. ) the asymptotic (long-time) behavior of the relaxation processes in an open disordered conductor. One possible formulation of the problem is to consider the time-dependence of the average conductance $`G(t)`$ defined by the non-local (in time) current-voltage relation
$$I(t)=_{\mathrm{}}^tdt^{}G(tt^{})V(t^{})$$
(4.79)
Alternatively, one can study the decay law, i.e. the survival probability $`P_\mathrm{s}(t)`$ for a particle injected into the sample at $`t=0`$ to be found there after a time $`t`$. Classically, $`P_\mathrm{s}(t)`$ decays according to the exponential law, $`P_\mathrm{s}(t)e^{t/t_\mathrm{D}}`$, where $`t_\mathrm{D}^1`$ is the lowest eigenvalue of the diffuson operator $`D^2`$ with the proper boundary conditions. The time $`t_\mathrm{D}`$ has the meaning of the time of diffusion through the sample, and $`t_\mathrm{D}^1`$ is of the order of the Thouless energy. The same exponential decay holds for the conductance $`G(t)`$, where it is induced by the weak-localization correction. The quantities of interest can be expressed in the form of the $`\sigma `$-model correlation function
$$G(t),P_\mathrm{s}(t)\frac{\mathrm{d}\omega }{2\pi }e^{i\omega t}\mathrm{D}Q(๐ซ)A\{Q\}e^{S[Q]},$$
(4.80)
where $`S[Q]`$ is given by Eq. (3.16). The preexponential factor $`A\{Q\}`$ depends on the specific formulation of the problem but is not important for the leading exponential behavior studied here.
The main idea of the method is that the asymptotic behavior is determined by a non-homogeneous (i.e. $`๐ซ`$-dependent) stationary point of the action $`S[Q]`$ (instanton). Such a stationary point is found by varying the exponent in Eq. (4.80) with respect to $`Q`$ and $`\omega `$, which yields the equations
$`2D(QQ)+i\omega [\mathrm{\Lambda },Q]=0`$ (4.81)
$`{\displaystyle \frac{\pi \nu }{2}}{\displaystyle \mathrm{d}^d๐ซ\text{Str}(\mathrm{\Lambda }Q)}=t`$ (4.82)
\[We assume unitary symmetry; in the orthogonal symmetry case the calculation is applicable with minor modifications.\] It remains
1. to find a solution $`Q_\omega `$ of Eq.(4.81) (which will depend on $`\omega `$);
2. to substitute it into the self-consistency equation (4.82) and thus to fix $`\omega `$ as a function of $`t`$;
3. to substitute the found solution $`Q_t`$ into Eq.(4.80),
$$P_\mathrm{s}(t)\mathrm{exp}\left\{\frac{\pi \nu D}{4}\text{Str}(Q_t)^2\right\}.$$
(4.83)
Note that Eq. (4.81) is to be supplemented by the boundary conditions $`Q=\mathrm{\Lambda }`$ at the open part of the boundary (i.e. boundary with an ideal metal) and (3.28) at the insulating part of the boundary (if it exists).
It is not difficult to show that the solution of Eq. (4.81) has in the standard parametrization (2.62), (2.67) the only non-trivial variable โ bosonic eigenvalue $`\lambda _1=\mathrm{cosh}\theta _1`$, all other coordinates being equal to zero. As a result, Eq. (4.81) reduces to an equation for $`\theta _1(๐ซ)`$ (we drop the subscript โ1โ below):
$$^2\theta +\frac{i\omega }{D}\mathrm{sinh}\theta =0,$$
(4.84)
the self-consistency condition (4.82) takes the form
$$\pi \nu \mathrm{d}^d๐ซ(\mathrm{cosh}\theta 1)=t,$$
(4.85)
and Eq. (4.83) can be rewritten as
$$\mathrm{ln}P_\mathrm{s}(t)=\frac{\pi \nu D}{2}\mathrm{d}^d๐ซ(\theta )^2.$$
(4.86)
For sufficiently small times, $`\theta `$ is small according to (4.85), so that Eqs. (4.84), (4.85) can be linearized:
$`^2\theta +2\gamma \theta =0;2\gamma =i\omega /D;`$ (4.87)
$`{\displaystyle \frac{\pi \nu }{2}}{\displaystyle \mathrm{d}^d๐ซ\theta ^2}=t.`$ (4.88)
This yields
$$\theta (๐ซ)=\left(\frac{2t}{\pi \nu }\right)^{1/2}\varphi _1(๐ซ),$$
(4.89)
where $`\varphi _1`$ is the eigenfunction of the diffusion operator corresponding to the lowest eigenvalue $`ฯต_1=t_\mathrm{D}^1`$. The survival probability (4.86) reduces thus to
$$\mathrm{ln}P_\mathrm{s}(t)=\frac{\pi \nu D}{2}\mathrm{d}^d๐ซ\theta ^2\theta =\frac{\pi \nu ฯต_1}{2}\mathrm{d}^d๐ซ\theta ^2=t/t_\mathrm{D},$$
(4.90)
as expected. Eq. (4.90) is valid (up to relatively small corrections) as long as $`\theta 1`$, i.e. for $`t\mathrm{\Delta }1`$. To find the behavior at $`t\mathrm{\Delta }^1`$, as well as the corrections at $`t<\mathrm{\Delta }^1`$, one should consider the exact (non-linear) equation (4.84), the solution of which depends on the sample geometry.
#### 4.6.1 Quasi-1D geometry
We consider a wire of length $`L`$ and a cross-section $`A`$ with open boundary conditions at both edges, $`\theta (L/2)=\theta (L/2)=0`$. Equations (4.84), (4.85) take the form
$$\theta ^{\prime \prime }+2\gamma \mathrm{sinh}\theta =0,_{L/2}^{L/2}dx(\mathrm{cosh}\theta 1)=t/\pi \nu A.$$
(4.91)
The solution of (4.91) yields the log-normal asymptotic behavior of $`P_\mathrm{s}(t)`$ at large times :
$$\mathrm{ln}P_\mathrm{s}(t)\frac{\beta g}{2}\mathrm{ln}^2(t\mathrm{\Delta });t\mathrm{\Delta }1,$$
(4.92)
with $`g=2\pi \nu AD/L1`$ being the dimensionless conductance.
Equation (4.92) has essentially the same form as the asymptotic formula for $`G(t)`$ found by Altshuler and Prigodin for a strictly 1D sample with a length much exceeding the localization length:
$$G(t)\mathrm{exp}\left\{\frac{l}{L}\mathrm{ln}^2(t/\tau )\right\}$$
(4.93)
If we replace in Eq. (4.93) the 1D localization length $`l`$ by the quasi-1D localization length $`\beta \pi \nu AD`$, we reproduce the asymptotics (4.92). This is one more manifestation of the equivalence of statistical properties of smooth envelopes of the wave functions in 1D and quasi-1D samples (see Sec. 4.5.2). Furthermore, the agreement of the results for the metallic and the insulating samples demonstrates clearly that the asymptotic โtailโ (4.92) in a metallic sample is indeed due to anomalously localized eigenstates.
As another manifestation of this fact, Eq. (4.92) can be represented as a superposition of the simple relaxation processes with mesoscopically distributed relaxation times :
$$P_\mathrm{s}(t)dt_\varphi e^{t/t_\varphi }๐ซ(t_\varphi )$$
(4.94)
The distribution function $`๐ซ(t_\varphi )`$ then behaves as follows:
$$๐ซ(t_\varphi )\mathrm{exp}\left\{\frac{\beta g}{2}\mathrm{ln}^2(g\mathrm{\Delta }t_\varphi )\right\};t_\varphi \frac{1}{g\mathrm{\Delta }}t_\mathrm{D}.$$
(4.95)
Since the Thouless energy $`t_\mathrm{D}^1`$ determines the typical width of a level of an open system, the formula (4.95) concerns indeed the states with anomalously small energy widths $`t_\varphi ^1`$.
The saddle-point method allows us also to find the corrections to Eq. (4.90) in the intermediate region $`t_\mathrm{D}t\mathrm{\Delta }^1`$ ,
$$\mathrm{ln}P_\mathrm{s}(t)=\frac{t}{t_\mathrm{D}}\left(1\frac{1}{\beta \pi ^2g}\frac{t}{t_\mathrm{D}}+\mathrm{}\right),$$
(4.96)
with $`t_\mathrm{D}=L^2/\pi ^2D`$. Equation (4.96) is completely analogous to the formula (4.35), (4.36) for the statistics of eigenfunction amplitudes. It shows that the correction to the leading term $`t/t_\mathrm{D}`$ in $`\mathrm{ln}P_\mathrm{s}`$ becomes large compared to unity at $`tt_\mathrm{D}\sqrt{g}`$, though it remains small compared to the leading term up to $`tgt_\mathrm{D}\mathrm{\Delta }^1`$. The result (4.96) was also obtained by Frahm from rather involved calculations based on the equivalence between the 1D $`\sigma `$-model and the Fokker-Planck approach and employing the approximate solution of the Dorokhov-Mello-Pereyra-Kumar equations in the metallic limit. The fact that the logarithm of the quantum decay probability, $`\mathrm{ln}P_\mathrm{s}(t)`$, starts to deviate strongly (compared to unity) from the classical law, $`\mathrm{ln}P_\mathrm{s}^{\mathrm{cl}}(t)=t/t_\mathrm{D}`$ at $`tt_\mathrm{D}\sqrt{g}`$ was observed in numerical simulations by Casati, Maspero, and Shepelyansky . For related results in the framework of a random matrix model see Sec. 4.6.3.
#### 4.6.2 2D geometry
Considering a 2D disk-shaped sample of a radius $`R`$, one gets the following long-time asymptotics of $`P_\mathrm{s}(t)`$ (or $`G(t)`$) :
$`P_\mathrm{s}(t)(t\mathrm{\Delta })^{2\pi \beta g},`$ $`1t\mathrm{\Delta }(R/l)^2`$ (4.97)
$`P_\mathrm{s}(t)\mathrm{exp}\left\{{\displaystyle \frac{\pi \beta g}{4}}{\displaystyle \frac{\mathrm{ln}^2(t/g\tau )}{\mathrm{ln}(R/l)}}\right\},`$ $`t\mathrm{\Delta }(R/l)^2`$ (4.98)
where $`g=2\pi \nu D`$ is the dimensionless conductance per square in 2D and $`\tau `$ is the mean free time. Equivalently, these results can be represented in terms of the distribution function $`๐ซ(t_\varphi )`$ of relaxation times,
$$๐ซ(t_\varphi )\{\begin{array}{cc}(t_\varphi /t_\mathrm{D})^{2\pi \beta g},\hfill & t_\mathrm{D}t_\varphi t_\mathrm{D}\left(\frac{R}{l}\right)^2\hfill \\ \mathrm{exp}\left\{\frac{\pi \beta g}{4}\frac{\mathrm{ln}^2(t_\varphi /\tau )}{\mathrm{ln}(R/l)}\right\},\hfill & t_\varphi t_\mathrm{D}\left(\frac{R}{l}\right)^2,\hfill \end{array}$$
(4.99)
where $`t_\mathrm{D}R^2/D`$ is the time of diffusion through the sample.
The far log-normal asymptotics (4.98) agrees with the one obtained earlier by Altshuler, Kravtsov, and Lerner from the renormalization-group (RG) treatment. Analogous agreement between the instanton and the RG calculations was found for the asymptotics of the local DOS distribution function . Note that the instanton method is superior to the RG treatment in several respects: (i) it is not restricted to 2D or $`2+ฯต`$ dimensions; (ii) it is much more transparent physically, since the stationary-point solution $`\theta (๐ซ)`$ describes directly the spatial shape of the anomalously localized state, $`|\psi ^2(๐ซ)|_{\mathrm{smooth}}e^{\theta (๐ซ)}`$; (iii) in some cases it allows to find intermediate asymptotics \[see e.g. Eq. (4.97)\] missed by the RG calculation.
#### 4.6.3 Random matrix model
Here we mention briefly the results on the quantum decay law obtained by Savin and Sokolov within the RMT model. This will allow us to see the similarities and the differences between the diffusive systems and the random matrix model. The model describes a Hamiltonian of an open chaotic system by a Gaussian random matrix coupled to $`M`$ external (decay) channels. The found decay law has the form
$$P_\mathrm{s}(t)(1+\mathrm{\Gamma }t/M)^M,$$
(4.100)
where $`\mathrm{\Gamma }=MT\mathrm{\Delta }/2\pi `$ is a typical width of the eigenstate, with $`T`$ characterizing the channel coupling ($`T=1`$ for ideal coupling). In this case, the product $`MT`$ plays the role of the dimensionless conductance $`g`$ (in contrast to the diffusive case where $`g`$ is governed by the bulk of the system, here it is determined by the number of decay channels and the strength of their coupling). For not too large $`t`$ ($`t\mathrm{\Delta }T1`$), Eq. (4.100) yields the classical decay law, $`P_\mathrm{s}(t)e^{t\mathrm{\Gamma }}`$, with corrections of the form
$$\mathrm{ln}P_\mathrm{s}(t)=t\mathrm{\Gamma }(1\mathrm{\Gamma }t/2M+\mathrm{}),$$
(4.101)
which is similar to the results found for the diffusive systems (see Eq. (4.96)). At large $`t(\mathrm{\Delta }T)^1`$, the decay takes the power-law asymptotic form
$$\mathrm{ln}P_\mathrm{s}(t)M\mathrm{ln}(\mathrm{\Gamma }t/M),$$
(4.102)
which is to be compared with Eqs. (4.92) and (4.97), (4.98).
## 5 Supersymmetry approach to the Quantum Chaos.
The aim of this section is to review recently emerged ideas concerning application of the supersymmetry formalism to chaotic ballistic systems (โbilliardsโ). It should be stressed that this field is quite young, and most of the calculations performed so far are less rigorous than in the diffusive case; the limits of applicability of the obtained results are not well understood yet. In this sense the status of this section is somewhat different from the preceding part of this lecture course.
### 5.1 Introduction: What have we learned from the diffusive problem.
It is instructive to begin by summarizing what we have learned concerning the diffusive problem. As has been explained in Sec. 3, 4, the statistical properties of energy levels and eigenfunctions in a diffusive disordered sample are described by the diffusive supermatrix $`\sigma `$-model (3.16). In the metallic regime, when the dimensionless conductance is large, $`g1`$, and the eigenfunctions are not localized (i.e. cover roughly uniformly the whole sample volume), the zero-mode approximation is a good starting point for treating the $`\sigma `$-model. It reduces the problem to the 0D $`\sigma `$-model, yielding the RMT results for the level and eigenfunction statistics. Deviations from RMT (which are typically small in the โbodyโ of the distribution functions but become large in the โtailโ) are controlled by the diffusion modes. In contrast to the universal RMT results, these deviations are system-specific, since they depend on the sample dimensionality, shape and size, as well as on the disorder strength. More specifically, the deviations are controlled by the diffusion operator $`D^2`$, which determines the quadratic part of the action of the diffusion modes,
$$S[W]=\frac{\pi \nu }{2}\mathrm{d}^d๐ซ\mathrm{Str}W_{21}[D^2i\omega ]W_{12}.$$
(5.1)
The magnitude of the deviations from RMT is controlled by the small parameter $`g^1\mathrm{\Delta }/ฯต_1`$, where $`ฯต_1`$ is the lowest non-zero eigenvalue of the diffusion operator (the Thouless energy).
### 5.2 Ballistic $`\sigma `$-model.
Let us now turn to the case of ballistic chaotic systems, i.e. to the quantum chaos. We will first guess what the field-theoretical description of such a problem should look like and then will discuss how it can be derived.
#### 5.2.1 Heuristic arguments.
A bulk of numerical simulations data have unambiguously demonstrated that generically the statistics of energy levels and eigenfunctions amplitudes in a ballistic system (billiard) whose classical counterpart is chaotic is well described by RMT (this is known as Bohigas-Giannoni-Schmit conjecture ) . Since we already know that the 0D $`\sigma `$-model is essentially equivalent to RMT, we expect that the sought field theory of quantum chaos should reduce in the leading (zero-mode) approximation to the 0D $`\sigma `$-model described in Sec. 2.4. Therefore, the field variable of this theory should be the supermatrix field belonging to the same coset space as the field $`Q(๐ซ)`$ of the $`\sigma `$-model.
Furthermore, in analogy with the diffusive case, we expect deviations from RMT to be controlled by the modes of density relaxation in the system. Indeed, deviations from ergodicity in a diffusive sample are physically due to the fact that the process of a particle spreading over the whole sample volume is not instantaneous but requires a time $`t_\mathrm{D}`$, the relaxation being governed by the diffusion operator. Since the momentum relaxation in a diffusive sample takes place on a much shorter time scale (of the order of the mean free time $`\tau `$), the diffusion operator (describing the dynamics on time scales $`\tau `$) is an operator in $`๐ซ`$-space only. This is why the $`Q`$-field depends on the coordinate but not on the velocity in the diffusive case. Such a separation of the fast and slow dynamics is not applicable to a generic clean sample. Therefore, in this case the supermatrix field $`Q`$ should depend both on the coordinate $`๐ซ`$ and the velocity direction $`๐ง=๐ฏ/v_\mathrm{F}`$, $`Q=Q(๐ซ,๐ง)`$ (the absolute value of the velocity $`|๐ฏ|=v_\mathrm{F}`$ being fixed by the energy conservation). The classical dynamics in the phase space is governed by the Liouville operator
$$=\{,H\}=\frac{H}{๐ฉ}\frac{}{๐ซ}\frac{H}{๐ซ}\frac{}{๐ฉ},$$
(5.2)
which reduces for the case of a billiard (no potential energy inside) to
$$=v_\mathrm{F}๐ง\frac{}{๐ซ}$$
(5.3)
supplemented by the boundary conditions corresponding to the particle reflection by the sample boundary. It is clear from what has been said above that the Liouville operator $``$ is expected to replace the diffusion operator in the $`\sigma `$-model description. Therefore, the analog of (5.1) should read<sup>31</sup><sup>31</sup>31The angular integral $`d๐ง\mathrm{}`$ is assumed to be normalized to unity, $`d๐ง=1`$.
$$S[W(๐ซ,๐ง)]=\frac{\pi \nu }{2}\mathrm{d}^d๐ซd๐ง\mathrm{Str}W_{21}(๐ซ,๐ง)[i\omega ]W_{12}(๐ซ,๐ง).$$
(5.4)
It remains to restore the action in terms of the $`Q`$-field from the quadratic form (5.4). It turns out, however, that in the ballistic case the corresponding action cannot be written in a simple form in terms of the $`Q`$-field,<sup>32</sup><sup>32</sup>32The action can be expressed in terms of the $`Q`$-field only at the expense of introduction of an additional coordinate, with the action taking the Wess-Zumino-Witten form, see . and it is more convenient to write it in terms of the $`T`$-matrix field parametrizing the $`\sigma `$-model manifold according to \[cf. (2.60), (3.15)\]
$$Q(๐ซ,๐ง)=T(๐ซ,๐ง)\mathrm{\Lambda }T^1(๐ซ,๐ง).$$
(5.5)
Using that $`T=1W/2+\mathrm{}`$, that $``$ is the first-order differential operator and that the action should be invariant at $`\omega 0`$ with respect to the global rotations $`Q(๐ซ,๐ง)UQ(๐ซ,๐ง)U^1`$ (i.e. with respect to $`T(๐ซ,๐ง)UT(๐ซ,๐ง)`$), one concludes that the only allowed form is
$$S[Q]=\frac{\pi \nu }{2}\mathrm{d}^d๐ซd๐ง\mathrm{Str}[2T^1(๐ซ,๐ง)T(๐ซ,๐ง)\mathrm{\Lambda }i\omega Q(๐ซ,๐ง)\mathrm{\Lambda }].$$
(5.6)
#### 5.2.2 Ballistic $`\sigma `$-model from disorder averaging.
The ballistic $`\sigma `$-model action was derived for the first time by Muzykantskii and Khmelnitskii (MK) . Their starting point was a disordered system, and they followed the route outlined in Sec. 3.1 up to Eq. (3.9). Their further aim was to derive a theory which describes the physics at all momenta $`qk_F`$ and not only at $`ql^1`$, i.e. which is quasiclassical but is not restricted to the diffusion approximation. Clearly, in this case one cannot use the gradient expansion leading to the diffusive $`\sigma `$-model (3.16). Instead of this, MK employed an analogy with the Eilenberger quasiclassical approach in the kinetic theory of disordered superconductors. Along these lines, they defined the field $`Q(๐ซ,๐ง)`$ as a result of application of the following two operations to the Greenโs function $`g(๐ซ,๐ซ^{})`$ \[defined in Eq. (3.10)\]:
(i) the Wigner transformation
$$g(๐ซ,๐ซ^{})=\frac{\mathrm{d}^d๐ฉ}{(2\pi )^d}e^{i๐ฉ(๐ซ๐ซ^{})}\stackrel{~}{g}(\frac{๐ซ+๐ซ^{}}{2},๐ฉ);$$
(5.7)
(ii) integration over the kinetic energy $`\xi =v_\mathrm{F}(|๐ฉ|p_\mathrm{F})`$,
$$Q(๐ซ,๐ง)=\frac{1}{\pi }๐\xi \stackrel{~}{g}(๐ซ,๐ง\frac{\xi }{v_\mathrm{F}}).$$
(5.8)
They were then able to derive the ballistic $`\sigma `$-model<sup>33</sup><sup>33</sup>33As has already benn mentioned, MK obtained the ballistic action in a different (Wess-Zumino-Witten) form, which is however equivalent to (5.6). (5.6) with an additional term describing the scattering by impurities,
$$S_{\mathrm{imp}}[Q]=\frac{\pi \nu }{4}\mathrm{d}^d๐ซd๐ง๐๐ง^{}w(๐ซ;๐ง,๐ง^{})\mathrm{Str}Q(๐ซ,๐ง)Q(๐ซ,๐ง^{}),$$
(5.9)
where $`w(๐ซ;๐ง,๐ง^{})`$ is the differential cross-section of the scattering $`๐ง๐ง^{}`$ at the point $`๐ซ`$ (for the isotropic scattering $`w(๐ซ;๐ง,๐ง^{})`$ is equal to $`1/\tau (๐ซ)`$).
MK conjectured further that the derived $`\sigma `$-model makes sense also in the limit $`\tau \mathrm{}`$, when it describes the clean system. Let us note, however, that one cannot simply set $`\tau ^1=0`$ (i.e. remove the disorder completely). Indeed, then we would get a particular clean system with uniquely defined energy levels, so that the DOS will be a sum of $`\delta `$-functions. This is certainly not what we want (or what we are able) to calculate in the $`\sigma `$-model approach. The correlation or distribution functions that we are discussing imply necessarily some averaging. The MK derivation seems to remain meaningful if $`\mathrm{\Delta }\tau 1`$. In this case the disorder is strong enough from the quantum point of view, i.e. we study not a particular quantum system but rather a large ensemble of systems. On the other hand, the condition that the disorder does not influence the classical dynamics is $`\tau L/v_\mathrm{F}`$, where $`L`$ is the system size. Since $`L/v_F\mathrm{\Delta }(k_\mathrm{F}L)^{d1}1`$ in the semiclassical limit, the double inequality $`L/v_\mathrm{F}\tau \mathrm{\Delta }^1`$ can be satisfied. It means that the disorder is classically negligible, while it mixes strongly energy levels of the quantum system.
In a diffusive sample the density relaxation is governed by the diffusion operator with eigenvalues $`ฯต_\mu >0`$ (and $`ฯต_0=0`$ corresponding to the particle number conservation in a closed sample). The positiveness of $`ฯต_\mu `$ corresponds to the exponential decay of a density perturbation with time. What are their counterparts $`\gamma _\mu `$ in a chaotic sample? One might naively think that, since the evolution operator $`e^t`$ is unitary, the corresponding eigenvalues $`e^{\gamma _\mu t}`$ are of absolute value unity, so that $`\gamma _\mu `$ are purely imaginary. This is, however, incorrect. It is known that an ultraviolet regularization (projection onto the subspace of smooth functions) shifts all $`\gamma _\mu `$ (except $`\gamma _0=0`$) from the imaginary axis, giving them a positive real part, $`\mathrm{Re}\gamma _\mu >0`$. These eigenvalues are known as Ruelle resonances . The corresponding regularized evolution operator (called Perron-Frobenius operator) describes irreversible classical dynamics in a chaotic system. The above ultraviolet regularization may be physically understood as an infinitesimally weak noise introduced in the system to make the dynamics irreversible. The identification of the eigenvalues $`\gamma _\mu `$ determining the non-universal corrections to the spectral statistics in a chaotic system with the Ruelle resonances was done in .
#### 5.2.3 $`\sigma `$-model from energy averaging.
In a subsequent paper, Andreev, Agam, Simons, and Altshuler (AASA) proposed another derivation of the ballistic $`\sigma `$-model. Instead of averaging over disorder, they started from a completely clean system and performed the energy averaging in a certain spectral window. After the Hubbard-Stratonovich transformation, they arrived at the action of the form
$$S[\widehat{Q}]\mathrm{Str}_๐ซ(2\widehat{T}^1i[\widehat{H},\widehat{T}]\mathrm{\Lambda }i\omega \widehat{Q}\mathrm{\Lambda }),$$
(5.10)
where $`\widehat{H}`$ is the quantum Hamiltonian, $`\widehat{T}`$ and $`\widehat{Q}=\widehat{T}\mathrm{\Lambda }\widehat{T}^1`$ are operators in the Hilbert space (and have on top of this the usual supermatrix structure), and $`\mathrm{Str}_๐ซ`$ includes the supertrace over the supermatrix indices and the trace over the Hilbert space. The next (and crucial) step is the semiclassical expansion. Going to the Wigner representation and using the fact that in the semiclassical limit the Wigner transform of a commutator is a Poisson bracket of the corresponding Wigner transforms, AASA reduced (5.10) to the form (5.6). More recently Zirnbauer demonstrated, however, that an additional averaging is necessary to guarantee the condition of a slow variation of the Wigner transform $`T(๐ซ,๐ฉ)`$ required by the semiclassical expansion.
More specifically, Zirnbauer considered the level correlations for a unitary map (rather than for a Hermitian Hamiltonian). Similarly to the AASA approach, he averaged over the quasienergy $`e^{i\varphi }`$. This can be done via the โcolor-flavor transformationโ ,
$$d\varphi \mathrm{exp}i(\mathrm{\Psi }_1^{}e^{i\varphi }\mathrm{\Psi }_1+\mathrm{\Psi }_2^{}e^{i\varphi }\mathrm{\Psi }_2)=d\mu (Z,\overline{Z})\mathrm{exp}(\mathrm{\Psi }_1^{}Z\mathrm{\Psi }_2+\mathrm{\Psi }_2^{}\overline{Z}\mathrm{\Psi }_1),$$
(5.11)
where $`\mathrm{\Psi }_1`$, $`\mathrm{\Psi }_2`$ are supervectors, $`T=\left(\begin{array}{cc}1& Z\\ \overline{Z}& 1\end{array}\right)`$ is the matrix from the coset space and $`\mathrm{d}\mu (Z,\overline{Z})`$ is the corresponding invariant measure.<sup>34</sup><sup>34</sup>34$`Z`$ and $`\overline{Z}`$ are identical to $`W_{12}/2`$ and $`W_{21}/2`$ respectively if the parametrization (3.22) is used. This transformation replaces (in the case of unitary maps) the energy averaging and the Hubbard-Stratonovich transformation. Moreover, the saddle-point approximation is not needed in this case, since the r.h.s. of (5.11) is already an integral over the coset space. Zirnbauer showed further that, in order to justify the semiclassical expansion, one has to average over an ensemble of maps,
$$U(\xi )=\mathrm{exp}\left(i\underset{k=1}{\overset{s}{}}\xi _kX_k/\mathrm{}\right)U,$$
(5.12)
where $`\xi _k`$ are random variables with the disorder strength scaling as $`\xi _k^2\mathrm{}^\alpha `$, $`0<\alpha <1`$, in the limit $`\mathrm{}0`$. Since $`\alpha >0`$, all the members of the introduced ensemble have the same classical limits. On the other hand, the condition $`\alpha <1`$ ensures that the disorder is strong from the quantum point of view. This procedure is thus physically similar to the derivation of MK with $`L/v_\mathrm{F}\tau \mathrm{\Delta }^1`$ (see above).
#### 5.2.4 Non-universal corrections and statistical noise.
Let us discuss now the implications of the ballistic $`\sigma `$-model (5.6) for the level statistics. Since the system is assumed to be chaotic, the only zero-mode \[i.e. a field $`Q(๐ซ)`$ yielding zero when substituted in the first (kinetic) term of (5.6)\] is $`Q=\mathrm{const}`$, so that in the zero-mode approximation the 0D $`\sigma `$-model and thus the RMT are reproduced, as expected.<sup>35</sup><sup>35</sup>35For an integrable system any function $`Q`$ depending on integrals of motion only would be a zero mode, thus invalidating this consideration. Corrections to the RMT have the same form as discussed in Sec. 3.3, 3.4, with the diffusion eigenvalues $`ฯต_\mu `$ replaced by the Perrron-Frobenius eigenvalues $`\gamma _\mu `$. In a strongly chaotic system of a characteristic size $`L`$, a typical relaxation time (the counterpart of the diffusion time $`t_\mathrm{D}`$) is of the order of the flight time, $`t_\mathrm{B}L/v_\mathrm{F}`$. Therefore, the ballistic counterpart of the dimensionless conductance $`g1/\mathrm{\Delta }t_\mathrm{D}`$ can be estimated as $`g1/\mathrm{\Delta }t_\mathrm{B}(k_FL)^{d1}N^{(d1)/d}`$, where $`NE/\mathrm{\Delta }`$ is the level number around which the statistics is studied. In particular, for the most often considered case of a 2D billiard $`gN^{1/2}`$. We will discuss the deviations in more detail in Sec. 5.3, where important differences compared to the diffusive case will be demonstrated.
Prange has discussed conditions of observability of the non-universal corrections to the spectral form-factor $`K(\tau )`$ around $`\tau =2\pi `$ predicted by the $`\sigma `$-model. He pointed out that $`K(\tau )`$ is a strongly fluctuating function with the r.m.s. deviation equal to the mean value. After averaging over a window of width $`1/g`$ around $`\tau =2\pi `$ the noise amplitude is reduced to $`(g/N)^{1/2}`$. Therefore, to detect the deviation $`\delta K_{2\pi }(\tau )`$, whose amplitude is $`1/g`$, the following inequality should be satisfied:
$$\left(\frac{g}{N}\right)^{1/2}\frac{1}{g}Ng^3.$$
(5.13)
However, as we have just discussed, $`gN^{1/2}`$ for a generic 2D chaotic billiard, so that the condition (5.13) is not fulfilled. Therefore, the non-universal correction to the spectral form-factor is not observable for an individual quantum system, when the only averaging available is the energy averaging. This points again to the necessity of the additional averaging over an ensemble of quantum systems having the same classical limit . Let us note that for a diffusive system, Eq. (5.13) can be satisfied without problems. In this case $`g`$ and $`N`$ are two independent parameters, and one can consider the limit of arbitrarily large $`N`$ at fixed $`g`$. Therefore, it is in principle possible to extract the non-universal correction from a single disordered sample by using the energy averaging.
#### 5.2.5 Problem of repetitions.
The following subtle point concerning the non-universal correction to $`R_2(\omega )`$ predicted by the ballistic $`\sigma `$-model is worth mentioning here. The smooth (Altshuler-Shklovskii) part of the correction, Eqs. (3.31), (3.57), can be written as follows
$`R_{2,\mathrm{AS}}^{(\mathrm{c})}(\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2}}\mathrm{Re}{\displaystyle \underset{\mu }{}}{\displaystyle \frac{\mathrm{\Delta }^2}{(i\omega +\gamma _\mu )^2}}`$ (5.14)
$`=`$ $`{\displaystyle \frac{\mathrm{\Delta }^2}{2\pi ^2}}\mathrm{Re}{\displaystyle _0^{\mathrm{}}}๐tte^{i\omega t}\mathrm{Tr}e^t,`$
which is easily checked by using the fact that the eigenvalues of the evolution operator $`e^t`$ are equal to $`e^{\gamma _\mu t}`$. Expressing the trace in terms of the Gutzwiller sum over periodic orbits, one gets
$$\mathrm{Tr}e^t=\underset{p}{}T_p\underset{r=1}{\overset{\mathrm{}}{}}\frac{\delta (trT_p)}{|\mathrm{det}(M_p^r1)|},$$
(5.15)
where the index $`p`$ labels primitive orbits with periods $`T_p`$, the summation over $`r`$ takes into account repetitions of the primitive orbits, and $`M_p`$ is the monodromy matrix characterizing the dynamics in the vicinity of the orbit $`p`$. Substitution of (5.15) into (5.14) readily yields
$$R_{2,\mathrm{AS}}^{(\mathrm{c})}(\omega )=\frac{\mathrm{\Delta }^2}{2\pi ^2}\mathrm{Re}\underset{p}{}T_p^2\underset{r=1}{\overset{\mathrm{}}{}}\frac{r\mathrm{exp}(i\omega T_pr)}{|\mathrm{det}(M_p^r1)|}.$$
(5.16)
On the other hand, one can calculate the two-level correlation function semiclassically, by starting from the Gutzwiller trace formula for the DOS
$$\frac{\nu (E)}{\nu }=1+\mathrm{Re}\frac{\mathrm{\Delta }}{\pi }\underset{p}{}T_p\underset{r=1}{\overset{\mathrm{}}{}}\frac{\mathrm{exp}\{ir[S_p(E)\mu _p\pi /2]\}}{|\mathrm{det}(M_p^r1)|^{1/2}},$$
(5.17)
where $`S_p`$ is the action and $`\mu _p`$ the Maslov index of the orbit $`p`$. The two-level correlation function is thus represented as a double sum $`_{pp^{}}`$ over the periodic orbits. Assuming that the terms with $`pp^{}`$ vanish upon energy averaging due to randomly varying phase factors (โdiagonal approximationโ introduced by Berry), one finds
$$R_{2,\mathrm{diag}}^{(\mathrm{c})}(\omega )=\frac{\mathrm{\Delta }^2}{2\pi ^2}\mathrm{Re}\underset{p}{}T_p^2\underset{r=1}{\overset{\mathrm{}}{}}\frac{\mathrm{exp}(i\omega T_pr)}{|\mathrm{det}(M_p^r1)|}.$$
(5.18)
Comparing equations (5.16) and (5.18), we see that they almost agree, the only difference being in the extra factor $`r`$ in (5.18). This discrepancy between the results of the ballistic $`\sigma `$-model and the diagonal approximation was emphasized by Bogomolny and Keating . The same semiclassical analysis was performed earlier by Argaman, Imry, and Smilansky in the context of diffusive systems. In that case, however, the relevant periodic orbits determining the non-universal behavior have a length $`v_\mathrm{F}t_\mathrm{D}v_\mathrm{F}\tau `$, i.e. they are much longer than the shortest periodic orbits. For this reason and in view of the exponential proliferation of the primitive periodic orbits with length, one can neglect the repetitions, keeping only the $`r=1`$ term in the trace formulas. Then Eq. (5.16) and (5.18) are in full agreement with each other. On the other hand, in the ballistic case the shortest orbits of the length $`L`$ are relevant, and there is no parameter which would justify neglecting the repetitions. There exists thus a real discrepancy between the two formulas, which still awaits its explanation.
### 5.3 Billiard with diffuse surface scattering
According to Sec. 5.2, the level and eigenfunction statistics of a clean chaotic system (with an ensemble averaging discussed above) are described by the formulas of Sec. 3, 4 with the Perron-Frobenius operator substituted for the diffusion operator. However, straightforward application of these results to a given chaotic billiard is complicated by the fact that the eigenvalues of the Perron-Frobenius operator are unknown, while its eigenfunctions are extremely singular. For this reason the $`\sigma `$-model approach has so far failed to provide explicit results for any particular ballistic system. In this subsection, we consider a ballistic system with surface disorder (a rough boundary) leading to diffusive scattering of a particle in each collision with the boundary . Since the particle loses memory of its direction of motion after a single collision, this model describes a limit of an โextremely chaoticโ ballistic system, with typical relaxation time being of order of the flight time. (This should be contrasted with the case of a relatively slight distortion of an integrable billiard .) This is a natural problem to be studied by the ballistic $`\sigma `$-model approach. While the assumption of the diffuse surface scattering makes possible an explicit analytic treatment of the problem <sup>36</sup><sup>36</sup>36Very recently, the same approach was used to calculate the persistent current in a ring with diffusive scattering., the obtained results seem to reflect generic features of ballistic systems in the regime of hard chaos. To simplify the calculations, a circular geometry of the billiard is assumed. A similar problem was studied numerically in Ref. for a square geometry. As usual, we consider the case of unitary symmetry; generalization to the orthogonal case is straightforward.
Inside the billiard, the motion is free and the Liouville operator $``$ is given by Eq. (5.3). Clearly, it should be supplemented by a boundary condition, which depends on the form of the surface roughness. As a model approximation we consider purely diffuse scattering for which the distribution function $`\phi (๐ซ,๐ง)`$ of the outgoing particles is constant and is fixed by flux conservation<sup>37</sup><sup>37</sup>37The exact form of the boundary condition depends on the underlying microscopic model. In particular, the diffuse scattering can be modelled by surrounding the cavity by a disordered layer with a bulk mean free path $`l`$ and a thickness $`dl`$. The corresponding boundary condition differs from Eq. (5.19) by a parameterless function of order unity. For a review of the boundary conditions corresponding to various microscopic realizations of the rough surface see .:
$$\phi (๐ซ,๐ง)=\pi _{(\mathrm{๐๐ง}^{})>0}\left(\mathrm{๐๐ง}^{}\right)\phi (๐ซ,๐ง^{})d๐ง^{},\left(\mathrm{๐๐ง}\right)<0.$$
(5.19)
Here the point $`๐ซ`$ lies at the surface, and $`๐`$ is an outward normal to the surface. This boundary condition should be satisfied by the eigenfunctions of $``$. The boundary condition breaks the naive anti-hermiticity of $``$, and all its eigenvalues (except the zero one) acquire a positive real part, as expected for the Perron-Frobenius operator of a chaotic system.
Specifically, the eigenvalues $`\gamma `$ of the operator $``$ corresponding to the angular momentum $`l`$ obey the equation
$$\stackrel{~}{J}_l(\xi )1+\frac{1}{2}_0^\pi d\theta \mathrm{sin}\theta \mathrm{exp}\left[2il\theta +2\xi \mathrm{sin}\theta \right]=0,$$
(5.20)
where $`\xi R\gamma /v_F`$, and $`R`$ is the radius of the circle. For each value of $`l=0,\pm 1,\pm 2,\mathrm{}`$ Eq.(5.20) has a set of solutions $`\xi _{lk}`$ with $`\xi _{lk}=\xi _{l,k}=\xi _{l,k}^{}`$, which can be labeled with $`k=0,\pm 1,\pm 2,\mathrm{}`$ (even $`l`$) or $`k=\pm 1/2,\pm 3/2,\mathrm{}`$ (odd $`l`$). For $`l=k=0`$ we have $`\xi _{00}=0`$, corresponding to the zero mode $`\phi (๐ซ,๐ง)=\text{const}`$. All other eigenvalues have a positive real part $`\text{Re}\xi _{lk}>0`$ and govern the relaxation of the corresponding classical system to the homogeneous distribution in the phase space. The asymptotic form of the solutions of Eq. (5.20) for large $`|k|`$ and/or $`|l|`$ can be obtained by using the saddle-point method,
$`\xi _{kl}\{\begin{array}{cc}0.66l+0.14\mathrm{ln}l+0.55\pi ik,\hfill & \hfill 0kl\\ (\mathrm{ln}k)/4+\pi i(k+1/8),\hfill & \hfill 0lk\end{array}.`$ (5.23)
Note that for $`k=0`$ all eigenvalues are real, while for high values of $`k`$ they lie close to the imaginary axis and do not depend on $`l`$ (see Fig. 1).
#### 5.3.1 Level statistics.
The characteristic frequency separating the regions of the close-to-RMT and the fully non-universal behavior (analog of the Thouless energy) for the considered problem is $`\omega t_\mathrm{B}^1v_\mathrm{F}/R`$. In the low-frequency range, $`\omega v_\mathrm{F}/R`$, the level correlation function is given by Eq. (3.48), where we expect $`A1/g^2(R\mathrm{\Delta }/v_\mathrm{F})^2`$. Indeed, the calculation yields
$$A=a\left(\frac{R\mathrm{\Delta }}{\pi v_F}\right)^2,a=19/27175\pi ^2/1152+64/(9\pi ^2)1.48.$$
(5.24)
In contrast to the diffusive case, this constant is negative: the level repulsion is enhanced with respect to the RMT.
The high-frequency behavior of $`R_2(\omega )`$ is expressed in terms of the spectral determinant (3.56) by the formulas of Sec. 3.3.3. Calculating the spectral determinant for the present problem, we find
$`D(s)`$ $`=`$ $`s^2{\displaystyle \underset{kl(00)}{}}(1is\mathrm{\Delta }/\gamma _{kl})^1(1+is\mathrm{\Delta }/\gamma _{kl})^1`$ (5.25)
$`=`$ $`\left({\displaystyle \frac{\pi }{2}}\right)^6{\displaystyle \frac{1}{N}}{\displaystyle \underset{l}{}}{\displaystyle \frac{1}{\stackrel{~}{J}_l(isN^{1/2})\stackrel{~}{J}_l(isN^{1/2})}},`$
where $`N=(v_\mathrm{F}/R\mathrm{\Delta })^2=(p_\mathrm{F}R/2)^2`$ is the number of electrons below the Fermi level. For high frequencies $`\omega v_F/R`$ this yields the following expression for the smooth (Altshuler-Shklovskii) and the oscillating part of the level correlation function:
$$R_{2,\mathrm{AS}}(\omega )=\left(\frac{\mathrm{\Delta }R}{v_\mathrm{F}}\right)^2\left(\frac{v_\mathrm{F}}{2\pi \omega R}\right)^{1/2}\mathrm{cos}\left(4\frac{\omega R}{v_\mathrm{F}}\frac{\pi }{4}\right),$$
(5.26)
$$R_{2,\mathrm{osc}}(\omega )=\frac{\pi ^4}{128}\left(\frac{\mathrm{\Delta }R}{v_\mathrm{F}}\right)^2\mathrm{cos}\left(\frac{2\pi \omega }{\mathrm{\Delta }}\right).$$
(5.27)
It is remarkable that the amplitude of the oscillating part (5.27) does not depend on frequency. This is in contrast to the diffusive case, where in the high-frequency regime ($`\omega `$ above the Thouless energy) the oscillating part $`R_{\mathrm{osc}}(\omega )`$ is exponentially small, see Eq. (3.58).
#### 5.3.2 The level number variance.
The smooth part of the level correlation function can be best illustrated by plotting the level number variance $`\mathrm{\Sigma }_2(s)`$ \[see Sec. 3.4.2\]. A calculation gives for $`sN^{1/2}`$
$$\pi ^2\mathrm{\Sigma }_2(s)=1+๐+\mathrm{ln}(2\pi s)+as^2/(2N)$$
(5.28)
and for $`sN^{1/2}`$
$$\pi ^2\mathrm{\Sigma }_2(s)=1+๐+\mathrm{ln}\frac{16N^{1/2}}{\pi ^2}\frac{\pi ^2}{16}\left(\frac{2N^{1/2}}{\pi s}\right)^{1/2}\mathrm{cos}\left(\frac{4s}{N^{1/2}}\frac{\pi }{4}\right).$$
(5.29)
Here $`๐0.577`$ is Eulerโs constant, and the numerical constant $`a`$ is defined by Eq. (5.24). The first three terms at the r.h.s. of Eq. (5.28) represent the RMT contribution (curve 1 in Fig. 2). As seen from Fig. 2, the two asymptotics (5.28) and (5.29) perfectly match in the intermediate regime, $`sN^{1/2}`$. Taken together, they provide a complete description of $`\mathrm{\Sigma }_2(s)`$. According to Eq.(5.29), the level number variance saturates at the value $`\mathrm{\Sigma }_2^{(0)}=\pi ^2(1+๐+\mathrm{ln}(16N^{1/2}/\pi ^2))`$, in contrast to the behavior found for diffusive systems \[see Eq. (3.70)\] or ballistic systems with weak bulk disorder . The saturation occurs at energies $`sN^{1/2}`$, or in dimensionful units $`Ev_\mathrm{F}/R`$. This saturation of $`\mathrm{\Sigma }_2(s)`$, as well as its oscillations on the scale set by short periodic orbits, is expected for a generic chaotic billiard . It is also in good agreement with the results for $`\mathrm{\Sigma }_2(s)`$ found numerically for a tight-binding model with moderately strong disorder on boundary sites .
#### 5.3.3 Eigenfunction statistics.
Let us recall that the system-specific contributions to fluctuations and correlations of the eigenfunction amplitudes were described in the diffusive case in terms of the diffusion propagator $`\mathrm{\Pi }(๐ซ,๐ซ^{})`$, see Sec. 4.4, 4.5.3. Its ballistic counterpart $`\mathrm{\Pi }_\mathrm{B}`$ is defined as follows
$`\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2)={\displaystyle d๐ง_1d๐ง_2g(๐ซ_1,๐ง_1;๐ซ_2,๐ง_2)},`$
$`g(๐ซ_1,๐ง_\mathrm{๐};๐ซ_2,๐ง_2)=\left(\pi \nu \right)^1\left[\delta (๐ซ_1๐ซ_2)\delta (๐ง_1๐ง_2)V^1\right].`$ (5.30)
Equivalently, the function $`\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2)`$ can be defined as
$$\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2)=_0^{\mathrm{}}dtd๐ง_1\stackrel{~}{g}(๐ซ_1,๐ง_1,t;๐ซ_2),$$
(5.31)
where $`\stackrel{~}{g}`$ is determined by the evolution equation
$$\left(\frac{}{t}+v_F๐ง_\mathrm{๐}_1\right)\stackrel{~}{g}(๐ซ_1,๐ง_1,t;๐ซ_2)=0,t>0$$
(5.32)
with the boundary condition
$$\stackrel{~}{g}|_{t=0}=(\pi \nu )^1[\delta (๐ซ_1๐ซ_2)V^1].$$
(5.33)
Equation (5.3.3) is a natural โballisticโ counterpart of Eq.(3.42). Note, however, that $`\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2)`$ contains a contribution $`\mathrm{\Pi }_\mathrm{B}^{(0)}(๐ซ_1,๐ซ_2)`$ of the straight line motion from $`๐ซ_2`$ to $`๐ซ_1`$ (equal to $`1/(\pi p_\mathrm{F}|๐ซ_\mathrm{๐}๐ซ_\mathrm{๐}|)`$ in 2D and to $`1/2(p_\mathrm{F}|๐ซ_\mathrm{๐}๐ซ_\mathrm{๐}|)^\mathrm{๐}`$ in 3D), which is nothing but the smoothed version of the function $`f_\mathrm{F}^2(|๐ซ_1๐ซ_2|)`$. For this reason, $`\mathrm{\Pi }(๐ซ_1,๐ซ_2)`$ in the formulas of Sec. 4 should be replaced in the ballistic case by $`\mathrm{\Pi }(๐ซ_1,๐ซ_2)=\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2)\mathrm{\Pi }_\mathrm{B}^{(0)}(๐ซ_1,๐ซ_2)`$. At large distances $`|๐ซ_1๐ซ_2|\lambda _F`$ the (smoothed) correlation function takes in the leading approximation the form
$$V^2|\psi (๐ซ_1)|^2|\psi (๐ซ_2)|^2=1+\frac{2}{\beta }\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2).$$
(5.34)
For related results obtained in the semiclassical approach see Refs. .
Equation (5.34) shows that correlations in eigenfunction amplitudes in remote points are determined by the classical dynamics in the system. It is closely related to the phenomenon of scarring of eigenfunctions by the classical orbits . Indeed, if $`๐ซ_1`$ and $`๐ซ_2`$ belong to a short periodic orbit, the function $`\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2)`$ is positive, so that the amplitudes $`|\psi _k(๐ซ_1)|^2`$ and $`|\psi _k(๐ซ_2)|^2`$ are positively correlated. This is a reflection of the โscarsโ associated with this periodic orbit and a quantitative characterization of their strength in the coordinate space. Note that this effect gets smaller with increasing energy $`E`$ of eigenfunctions. Indeed, for a strongly chaotic system and for $`|๐ซ_1๐ซ_2|L`$ ($`L`$ being the system size), we have in the 2D case $`\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2)\lambda _F/L`$, so that the magnitude of the correlations decreases as $`E^{1/2}`$.
For the model of a circular billiard with diffuse surface scattering a direct calculation gives
$`\mathrm{\Pi }_\mathrm{B}(๐ซ_1,๐ซ_2)`$ $`=`$ $`\mathrm{\Pi }_1(๐ซ_1,๐ซ_2)+\mathrm{\Pi }_2(๐ซ_1,๐ซ_2),`$ (5.35)
$`\mathrm{\Pi }_1(๐ซ_1,๐ซ_2)`$ $`=`$ $`\mathrm{\Pi }_\mathrm{B}^{(0)}(๐ซ_1๐ซ_2)V^1{\displaystyle \mathrm{d}^2๐ซ_{}^{}{}_{1}{}^{}\mathrm{\Pi }_\mathrm{B}^{(0)}(๐ซ_{}^{}{}_{1}{}^{}๐ซ_2)}`$
$`V^1{\displaystyle \mathrm{d}^2๐ซ_{}^{}{}_{2}{}^{}\mathrm{\Pi }_\mathrm{B}^{(0)}(๐ซ_1๐ซ_{}^{}{}_{2}{}^{})}+V^2{\displaystyle \mathrm{d}^2๐ซ_{}^{}{}_{1}{}^{}\mathrm{d}^2๐ซ_{}^{}{}_{2}{}^{}\mathrm{\Pi }_\mathrm{B}^{(0)}(๐ซ_{}^{}{}_{1}{}^{}๐ซ_{}^{}{}_{2}{}^{})};`$
$`\mathrm{\Pi }_2(๐ซ_1,๐ซ_2)`$ $`=`$ $`{\displaystyle \frac{1}{4\pi p_FR}}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{4k^21}{4k^2}}\left({\displaystyle \frac{r_1r_2}{R^2}}\right)^k\mathrm{cos}k\left(\theta _1\theta _2\right)`$
where $`\mathrm{\Pi }_\mathrm{B}^{(0)}(๐ซ)=1/(\pi p_F|๐ซ|)`$, and $`(r,\theta )`$ are the polar coordinates. This formula has a clear interpretation. The function $`\mathrm{\Pi }_\mathrm{B}`$ can be represented as a sum over all paths leading from $`๐ซ_1`$ to $`๐ซ_2`$, with possible surface scattering in between. In particular, $`\mathrm{\Pi }_1`$ corresponds to direct trajectories from $`๐ซ_1`$ to $`๐ซ_2`$ with no reflection from the surface, while the contribution $`\mathrm{\Pi }_2`$ is due to the surface scattering. The first term in the numerator $`4k^21`$ comes from trajectories with only one surface reflection, while the second sums up contributions from multiple reflections.
### 5.4 $`\sigma `$-model for the kicked rotor.
Up to now we have considered autonomous systems, with the Hamiltonian $`\widehat{H}`$ having no time dependence. The supersymmetric $`\sigma `$-model approach is, however, also applicable to periodically driven systems ($`\widehat{H}(t)`$ periodic in time $`t`$), as we are going to discuss. The standard system of the latter type is the quantum kicked rotor (QKR) defined by the Hamiltonian
$$\widehat{H}=\frac{\widehat{l}^2}{2I}+\stackrel{~}{k}\mathrm{cos}\theta \underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\delta (tmT).$$
(5.37)
Here $`\widehat{l}=i\mathrm{}/\theta `$ is the angular momentum operator conjugate to the angle variable $`\theta `$; $`I`$ is the moment of inertia, $`T`$ the kick period, and $`\stackrel{~}{k}`$ the kick strength. The classical version of this problem is characterized by a single dimensionless parameter $`K=\stackrel{~}{k}\tau /I`$. For a sufficiently large $`K`$ the motion becomes globally chaotic and the system exhibits unbounded diffusion in the phase space (in the direction of the angular momentum), the diffusion coefficient being
$$D\frac{[l(t)l(0)]^2}{2t}|_t\mathrm{}\frac{\stackrel{~}{k}^2}{4T}\mathrm{for}K1.$$
(5.38)
In contrast to the classical problem, the quantum system depends non-trivially on both parameters $`\stackrel{~}{k}`$ and $`T`$, since there are two dimensionless combinations which can be formed: $`k=\stackrel{~}{k}/\mathrm{}`$ and $`\tau =\mathrm{}T/I`$. The classical limit corresponds thus to $`k\mathrm{}`$, $`\tau 0`$ at fixed $`k\tau =K=\mathrm{const}`$. After this short reminder of the classical-quantum correspondence for the kicked rotor problem, we set $`\mathrm{}=1`$ as in the other parts of this article.
Numerical simulations of the QKR have shown that at long times the classical diffusion is suppressed, the phenomenon known as โdynamical localizationโ. In Ref. an analogy between this problem and the Anderson localization in 1D systems was drawn. Later studies revealed a close connection between the QKR problem and the RBM ensemble (see Sec. 2.5.4). The evolution (Floquet) operator of the QKR has in the angular momentum representation the form
$$U_{ll^{}}=(i)^{ll^{}}\mathrm{exp}\left\{i\frac{\tau }{2}l^2\right\}J_{ll^{}}(k),$$
(5.39)
where $`J_m(k)`$ is the Bessel function. Since $`J_m(k)(2\pi m)^{1/2}(ek/2m)^m`$ for $`m1,k`$, we see that the matrix elements of $`U`$ are exponentially small for $`|ll^{}|k`$. Therefore the matrix $`U`$ is indeed banded, with the bandwidth $`bk1`$. Furthermore, the second factor on the r.h.s. of (5.39) mimics a generator of pseudorandom numbers (of absolute value unity). Indeed, numerical simulations have demonstrated that the statistical properties of the two models (QKR and RBM) are very close to each other.
On the other hand, the RBM ensemble was shown to belong to the class of quasi-1D disordered systems described by the 1D $`\sigma `$-model , see also Sec. 4.3.1. The solution of the 1D $`\sigma `$-model made possible a detailed analytical study of eigenfunctions of such systems , see Sec. 4.3. While the pseudo-RBM properties of the QKR evolution operator $`U_{nn^{}}`$, as well as the numerical simulations, suggested strongly that these results are also applicable to QKR, a formal derivation of this fact has been missing until recently. This gap was filled by Altland and Zirnbauer (AZ) who achieved a mapping of the QKR onto the 1D $`\sigma `$-model. The idea of their calculation is essentially the same as the one described in Sec. 5.2.3. Performing the averaging over the quasienergy spectrum with making use of the transformation (5.11) and carrying out the semiclassical expansion, AZ obtained the 1D version of the $`\sigma `$-model (3.16) (or its orthogonal-class counterpart for unbroken time-reversal symmetry), with $`D`$ equal to the classical diffusion constant of the rotor (5.38) and $`\nu =T/2\pi `$. This is precisely what could have been expected from the analogy with disordered wires or the RBM ensemble; the above value of $`\nu `$ being the density of quasienergies $`\omega _k`$ corresponding to the eigenvalues $`e^{i\omega _kT}`$ of the Floquet operator. This mapping allowed AZ to conclude that the statistical properties of the QKR are identical to those of the quasi-1D disordered systems. In particular, the localization length $`L_{\mathrm{loc}}`$ of the QKR governing the decay of a typical eigenfunction, $`|\psi ^2(l)|_{\mathrm{typ}}\mathrm{exp}(|ll_0|/L_{\mathrm{loc}})`$, is found to be $`L_{\mathrm{loc}}=\beta \pi \nu D=(\beta /8)k^2`$, in agreement with numerical simulations of Shepelyansky .<sup>38</sup><sup>38</sup>38Shepelyansky considered also another localization length โ that of a steady state โ and concluded that it is larger by a factor of 2. This is in disagreement with the field-theoretical results, which give the same value $`L_{\mathrm{loc}}=(\beta /8)k^2`$ for the both lengths. Presumably, the discrepancy is due to insufficient numerical accuracy of evaluation of the steady state asymptotic decay rate for $`k^21`$ in .
It should be noted, however, that the problem of sufficiency of the energy averaging discussed in Sec. 5.2.3 is equally applicable here. In AZ acknowledged that an additional averaging over an ensemble of rotors having the same classical limit (i.e. of the type described in Sec. 5.2.3) was needed to justify the semiclassical expansion which is in the heart of the derivation in . In fact, the conclusion of the existence of such an implicit ensemble averaging in can also be supported by the following argument. Following , one can calculate, e.g., the distribution function of the quantity of the type (4.41), $`v|\psi _\alpha ^2(l_1)\psi _\alpha ^2(l_2)|`$, which will have the log-normal distribution (4.3.3). In particular, the far tail of this distribution is crucially important for identifying the localization length of a typical eigenstate on the basis of the average value $`v`$ (which has a 4 times smaller decay rate). However, to be able to find the whole distribution, one should average over an exponentially large \[$`\mathrm{exp}(|l_1l_2|/4L_{\mathrm{loc}})`$\] number of eigenfunctions, while the energy averaging alone reduces effectively to an averaging over $`|l_1l_2|`$ eigenfunctions only and is thus insufficient.
### 5.5 Concluding remarks.
We finish these notes by comparing briefly the supersymmetric and the semiclassic (periodic orbit) approach to the spectral statistics of chaotic systems. The main advantage of the supersymmetry method is that it allows one to get the RMT results in the leading approximation. In contrast, the semiclassical approach is only justified for times much shorter than the Heisenberg one, $`\tau /2\pi 1`$. Obtaining the GUE results within this approach requires using an ad hoc regularization prescription . Even the problem of calculating the perturbative (in $`\tau `$) corrections to the leading behavior $`K(\tau )=\tau /\pi `$ in GOE (for GUE the perturbative corrections are identically zero) has not been solved semiclassically. Therefore, the $`\sigma `$-model approach is the only known method allowing to obtain the RMT results in a controlled way.
On the other hand, the ballistic $`\sigma `$-model approach is also not free from problems. In particular, construction of a regular expansion in $`1/g`$ has not been achieved in this case (in contrast to the diffusive $`\sigma `$-model). While the leading non-universal contributions (discussed above) to the energy level and eigenfunction statistics are only determined by the density relaxation modes $`\varphi _\mu `$ and their eigenvalues $`\gamma _\mu `$, the higher-order (in $`1/g`$) terms are induced by interaction of these modes. In the case of the diffusive $`\sigma `$-model, the corresponding contributions are known as weak localization corrections and can be calculated systematically. At the same time, recent attempts to perform such a calculation in the ballistic case did not produce unambiguous results, because of the singular nature of the expressions obtained. This problem (as well as that of repetitions, see Sec. 5.2.5) remains a challenge for future research.
Acknowledgment. Financial support by SFB 195 der Deutschen Forschungsgemeinschaft is gratefully acknowledged.
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# Bistability and hysteresis in tilted sandpiles
## ACKNOWLEDGMENTS
GCB acknowledges support from the Biotechnology and Biological Sciences Research Council, UK ($`218`$/FO$`6522`$).
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# 1 Introduction
## 1 Introduction
Within last decade there has been achieved large progress in theory of quantum computing. Unfortunately the experimental realization of practically valuable quantum computers has not been performed mainly due to lack of scalable coherent controllable two-level quantum systems. Semiconductor nanostructures were considered as a candidates to basic elements of quantum computer โ quantum bits (qubits). In 1995 A. Barenco, D. Deutsch, A. Ekert, and R. Jozsa for the first time offered to use as base states (โ0โ and โ1โ) of qubits two bottom levels of spatial quantization of single-electron quantum dots. To implement two-qubit operations it was suggested to use electrical dipole interaction. Soon the same authors (A. Ekert and R. Jozsa) evaluated coherence of such systems and proved that ordinary quantum dots are too incoherent to be quantum bits. The variants of such structures were investigated by other authors in papers . Potential confining at least one of these quantum dots was assumed asymmetrical. Distance between the bottom levels was about 10โ100 meV.
Our proposal is to use mesoscopic structures with small (below 1 meV) separation between energies of two bottom states. The work frequency of such structures, which is proportional to energy separation, is surely to be decreased compared to early proposed ones. But processes of spontaneous emission of photons and phonons are proportional to polynom (cubic or higher degree) of energy of transition. Therefore errors rate per one implemented quantum operation is to be smaller compared to common structures.
## 2 Structure and principles of operation
In the proposed structure we offer to use as a qubit a quantum dot with a symmetrical potential profile, as shown in Figs. 1, 2. The presence of two minima of potential separated by a thick barrier is essential. In a quantum dot there is one electron. The presence of the second electron is energetically unprofitable because of Coulomb interelectron repulsion. Although the qubit proposed can be made in principle of any semiconductor for technological reasons we focus our attention on GaAs/AlGaAs structures because this material proved to reliable basis for observation of various coherent quantum effects. In GaAs quantum dots at distance between minima $`r=10`$ nm (see Fig. 3) the Coulomb energy is about $`e^2/\kappa r=11`$ meV, that allows to exclude a spontaneous charging of a dot by the second electron.
To find work frequencies and other working parameters of an offered qubit, two-dimensional Schrรถdinger equation for an electron in a quantum dot in GaAs with model potential $`V`$ (shown on Fig. 2) was solved numerically:
$$V=\frac{m\omega ^2(x^2+y^2)}{2}+V_B\mathrm{exp}\left[\frac{x^2}{\left(wl\right)^2}\right],$$
(1)
where $`m=0.065m_e`$; $`l=20`$ nm; $`V_B=1.510^{19}`$ J; $`w=0.08รท0.34`$ ($`r=11รท34`$ nm).
The obtained wavefunctions of four bottom states of an electron for this potential are shown in Figs. 4โ7. Two bottom energy levels of an electron in such point correspond to wavefunctions $`\mathrm{\Psi }_1`$ (Fig. 4) and $`\mathrm{\Psi }_2`$ (Fig. 5). For logic โ0โ and โ1โ it is convenient to take the normalized sum and difference of $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$ rater than states with the certain energy:
$$|0=\frac{1}{\sqrt{2}}\left(\mathrm{\Psi }_1+\mathrm{\Psi }_2\right),|1=\frac{1}{\sqrt{2}}\left(\mathrm{\Psi }_1\mathrm{\Psi }_2\right).$$
(2)
The given states correspond to almost complete localization of an electron in one of minima of potential, as shown in a Figs. 8, 9. It allows to implement write of the input data and reading of results by methods of single-electronics with the help of the read-out gates, as shown in a Fig. 1. The central gate (control gate) serves for downturn of a potential barrier while implementing quantum unitary transformations, as will be shown below.
### 2.1 Implementation of one-qubit unitary operations
In the beginning qubit is not affected by operations and it is in the state
$$\mathrm{\Psi }(0)=c_0|0+c_1|1.$$
(3)
Electron wavefunction evolve according to Schrรถdinger equation
$$i\mathrm{}\frac{d\mathrm{\Psi }}{dt}=H\mathrm{\Psi },$$
(4)
where Hamiltonian
$$H=\frac{\mathrm{}^2}{2m}\mathrm{\Delta }+V,$$
(5)
where $`V`$ is given by (1).
Different voltages on the control gate correspond to different barrier heights $`V_B`$. Therefore energies of the ground and first excited state also depend on $`V_B`$. $`\left(\mathrm{}\omega _{1,2}=\mathrm{}\omega _{1,2}\left(V_B\right)\right)`$. When barrier is high, the energy levels of two bottom states practically merge so two bottom levels evolve with the common frequency $`\omega `$:
$$\mathrm{\Psi }(t)=e^{i\omega t}\left(c_0|0+c_1|1\right).$$
(6)
The downturn of a barrier results in an inequality of frequencies ($`\mathrm{\Delta }\omega =\omega _2\omega _1>0`$) and to periodic rotation of vector of state of qubit in basis ($`|0,|1`$).
$$\mathrm{\Psi }(t)=\frac{1}{\sqrt{2}}\left(c_0+c_1\right)\mathrm{\Psi }_1e^{i\omega _1t}+\frac{1}{\sqrt{2}}\left(c_0c_1\right)\mathrm{\Psi }_2e^{i\omega _2t},$$
(7)
that is
$`\mathrm{\Psi }(t)`$ $`=`$ $`e^{i(\omega _1+\omega _2)t/2}\left[(c_0\mathrm{cos}\mathrm{\Delta }\omega t/2+ic_1\mathrm{sin}\mathrm{\Delta }\omega t/2)\right|0.+`$
$`+.(c_1\mathrm{cos}\mathrm{\Delta }\omega t/2+ic_0\mathrm{sin}\mathrm{\Delta }\omega t/2)|1].`$
Having applied a pulse of a positive voltage of the certain duration $`t_{NOT}`$, equal to $`\pi /\mathrm{\Delta }\omega `$, we (an insignificant common phase factor $`\mathrm{exp}\left[i\pi \omega _1/(\omega _2\omega _1)\right]`$ can be neglected) shall transfer a state of a qubit (3) into a state (as shown in Fig. 10):
$$\mathrm{NOT}(\mathrm{\Psi }_0)=c_1|0+c_0|1.$$
(9)
So, with the help of the given procedure it is possible to exchange amplitudes at โ0โ and โ1โ, that is to carry out unitary NOT operation. Changing the duration of a pulse it is possible to carry out rotation of qubit state to any required angle.
### 2.2 CNOT gate implementation
For construction of the universal quantum computer it is also necessary to be able to realize at least one nontrivial (not decomposable into a sequence of one-qubit gates and permutations) two-qubit operation. We consider realization of CNOT operation. (Depending on state of control qubit, on target qubit should be carried out either operation of identity or NOT). For implementation of the CNOT gate between the neighbour qubits the Coulomb interaction is used. We arrange two qubits as shown in a Fig. 3. To exclude exchange effects it is supposed that the qubits are separated by completely opaque barrier. Then Hamiltonian of electron in target qubit becomes
$$H_t=\frac{\mathrm{}^2}{2m}\mathrm{\Delta }+V+V_C,$$
(10)
where Coulomb potential due to electron in control qubit
$$V_C(x,y)=๐u๐v\frac{\left|\mathrm{\Psi }_C(u,v)\right|^2e^2}{\kappa \sqrt{\left(x+v\right)^2+\left(y+Ru\right)^2}},$$
(11)
where $`\mathrm{\Psi }_C(u,v)`$ is a wavefunction of electron in control qubit, $`u,v`$ are coordinates in coordinate system of control qubit, $`e`$ is the electron charge and $`R`$ is a separation between qubitsโ centers. Height of barrier dividing the right (target) qubit depends on state of the left (control) qubit. The addition to the height of barrier of the target qubit can be roughly estimated in the following way: when control qubit is in state $`|0`$ or $`|1`$ we can assume that electron is a point charge located in electron density maximum. Then the Coulomb potential in the barrier dividing target qubit will be
$$V_C(0,y)=e^2\mathrm{/}\kappa \left(y+R+sr\mathrm{/}2\right),$$
(12)
where $`s`$ corresponds to state of control qubit: $`s=1`$, when control qubit is in state $`|0`$, and $`s=1`$, when control qubit is in state $`|1`$.
In such structure CNOT gate can be implemented as follows. Having slightly opened the barrier in a target qubit with the help of its control gate it is possible to achieve application to the target qubit the operation of identity, when the control qubit is in a state $`|0`$ and operation NOT, when the control qubit is in a state $`|1`$, that is operation CNOT. Consider a case, when the control qubit is in one of base states. Because of Coulomb influence of a control qubit on height of a barrier in a target qubit the duration of the NOT operation in these cases will differ ($`t_{NOT0}t_{NOT1}`$). Duration of a pulse on a gate of a target qubit we choose in the following way:
$$t_{CNOT}=t_{NOT0}t_{NOT1}/(t_{NOT1}t_{NOT0}).$$
(13)
Varying amplitude of a pulse we shall achieve, that the ratio
$$t_{NOT1}/2(t_{NOT1}t_{NOT0})$$
(14)
will be an integer (it is the large value, as in our case interaction is weak, so by small change of amplitude we attain the nearest integer value)
$$t_{NOT1}/2(t_{NOT1}t_{NOT0})=N.$$
(15)
If the control qubit is in state โ0โ, then the action of a pulse is equivalent to consecutive application of even $`(2N)`$ of number of operations NOT to the second qubit, that is operation of identity. If the control qubit is in state โ1โ, then the action of a pulse is equivalent to consecutive application of odd $`(2N1)`$ number of operations NOT to the second qubit, that is NOT operation.
While modelling the interaction was calculated directly by the Coulombโs law (in all cells of a two-dimensional grid the field created by a partial charge of a control qubit form all cells) was calculated. Exchange effects were neglected. The dependencies of minimal durations of operations NOT and CNOT depending on geometrical parameters are shown in Fig. 11, 12.
## 3 Numerical modeling
For calculation the method of simple iterations was used. Potential should be symmetrical and have 2 minima, that means presence of a barrier between these minima. Similar potential for a two-electronic quantum dot was used in : he has offered to use polynomial potential of the 4-th order like
$$V(x,y)=\frac{m\omega ^2}{2}\left(\frac{1}{4a^2}\left(x^2a^2\right)^2+y^2\right)$$
(16)
with minima in points $`\pm a`$.
In this work as potential of a quantum dot with the built-in tunnel barrier was used potential (1). Such potential can be varied by changing the following parameters: $`l`$ (characteristic size of a qubit ($`20`$ nm)), $`V_B`$ (height of a barrier ($`1`$ eV)) and $`w`$ (the width of a barrier in relation to $`l`$ ($`0.1`$)). Varying values of these parameters, it is possible to tune the characteristics of structure.
Consider an electron strongly limited in a direction, perpendicular to a surface of a heterojunction. Thus distances between levels of spatial quantization (2D electron gas subbands) in this direction is about 100 meV. At low temperatures and weak influences the electron remains in the bottom subband. Thus its motion can be considered as two-dimensional, and the wavefunction of an electron is factorized into
$$\mathrm{\Phi }(x,y,z)=\mathrm{\Psi }(x,y)g\left(z\right).$$
(17)
For wavefunction $`\mathrm{\Psi }(x,y)`$ we have solved 2D Schrรถdinger equation with the potential $`V`$ using simple iterations method with orthogonalization on each iteration. We have modelled an area $`60\times 40\mathrm{nm}^2`$ using mesh with the same step in both directions 0.5 nm. We have iterated 4 bottom state wavefunctions controlling their orthogonality. The mean number of iterations was about 10000. To find energies of states of an electron, the mean value of an energy for a wavefunction $`\mathrm{\Psi }`$ under the formula $`\mathrm{\Psi }\left|H\right|\mathrm{\Psi }`$, where $`H`$ is the operator of Hamilton with real potential was calculated. After that the program show us the diagram of the bottom part of a spectrum of system, and also frequency of transitions from the exited energy levels on basic. These frequencies were also used in research of processes of decoherence in structure. Besides half of time of transition from the first exited level on basic and back also was accepted for the minimal time of operation of the NOT gate.
For the nontrivial two-qubit CNOT gate it is necessary to include interaction between control and target qubits. In studied structure the electrical (mostly dipole) interaction is used. For this purpose we arrange a target qubit about an end face of a control qubit, having turned it on 90 degrees in a plane of structure. At such arrangement a state of an electron in a control qubit (the electron is farther or closer to the middle of a target qubit) effectively reduces or increases height of a barrier in a target qubit, that changes time of operation of the NOT gate. As the points of localization of an electron in a target qubit are located symmetrically in relation to the control qubit, so the change of a state of a target qubit does not render influence in the first order on a state of a control qubit.
For calculation of interaction it is necessary to calculate potential created by an electron of a control qubit in the field of a target qubit. For this purpose it is possible to take advantage of two methods: solution of a Poisson equation or calculation of an electrostatic field using Coulombโs law. The second method was used. For this purpose it was supposed, that in each node of a mesh in the area of a control qubit there is a point charge, which value is equal to value of a charge of an electron multiplied on a value of function of spatial distribution of an electron at this node of a mesh. As function of distribution it is natural to take a square of the module of a wavefunction. As the function of distribution is normalized, this operation simply represents an electron by system of point charges with a cumulative charge equal to a charge of an electron.
The durations of the NOT gate for two extreme states of an electron in a control qubit were obtained: when the electron wholly is in most distant from a target qubit and when the electron wholly is near to a target qubit. Knowing these times, it is possible to calculate duration of operation of the CNOT gate.
## 4 Coherence of structure
Significant difficulty interfering creation of the large scale quantum computer is the problem of decoherence of a quantum state because of interaction with an environment bringing in errors. It is proved , that if the decoherence occurs slowly enough, that, in particular, means, that at calculation occurs no more than $`\delta `$ failures for one computing step (by various estimations $`\delta `$ should lie in a range from $`10^2`$ to $`10^5`$), with the help of special error correcting algorithms and codes demanding polynomial increase of computing expenses, modeling functioning of ideal (coherent) quantum computer and steady implementation of any quantum algorithm is possible.
While calculating the decoherence in offered structure the low-temperature limit $`\left(T0\right)`$ was considered. The given approximation is justified, as the modern cryogenic engineering allows to carry out functioning nanoelectronic structures at temperatures down to several millikelvins, that is sufficiently lower than the distance between bottom and first excited levels. The case of high temperatures represents only academic interest because of inevitable fastest decoherence and impossibility of correct work of the quantum computer. However, in solid-state structures even at absolute zero of temperature the processes of decoherence owing to spontaneous emission of photons or acoustic phonons with transition of an electron from excited to the basic level are possible. These processes will determine the degree of coherence in our structure. We separately investigated spontaneous emission of photon, of deformation acoustic phonon and of piezoelectric acoustic phonon.
### 4.1 Emission of photon
Consider process of decoherence through emission of photon. The transition from first exited on the basic level is dipole. The probability of dipole transition is given by the known formula
$$W_{Ph}=\frac{4\omega ^3}{3\mathrm{}c^3}\left|๐\right|^2,$$
(18)
where the dipole moment
$$๐=d^2r\mathrm{\Phi }^{}\left(๐ซ\right)^{}e๐ซ\mathrm{\Phi }\left(๐ซ\right).$$
(19)
From the symmetry of wavefunctions it follows that of a component $`d_y`$ will be zero, and $`x`$-component can be calculated through integral not on all space, but only on half-space $`x>0`$:
$$d_x=2\underset{x>0}{}๐x๐y\mathrm{\Phi }^{}\left(๐ซ\right)^{}ex\mathrm{\Phi }\left(๐ซ\right).$$
(20)
As the integrand at large $`r`$ exponentially decreases with increasing of $`x`$, integral can approximately be evaluated, having reduced integration on half-space to integration on area $`0<x<x_{max}`$. To estimate this integral we can replace $`x`$ in an integrand with its maximal value, i.e.
$$d_x2ex_{\mathrm{max}}\underset{0<x<x_{\mathrm{max}}}{}๐x๐y\mathrm{\Phi }^{}\left(๐ซ\right)^{}\mathrm{\Phi }\left(๐ซ\right),$$
(21)
and as the wavefunctions on area of integration practically coincide, integral will be equal to $`1/2`$, as the integration is made on half-space, and integral on all space from a condition of a normalization of wavefunctions is equal to 1. In our case of wavefunctions have on $`x>0`$ maxima in some point $`r`$, behind which exponentially fall down, and as $`x_max`$ it is enough to choose $`2r`$. Then $`d_x2er`$, hence estimation for probability of spontaneous emission of photon to look like
$$W_{Ph}\frac{16\epsilon _{10}^3e^2r^2}{3\mathrm{}^4c^3}.$$
(22)
### 4.2 Emission of acoustic phonon
The probability of relaxation from the excited state to the ground one, by emission of acoustic phonon, is calculated by formula:
$$w_{10}=\frac{2\pi }{\mathrm{}}\left|M\right|^2\delta \left(\epsilon _{10}\mathrm{}sq\right),$$
(23)
where $`M=f\left|T\right|i`$ ($`|i`$ is the initial state (the electron is in the excited state with an energy $`\epsilon _1`$), $`|f`$ is the final state (the electron is in the base state with an energy $`\epsilon _0`$, $`\epsilon _{10}\epsilon _1\epsilon _0,`$ the phonon carried away an energy $`\mathrm{}sq`$), $`T`$ is the transition operator) is the matrix element of transition appropriate to emission of phonon, $`s`$ is the speed of sound ($`5.210^3`$ m/s in GaAs), $`๐ช`$ is a wave vector of the phonon.
Disturbance created by one phonon $`s๐ช`$ :
$$V_{s๐ช}=\frac{1}{L^{3\mathrm{/}2}}\left[\frac{\mathrm{}a_0^3}{2M_0\omega _{s๐ช}}\right]^{1\mathrm{/}2}e^{i\mathrm{๐ช๐ซ}}v_{s๐ช}\left(๐ซ\right),$$
(24)
and
$$v_{s๐ช}\left(๐ซ\right)=\underset{๐\alpha }{}V_{๐\alpha }\left(๐ซ\right)๐_{s๐ช}^\alpha e^{i๐ช\left(๐๐ซ\right)},$$
(25)
where $`M_0`$ is the mass of an elementary cell, $`a_0^3`$ is the volume of an elementary cell, $`d`$ is a unitless vector of polarization orthonormalized by the condition
$$\underset{\alpha }{}M_\alpha \left(๐_{s๐ช}^\alpha \right)^{}๐_{s^{}๐ช^{}}^\alpha =M_0\delta _{s๐ช,s^{}๐ช^{}},$$
(26)
where $`M_\alpha `$ is a mass of atom $`\alpha `$. From a normalization follows, that for acoustic phonons at $`๐ช0`$ all atoms in a cell are displaced equally:
$$๐_{s๐ช}^\alpha =๐_{s๐ช},\left|๐_{s๐ช}\right|=1.$$
(27)
It is convenient to define a total probability of emission of phonon, i.e. probability to emit though any phonon, considering, that the crystal is limited to a normalizing volume $`L^3`$, and the allowable values of a pulse are quasidiscrete. Then the probability of transition is probability that in unit of time electron will make a transition from one quasidiscrete state in another; the dimensional representation of it is $`s^1`$. The certain thus probability depends on a normalizing volume. Probability of transition of an electron from the given state
$$W=\underset{๐ช}{}w_๐ช.$$
(28)
As the allowable values of q are located very richly, on distance $`2\mathrm{}/L`$, it is possible to pass from a summation on $`๐ช`$ to integration by a rule
$$\underset{๐ช}{}\left(\mathrm{}\right)=L^3\frac{d^3q}{\left(2\pi \right)^3}\left(\mathrm{}\right).$$
(29)
Then
$$W=L^3\frac{d^3q}{\left(2\pi \right)^3}w_{10}.$$
(30)
### 4.3 Emission of piezoelectric acoustic phonon
In 1961 A.R. Hutson considered interaction of electrons and acoustic waves due to piezoelectric effect . The matrix element of interaction of an electron with an electromagnetic field is given by the formula
$$M_{PA}=d^3r\mathrm{\Phi }^{}\left(r\right)^{}e\phi \left(r\right)\mathrm{\Phi }\left(r\right),$$
(31)
where $`\mathrm{\Phi }\left(r\right)`$ is wavefunction of an initial state of electron $`|i`$, $`\mathrm{\Phi }^{}\left(r\right)`$ \- of the final state $`|f`$ , $`\phi \left(r\right)`$ is the macrofield created by a phonon. It can be found from the Poisson equation
$$^2\phi =4\pi \mathrm{div}๐,$$
(32)
where $`๐`$ is a dipole moment of unit of volume arisen at deformation of lattice. Use of the Poisson equation instead of complete system of the equations of the Maxwell corresponds to the indefinitely large speed of light $`c`$. This assumption is justified, as $`c`$ is much greater of phase speed $`\omega /q`$ of phonons, that are interesting for us.
At homogeneous acoustic deformation
$$P_j=\beta _{jkl}u_{kl},$$
(33)
where $`\beta `$ \- piezoelectric constants. Having substituted (33) into (32), it is possible to find a field $`\phi `$. If we are interested in a field $`\phi _{s๐ช}`$, created by single phonon $`s๐ช`$, from the Poisson equation we have
$$\phi _{s๐ช}=i(4\pi \mathrm{/}q^2)\mathrm{๐ช๐}_{s๐ช},$$
(34)
where $`๐_{s๐ช}`$ is a polarization created by one phonon $`s๐ช`$.
As a result for acoustic phonons it turns out
$$\phi (๐ซ,t)_{s๐ช}=\frac{1}{L^{3\mathrm{/}2}}\left[\frac{\mathrm{}a_0^3}{2M_0\omega _{s๐ช}}\right]^{1\mathrm{/}2}e^{i\mathrm{๐ช๐ซ}i\omega _{s๐ช}l}\beta _{s๐ช}+c.c.,$$
(35)
where the effective piezoelectric constant of wave $`s๐ช`$ is entered:
$$\beta _{s๐ช}=4\pi e_ie_k\beta _{ikj}d_{s๐ช}^j,e=๐ช\mathrm{/}q;$$
(36)
it depends only on a direction of phonon propagation and from a polarization. Thus, the probability to emit a piezoelectric acoustic phonon
$$w_{10}=\frac{\pi \mathrm{}}{\rho \epsilon _{10}L^3}\left(e\beta _{s๐ช}\right)^2\left|I\left(๐ช\right)\right|^2\delta \left(\epsilon _{10}\mathrm{}sq\right),$$
(37)
where
$$I\left(๐ช\right)=d^2r\mathrm{\Phi }^{}\left(๐ซ\right)^{}\mathrm{\Phi }\left(๐ซ\right)e^{i\left(q_xx+q_yy\right)}.$$
(38)
With the account of (37) for a total probability we finally have
$$W_{PA}=\frac{\pi \mathrm{}}{\left(2\pi \right)^3\rho \epsilon _{10}}d^3q\left(e\beta _{s๐ช}\right)^2\left|I\left(๐ช\right)\right|^2\delta \left(\epsilon _{10}\mathrm{}sq\right).$$
(39)
For calculation of probability it is convenient to pass to spherical coordinates. This transition was carried out by a rule
$$\{\begin{array}{c}q_x=q\mathrm{cos}\theta \mathrm{cos}\phi ,\hfill \\ q_y=q\mathrm{cos}\theta \mathrm{sin}\phi ,\hfill \\ q_z=q\mathrm{sin}\phi .\hfill \end{array}$$
(40)
In spherical coordinates the expression for calculation of probability will be
$$W_{PA}=\frac{\pi \mathrm{}}{\left(2\pi \right)^3\rho \epsilon _{10}}๐\theta ๐\phi ๐qq^2\mathrm{cos}\theta \left(e\beta _{s๐ช}\right)^2\left|I\left(๐ช\right)\right|^2\delta \left(\epsilon _{10}\mathrm{}sq\right)$$
(41)
We get rid of delta-function under integral, having made integration on $`dq`$:
$$W_{PA}=\frac{\pi \mathrm{}}{\left(2\pi \right)^3\rho \epsilon _{10}}\left(\frac{\epsilon _{10}}{\mathrm{}s}\right)^2\frac{1}{\mathrm{}s}๐\theta ๐\phi \mathrm{cos}\theta \left(e\beta _{s๐ช}\right)^2\left|I\left(๐ช\right)\right|^2.$$
(42)
and finally we get
$$W_{PA}=\frac{\epsilon _{10}}{8\pi ^2\rho \mathrm{}^2s^3}๐\theta ๐\phi \mathrm{cos}\theta \left(e\beta _{s๐ช}\right)^2\left|I\left(๐ช\right)\right|^2.$$
(43)
Vector of displacement of atoms is
$$๐=\left(\begin{array}{cccccccccccccccccccc}a& & & & & & & & & & & & & & & & & & & \\ b& & & & & & & & & & & & & & & & & & & \\ c& & & & & & & & & & & & & & & & & & & \end{array}\right).$$
(44)
We consider cubic crystals of symmetry classes $`O_h`$ and $`T_d`$. In crystals $`O_h`$ with the center of inversion (for example, in Si, as it is possible to show from reasons of symmetry, $`\beta =0`$, i.e. the homogeneous deformation does not create macrofields. In crystals $`T_d`$ without the center of inversion (for example, GaAs) the tensor $`\beta _{ikj}`$ has only those components, in which all three indexes $`i,k,j`$ are various, and all these components are equal. Therefore
$$\beta _๐ช=\frac{4\pi \overline{\beta }}{q^2}\left(q_xq_yc+q_yq_za+q_zq_xb\right),$$
(45)
where $`\overline{\beta }`$ is constant ($`e_{14}/\kappa _0`$, where $`e_{14}`$ is sole piezoelectric constant of cubic crystal ($`0.16\mathrm{C}/\mathrm{m}^2`$ for GaAs ), $`\kappa _0`$ \- dielectric permeability (12.8 for GaAs )). In next sections we will fulfil calculations of probability of emission of piezoelectric acoustic phonon for GaAs.
#### 4.3.1 Transverse phonons
The phonon with a transverse polarization propagated in any direction, can be decomposed on basis consisting of two polarizations, perpendicular to each other. Choose the first direction of polarization not causing displacement of atoms in direction $`z`$. The vector of displacement of atoms for the first direction of polarization also should be perpendicular to the wave vector $`๐ช`$ and to be normalized:
$$๐_{T1}=\frac{1}{\sqrt{q_x^2+q_y^2}}\left(\begin{array}{cccccccccccccccccccc}q_y& & & & & & & & & & & & & & & & & & & \\ q_x& & & & & & & & & & & & & & & & & & & \\ 0& & & & & & & & & & & & & & & & & & & \end{array}\right).$$
(46)
For such wave an effective piezoelectric constant
$`\beta _{T1๐ช}`$ $`=`$ $`{\displaystyle \frac{4\pi \overline{\beta }}{q^2}}\left(q^2\sqrt{\mathrm{cos}^2\theta }\mathrm{cos}2\phi \mathrm{sin}\theta \right)=`$
$`=4\pi \overline{\beta }\sqrt{\mathrm{cos}^2\theta }\mathrm{cos}2\phi \mathrm{sin}\theta ,`$
and under integral there will be an expression
$$\left(e\beta _{T1๐ช}\right)^2=\left(4\pi e\overline{\beta }\right)^2\mathrm{cos}^2\theta \mathrm{cos}^22\phi \mathrm{sin}^2\theta .$$
(48)
The vector of displacement for the second direction of polarization should be perpendicular to the wave vector $`๐ช`$, to the vector $`๐`$ and to be normalized:
$$๐_{T2}=\left(\begin{array}{cccccccccccccccccccc}\frac{q_xq_z}{q_yq}\sqrt{\frac{q_y^2}{q_x^2+q_y^2}}& & & & & & & & & & & & & & & & & & & \\ \frac{q_z}{q}\sqrt{\frac{q_y^2}{q_x^2+q_y^2}}& & & & & & & & & & & & & & & & & & & \\ \frac{q_y}{q}\sqrt{\frac{q_x^2+q_y^2}{q_y^2}}& & & & & & & & & & & & & & & & & & & \end{array}\right).$$
(49)
Effective piezoelectric constant for this direction of polarization
$`\beta _{T2๐ช}`$ $`=`$ $`{\displaystyle \frac{4\pi \overline{\beta }}{q^2}}\left({\displaystyle \frac{1}{4}}q^2\left(\mathrm{cos}\theta +3\mathrm{cos}3\theta \right)\mathrm{cos}\phi \sqrt{\mathrm{sin}^2\phi }\right)=`$
$`=\pi \overline{\beta }\left(\mathrm{cos}\theta +3\mathrm{cos}3\theta \right)\mathrm{cos}\phi \sqrt{\mathrm{sin}^2\phi },`$
and under integral there will be an expression
$$\left(e\beta _{T2๐ช}\right)^2=\left(\pi e\overline{\beta }\right)^2\left(\mathrm{cos}\theta +3\mathrm{cos}3\theta \right)^2\mathrm{cos}^2\phi \mathrm{sin}^2\phi .$$
(51)
Summarizing on polarizations of phonons, thus, in the integrand we obtain an expression
$`\left(e\beta _{T๐ช}\right)^2`$ $``$ $`\left(e\beta _{T1๐ช}\right)^2+\left(e\beta _{T2๐ช}\right)^2=\left({\displaystyle \frac{\pi e\overline{\beta }}{2}}\right)^2\mathrm{cos}^2\theta \times `$
$`\times \left(4\left(79\mathrm{cos}2\theta \right)\mathrm{cos}4\phi \mathrm{cos}^2\theta 28\mathrm{cos}2\theta +9\mathrm{cos}4\theta +27\right).`$
Finally, the total probability of emission of phonon with a transverse polarization is given by the following expression:
$`W_{TPA}`$ $`=`$ $`{\displaystyle \frac{\epsilon _{10}\left(e\overline{\beta }\right)^2}{32\rho \mathrm{}^2s^3}}{\displaystyle }d\theta d\phi |I(\epsilon _{10}{\displaystyle \frac{\mathrm{cos}\theta }{\mathrm{}s}},\phi )|^2\mathrm{cos}^3\theta \times `$
$`\times \left(4\left(79\mathrm{cos}2\theta \right)\mathrm{cos}4\phi \mathrm{cos}^2\theta 28\mathrm{cos}2\theta +9\mathrm{cos}4\theta +27\right).`$
#### 4.3.2 Longitudinal phonons
The phonon with a longitudinal polarization propagated in some direction, will cause displacement of atoms in the same direction:
$$๐_L=\frac{1}{q}\left(\begin{array}{cccccccccccccccccccc}q_x& & & & & & & & & & & & & & & & & & & \\ q_y& & & & & & & & & & & & & & & & & & & \\ q_z& & & & & & & & & & & & & & & & & & & \end{array}\right).$$
(54)
Effective piezoelectric constant for such vector
$$\beta _{L๐ช}=\frac{4\pi \overline{\beta }}{q^3}3q_xq_yq_z,$$
(55)
and the integral expression will get
$$\left(e\beta _{L๐ช}\right)^2=\frac{\left(12\pi e\overline{\beta }\right)^2}{q^6}\left(q_xq_yq_z\right)^2==\left(12\pi e\overline{\beta }\right)^2\mathrm{cos}^4\theta \mathrm{sin}^2\theta \mathrm{cos}^2\phi \mathrm{sin}^2\phi .$$
(56)
Finally, the total probability of emission of phonon with a longitudinal polarization is given by the following expression:
$$W_{LPA}=\frac{18\mathrm{}\left(e\overline{\beta }\right)^2\epsilon _{10}}{\rho \left(\mathrm{}s\right)^3}๐\theta ๐\phi \left|I(\epsilon _{10}\frac{\mathrm{cos}\theta }{\mathrm{}s},\phi )\right|^2\mathrm{cos}^4\theta \mathrm{sin}^2\theta \mathrm{cos}^2\phi \mathrm{sin}^2\phi $$
(57)
#### 4.3.3 Emission of deformation acoustic phonon
The matrix element of interaction of an electron with a deformation field introduced in 1950 by J. Bardeen and W. Shockley is given by
$$M_{DA}=d^3r\mathrm{\Phi }^{}\left(๐ซ\right)^{}w\left(๐ซ\right)\mathrm{\Phi }\left(๐ซ\right),$$
(58)
where value $`w(r)`$ is called deformation potential. The homogeneous deformation of crystal due to long-wave acoustic phonons is described by a tensor of deformation $`u_{ij}`$. Therefore in the lowest order on displacement of atoms deformation potential of acoustic phonons can be expand into a series of $`u_{ij}`$ and to write down
$$w=\mathrm{\Xi }^{ij}u_{ij}$$
(59)
(the summation on repeating indexes is performed). Values $`\mathrm{\Xi }^{ij}`$ (of the units of energy) are referred as constants of deformation potential. As the tensor $`u_{ij}`$ is symmetrical, the same property has the tensor of constants of deformation potential $`\mathrm{\Xi }^{ij}`$. The number of independent constants is determined by symmetry of Brillouin zone in that point $`๐ค`$, in which the influence of deformation on a spectrum is studied.
The elementary case takes place in a cubic crystal, when the extremum of the band is located in a point $`๐ค=0`$. The symmetrical tensor of the second rank in this case is reduced to one constant
$$\mathrm{\Xi }^{ij}=\delta _{ij}\mathrm{\Xi }.$$
(60)
Then
$$w=\mathrm{\Xi }u,u=u_{11}+u_{22}+u_{33},$$
(61)
where $`u`$ \- relative change of volume as a result of deformation. In this case deformation of shift which is not changing of volume, does not result in occurrence of deformation potential. From (24) and (25) one obtain
$$u_{ij}(๐ซ,t)_{s๐ช}=\frac{1}{L^{3\mathrm{/}2}}\left[\frac{\mathrm{}a_0^3}{2M_0\omega _{s๐ช}}\right]^{1\mathrm{/}2}\frac{1}{2}i\left(d_{s๐ช}^iq_j+d_{s๐ช}^jq_i\right)e^{i\mathrm{๐ช๐ซ}i\omega _{s๐ช}t}+c.c.$$
(62)
Substituting (62) into (59), one find deformation potential from one acoustic phonon
$$w(๐ซ,t)_{s๐ช}=\frac{1}{L^{3\mathrm{/}2}}\left[\frac{\mathrm{}a_0^3}{2M_0\omega _{s๐ช}}\right]^{1\mathrm{/}2}e^{i\mathrm{๐ช๐ซ}i\omega _{s๐ช}t}\mathrm{\Xi }_{s๐ช}iq+c.c.,$$
(63)
where the effective constant of deformation potential of wave is included
$$\mathrm{\Xi }_{s๐ช}=\mathrm{\Xi }^{ij}\frac{1}{2q}\left(d_{s๐ช}^iq_j+d_{s๐ช}^jq_i\right),$$
(64)
it depends only on a direction and polarization of phonon. In our case of cubic crystal we have $`\mathrm{\Xi }_{s๐ช}=\mathrm{\Xi }`$ (7 eV for GaAs for longitudinal phonons and $`\mathrm{\Xi }_{s๐ช}=0`$ for transverse ones ).
So, in Si and GaAs the deformation acoustic phonons only with a longitudinal polarization can be emitted. The matrix element will finally look like
$$M_{DA}=i\mathrm{\Xi }\sqrt{\frac{\mathrm{}}{2\rho s}}L^{3\mathrm{/}2}\sqrt{q}I\left(๐ช\right).$$
(65)
Then probability of deformation acoustic phonon $`s๐ช`$ emission
$$w_{10}=\frac{\pi \mathrm{\Xi }^2}{\rho sL^3}q\left|I\left(๐ช\right)\right|^2\delta \left(\epsilon _{10}\mathrm{}sq\right).$$
(66)
Finally, substituting (66) into (30), passing to spherical coordinates by the rule (40) and making integration over delta-function, we have a total probability of generation of deformation acoustic phonon
$$W_{DA}=\frac{\mathrm{\Xi }^2\epsilon _{10}^3}{8\pi ^2\mathrm{}^4s^5}\underset{0}{\overset{2\pi }{}}๐\phi \underset{\pi \mathrm{/}2}{\overset{\pi \mathrm{/}2}{}}๐\theta \mathrm{cos}\theta \left|I(\epsilon _{10}\frac{\mathrm{cos}\theta }{\mathrm{}s},\phi )\right|^2$$
(67)
### 4.4 Results and discussion
The results of calculation of processes of decoherence by structure owing to spontaneous emission of particles are given in a Fig. 13. As it can be seen from the graphics the prevailing mechanism of decoherence is the emission of polarizing acoustic phonons. However, even this process has small probability at durations of step appropriate to a GHz range of clock frequencies for wide structures (wider than 15 nm). The energy splitting versus distance between electron density maxima $`r`$ shown in Fig. 14 is far above temperature limit (5 mK). It is worth of noting, that the process of emission of polarizing acoustic phonons is characteristic for materials such as GaAs, in Si, for example, owing to symmetry of lattice they will not be generated. Thus, in Si the prevailing mechanism of decoherence will be emission of deformation acoustic phonons.
## 5 Conclusions
New quantum bit is offered on the basis of spatial states of electrons in symmetrical semi-conductor quantum dots controlled with the help of voltage on electrodes. The quantum-mechanical calculation of states of the offered qubit is fulfilled. The operation of the one-qubit gate which is carrying out unitary transformation, and not trivial two-qubit CNOT gate are simulated. The processes of decoherence were investigated. Our study comprises spontaneous emission of photon, deformation acoustic phonon and piezoelectric acoustic phonon. The work frequencies of the quantum register being built using offered quantum bits, lie in a range convenient for electronic control and achieve 1 GHz. The offered quantum register is scalable and its size is not limited. The structure reveals sufficient degree of coherence that allows by using of the appropriate methods of error correction to work during unlimited time. It is necessary to note, that offered quantum bit can be realized physically at an existing level of cryogenic engineering and nanoelectronic technology.
## Acknowledgments
This work has been supported in part by Russian Ministry of Science and Technologies within framework of program โAdvanced Technologiesโ.
## Figure captions
Fig. 1. Quantum dot qubit.
Fig. 2. Quantum dot potential profile (greyscale, whiter denotes the higher potential).
Fig. 3. Sketch of CNOT gate ($`r`$ is a separation between electron density maxima; $`R`$ is a separation between qubitsโ centers)
Fig. 4โ7. Wavefunctions of four bottom states of an electron.
Fig. 8. Wavefunction of $`|0`$ qubit state.
Fig. 9. Wavefunction of $`|1`$ qubit state.
Fig. 10. NOT gate operation time diagram. $`V_g`$ is a control gate voltage, $`\mathrm{\Delta }\omega `$ is an energy separation between two bottom states.
Fig. 11. NOT gate duration versus distance between electron density maxima $`r`$.
Fig. 12. CNOT gate duration versus distance between dots centers $`R`$ at different $`r`$.
Fig. 13. Decoherence due to spontaneous emission of photons and acoustic phonons versus $`r`$.
Fig. 14. Energy splitting $`\epsilon _{10}`$ versus distance between electron density maxima $`r`$.
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# New Measurement of Parity Violation in Elastic Electron-Proton Scattering and Implications for Strange Form Factors
## Abstract
We have measured the parity-violating electroweak asymmetry in the elastic scattering of polarized electrons from the proton. The result is $`A=15.05\pm 0.98(stat)\pm 0.56(syst)`$ ppm at the kinematic point $`\theta _{\mathrm{l}ab}=12.3^{}`$ and $`Q^2=0.477`$ (GeV/c)<sup>2</sup>. Both errors are a factor of two smaller than those of the result reported previously. The value for the strange form factor extracted from the data is $`(G_E^s+0.392G_M^s)=0.025\pm 0.020\pm 0.014`$, where the first error is experimental and the second arises from the uncertainties in electromagnetic form factors. This measurement is the first fixed-target parity violation experiment that used either a โstrainedโ GaAs photocathode to produce highly polarized electrons or a Compton polarimeter to continuously monitor the electron beam polarization.
journal: Physics Letters B
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It is well known that strange quarks and antiquarks are present in the nucleon. An important open question is the role that sea (non-valence) quarks in general and strange quarks in particular play in the fundamental properties of the nucleon. For example, do strange quarks contribute to the charge radius or magnetic moment of the proton? If so, the strange form factors $`G_E^s`$ and $`G_M^s`$ are relevant. A number of papers have suggested that indeed these form factors may be large . Others models suggest small contributions .
Strange form factors can be isolated from up and down quark form factors by measuring the parity-violating asymmetry $`A=(\sigma _R\sigma _L)/(\sigma _R+\sigma _L)`$ in the elastic scattering of polarized electrons from protons . The experiments are challenging since $`AA_0\tau 10`$ parts per million (ppm). Here $`A_0=(G_FM_p^2)/(\sqrt{2}\pi \alpha )=316.7`$ ppm, where $`G_F`$ is the Fermi constant for muon decay and $`M_p`$ is the proton mass. Also $`\tau =Q^2/4M_p^2`$ where $`Q^2`$ is the square of the four-momentum transfer. Nevertheless, several experiments have recently published results for $`A`$ . In this letter, we present the most precise measurement to date for $`A`$ of the proton and determine new limits for the possible contribution of strange form factors.
Measurements of elastic electromagnetic and electroweak nucleon scattering provide three sets of vector form factors. From this information, the form factors for each flavor may be determined : $`G_{E,M}^u`$, $`G_{E,M}^d`$, and $`G_{E,M}^s`$. A convenient alternate set, which is directly accessible in experimental measurements, is the electromagnetic form factors $`G_{E,M}^{p\gamma },`$ $`G_{E,M}^{n\gamma }`$, plus $`G_{E,M}^0`$. Here $`G^0=(G^u+G^d+G^s)/3,`$ $`G^{p\gamma }=\frac{2}{3}G^u\frac{1}{3}G^d\frac{1}{3}G^s,`$ and $`G^{n\gamma }=\frac{2}{3}G^d\frac{1}{3}G^u\frac{1}{3}G^s,`$ where the last expression assumes charge symmetry. $`G^0`$ cannot be accessed in electromagnetic scattering and thus represents new information on nucleon dynamics that can be accessed only via measurements of the weak neutral current amplitude.
The theoretical asymmetry in the Standard Model has a convenient form in terms of $`G^0`$:
$$A_{th}=A_0\tau \rho _{eq}^{}\left(24\widehat{\kappa }_{eq}^{}\mathrm{sin}^2\theta _W\frac{\epsilon \eta _p}{\epsilon \eta _p^2+\tau \mu _p^2}\frac{G_E^0+\beta G_M^0}{(G_M^{\gamma p}/\mu _p)}\right)A_A$$
(1)
where $`\mu _p(\mu _n)2.79(1.91)`$ is the proton(neutron) magnetic moment in nuclear magnetons, $`\eta _p=\eta _p(Q^2)=G_E^{p\gamma }(Q^2)/(G_M^{p\gamma }(Q^2)/\mu _p),`$ $`\epsilon =(1+2(1+\tau )\mathrm{tan}^2\theta /2)^1`$ is the longitudinal photon polarization, and $`\beta =\tau \mu _p/(\epsilon \eta _p)`$. The scattering angle of the electron in the laboratory is $`\theta `$. The contribution from the proton axial form factor, $`A_A=(0.56\pm 0.23)`$ ppm, is calculated to be small for our kinematics . The recent datum from the SAMPLE collaboration is 1.5 standard deviations larger than the prediction.
The parameters $`\rho _{eq}^{}=0.9879`$ and $`\widehat{\kappa }_{eq}^{}=1.0029`$ include the effect of electroweak radiative corrections , and $`\mathrm{sin}^2\theta _W=0.2314`$. If, in addition to $`G_{E,M}^0`$, the proton and neutron electromagnetic form factors $`G_{E,M}^{p\gamma }`$ and $`G_{E,M}^{n\gamma }`$ are known, the strange form factors may be determined from
$$G_{E,M}^s=G_{E,M}^0G_{E,M}^{p\gamma }G_{E,M}^{n\gamma }.$$
(2)
This experiment took place in Hall A at the Thomas Jefferson National Accelerator Facility. An approximately $`35\mu `$A beam of 67-76% polarized electrons with an energy of 3.3 GeV scattered from a 15 cm liquid hydrogen target. Elastic events were detected by integrating the signal in total-absorption counters located at the focal plane of a pair of high-resolution magnetic spectrometers.
It is important that the signal be purely elastic, since background processes may have large asymmetries. For example, the production of the prominent $`\mathrm{\Delta }`$resonance is calculated to have 3 times the asymmetry of elastic scattering. To measure the rejection of unwanted events by our system, we measured the response of the detector, both in counting and integrating mode, as a function of the mismatch between the spectrometer setting and the momentum of elastic events. The result, shown in Fig. 1, is that the integrated response drops many orders of magnitude as the momentum mismatch increases. Based on these data, we determined that only 0.2% of our signal arises from inelastic background processes. Quasi-elastic scattering from the Al target windows contributed 1.5% to the measured signal. The net effect of all the backgrounds is listed in Table 1.
A new feature of the experiment is that the beam polarization $`P_e`$ 70%. This was achieved by using photoemission by circularly polarized laser light impinging on a โstrainedโ GaAs crystal. A plot of the polarization versus time for part of the run is given in Fig. 2. The starred points are from Mรธller scattering and the dots are preliminary data from the recently commissioned Compton polarimeter. The errors in the Mรธller data have been reduced by a factor of two from those of Ref. by improving our knowledge of the polarization of the electrons in the magnetized foil target and our understanding of rate effects in the Mรธller spectrometer. The Compton device continuously monitored the polarization of the beam on target and ruled out possible significant variations in polarizations between the daily Mรธller measurements. Both devices have an overall systematic error $`\mathrm{\Delta }P_e/P_e3.2\%.`$
To study possible systematic errors in our small asymmetry, we sometimes inserted a second half-wave $`(\lambda /2)`$ plate in the laser beam at the source to reverse the sign of the helicity. Data were obtained in sets of 24-48 hour duration, and the state of the $`\lambda /2`$ plate was reversed for each set. The resulting asymmetries are shown in Fig. 3a. The asymmetry reverses as expected but otherwise behaves statistically.
The strained GaAs crystal, in contrast to the bulk GaAs used for our previous work , has a large analyzing power for linearly polarized light. The consequence was a tendency for much larger helicity-correlated differences in the beam position. We found that an additional half-wave plate in the laser beam reduced this problem to a manageable level. In addition, the intensity asymmetry of the beam in another experiental hall was nulled to prevent beam loading in the accelerator from inducing position correlations in our beam. The remaining position and energy differences were measured with precision microwave monitors. One example of monitor data is shown in Fig. 3b. The effect of these beam differences on the asymmetry was measured by calibrating the apparatus with beam correction coils and an energy vernier. The resultant correction, shown in Fig. 3c, proved to have an average of $`0.02\pm 0.02`$ ppm.
The experimental asymmetry, corrected for the measured beam polarization, is $`A_{exp}=15.1`$ at $`Q^2=0.477`$ (GeV/c)<sup>2</sup> for the 1999 data. We also include the previously reported 1998 data, which gives $`A_{exp}=14.7`$ ppm when extrapolated to the same $`Q^2`$ value but with approximately twice the statistical and systematic errors. In addition, three small corrections based on subsequent data analysis were made to the 1998 data: i) the background correction was included; ii) the measured beam polarization was reduced by 1.5%; and iii) the $`Q^2`$ value was determined to be 0.474 (GeV/c)<sup>2</sup> instead of 0.479 (GeV/c)<sup>2</sup>. An increase of 1% in $`Q^2`$ is expected to increase the magnitude of the asymmetry by 1.5%. The errors for the full data set are given in Table 1. Systematic errors in the beam polarimetry and in the measurement of the spectrometer angle were the most significant sources. The combined result is $`A_{exp}15.05\pm 0.98(stat)\pm 0.56(syst)`$ ppm at the average kinematics $`Q^2`$=0.477 (GeV/c)<sup>2</sup> and $`\theta =12.3^{}`$. This is the average asymmetry over the finite solid angle of the spectrometers; we estimate the value at the center of acceptance is smaller by 0.7%.
By using Eq. 1 and the theoretical value for $`A_A`$ , we obtain $`(G_E^0+\beta G_M^0)/(G_M^{p\gamma }/\mu _p)=1.527\pm 0.048\pm 0.027\pm 0.011`$. Here the first error is statistical, the second systematic, and the last error is due to the uncertainty from $`A_A`$. For our kinematics $`\beta =0.392`$. The sensitivity to $`\eta _p`$ is negligible. To determine the contribution due to strange form factors, we use Eq. 2 and data for the electromagnetic form factors. The values we use are summarized in Table 2. Thus we have $`G_E^s+\beta G_M^s=0.025\pm 0.020\pm 0.014`$, where the first error is the errors in $`G^0`$ combined in quadrature and the second due to the electromagnetic form factors. This value is consistent with the hypothesis that the strange form factors are negligible.
We note that there are data for $`G_M^n`$ that are less precise but at variance with those of Ref. . Our result for $`G_E^s+\beta G_M^s`$ would increase by 0.020 if the data from Ref. were used. New data for both $`G_M^n`$ and $`G_E^n`$ are in the early stages of analysis and will be important both for validating our choices and also for interpreting future data on strange form factors.
In Fig. 4, we plot the above value for $`G_E^s+\beta G_M^s`$ as a band with the errors added in quadrature. The dots represent the predictions from those models that apply at our value of $`Q^2`$. Our result restricts significantly the possible โparameter spaceโ for strangeness to be an important degree of freedom in nucleon form factors. However, our data are compatible with several models that predict large strange form factors, including two with $`G_E^s0.39G_M^s`$ and one where the prediction happens to cross zero near our $`Q^2`$ value.
Our collaboration has two new experiments approved at JLab for a kinematic point at $`Q^20.1`$ (GeV/c)<sup>2</sup>. One, using a hydrogen target, will measure the same combination of strange form factors at a low $`Q^2`$ and the other, using a <sup>4</sup>He target, will be sensitive to $`G_E^s`$ but not $`G_M^s`$ Thus these experiments might detect the presence of strange form factors that cannot be excluded by the present result.
We wish to thank the entire staff at JLab for their tireless work in developing this new facility, and particularly C. K. Sinclair and M. Poelker for their timely work on the polarized source. This work was supported by DOE contract DE-AC05-84ER40150 under which the Southeastern Universities Research Association (SURA) operates the Thomas Jefferson National Accelerator Facility and by the Department of Energy, the National Science Foundation, the Korean Science and Engineering Foundation (Korea), the INFN (Italy), the Natural Sciences and Engineering Research Council of Canada, the Commissariat ร lโรnergie Atomique (France), and the Centre National de Recherche Scientifique (France).
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# On classification of Mori contractions: Elliptic curve case
## 1. Introduction
### 1.1.
Let $`f:XZo`$ be an extremal log terminal contraction over $``$, that is:
$`X`$ is a normal algebraic $``$-factorial threefold with at worst log terminal singularities, $`f`$ is a projective morphism such that $`f_{}๐ช_X=๐ช_Z`$, $`\rho (X/Z)=1`$ and $`K_X`$ is $`f`$-ample.
We assume that $`dim(Z)1`$ and regard $`(Zo)`$ as a sufficiently small Zariski neighborhood. Such contractions naturally appear in the Minimal Model Program \[KMM\]. By $`\mathrm{Exc}(f)X`$ denote the exceptional locus of $`f`$.
According to the general principle introduced by Shokurov \[Sh\] all such contractions can be divided into two classes: *exceptional* and *nonexceptional*. A contraction $`f:XZo`$ such as in 1.1 is said to be exceptional if for any complement $`K_X+D`$ near $`f^1(o)`$ there is at most one divisor $`E`$ of the function field $`๐ฆ(X)`$ with discrepancy $`a(E,D)=1`$. The following is a particular case of the theorem proved in \[Sh1\] and \[P2\] (see also \[PSh\]).
###### Theorem 1.2.
Notation as above. Assume that $`f:XZo`$ is nonexceptional. Then for some $`n\{1,2,3,4,6\}`$ there is a member $`F|nK_X|`$ such that the pair $`(X,\frac{1}{n}F)`$ is log canonical near $`f^1(o)`$.
Thus nonexceptional contractions have a โgoodโ member in $`|nK_X|`$, $`n\{1,2,3,4,6\}`$. The most important case is the case of *Mori contractions*, i. e. when $`X`$ has only terminal singularities:
###### Conjecture 1.3.
Notation as in 1.1. Assume that $`X`$ has at worst terminal singularities. Then $`f:XZo`$ is nonexceptional.
Similar to the classification of three-dimensional terminal singularities, this fact should be the key point in the classification Mori contractions. For example it is very helpful in the study of three-dimensional flips \[K\], \[Mo\], \[Sh\].
Methods of \[Sh1\], \[P2\], \[PSh\] use inductive procedure of constructing divisors in $`|nK|`$. This procedure works on so-called good model of $`X`$ over $`Z`$. Roughly speaking, a good model is a birational model $`\overline{Y}`$ equipped with a prime divisor $`\overline{S}`$ such that the pair $`(\overline{Y},\overline{S})`$ is plt and $`(K_{\overline{Y}}+\overline{S})`$ is nef and big over $`Z`$.
If $`f`$ is exceptional, then $`\overline{S}`$ is a projective surface. Adjunction Formula 2.1 gives us that $`(\overline{S},\mathrm{Diff}_{\overline{S}})`$ is a klt log del Pezzo surface. Moreover, exceptionality of $`f`$ implies that the projective log pair $`(\overline{S},\mathrm{Diff}_{\overline{S}})`$ is exceptional, by definition this means that any complement $`K_{\overline{S}}+\mathrm{Diff}_{\overline{S}}^+`$ is klt \[P2, Prop. 2.4\]. Thus our construction gives the following correspondence:
Exceptional contractionsf:XZ as in 1.1
Exceptional log del Pezzos(=ยฏS,ฮDiffยฏS)Exceptional contractionsfragmentsf:XZ as in 1.1
Exceptional log del Pezzos(=ยฏS,ฮDiffยฏS)\begin{array}[]{ccc}\text{\begin{tabular}[]{|l|}\hline\cr Exceptional contractions\\
$f\colon X\to Z$ as in \ref{notation}\\
\hline\cr\end{tabular}}&\longrightarrow&\text{\begin{tabular}[]{|l|}\hline\cr Exceptional log del Pezzos\\
$(\overline{S},\Delta=\operatorname{Diff}_{\overline{S}})$\\
\hline\cr\end{tabular}}\\
\end{array}
### 1.4.
For exceptional log del Pezzos $`(\overline{S},\mathrm{\Delta })`$ Shokurov introduced the following invariant:
$$\begin{array}{cc}\delta =\delta (\overline{S},\mathrm{\Delta })=\hfill & \text{number of divisors }E\text{ of }๐ฆ(\overline{S})\hfill \\ & \text{with discrepancy }a(E,\mathrm{\Delta })6/7\text{.}\hfill \end{array}$$
He proved that $`\delta 2`$, classified log surfaces with $`\delta =2`$ and showed that in the case $`\delta =1`$ the (unique) divisor $`E`$ with $`a(E,\mathrm{\Delta })6/7`$ is represented by a curve of arithmetical genus $`1`$ (see \[Sh1\], \[P3\]).
The aim of this short note is to exclude the case of Mori contractions with $`\delta =1`$ and elliptic curve $`E`$:
###### Theorem 1.5.
Notation as in 1.1. Assume that $`\delta (\overline{S},\mathrm{Diff}_{\overline{S}})=1`$. Write $`\mathrm{Diff}_{\overline{S}}=\delta _i\overline{\mathrm{\Delta }}_i`$, where $`\overline{\mathrm{\Delta }}_i`$ are irreducible curves. If $`\delta _{i_0}6/7`$ for some $`i_0`$, then $`p_a(\overline{\mathrm{\Delta }}_{i_0})=0`$.
The following example shows that Theorem 1.5 cannot be generalized to the klt case.
###### Example 1.6 (\[IP\]).
Let $`(Zo)`$ be the hypersurface canonical singularity $`x_1^2+x_3^3+x_3^{11}+x_4^{12}=0`$ and let $`f:XZ`$ be the weighted blowup with weights $`(66,44,12,11)`$. Then $`f`$ satisfies conditions of 1.1 and we have case 3.2. It was computed in \[IP\] that $`S`$ is the weighted projective plane $`(3,2,1)`$ and $`\mathrm{Diff}_S=\frac{10}{11}C+\frac{1}{2}L`$, where $`C`$ is an elliptic curve.
Log del Pezzo surfaces of elliptic type (like $`(\overline{S},\mathrm{Diff}_{\overline{S}})`$ in the above theorem) were classified by T. Abe \[Ab\]. Our proof uses different, very easy arguments.
## 2. Preliminary results
In this paper we use terminologies of Minimal Model Program \[KMM\], \[Ut\]. For the definition of complements and their properties we refer to \[Sh, Sect. 5\], \[Ut, Ch. 19\] and \[P3\].
###### Definition 2.1 (\[Sh, Sect. 3\], \[Ut, Ch. 16\]).
Let $`X`$ be a normal variety and let $`S\mathrm{}`$ be an effective reduced divisor on $`X`$. Let $`B`$ be a $``$-divisor on $`X`$ such that $`S`$ and $`B`$ have no common components. Assume that $`K_X+S`$ is lc in codimension two. Then the different of $`B`$ on $`S`$ is defined by
$$K_S+\mathrm{Diff}_S\left(B\right)(K_X+S+B)|_S.$$
Usually we will write simply $`\mathrm{Diff}_S`$ instead of $`\mathrm{Diff}_S\left(0\right)`$.
###### Theorem 2.2 (Inversion of Adjunction \[Ut, 17.6\]).
Let $`X`$ be a normal variety and let $`D`$ be a boundary on $`X`$. Write $`D=S+B`$, where $`S=D`$. Assume that $`K_X+S+B`$ is $``$-Cartier. Then $`(X,S+B)`$ is plt near $`S`$ iff $`S`$ is normal and $`(S,\mathrm{Diff}_S\left(B\right))`$ is klt.
###### Definition 2.3 (\[P1\]).
Let $`X`$ be a normal variety and let $`g:YX`$ be a birational contraction such that the exceptional locus of $`g`$ contains exactly one irreducible divisor, say $`S`$. Assume that $`K_Y+S`$ is plt and $`(K_Y+S)`$ is $`f`$-ample. Then $`g:(YS)X`$ is called a plt blowup of $`X`$.
The key point in the proof of Theorem 1.5 is the following proposition.
###### Proposition 2.4.
Let $`(XP)`$ be a three-dimensional terminal singularity and let $`g:(Y,S)X`$ be a plt blowup with $`f(S)=P`$. Write $`\mathrm{Diff}_S=\delta _i\mathrm{\Delta }_i`$, where $`\mathrm{\Delta }_i`$ are irreducible curves, and assume that $`\delta _06/7`$ for some $`i_0`$. Further, assume that $`S`$ is smooth at singular points of $`\mathrm{\Delta }_{i_0}`$. Then $`p_a(\mathrm{\Delta }_{i_0})=0`$.
###### Lemma 2.5 (cf. \[P1, Cor. 5\]).
Let $`(XP)`$ be a three-dimensional terminal singularity and let $`g:(Y,S)X`$ be a plt blowup with $`f(S)=P`$. Then there is a boundary $`\mathrm{{\rm Y}}\mathrm{Diff}_S`$ on $`S`$ such that
1. $`\mathrm{{\rm Y}}0`$;
2. $`(K_S+\mathrm{{\rm Y}})`$ is ample.
Moreover, $`K_S+\mathrm{Diff}_S`$ has a non-klt $`1`$, $`2`$, $`3`$, $`4`$, or $`6`$-complement.
###### Proof.
Regard $`(XP)`$ as an analytic germ. It was shown in \[YPG, Sect. 6.4\] that the general element $`F|K_X|`$ has a normal Du Val singularity at $`P`$. By Inversion of Adjunction 2.2, $`K_X+F`$ is plt. Consider the crepant pull-back $`K_Y+aS+F_Y=f^{}(K_X+F)`$, where $`F_Y`$ is the proper transform of $`F`$ and $`a<1`$. Since both $`K_Y+S`$ and $`g^{}K_X`$ are $``$-Cartier, so are $`S`$ and $`F_Y`$. Clearly, $`(K_Y+S+F_Y)`$ is $`f`$-ample. Let $`\mathrm{{\rm Y}}^{}:=\mathrm{Diff}_S\left(F_Y\right)`$. Then $`\mathrm{{\rm Y}}^{}0`$ and $`(K_S+\mathrm{{\rm Y}}^{})`$ is ample. Therefore $`\mathrm{{\rm Y}}`$ can be found in the form $`\mathrm{{\rm Y}}=\mathrm{Diff}_S\left(F_Y\right)+t(\mathrm{{\rm Y}}^{}\mathrm{Diff}_S\left(F_Y\right))`$ for suitable $`0<t1`$.
Take $`\mathrm{\Delta }=\mathrm{Diff}_S\left(F_Y\right)+\lambda (\mathrm{{\rm Y}}\mathrm{Diff}_S\left(F_Y\right))`$ for $`0<\lambda 1`$ so that $`K_S+\mathrm{\Delta }`$ is lc but not klt (and $`(K_S+\mathrm{\Delta })`$ is ample). By \[Sh1, Sect. 2\] (see also \[P3, 5.4.1\]) there exists either an $`1`$, $`2`$, $`3`$, $`4`$, or $`6`$-complement of $`K_S+\mathrm{\Delta }`$ which is not klt. โ
A very important problem is to prove the last lemma without using \[YPG, Sect. 6.4\], i.e. the classification of terminal singularities. This can be a way in higher-dimensional generalizations.
###### Proof of Proposition 2.4.
Put $`C:=\mathrm{\Delta }_{i_0}`$ and let $`\delta _0=11/m`$, $`m7`$. Assume that $`p_a(C)1`$. Let $`\mathrm{{\rm Y}}`$ be such as in Lemma 2.5 and let $`K_S+\mathrm{\Theta }`$ be a non-klt $`1`$, $`2`$, $`3`$, $`4`$, or $`6`$-complement of $`K_S+\mathrm{Diff}_S`$. Using that the coefficients of $`\mathrm{Diff}_S`$ are standard \[Sh, Prop. 3.9\] it is easy to see that $`\mathrm{\Theta }\mathrm{Diff}_S`$ and $`\mathrm{\Theta }C`$ \[P3, Sect. 4.7\]. In particular, $`K_S+C`$ is lc.
Further, $`C\mathrm{{\rm Y}}`$. Indeed, otherwise by Adjunction we have
$$\mathrm{deg}K_C\mathrm{deg}(K_C+\mathrm{Diff}_C\left(\mathrm{{\rm Y}}C\right))=(K_S+\mathrm{{\rm Y}})C>0$$
This implies $`p_a(C)=0`$, a contradiction.
By Lemma 2.6 below, $`\mathrm{\Theta }=C`$, $`p_a(C)=1`$, $`S`$ is smooth along $`C`$ and has only Du Val singularities outside. Therefore, $`\mathrm{Diff}_S=(11/m)C`$ and $`K_SCm(K_S+(11/m)C)`$ is ample (see 2.3). Thus $`S`$ is a del Pezzo surface with at worst Du Val singularities. Since $`C\mathrm{{\rm Y}}`$, we can write $`\mathrm{{\rm Y}}=\alpha C+L+\mathrm{{\rm Y}}^o`$, where $`L`$ is an irreducible curve, $`1>\alpha 11/m6/7`$, $`C\mathrm{Supp}(\mathrm{{\rm Y}}^o)`$ and $`\mathrm{{\rm Y}}^o0`$. Further,
$$\begin{array}{c}0<K_S(K_S+\mathrm{{\rm Y}})=K_S(K_S+\alpha C+L+\mathrm{{\rm Y}}^o)\hfill \\ \hfill K_S((1\alpha )K_S+L)\frac{1}{7}K_S^2+K_SL.\end{array}$$
(1)
Thus $`K_S^2>7K_SL7`$.
Let $`S^{\mathrm{min}}S`$ be the minimal resolution. By Noetherโs formula, $`K_S^2+\rho (S^{\mathrm{min}})=K_{S^{\mathrm{min}}}^2+\rho (S^{\mathrm{min}})=10`$. Thus, $`8K_S^29`$ and $`\rho (S^{\mathrm{min}})2`$. In particular, $`S`$ either is smooth or has exactly one singular point which is of type $`A_1`$. By (1), $`K_SL=1`$. Similar to (1) we have
$$0<(K_S+\mathrm{{\rm Y}})L(1\alpha )K_SLL^2.$$
Hence $`L^2<1\alpha 1/7`$, so $`L^20`$. This means that the curve $`L`$ generates an extremal ray on $`S`$ and $`\rho (S)=2`$. Therefore, $`S`$ is smooth and $`K_S^2=8`$. In this case, $`S`$ is a rational ruled surface ($`^1\times ^1`$ or $`๐ฝ_1`$). Let $`\mathrm{}`$ be a general fiber of the rulling. Then
$$0<(K_S+\alpha C+L+\mathrm{{\rm Y}}^o)\mathrm{}(1\alpha )K_S\mathrm{}L\mathrm{}\frac{2}{7}L\mathrm{}.$$
Hence $`L\mathrm{}=0`$, so $`L`$ is a fiber of $`S^1`$ and $`K_SL=2`$. This contradicts (1). โ
###### Lemma 2.6 (see \[P3, Lemma 8.3.6\]).
Let $`(S,C+\mathrm{\Xi })`$ be a rational projective log surface, where $`C`$ is the reduced and $`\mathrm{\Xi }`$ is an arbitrary boundary. Assume that $`K_S+C+\mathrm{\Xi }`$ is lc, $`S`$ is smooth at singular points of $`C`$, $`K_S+C+\mathrm{\Xi }0`$, $`C`$ is connected and $`p_a(C)1`$. Then $`\mathrm{\Xi }=0`$, $`K_S+C0`$, $`S`$ is smooth along $`C`$ and has only DuVal singularities outside.
###### Proof.
By Adjunction, $`K_C+\mathrm{Diff}_C\left(\mathrm{\Xi }\right)=0`$. Hence $`\mathrm{Diff}_C\left(\mathrm{\Xi }\right)=0`$. This shows that $`C\mathrm{Supp}(\mathrm{\Xi })=\mathrm{}`$ and $`S`$ has no singularities at points of $`C\mathrm{Sing}(C)`$ (see \[Ut, Prop. 16.6, Cor. 16.7\]). Let $`\mu :\stackrel{~}{S}S`$ be the minimal resolution and let $`\stackrel{~}{C}`$ be the proper transform of $`C`$ on $`\stackrel{~}{S}`$. Define $`\stackrel{~}{\mathrm{\Xi }}`$ as the crepant pull-back: $`K_{\stackrel{~}{S}}+\stackrel{~}{C}+\stackrel{~}{\mathrm{\Xi }}=\mu ^{}(K_S+C+\mathrm{\Xi })`$. It is sufficient to show that $`\stackrel{~}{\mathrm{\Xi }}=0`$. Assume the converse. Replace $`(S,C+\mathrm{\Xi })`$ with $`(\stackrel{~}{S},\stackrel{~}{C}+\stackrel{~}{\mathrm{\Xi }})`$. It is easy to see that all the assumptions of the lemma holds for this new $`(S,C+\mathrm{\Xi })`$. Contractions of $`(1)`$-curves again preserve the assumptions. Since $`C`$ and $`\mathrm{Supp}(\mathrm{\Xi })`$ are disjoint, whole $`\mathrm{\Xi }`$ cannot be contracted. Thus we get $`S^2`$ or $`S๐ฝ_n`$ (a rational ruled surface). In both cases simple computations gives us $`\mathrm{\Xi }=0`$. โ
## 3. Construction of a good model
Notation as in 1.1. We recall briefly the construction of \[P2\] (see also \[PSh\]). Assume that $`f:XZo`$ is exceptional. Let $`K_X+F`$ be a complement which is not klt. There is a divisor $`S`$ of $`๐ฆ(X)`$ such that $`a(S,F)=1`$. Since $`f`$ is exceptional, this divisor is unique.
### 3.1.
First we assume that the center of $`S`$ on $`X`$ is a curve or a point. Then $`F=0`$. Let $`g:YX`$ be a minimal log terminal modification of $`(X,F)`$ \[Ut, 17.10\], i. e. $`g`$ is a birational projective morphism such that $`Y`$ is $``$-factorial and $`K_Y+S+A=g^{}(K_X+F)`$ is dlt, where $`A`$ is the proper transform of $`F`$. In our situation, $`K_Y+S+A`$ is plt. By \[Ut, Prop. 2.17\], $`K_Y+S+(1+\epsilon )A`$ is also plt for sufficiently small positive $`\epsilon `$.
#### 3.1.1.
Run $`(K+S+(1+\epsilon )A)`$-Minimal Model Program over $`Z`$:
$$\begin{array}{ccc}Y& & \overline{Y}\\ g& & q\\ X& \stackrel{f}{}& Z\end{array}$$
(2)
Note that $`K_{\overline{Y}}+\overline{S}+(1+\epsilon )\overline{A}\epsilon \overline{A}\epsilon (K_{\overline{Y}}+\overline{S})`$. At the end we get so-called *good model*, i. e. a log pair $`(\overline{Y},\overline{S}+\overline{A})`$ such that one of the following holds:
1. $`\rho (\overline{Y}/Z)=2`$ and $`(K_{\overline{Y}}+\overline{S})`$ is nef and big over $`Z`$;
2. $`\rho (\overline{Y}/Z)=1`$ and $`(K_{\overline{Y}}+\overline{S})`$ is ample over $`Z`$.
### 3.2.
Now assume that the center of $`S`$ on $`X`$ is of codimension one. Then $`S=F`$. In this case, we put $`g=\mathrm{id}`$, $`Y=X`$ and $`A=FS`$. If $`(K_X+S)`$ is nef, then we also put $`\overline{Y}=X`$, $`\overline{S}=S`$. Assume $`(K_X+S)A`$ is not nef. Since $`A`$ is effective, $`f`$ is birational. If $`f`$ is divisorial, then it must contract a component of $`\mathrm{Supp}(A)`$. Thus $`S`$ is not a compact surface, a contradiction (see \[P2, Prop. 2.2\]). Therefore $`f`$ is a flipping contraction. In this case, in diagram (2) the map $`X=Y\overline{Y}`$ is the corresponding flip.
Since $`f`$ is exceptional, in both cases 3.1 and 3.2 we have $`f(g(S))=q(\overline{S})=o`$ (see \[P2, Prop. 2.2\]). Adjunction Formula 2.1 gives us that $`(\overline{S},\mathrm{Diff}_{\overline{S}})`$ is a klt log del Pezzo surface, i. e. $`(\overline{S},\mathrm{Diff}_{\overline{S}})`$ is klt and $`(K_{\overline{S}}+\mathrm{Diff}_{\overline{S}})`$ is nef and big (see \[P2, Lemma 2.4\]). Moreover, exceptionality of $`f`$ implies that the pair $`(\overline{S},\mathrm{Diff}_{\overline{S}})`$ is exceptional, i. e. any complement $`K_{\overline{S}}+\mathrm{Diff}_{\overline{S}}^+`$ is klt.
###### Proposition 3.3.
Let $`f:XZo`$ be as in 1.1. Assume that $`f`$ is exceptional. Furthermore,
1. if $`f`$ is divisorial, we assume that the point $`(Zo)`$ is terminal;
2. in the case $`dim(Z)=1`$, we assume that singularities of $`Xf^1(o)`$ are canonical.
Then case (3.1.B) does not occur.
###### Proof.
Assume the converse. Then $`\rho (\overline{Y}/Z)=1`$ and $`q:\overline{Y}Z`$ is also an exceptional contraction as in 1.1. First, we consider the case when $`f`$ is divisorial. Then $`q`$ is a plt blowup of a terminal point $`(Zo)`$ and $`q(\overline{S})=o`$ (see \[P2, Prop. 2.2\]). By Lemma 2.5, $`(\overline{S},\mathrm{Diff}_{\overline{S}})`$ has a non-klt complement. This contradicts \[P2, Prop. 2.4\]. Clearly, $`f`$ cannot be a flipping contraction (because, in this case, the map $`Y\overline{Y}`$ must be an isomorphism in codimension one). If $`dim(Z)=2`$, then $`q`$ is not equidimensional, a contradiction.
Finally, we consider the case $`dim(Z)=1`$ (and $`\overline{S}`$ is the central fiber of $`q`$). Let $`\overline{F}`$ be a general fiber of $`q`$ (a del Pezzo surface with at worst Du Val singularities). Consider the exact sequence
$$0๐ช_{\overline{Y}}(K_{\overline{Y}}\overline{F})๐ช_{\overline{Y}}(K_{\overline{Y}})๐ช_{\overline{F}}(K_{\overline{F}})0$$
By Kawamata-Viehweg Vanishing \[KMM, Th. 1-2-5\], $`R^1q_{}๐ช_{\overline{Y}}(K_{\overline{Y}}\overline{F})=0`$. Hence there is the surjection
$$H^0(\overline{Y},๐ช_{\overline{Y}}(K_{\overline{Y}}))H^0(\overline{F},๐ช_{\overline{F}}(K_{\overline{F}}))0.$$
Here $`H^0(\overline{F},๐ช_{\overline{F}}(K_{\overline{F}}))0`$ (because $`K_{\overline{F}}`$ is Cartier and ample). Therefore, $`H^0(\overline{Y},๐ช_{\overline{Y}}(K_{\overline{Y}}))0`$. Let $`\overline{G}|K_{\overline{Y}}|`$ be any member. Take (positive) $`c`$ so that $`K_{\overline{Y}}+\overline{S}+c\overline{G}`$ is lc and not plt. Clearly $`c1`$, so $`(K_{\overline{Y}}+\overline{S}+c\overline{G})(1c)K_{\overline{Y}}`$ is $`q`$-nef. By Base Point Free Theorem \[KMM, Th. 3-1-1\] there is a complement $`K_{\overline{Y}}+\overline{S}+c\overline{G}+L`$, where $`nL|n(K_{\overline{Y}}+\overline{S}+c\overline{G})|`$ for sufficiently big and divisible $`n`$ and this complement is not plt, a contradiction with exceptionality (see \[P2, Prop. 2.4\]). โ
## 4. Proof of Theorem 1.5
In this section we use notation and assumptions of 1.1 and Theorem 1.5.
If $`g=\mathrm{id}`$, then $`Y=X`$ and $`\overline{Y}`$ have only terminal singularities (see 3.2 and \[KMM, 5-1-11\]). Then $`\mathrm{Diff}_{\overline{S}}=0`$, a contradiction. From now on we assume that $`g\mathrm{id}`$. Denote $`\overline{C}:=\overline{\mathrm{\Delta }}_{i_0}`$ and let $`\delta _{i_0}=11/m`$. Since $`\delta (\overline{S},\mathrm{Diff}_{\overline{S}})=1`$, there are no divisors $`E\overline{C}`$ of $`๐ฆ(\overline{S})`$ with $`a(E,\mathrm{Diff}_{\overline{S}})6/7`$. This gives us that $`\overline{S}`$ is smooth at $`\mathrm{Sing}(\overline{C})`$ whenever $`\mathrm{Sing}(\overline{C})\mathrm{}`$ (see \[P3, Lemma 9.1.8\]). By our assumptions, $`\overline{Y}`$ is singular along $`\overline{C}`$. Moreover, at the general point of $`\overline{C}`$ we have an analytic isomorphism (see \[Ut, 16.6\]):
$$(\overline{Y},\overline{S},\overline{C})(^3,\{x_3=0\},\{x_1\text{axis}\})/_m(0,1,q),(m,q)=1.$$
(3)
###### Lemma 4.1.
Notation as above. Assume that $`p_a(\overline{C})1`$. Then the map $`\overline{Y}Y`$ is an isomorphism at the general point of $`\overline{C}`$. Moreover, if $`\overline{P}\overline{C}`$ is a singular point, then $`\overline{Y}Y`$ is an isomorphism at $`\overline{P}`$. In particular, the proper transform $`C`$ of $`\overline{C}`$ is a curve with $`p_a(C)1`$.
### 4.2.
First we show that Lemma 4.1 implies Theorem 1.5. Assume $`p_a(\overline{C})1`$. Clearly, $`CS`$. By Lemma 4.1, $`p_a(C)1`$ and
$$\mathrm{\#}\mathrm{Sing}(C)\mathrm{\#}\mathrm{Sing}(\overline{C})$$
(4)
From (3), we have $`\mathrm{Diff}_S=(11/m)C+(\text{other terms})`$.
### 4.3.
Consider the case when $`g(S)`$ is a point. By Lemma 2.5, as in the proof of Proposition 2.4, one can show that there exists $`1`$, $`2`$, $`3`$, $`4`$, or $`6`$-complement of the form $`K_S+C+(\text{other terms})`$ on $`S`$. By Adjunction, $`p_a(C)=1`$. Therefore, $`p_a(\overline{C})=1`$ and we have equality in (4). Thus $`S`$ is smooth at $`\mathrm{Sing}(C)`$ (whenever $`\mathrm{Sing}(C)\mathrm{}`$). We have a contradiction by Proposition 2.4.
### 4.4.
Consider the case when $`g(S)`$ is a curve. Note that $`S`$ is rational (because $`(\overline{S},\mathrm{Diff}_{\overline{S}})`$ is a klt log del Pezzo, see e. g. \[P3, Sect. 5.5\]) and so is $`g(S)`$. Consider the restriction $`g_S:Sg(S)`$. Since $`p_a(C)1`$, $`C`$ is not a section of $`g_S`$. Let $`\mathrm{}`$ be the general fiber of $`g_S`$. Then $`\mathrm{}^1`$ and
$$2=K_S\mathrm{}>\mathrm{Diff}_S\mathrm{}(11/m)C\mathrm{}\frac{6}{7}C\mathrm{}.$$
Thus $`C\mathrm{}=2`$ and $`C`$ is a $`2`$-section of $`g_S`$. Moreover,
$$(\mathrm{Diff}_S(11/m)C)\mathrm{}<22(11/m)=2/m<1/2.$$
Hence $`\mathrm{Diff}_S`$ has no horizontal components other than $`C`$. Let $`P:=g(\mathrm{})`$, let $`X^{}`$ be a germ of a general hyperplane section through $`P`$ and let $`Y^{}:=g^1(X^{})`$. Consider the induced (birational) contraction $`g^{}:Y^{}X^{}`$. Since singularities of $`X`$ are isolated, $`X^{}`$ is smooth. By Bertini Theorem, $`K_X^{}+\mathrm{}`$ is plt. Further, $`Y^{}`$ has exactly two singular points $`C\mathrm{}`$ and these points are analytically isomorphic to $`^2/_m(1,q)`$ (see (3)). This contradicts the following lemma.
###### Lemma 4.5 (see \[P3, Sect. 6\]).
Let $`\varphi :Y^{}X^{}o^{}`$ be a birational contraction of surfaces and let $`\mathrm{}:=\varphi ^1(o^{})_{\mathrm{red}}`$. Assume that $`K_Y^{}+\mathrm{}`$ is plt and $`X^{}o^{}`$ is smooth. Then $`Y^{}`$ has on $`\mathrm{}`$ at most two singular points. Moreover, if $`Y^{}`$ has on $`\mathrm{}`$ exactly two singular points, then these are of types $`\frac{1}{m_1}(1,q_1)`$ and $`\frac{1}{m_2}(1,q_2)`$, where $`\mathrm{gcd}(m_i,q_i)=1`$ and $`\mathrm{gcd}(m_1,m_2)=1`$.
###### Proof.
We need only the second part of the lemma. So we omit the proof of the first part. Let $`\mathrm{Sing}(Y^{})=\{P_1,P_2\}`$. We use topological arguments. Regard $`Y^{}`$ as a analytic germ along $`\mathrm{}`$. Since $`(X^{}o^{})`$ is smooth, $`\pi _1(Y^{}\mathrm{})\pi _1(X^{}\{o^{}\})\pi _1(X^{})=\{1\}`$. On the other hand, for a sufficiently small neighborhood $`Y^{}U_iP_i`$ the map $`\pi _1(U_i\mathrm{}P_i)\pi _1(U_iP_i)`$ is surjective (see \[K, Proof of Th. 9.6\]). Using Van Kampenโs Theorem as in \[Mo, 0.4.13.3\] one can show that
$$\pi _1(Y^{}\{P_1,P_2\})\tau _1,\tau _2/\{\tau _1^{m_1}=\tau _2^{m_2}=1,\tau _1\tau _2=1\}.$$
This group is nontrivial if $`\mathrm{gcd}(m_1,m_2)1`$, a contradiction. โ
###### Proof of Lemma 4.1.
The map $`Y\overline{Y}`$ is a composition of log flips:
$$\begin{array}{ccccccccccc}Y=Y_0\hfill & & & & Y_1& & & & Y_2& \mathrm{}& Y_N=\overline{Y}\\ g\hfill & & & & & & & & & & \\ X\hfill & & W_1& & & & W_2& & & & \end{array}$$
(5)
where every contraction $``$ is $`(K+S+(1+\epsilon )A)`$-negative and every $``$ is $`(K+S+(1\epsilon )A)`$-negative. Kawamata-Viehweg Vanishing \[KMM, Th. 1-2-5\] implies that exceptional loci of these contractions are trees of smooth rational curves \[Mo, Cor. 1.3\]. Thus Lemma 4.1 is obvious if the curve $`\overline{C}`$ is nonrational. From now on we assume that $`\overline{C}`$ is a (singular) rational curve.
###### Lemma 4.6.
Notation as above. Let $`S_i`$ be the proper transform of $`S`$ on $`Y_i`$. If $`f`$ is not a flipping contraction, then $`S_i`$ is ample over $`W_i`$ for $`i=1,\mathrm{},N`$. In particular, all nontrivial fibers of $`Y_iW_i`$ are contained in $`S_i`$.
###### Proof.
We claim that $`S_i`$ is not nef over $`Z`$ for $`i=1,\mathrm{},N1`$. Indeed, assume $`\mathrm{Exc}(f)f^1(o)`$. Take $`o^{}f(\mathrm{Exc}(f))`$, $`o^{}o`$ and let $`\mathrm{}g^1(f^1(o^{}))`$ be any compact irreducible curve. Clearly, $`YY_i`$ is an isomorphism along $`\mathrm{}`$. Let $`\mathrm{}_i`$ be the proper transform of $`\mathrm{}`$ on $`Y_i`$. Since $`S\mathrm{}=0`$, we have $`S_i\mathrm{}_i=0`$. The curve $`\mathrm{}_i`$ cannot generate an extremal ray (because extremal contractions on $`Y_1,\mathrm{},Y_{N1}`$ are flipping). If $`S_i`$ is nef over $`Z`$, then taking into account that $`\rho (Y_i/Z)=2`$ we obtain $`S_i0`$, a contradiction. Thus we may assume that $`\mathrm{Exc}(f)=f^1(o)`$ is a (prime) divisor. Then the exceptional locus of $`Y_iZ`$ is compact. If $`S_i`$ is nef, this implies $`S_i=\mathrm{Exc}(Y_iZ)`$. Again we have a contradiction because the proper transform of $`\mathrm{Exc}(f)`$ does not coincide with $`S_i`$.
We prove our lemma by induction on $`i`$. It is easy to see that $`S`$ is ample over $`W_0:=X`$. The Mori cone $`\overline{NE}(Y_i)`$ is generated by two extremal rays. Denote them by $`R_i`$ and $`Q_i`$, where $`R_i`$ (resp. $`Q_i`$) corresponds to the contraction $`Y_iW_i`$ (resp. $`Y_iW_{i+1}`$). Suppose that our assertion holds on $`Y_{i1}`$, i. e. $`S_{i1}R_{i1}<0`$. By our claim above, $`S_{i1}Q_{i1}>0`$ and after the flip $`Y_{i1}Y_i`$ we have $`S_iR_i<0`$. This completes the proof of the lemma. โ
### 4.7.
Let us consider the case when $`f`$ is not a flipping contraction. Let $`C^{(i)}`$ be the proper transform of $`\overline{C}`$ on $`Y_i`$. If $`p_a(C^{(i)})1`$, then $`Y_iW_i`$ cannot contract $`C^{(i)}`$. Thus $`C^{(i+1)}`$ is well defined. Now we need to show only that on each step of (5) no flipping curves $`\mathrm{Exc}(Y_iW_i)`$ pass through singular points of $`C^{(i)}`$. (Then $`Y_iY_{i+1}`$ is an isomorphism near singular points of $`C^{(i)}`$ and we are done). By Lemma 4.6 all flipping curves $`\mathrm{Exc}(Y_iW_i)`$ are contained in $`S_i`$. Therefore we can reduce problem in dimension two. The last claim $`\mathrm{Exc}(Y_iW_i)\mathrm{Sing}(C^{(i)})=\mathrm{}`$ easily follows by the lemma below.
###### Lemma 4.8.
Let $`\phi :S\widehat{S}\widehat{o}`$ be a birational contraction of surfaces and let $`\mathrm{\Delta }=\delta _i\mathrm{\Delta }_i`$ be a boundary on $`S`$ such that $`K_S+\mathrm{\Delta }`$ is klt and $`(K_S+\mathrm{\Delta })`$ is $`\phi `$-ample. Put $`\mathrm{\Theta }:=_{\delta _i6/7}\mathrm{\Delta }_i`$. Assume that $`\phi `$ does not contract components of $`\mathrm{\Theta }`$. Then $`\mathrm{\Theta }`$ is smooth on $`\phi ^1(\widehat{o})\mathrm{Sing}(S)`$.
###### Proof.
Assume the converse and let $`P\mathrm{Sing}(\mathrm{\Theta })\left(\phi ^1(\widehat{o})\mathrm{Sing}(S)\right)`$. Let $`\mathrm{\Gamma }`$ be a component of $`\phi ^1(\widehat{o})`$ passing through $`P`$. Then $`\mathrm{\Gamma }^1`$. There is an $`n`$-complement $`\mathrm{\Delta }^+=\delta _i^+\mathrm{\Delta }_i`$ of $`K_S+\mathrm{\Delta }`$ near $`\phi ^1(\widehat{o})`$ for $`n\{1,2,3,4,6\}`$ (see \[Sh, Th. 5.6\], \[Ut, Cor. 19.10\], or \[P3, Sect. 6\]). By the definition of complements, $`\delta _i^+\mathrm{min}\{1,(n+1)\delta _i/n\}`$ for all $`i`$. In particular, $`\delta _i^+=1`$ whenever $`\delta _i6/7`$, i. e. $`\mathrm{\Theta }\mathrm{\Delta }^+`$. This means that $`K_S+\mathrm{\Theta }`$ is lc. Since $`P\mathrm{Sing}(\mathrm{\Theta })`$, $`K_S+\mathrm{\Theta }`$ is not plt at $`P`$. Therefore $`\mathrm{\Theta }=\mathrm{\Delta }^+`$ near $`P`$ and $`\mathrm{\Gamma }`$ is not a component of $`\mathrm{\Delta }^+`$. We claim that $`K_S+\mathrm{\Gamma }`$ is lc. Indeed, $`\mathrm{\Gamma }`$ is lc at $`P`$ (because both $`\mathrm{\Gamma }`$ and $`S`$ are smooth at $`P`$). Assume that $`K_S+\mathrm{\Gamma }`$ is not lc at $`QP`$. Then $`K_S+(1\epsilon )\mathrm{\Gamma }+\mathrm{\Delta }^+`$ is not lc at $`P`$ and $`Q`$ for $`0<\epsilon 1`$. This contradicts Connectedness Lemma \[Sh, 5.7\], \[Ut, 17.4\]. Thus $`K_S+\mathrm{\Gamma }`$ is lc and we can apply Adjunction:
$$(K_S+\mathrm{\Delta }^++\mathrm{\Gamma })|_\mathrm{\Gamma }(K_S+\mathrm{\Theta }+\mathrm{\Gamma })|_\mathrm{\Gamma }=K_\mathrm{\Gamma }+\mathrm{Diff}_\mathrm{\Gamma }\left(\mathrm{\Theta }\right).$$
Since $`K_S+\mathrm{\Delta }^+0`$ over $`\widehat{S}`$ and $`\mathrm{\Gamma }^1`$, we have $`\mathrm{deg}\mathrm{Diff}_\mathrm{\Gamma }\left(\mathrm{\Theta }\right)<2`$. On the other hand, the coefficient of $`\mathrm{Diff}_\mathrm{\Gamma }\left(\mathrm{\Theta }\right)`$ at $`P`$ is equal to $`(\mathrm{\Theta }\mathrm{\Gamma })_P2`$, a contradiction. โ
### 4.9.
Finally let us consider the case when $`f`$ is a flipping contraction. If $`S_i`$ is ample over $`W_i`$ for $`i=1,\mathrm{},N`$, then we can use arguments of 4.7. From now on we assume that $`S_I`$ is nef over $`W_I`$ for some $`1IN`$.
Let $`L`$ be an effective divisor on $`Z`$ passing through $`o`$. Take $`c`$ so that $`K_X+cf^{}L`$ is lc but not klt. By Base Point Free Theorem \[KMM, 3-1-1\], there is a member $`M\left|n(K_X+cf^{}L)\right|`$ for some $`n`$ such that $`K_X+cf^{}L+\frac{1}{n}M`$ is lc (but not klt). Thus, we may assume $`F=cf^{}L+\frac{1}{n}M`$. Let $`K_Y+S+B^{}=g^{}(K_X+cf^{}L)`$ be the crepant pull-back. Write $`B=B^{}+B^{\prime \prime }`$, where $`B^{},B^{\prime \prime }0`$. Then $`(K_Y+S+B^{})`$ is nef over $`Z`$ and trivial on fibers of $`g`$. Run $`(K_Y+S+B^{})`$-MMP over $`Z`$. Since $`K_Y+S+B^{}B^{\prime \prime }0`$, this $``$-divisor cannot be nef until $`S`$ is not contracted. Therefore after a number of flips we get a divisorial contraction:
$$YY_1\mathrm{}Y_N=\overline{Y}\mathrm{}Y_N^{}X^{}.$$
(6)
Since $`\rho (Y_i/Z)=2`$ the cone $`\overline{NE}(Y_i/Z)`$ has exactly two extremal rays. Hence the sequence (5) is contained in (6).
###### Claim 4.10.
$`S_j`$ is nef over $`W_j`$ and $`S_j`$ is ample over $`W_{j+1}`$ for $`IjN^{}`$.
###### Proof.
Clearly, $`S_I`$ is ample over $`W_{I+1}`$ (because $`S_I`$ cannot be nef over $`Z`$). After the flip $`Y_IY_{I+1}`$ we have that $`S_{I+1}`$ is ample over $`W_{I+1}`$. Continuing the process we get our claim. โ
Further, $`X^{}`$ has only terminal singularities. Indeed, $`X^{}`$ is $``$-factorial, $`\rho (X^{}/Z)=1`$ and $`X^{}Z`$ is an isomorphism in codimension one. Therefore, one of the following holds:
1. $`K_X^{}`$ is ample over $`Z`$, then $`X^{}X`$;
2. $`K_X^{}`$ is numerically trivial over $`Z`$, then so is $`K_X`$, a contradiction;
3. $`K_X^{}`$ is ample over $`Z`$, then $`XX^{}`$ is a flip and $`X^{}`$ has only terminal singularities \[KMM, 5-1-11\].
This shows also that $`Y_N^{}X^{}`$ is a plt blowup. Then we can replace $`X`$ with $`X^{}`$ and apply arguments of 4.7. This finishes the proof of Theorem 1.5. โ
#### Concluding Remark
Shokurovโs classification of exceptional log del Pezzos with $`\delta 1`$ uses reduction to the case $`\rho =1`$. More precisely, this method uses the following modifications: $`\overline{S}S^{}S^{}`$, where $`S^{}\overline{S}`$ is the blow up of all divisors with discrepancy $`a(E,\mathrm{Diff}_{\overline{S}}6/7`$, $`S^{}S^{}`$ is a sequence of some extremal contractions and $`\rho (S^{})=1`$. Then all divisors with discrepancy $`6/7`$ are nonexceptional on $`S^{}`$. In our case, a smooth elliptic curve with coefficient $`6/7`$ on $`S^{}`$ cannot be contracted to a point on $`\overline{S}`$ (because the singularities of $`\overline{S}`$ are rational). By Theorem 1.5 this case does not occur. The situation in the case of a singular rational curve with coefficient $`6/7`$ on $`S^{}`$ which is contracted to a point on $`\overline{S}`$ is more complicated. This case will be discussed elsewhere.
#### Acknowledgements
I thank V. V. Shokurov for encouraging me to write up this note. I was working on this problem at Tokyo Institute of Technology during my stay 1999-2000. I am very grateful to the staff of the institute and especially to Professor S. Ishii for hospitality.
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# Critical point in the strong field magnetoresistance of a normal conductor/perfect insulator/perfect conductor composite with a random columnar microstructure
\[
## Abstract
A recently developed self-consistent effective medium approximation, for composites with a columnar microstructure, is applied to such a three-constituent mixture of isotropic normal conductor, perfect insulator, and perfect conductor, where a strong magnetic field B is present in the plane perpendicular to the columnar axis. When the insulating and perfectly conducting constituents do not percolate in that plane, the microstructure-induced in-plane magnetoresistance is found to saturate for large B, if the volume fraction of the perfect conductor $`p_S`$ is greater than that of the perfect insulator $`p_I`$. By contrast, if $`p_S<p_I`$, that magnetoresistance keeps increasing as $`๐^2`$ without ever saturating. This abrupt change in the macroscopic response, which occurs when $`p_S=p_I`$, is a critical point, with the associated critical exponents and scaling behavior that are characteristic of such points. The physical reasons for the singular behavior of the macroscopic response are discussed. A new type of percolation process is apparently involved in this phenomenon.
\]
Theoretical and experimental studies, performed since 1993, have shown that the macroscopic electrical response of three-dimensional (3D) composites with a two-dimensional (2D) or columnar microstructure can exhibit surprising forms of behavior when subject to a strong magnetic field B. For example, when a periodic array of parallel cylindrical holes is etched into an otherwise homogeneous free-electron-conductor host, the system exhibits a strong dependence of the macroscopic or bulk effective resistivity on both the magnitude and the direction of B, when B and the average current density $`๐`$ both lie in the plane perpendicular to the columnar axis. This occurs whenever the Hall-to-Ohmic resistivity ratio of the conducting host, $`H\rho _{\mathrm{Hall}}/\rho _{\mathrm{Ohmic}}=\mu |๐|=\omega _c\tau `$, (here $`\mu `$ is the Hall mobility, $`\omega _c`$ is the cyclotron frequency, and $`\tau `$ is the conductivity relaxation time) is greater than 1, and appears even if the array has a high point symmetry, e.g., square or triangular. A strongly anisotropic magnetoresistance was also found in calculations on a periodic columnar array of perfectly conducting inclusions embedded in a similar host. More recently, composites with a disordered columnar microstructure were considered, using an appropriate modification of the Bruggeman self-consistent-effective-medium-approximation. In such a system, if the pure constituents have an isotropic transport behavior and the microstructure is isotropic in the plane perpendicular to the columnar axis, and if B lies in that plane, then both the longitudinal and the in-plane-transverse components of the bulk effective resistivity tensor $`\widehat{\rho }_e`$, denoted by $`\rho _{}^{(e)}`$ (i.e., $`๐๐๐`$) and $`\stackrel{~}{\rho }_{}^{(e)}`$, (i.e., $`๐๐`$ and they both lie in that plane but are perpendicular to B) respectively, are independent of the direction of B or $`๐`$ in that plane. In that study, it was found that for a two-constituent metal/insulator ($`M/I`$) mixture of this kind, both of these resistivity components increase as $`H^2`$ for $`|H|1`$, without ever reaching saturation. This behavior is not confined to the case where $`M`$ represents a free-electron-conductor. All that is required is that its transport behavior be isotropic, and that the Hall-to-transverse-Ohmic resistivity ratio $`H`$ have a magnitude that is much greater than 1. An experimental consequence of this nonsaturating behavior would be that the bulk effective magnetoresistivities of such an $`M/I`$ mixture would continue to increase as $`๐^2`$ when B is large enough so that the Ohmic resistivities of the conducting constituent are saturated but its Hall resistivity continues to increase as B. By contrast, in a normal conductor/perfect conductor ($`M/S`$) mixture of this kind, both of those resistivity components saturate at finite values when $`|H|1`$.
Here we consider the macroscopic response of a three-constituent columnar composite of isotropic normal conductor, perfect insulator, and perfect conductor ($`M/I/S`$), where the 2D microstructure in the plane perpendicular to the columnar axis is again random, and a strong magnetic field B is applied in that plane.
We use the โcolumnar unambiguous self consistent effective medium approximation (CUSEMA)โ, which was developed in Ref. . In this approximation, the self consistency requirement is that the in-plane components of the extra electric field E produced by isolated circular-cylindrical inclusions of the different constituents, embedded in the fictitious uniform effective medium, vanish on average. A similar requirement is not imposed upon the columnar component of E, which would be unmeasurable in a thin film realization of such microstructures. Also, the columnar component of $`๐`$ is always assumed to vanish. These requirements lead to the following self consistencey equations (we take $`x`$ to be the columnar axis)
$$0=\left[(\widehat{I}\widehat{\rho }_e/\widehat{\rho }_{\mathrm{inc}})\widehat{\gamma }_{\mathrm{inc}}(\widehat{\rho }_{\mathrm{inc}},\widehat{\rho }_e)\widehat{\rho }_e\right]_{\{yz\}},$$
(1)
where $`\widehat{I}`$ is the unit tensor, $``$ indicates an average over the different types of inclusions, while the subscript $`\{yz\}`$ indicates that only the $`y,z`$ components of the $`3\times 3`$ tensor appearing in the square brackets $`[]`$ are included in this calculation, i.e., the $`2\times 2`$ matrix in the lower right corner of $`[(\widehat{I}\widehat{\rho }_e/\widehat{\rho }_{\mathrm{inc}})\widehat{\gamma }_{\mathrm{inc}}(\widehat{\rho }_{\mathrm{inc}},\widehat{\rho }_e)\widehat{\rho }_e]`$. The $`3\times 3`$ tensor $`\widehat{\gamma }_{\mathrm{inc}}(\widehat{\rho }_{\mathrm{inc}},\widehat{\rho }_e)`$ gives the uniform local electric field $`๐_{\mathrm{int}}`$, which appears inside an isolated circular-cylindrical inclusion, with resistivity tensor $`\widehat{\rho }_{\mathrm{inc}}`$, inside the otherwise uniform effective medium host $`\widehat{\rho }_e`$, when a uniform electric field $`๐_0`$ is applied at large distances
$$๐_{\mathrm{int}}=\widehat{\gamma }_{\mathrm{inc}}๐_0.$$
(2)
This tensor must be calculated from $`\widehat{\rho }_{\mathrm{inc}}`$ and $`\widehat{\rho }_e`$โthis was done for the relevant types of inclusions in the Appendix of Ref. .
It is important to note that the self consistency requirements used to derive CUSEMA differ from the requirements which are used to set up the conventional two-dimensional, Bruggeman-type, self-consistent effective medium approximation (SEMA) in the $`y,z`$ plane of this system (see Ref. for a discussion of SEMA in the presence of a magnetic field, when the conductivity tensors are nonscalar tensors). Consequently, it should come as no surprise if the results of those approximations are sometimes quite different, as shown in Ref. . The great advantage of using CUSEMA is that the exact relations which $`\widehat{\rho }_e`$ must satisfy as a result of the duality symmetry are satisfied automatically, whereas they can be seriously violated in the two-dimensional SEMA.
For the resistivity tensors of the effective medium host and the three different types of inclusions we write
$`\widehat{\rho }_e`$ $`=`$ $`\rho _M\left(\begin{array}{ccc}\alpha _e& \beta _e& 0\\ \beta _e& \gamma _e& 0\\ 0& 0& \lambda _e\end{array}\right);\widehat{\rho }_M=\rho _M\left(\begin{array}{ccc}1& H& 0\\ H& 1& 0\\ 0& 0& \nu \end{array}\right);`$ (9)
$`\widehat{\rho }_I`$ $`=`$ $`\rho _I\widehat{I},\rho _I\rho _M;\widehat{\rho }_S=\rho _S\widehat{I},\rho _S\rho _M.`$ (11)
These forms mean that a magnetic field B is applied along the $`z`$ axis, which is perpendicular to the columnar axis $`x`$.
The form assumed for $`\widehat{\rho }_M`$ means that the $`M`$ constituent exhibits isotropic transport behavior even when B is very strong, and does not rule out a dependence of its transverse and longitudinal Ohmic resistivities, $`\rho _M`$ and $`\nu \rho _M`$, and also of its Hall coefficient $`H\rho _M/|๐|`$, upon the magnitude of B. However, it does rule out the possibility of clean single crystal inclusions of a transition metal like Copper, where the resistivities become very sensitive to the crystal orientation with respect to B and J at strong fields and low temperatures due to the existence of open orbits on its Fermi surface, although polycrystalline inclusions of such a metal might still be allowed. By contrast, the form assumed for $`\widehat{\rho }_e`$ means that we expect the bulk effective transport behavior to be at least mildly anisotropic as a result of the columnar microstructure, i.e., in general we expect to have $`\alpha _e\gamma _e`$.
The forms assumed for $`\widehat{\rho }_I`$ and $`\widehat{\rho }_S`$ include the case where $`\widehat{\rho }_I=\mathrm{}`$ and $`\widehat{\rho }_S=0`$. In fact, it is only for those extreme values that a mathematical singularity will actually be found to appear in the bulk effective macroscopic response, justifying the term โcritical pointโ.
The same resistivity scale $`\rho _M`$ is used in both $`\widehat{\rho }_M`$ and $`\widehat{\rho }_e`$, whose in-plane components will obviously have similar magnitudes when neither the $`I`$ constituent nor the $`S`$ constituent percolates in that plane, i.e., when their volume fractions $`p_I`$, $`p_S`$ satisfy $`p_I<1/2`$, $`p_S<1/2`$. However, because there are perfectly conducting inclusions that span the system from end to end along the columnar axis $`x`$, therefore the components of $`\widehat{\rho }_e`$ which involve that axis will all vanish. More precisely, we will have $`\alpha _e=O(\rho _S/\rho _M)`$, $`\beta _e=O(\rho _S/\rho _M)`$ as long as the volume fraction $`p_S`$ of the $`S`$ constituent is nonzero.
The $`\widehat{\gamma }_{\mathrm{inc}}(\widehat{\rho }_{\mathrm{inc}},\widehat{\rho }_e)`$ matrices for the three types of inclusions which must be considered are (we omit the subscript $`e`$ from $`\alpha _e`$, $`\beta _e`$, $`\gamma _e`$, and $`\lambda _e`$ in these expressions, in order to save space)
$`\widehat{\gamma }_{\mathrm{inc}}(\widehat{\rho }_M,\widehat{\rho }_e)=`$ (12)
$`=`$ $`\left(\begin{array}{ccc}1& 0& 0\\ \frac{\frac{\beta }{\alpha }+\frac{\gamma H}{1+H^2}}{\left(\frac{\gamma }{\lambda }\right)^{1/2}+\frac{\gamma }{1+H^2}}& \frac{1+\left(\frac{\gamma }{\lambda }\right)^{1/2}}{\left(\frac{\gamma }{\lambda }\right)^{1/2}+\frac{\gamma }{1+H^2}}& 0\\ 0& 0& \frac{1+\left(\frac{\gamma }{\lambda }\right)^{1/2}}{1+\frac{\lambda }{\nu }\left(\frac{\gamma }{\lambda }\right)^{1/2}}\end{array}\right),`$ (16)
where we omitted the term $`\beta ^2/\alpha `$, which is $`O(\rho _S/\rho _M)1`$, when it appeared alongside $`\gamma `$, which is $`O(1)`$,
$$\widehat{\gamma }_{\mathrm{inc}}(\widehat{\rho }_I,\widehat{\rho }_e)=\left(\begin{array}{ccc}1& 0& 0\\ \frac{\frac{\beta }{\alpha }}{\left(\frac{\gamma }{\lambda }\right)^{1/2}}& \frac{1+\left(\frac{\gamma }{\lambda }\right)^{1/2}}{\left(\frac{\gamma }{\lambda }\right)^{1/2}}& 0\\ 0& 0& 1+\left(\frac{\gamma }{\lambda }\right)^{1/2}\end{array}\right),$$
(17)
where we also discarded $`O(\rho _M/\rho _I)1`$ terms, and
$$\widehat{\gamma }_{\mathrm{inc}}(\widehat{\rho }_S,\widehat{\rho }_e)=\left(\begin{array}{ccc}1& 0& 0\\ \frac{\frac{\beta }{\alpha }}{\gamma \frac{\rho _M}{\rho _S}}& \frac{1+\left(\frac{\gamma }{\lambda }\right)^{1/2}}{\gamma \frac{\rho _M}{\rho _S}}& 0\\ 0& 0& \frac{1+\left(\frac{\gamma }{\lambda }\right)^{1/2}}{\frac{\rho _M}{\rho _S}\lambda \left(\frac{\gamma }{\lambda }\right)^{1/2}}\end{array}\right),$$
(18)
where we kept some $`O(\rho _S/\rho _M)1`$ terms, because those terms are subsequently multiplied by an $`O(\rho _M/\rho _S)1`$ termโsee Eq. (1).
There will be two coupled nontrivial self-consistency equations, resulting from the $`yy`$ and $`zz`$ components of Eq. (1) (the $`yz`$ and $`zy`$ components of that equation are satisfied automatically due to the 2D isotropy of the microstructure). Thus, we get two coupled algebraic equations for the two unknown quantities $`\lambda _e\rho _{}^{(e)}/\rho _M`$ and $`\gamma _e\stackrel{~}{\rho }_{}^{(e)}/\rho _M`$:
$`0`$ $`=`$ $`\left({\displaystyle \frac{\gamma _e}{\lambda _e}}\right)^{1/2}\left[(12p_S)(1+H^2)(1p_I)\gamma _e+p_I\lambda _e\right]`$ (20)
$`{\displaystyle \frac{\gamma _e}{\lambda _e}}p_S(1+H^2)+(2p_I1)\gamma _e+(1p_S)(1+H^2),`$
$$\left(\frac{\gamma _e}{\lambda _e}\right)^{1/2}=\frac{\nu p_S\gamma _ep_I}{\nu (1p_S)\lambda _e(1p_I)}.$$
(22)
These equations can be transformed into a single polynomial equation for, say, $`\lambda _e`$. That would be an 8th order equation, which is quite complicated and which I have not been able to factorize algebraically. On the other hand, if we are interested only in the asymptotic behavior of $`\lambda _e`$ and $`\gamma _e`$ when $`|H|1`$, then an explicit solution can be obtained using asymptotic analysis. The results are
$`\gamma _e`$ $``$ $`\{\begin{array}{cc}H^2\frac{p_Ip_S}{12p_I}\frac{1p_I}{p_I}\hfill & \mathrm{for}p_I>p_S,|(p_Ip_S)H|1,\hfill \\ & \\ \nu \frac{12p_S}{p_Sp_I}\frac{1p_S}{p_S}\hfill & \mathrm{for}p_I<p_S,|(p_Ip_S)H|1,\hfill \\ & \\ \sqrt{\nu }|H|\frac{1p_I}{p_I}\hfill & \mathrm{for}p_I\stackrel{>}{<}p_S,|(p_Ip_S)H|1,\hfill \end{array}`$ (28)
$`{\displaystyle \frac{\gamma _e}{\lambda _e}}`$ $``$ $`\{\begin{array}{cc}\left(\frac{1p_I}{p_I}\right)^2\hfill & \mathrm{for}\gamma _e1,\hfill \\ & \\ \left(\frac{1p_S}{p_S}\right)^2\hfill & \mathrm{for}\gamma _e=O(1).\hfill \end{array}`$ (33)
These results can be recast with the help of two scaling functions
$$\gamma _e\frac{\nu }{p_Ip_S}F(Z),\lambda _e\frac{\nu }{p_Ip_S}G(Z),$$
(34)
where the scaling variable is $`Z|H|(p_Ip_S)/\sqrt{\nu }`$, and the scaling functions have the following limiting forms
$`F(Z)`$ $``$ $`\{\begin{array}{cc}\frac{1p_I}{p_I}\frac{Z^2}{12p_I}\hfill & \mathrm{for}Z1,\hfill \\ & \\ \frac{1p_S}{p_S}(12p_S)\hfill & \mathrm{for}Z1,\hfill \\ & \\ \frac{1p_I}{p_I}Z\hfill & \mathrm{for}|Z|1,\hfill \end{array}`$ (40)
$`G(Z)`$ $``$ $`\{\begin{array}{cc}\frac{p_I}{1p_I}\frac{Z^2}{12p_I}\hfill & \mathrm{for}Z1,\hfill \\ & \\ \frac{p_S}{1p_S}(12p_S)\hfill & \mathrm{for}Z1,\hfill \\ & \\ \frac{p_I}{1p_I}Z\hfill & \mathrm{for}|Z|1.\hfill \end{array}`$ (46)
Both of these functions have the qualitative form shown in Fig. 1.
Clearly, $`|H|=\mathrm{}`$, $`p_S=p_I`$ defines a line of critical points of the macroscopic magnetotransport of such systems: For $`p_S>p_I`$, both $`\rho _{}^{(e)}`$ and $`\stackrel{~}{\rho }_{}^{(e)}`$ saturate when $`|H|\mathrm{}`$, whereas for $`p_S<p_I`$ they both keep increasing as $`H^2`$ for $`|H|1`$. As $`p_Sp_I`$ from below, the coefficients of the $`H^2`$ terms tend to zero as $`p_Ip_S`$, while if $`p_Sp_I`$ from above the saturated values of both $`\rho _{}^{(e)}`$ and $`\stackrel{~}{\rho }_{}^{(e)}`$ diverge as $`1/(p_Sp_I)`$. When $`p_S=p_I`$, then these resistivity components keep increasing as $`|H|`$ for $`|H|1`$. In the vicinity of the critical line, where both $`1/|H|`$ and $`|p_Sp_I|`$ are very small, it is easy to see that $`F(Z)G(Z)`$ and $`\gamma _e\lambda _e`$.
Because these results were obtained within the framework of CUSEMA, some of these behaviors are not expected to be correct in detail. We do expect that even a more accurate calculation of asymptotic behavior (i.e., $`|H|1`$) will exhibit saturated behavior for $`p_I<p_S`$, nonsaturating $`H^2`$ behavior for $`p_I>p_S`$, and nonsaturating $`|H|`$ behavior for $`p_I=p_S`$. However, we expect that more accurate calculations will show that the critical behavior as $`p_Sp_I`$ is not characterized by the simple forms $`1/(p_Sp_I)`$ or $`p_Ip_S`$ which were obtained here, but rather by some noninteger values of the critical exponents. Such calculations are now in progress.
The behavior found in these calculations can be understood qualitatively by recalling that the in-plane $`y,z`$ components of $`\widehat{\sigma }_M`$ are
$$\frac{1}{\rho _M}\left(\begin{array}{cc}\frac{1}{1+H^2}& 0\\ 0& \frac{1}{\nu }\end{array}\right).$$
(47)
For $`|H|1`$, this represents a very anisotropic 2D conductor in the $`y,z`$ plane, with $`\rho _M\sigma _{Mzz}=1/\nu =O(1)`$ and $`\rho _M\sigma _{Myy}1/H^21`$. In order to get from end to end of the sample, the in-plane electric current must make its way between different $`S`$ inclusions by flowing through the $`M`$ host. If there are many more $`S`$ inclusions than $`I`$ inclusions, then straight line $`S`$-to-$`S`$ trajectories can easily be found that are parallel to $`z`$, allowing the current to flow through the $`M`$ constituent only in the $`z`$ direction. Therefore the macroscopic conductivity will depend only on $`\sigma _{Mzz}`$, and the macroscopic resistivity will saturate when $`|H|1`$. In the opposite case, when there are many more $`I`$ inclusions than $`S`$ inclusions, the current will often not be able to flow even between neighboring $`S`$ inclusions only along $`z`$, but will have to have a nonzero $`y`$ component in the $`M`$ constituent. This is the low conductivity direction, therefore the macroscopic conductivity will now be determined primarily by $`\sigma _{Myy}1/(\rho _MH^2)`$. Threfore the macroscopic resistivity will not saturate, but keep increasing as $`H^2`$ forever.
As the relative proportion of the $`I`$ and $`S`$ constituents is varied, there will be a transition from saturating to nonsaturating $`H^2`$ behavior, which will have to be abrupt, i.e., it will be a singular or critical point of the macroscopic response. This will be reflected by a similarly abrupt change in the detailed local current distribution, which will have only $`z`$-parallel flow lines in the $`M`$ constituent for values of $`p_I`$ below the transition point value, but will also have nonzero values of $`J_y`$ in that constituent when $`p_I`$ is above that value. Such a transition constitutes a new type of percolation phenomenon, which we believe deserves further study, both theoretical and experimental.
Experimental study of the critical point we have discovered could be done using a doped semiconductor film as the $`M`$ constituent, with a random collection of etched perpendicular holes as the $`I`$ constituent, and a random collection of perpendicular columnar inclusions, made of a high conductivity normal metal, playing the role of the $`S`$ constituent. We would like to note that extremely low temperatures or very clean single crystals would not be required in order to observe this critical point. What would be necessary is a large contrast at each stage of the following chain of inequalities
$$\rho _S\rho _MH^2\rho _M\rho _I.$$
(48)
If Si-doped GaAs is used as the $`M`$ host, with a negative charge carrier density of $`1.6\times 10^{18}`$ cm<sup>-3</sup> and a mobility $`\mu =2500`$ cm$`{}_{}{}^{2}/`$V s at a temperature of 90 K, as in the experiment described in Ref. , then a magnetic field of 40 Tesla would result in $`H=10`$. Such a material would have an Ohmic resistivity of $`1.6\times 10^3\mathrm{\Omega }`$ cm, about 1000 times greater than that of Copper. Thus, using Copper for the $`S`$ inclusions and etched holes for the $`I`$ inclusions, there should be no difficulty in satisfying all the above inequalities.
###### Acknowledgements.
This research was supported in part by grants from the US-Israel Binational Science Foundation, the Israel Science Foundation, and NSF Grant DMR 97-31511.
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